daytrend

12/13/2016

Filed under: Market Stats — daytrend @ 3:29 pm

Market Stats at 3:29 pm ET
by daytrend on 20161213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20161213 3:29 pm ET)
20.7% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
18.8% are below yesterday’s low.
60.5% are inside yesterday’s range.
44.1% of stocks with today’s high > yesterday’s high. (55.9% less than).
46.4% of stocks with today’s low < yesterday’s low. (53.6% greater than).

EVIDENCE OF INTRADAY TREND (20161213 3:29 pm ET)
47.0% of stocks are above today’s open. (52.0% are below).
44.8% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
14.3% of stocks opened above yesterday’s high.
81.2% of stocks opened above yesterday’s close. (17.0% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161213 3:29 pm ET)
7.5% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
51.8% are in the top half. 48.2% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20161213 3:29 pm ET)
59.7% of stocks are above yesterday’s close. (40.3% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
2.2% are up 3.5% or more. 2.1% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY (20161213 3:29 pm ET)
2-day: >=95:12.3%…>=90:17.5%…>=80:25.5%…>=50:53.5%…<=20:17.6%…<=10:5.5%…<=5:1.6%…
9-day: >=95:0.0%…>=90:1.0%…>=80:5.5%…>=50:79.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:81.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161213 3:29 pm ET)
20.7% above previous 1 highs, 18.8% below previous 1 lows
14.0% above previous 2 highs, 16.0% below previous 2 lows
12.2% above previous 3 highs, 12.9% below previous 3 lows
11.7% above previous 4 highs, 7.4% below previous 4 lows
11.7% above previous 5 highs, 4.9% below previous 5 lows
11.7% above previous 6 highs, 4.3% below previous 6 lows
11.5% above previous 7 highs, 2.0% below previous 7 lows
10.8% above previous 8 highs, 2.0% below previous 8 lows
9.2% above previous 9 highs, 1.6% below previous 9 lows
8.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161213 3:29 pm ET)
59.7% are above or equal to 12/12 close (1 days ago), 40.3% are below.
43.0% are above or equal to 12/9 close (2 days ago), 57.0% are below.
40.6% are above or equal to 12/8 close (3 days ago), 59.4% are below.
55.2% are above or equal to 12/7 close (4 days ago), 44.8% are below.
75.6% are above or equal to 12/6 close (5 days ago), 24.4% are below.
80.0% are above or equal to 12/5 close (6 days ago), 20.0% are below.
84.9% are above or equal to 12/2 close (7 days ago), 15.1% are below.
83.9% are above or equal to 12/1 close (8 days ago), 16.1% are below.
78.0% are above or equal to 11/30 close (9 days ago), 22.0% are below.
74.1% are above or equal to 11/29 close (10 days ago), 25.9% are below.
75.1% are above or equal to 11/28 close (11 days ago), 24.9% are below.
69.2% are above or equal to 11/25 close (12 days ago), 30.8% are below.
70.3% are above or equal to 11/23 close (13 days ago), 29.7% are below.
73.0% are above or equal to 11/22 close (14 days ago), 27.0% are below.
76.8% are above or equal to 11/21 close (15 days ago), 23.2% are below.
80.3% are above or equal to 11/18 close (16 days ago), 19.7% are below.
79.4% are above or equal to 11/17 close (17 days ago), 20.6% are below.
82.4% are above or equal to 11/16 close (18 days ago), 17.6% are below.
81.4% are above or equal to 11/15 close (19 days ago), 18.6% are below.
82.7% are above or equal to 11/14 close (20 days ago), 17.3% are below.
84.3% are above or equal to 11/11 close (21 days ago), 15.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161213 3:29 pm ET)
20d: 17.0% new highs, 2.4% new lows
21d: 16.8% new highs, 2.1% new lows
42d: 12.0% new highs, 0.5% new lows
63d: 9.7% new highs, 0.3% new lows
126d: 7.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161213 3:29 pm ET)
2-day: 58.7% above, 41.3% below
3-day: 48.1% above, 51.9% below
4-day: 43.0% above, 57.0% below
5-day: 47.1% above, 52.9% below
8-day: 70.3% above, 29.7% below
10-day: 75.1% above, 24.9% below
20-day: 78.7% above, 21.3% below
50-day: 78.0% above, 22.0% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161213 3:29 pm ET)
ENER(89): 0.99% Top=OAS NBL WPX CPE EPE DK MUR HES ….. RIG FTI SWN RES NBR DO SGY PTEN=Bottom (Energy)
COHW(38): 0.93% Top=STX WDC ARRS AAPL ANET CTL JNPR BBRY ….. PSTG VIAV HPQ INFN CIEN BCE FNSR ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): 0.78% Top=RHT CA ZEN GRUB NOW FB TWTR SYNT ….. EPAM GWRE TEAM CERN SABR MDSO NTNX MDRX=Bottom (Computer Software/Internet)
ELEC(51): 0.66% Top=ON SIMO MCHP PI TXN INTC IDTI NVDA ….. DLB FTV FSLR FIT AMD SPWR CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.42% Top=SEAS LVS WYNN MGM SHAK HLT BYD WEN ….. TXRH EAT SONC CMG ZOES MTN DRI STAY=Bottom (Leisure)
HEAL(48): 0.34% Top=MOH OPK HOLX IRWD STE CNC IART ESRX ….. THC BDX WCG TFX DVA MD UHS ACHC=Bottom (Health)
CONS(51): 0.28% Top=PAY GT NWL COTY NKE WHR BLL ENR ….. IP SKX SON BERY LULU FOSL BC WWW=Bottom (Consumer)
META(30): 0.24% Top=CDE FMSA NEM ABX RGLD SLW AKS TAHO ….. CNX CMC FCX CENX SCCO TECK CLD CLF=Bottom (Metals & Mining)
DISV(46): 0.23% Top=SBAC MYGN FDC SCI TAL CXW ULTA LDOS ….. INFO R KBR URI JEC ACM HRI ZTO=Bottom (Diversified Services)
INSU(35): 0.19% Top=WLTW CLGX AFL BRO AIG FAF AJG SLF ….. XL RGA ACGL HIG ORI CINF CNO VR=Bottom (Insurance)
RETA(62): 0.12% Top=RH AMZN ORLY MELI TLRD TJX NFLX W ….. GPS ANF KMX AEO BID PIR URBN GNC=Bottom (Retail & Specialty Retail)
TRAN(28): -0.06% Top=JBLU FDX BRS SAVE XPO NAT KSU LUV ….. CP UAL ODFL NSC TRN SWFT WAB GWR=Bottom (Transportation)
MANU(38): -0.07% Top=TEX ZBRA DDD ROP DHR MHK ATKR CAT ….. MWA CFX ETN KMT PNR AGCO MRC ATI=Bottom (Manufacturing)
FINA(91): -0.08% Top=OZRK AMG CFR FRC TD CBSH BOFI SYF ….. FII JNS IVZ NAVI NSAM ARCC YRD OMF=Bottom (Banks/Financials)
MATE(25): -0.37% Top=SRCL DAR MAS TOL EME OC DHI VMC ….. PHM FLR MLM TPH EXP PWR WY USG=Bottom (Materials & Construction)
REAL(96): -0.39% Top=CONE CSAL AMT COR DFT EQC OUT BAM ….. SNH SC MPW CLNY NRF PEB CBL IVR=Bottom (Real Estate)
CHEM(26): -0.57% Top=CC WLK OLN CE EMN PX RPM MON ….. FMC IFF PAH PPG CF MOS POT AGU=Bottom (Chemicals/Fertilizers)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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