daytrend

12/14/2016

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 9:55 am ET
by daytrend on 20161214. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE (20161214 9:55 am ET)
8.9% of stocks are above yesterday’s high.
39.7% are above yesterday’s midpoint. (60.3% are below.)
13.8% are below yesterday’s low.
77.2% are inside yesterday’s range.
20.8% of stocks with today’s high > yesterday’s high. (79.2% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20161214 9:55 am ET)
54.5% of stocks are above today’s open. (44.1% are below).
34.2% of stocks are above today’s open and yesterday’s close.
39.1% are below both.
4.1% of stocks opened above yesterday’s high.
34.4% of stocks opened above yesterday’s close. (61.3% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161214 9:55 am ET)
7.9% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
48.3% are in the top half. 51.7% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
15.6% are in the bottom 10%.

GAIN (20161214 9:55 am ET)
41.0% of stocks are above yesterday’s close. (59.0% are below.)
0.0% are up 4.5% or more. 0.5% are down 4.5% or more.
0.5% are up 3.5% or more. 1.0% are down 3.5% or more.
80.7% are between +1% and -1%.

RSI on DAILY (20161214 9:55 am ET)
2-day: >=95:4.8%…>=90:7.7%…>=80:14.0%…>=50:42.0%…<=20:18.9%…<=10:6.5%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.7%…>=50:79.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:80.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161214 9:55 am ET)
8.9% above previous 1 highs, 13.8% below previous 1 lows
6.8% above previous 2 highs, 9.0% below previous 2 lows
4.6% above previous 3 highs, 7.2% below previous 3 lows
4.5% above previous 4 highs, 5.4% below previous 4 lows
4.1% above previous 5 highs, 3.3% below previous 5 lows
3.8% above previous 6 highs, 1.7% below previous 6 lows
3.7% above previous 7 highs, 1.4% below previous 7 lows
3.7% above previous 8 highs, 0.9% below previous 8 lows
3.4% above previous 9 highs, 0.8% below previous 9 lows
3.2% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161214 9:55 am ET)
41.0% are above or equal to 12/13 close (1 days ago), 59.0% are below.
50.9% are above or equal to 12/12 close (2 days ago), 49.1% are below.
38.0% are above or equal to 12/9 close (3 days ago), 62.0% are below.
36.4% are above or equal to 12/8 close (4 days ago), 63.6% are below.
51.6% are above or equal to 12/7 close (5 days ago), 48.4% are below.
72.9% are above or equal to 12/6 close (6 days ago), 27.1% are below.
78.1% are above or equal to 12/5 close (7 days ago), 21.9% are below.
84.2% are above or equal to 12/2 close (8 days ago), 15.8% are below.
83.2% are above or equal to 12/1 close (9 days ago), 16.8% are below.
77.3% are above or equal to 11/30 close (10 days ago), 22.7% are below.
74.3% are above or equal to 11/29 close (11 days ago), 25.7% are below.
74.1% are above or equal to 11/28 close (12 days ago), 25.9% are below.
67.8% are above or equal to 11/25 close (13 days ago), 32.2% are below.
70.4% are above or equal to 11/23 close (14 days ago), 29.6% are below.
73.5% are above or equal to 11/22 close (15 days ago), 26.5% are below.
76.8% are above or equal to 11/21 close (16 days ago), 23.2% are below.
80.9% are above or equal to 11/18 close (17 days ago), 19.1% are below.
79.6% are above or equal to 11/17 close (18 days ago), 20.4% are below.
82.3% are above or equal to 11/16 close (19 days ago), 17.7% are below.
81.7% are above or equal to 11/15 close (20 days ago), 18.3% are below.
83.1% are above or equal to 11/14 close (21 days ago), 16.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161214 9:55 am ET)
20d: 6.5% new highs, 1.3% new lows
21d: 6.3% new highs, 1.3% new lows
42d: 4.8% new highs, 0.5% new lows
63d: 4.0% new highs, 0.5% new lows
126d: 2.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161214 9:55 am ET)
2-day: 38.9% above, 61.1% below
3-day: 44.6% above, 55.4% below
4-day: 39.6% above, 60.4% below
5-day: 37.6% above, 62.4% below
8-day: 57.4% above, 42.6% below
10-day: 68.6% above, 31.4% below
20-day: 78.1% above, 21.9% below
50-day: 76.8% above, 23.2% below
200-day: 73.1% above, 26.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161214 9:55 am ET)
META(29): 0.77% Top=TAHO AGI AG ABX CDE GG STLD AEM ….. SCCO CNX FMSA TECK SLCA CCJ ARNC FCX=Bottom (Metals & Mining)
CONS(51): 0.09% Top=KS FBHS TPX PAY BERY WHR PKG WRK ….. BC CCK GT RL OI SKX BLL KATE=Bottom (Consumer)
DISV(47): 0.04% Top=PAYX MYGN TRU VNTV ADS WOOF MA RHI ….. ULTA SCI HRB SBAC ACM HRI INFO KBR=Bottom (Diversified Services)
RETA(62): 0.02% Top=PIR RH SFM KR SPLS WSM GPS URBN ….. ASNA DLTR BID BIG GNC ANF TLRD ETSY=Bottom (Retail & Specialty Retail)
COSW(81): 0.02% Top=AKAM MDRX CERN ATHM FFIV JD TWLO FEYE ….. SPLK VIPS ULTI WB TRIP WUBA GRUB ATVI=Bottom (Computer Software/Internet)
LEIS(35): -0.03% Top=H HLT CCL RCL SHAK RRR GPRO DPZ ….. QSR CMG SBUX BLMN MGM LVS WYNN ZOES=Bottom (Leisure)
ELEC(50): -0.04% Top=KLAC NVDA ON FTV AMBA AMKR INVN GRMN ….. KEYS PI CSIQ OCLR FSLR SPWR BRKR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.06% Top=MOS CF AGU PPG IFF POT PAH MON ….. SHW SMG HUN DOW APD DD ASH FMC=Bottom (Chemicals/Fertilizers)
COHW(38): -0.06% Top=VIAV CSCO VG S AAPL ANET VSAT NTAP ….. STX TDS CTL FNSR COMM CCI ZAYO SSYS=Bottom (Computer Hardware/Telecom)
MATE(25): -0.07% Top=MLM VMC EXP MAS FAST USG WCN SUM ….. DHI EME LEN TOL MDR TPH KBH WY=Bottom (Materials & Construction)
INSU(35): -0.12% Top=CLGX PGR VR AFL ACGL AXS UNM AON ….. WLTW MET TRV SLF AIG L LNC PRU=Bottom (Insurance)
HEAL(48): -0.12% Top=COO EW STE BSX IART HOLX ABMD ABT ….. ELGX ANTM HCA ZBH BKD ESRX UHS ACHC=Bottom (Health)
MANU(38): -0.16% Top=TTC IR ATI AOS RS SWK XYL MHK ….. ITT ATKR MIDD AGCO CMI CAT MRC TEX=Bottom (Manufacturing)
FINA(91): -0.33% Top=OMF VOYA SEIC JNS LADR EFX NAVI MS ….. PB HOMB EWBC CBSH LM HBAN BOFI WFC=Bottom (Banks/Financials)
TRAN(28): -0.36% Top=ODFL DAL AAL SWFT UNP ALK UAL JBHT ….. JBLU TK FDX TRN NAT UPS BRS GWR=Bottom (Transportation)
REAL(99): -0.41% Top=MGP RLJ AMT ARI LHO NSA PEB DRH ….. CUZ SKT SLG CLI CONE CPT GPT LPT=Bottom (Real Estate)
ENER(91): -1.28% Top=SWN REN HLX PAA CLR MDU VLO PXD ….. SN BBG OAS EPE PBF CRC CPE SGY=Bottom (Energy)

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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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