daytrend

12/14/2016

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 1:58 pm 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 1:58 pm ET)
11.6% of stocks are above yesterday’s high.
40.0% are above yesterday’s midpoint. (60.0% are below.)
23.2% are below yesterday’s low.
65.2% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
56.6% of stocks with today’s low < yesterday’s low. (43.4% greater than).

EVIDENCE OF INTRADAY TREND (20161214 1:58 pm ET)
47.0% of stocks are above today’s open. (51.0% are below).
34.7% of stocks are above today’s open and yesterday’s close.
47.1% 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 1:58 pm ET)
12.5% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20161214 1:58 pm ET)
40.3% of stocks are above yesterday’s close. (59.7% are below.)
0.5% are up 4.5% or more. 1.0% are down 4.5% or more.
0.7% are up 3.5% or more. 2.1% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20161214 1:58 pm ET)
2-day: >=95:5.6%…>=90:8.8%…>=80:16.2%…>=50:42.1%…<=20:22.8%…<=10:8.6%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.9%…>=50:77.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:78.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161214 1:58 pm ET)
11.6% above previous 1 highs, 23.2% below previous 1 lows
8.0% above previous 2 highs, 15.6% below previous 2 lows
5.3% above previous 3 highs, 13.6% below previous 3 lows
4.7% above previous 4 highs, 10.0% below previous 4 lows
4.5% above previous 5 highs, 5.6% below previous 5 lows
4.2% above previous 6 highs, 3.8% below previous 6 lows
4.2% above previous 7 highs, 3.1% below previous 7 lows
4.2% above previous 8 highs, 2.6% below previous 8 lows
3.8% above previous 9 highs, 2.5% below previous 9 lows
3.3% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161214 1:58 pm ET)
40.3% are above or equal to 12/13 close (1 days ago), 59.7% are below.
47.7% are above or equal to 12/12 close (2 days ago), 52.3% are below.
37.9% are above or equal to 12/9 close (3 days ago), 62.1% are below.
36.8% are above or equal to 12/8 close (4 days ago), 63.2% are below.
49.2% are above or equal to 12/7 close (5 days ago), 50.8% are below.
71.9% are above or equal to 12/6 close (6 days ago), 28.1% are below.
76.8% are above or equal to 12/5 close (7 days ago), 23.2% are below.
82.7% are above or equal to 12/2 close (8 days ago), 17.3% are below.
82.0% are above or equal to 12/1 close (9 days ago), 18.0% are below.
75.3% are above or equal to 11/30 close (10 days ago), 24.7% are below.
73.5% are above or equal to 11/29 close (11 days ago), 26.5% are below.
73.9% are above or equal to 11/28 close (12 days ago), 26.1% are below.
67.0% are above or equal to 11/25 close (13 days ago), 33.0% are below.
69.5% are above or equal to 11/23 close (14 days ago), 30.5% are below.
72.0% are above or equal to 11/22 close (15 days ago), 28.0% are below.
74.9% are above or equal to 11/21 close (16 days ago), 25.1% are below.
79.2% are above or equal to 11/18 close (17 days ago), 20.8% are below.
77.9% are above or equal to 11/17 close (18 days ago), 22.1% are below.
81.7% are above or equal to 11/16 close (19 days ago), 18.3% are below.
80.5% are above or equal to 11/15 close (20 days ago), 19.5% are below.
81.9% are above or equal to 11/14 close (21 days ago), 18.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161214 1:58 pm ET)
20d: 8.4% new highs, 2.7% new lows
21d: 7.9% new highs, 2.7% new lows
42d: 6.2% new highs, 1.0% new lows
63d: 5.5% new highs, 0.9% new lows
126d: 3.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161214 1:58 pm ET)
2-day: 39.2% above, 60.8% below
3-day: 42.8% above, 57.2% below
4-day: 39.4% above, 60.6% below
5-day: 38.6% above, 61.4% below
8-day: 55.4% above, 44.6% below
10-day: 67.0% above, 33.0% below
20-day: 76.0% above, 24.0% below
50-day: 76.4% above, 23.6% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161214 1:58 pm ET)
META(29): 1.40% Top=CLF AKS X STLD TAHO CDE HL CMC ….. FCX ABX PAAS SLCA ARNC NEM CCJ FMSA=Bottom (Metals & Mining)
CONS(51): 0.20% Top=PAY FBHS TPX CHD ENR WRK KS HAS ….. EPC GT RL WWW HBI UAA BLL VFC=Bottom (Consumer)
COHW(38): 0.09% Top=INFN S VG TDS NTAP UBNT ARRS ANET ….. BCE COMM CTL CCI ZAYO FNSR QCOM SSYS=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.02% Top=CC MOS CF HUN PPG OLN APD MON ….. EMN DD PAH RPM AXTA ASH GRA IFF=Bottom (Chemicals/Fertilizers)
LEIS(35): -0.02% Top=WYN HLT LVS CMG CCL JACK RCL H ….. YUM SBUX BYD WEN QSR LQ TXRH EXPE=Bottom (Leisure)
TRAN(28): -0.17% Top=AAL DAL SWFT XPO UAL SAVE ALK LUV ….. YRCW KSU NSC FDX CP UPS GWR BRS=Bottom (Transportation)
COSW(81): -0.18% Top=AKAM FFIV JD MDRX HPE FIS TWLO MDSO ….. WDAY FTNT XRX TRIP GWRE ZEN ULTI SPLK=Bottom (Computer Software/Internet)
MANU(38): -0.19% Top=IR RS ATI SWK MWA PH EMR XYL ….. ATKR FLS MIDD MRC AGCO TEX CMI CFX=Bottom (Manufacturing)
INSU(35): -0.22% Top=PGR CNO RDN AFL ORI AIZ UNM FAF ….. AJG WLTW PRU ACGL LNC AFSI XL SLF=Bottom (Insurance)
REAL(99): -0.23% Top=MGP AMT NLY EQC AVB IVR SHO AGNC ….. SPG DRE HR CONE CLI STAG GPT LPT=Bottom (Real Estate)
MATE(25): -0.26% Top=MAS USG EXP PWR MLM SUM FAST CAA ….. WCN PHM TOL OC EME DAR MDR KBH=Bottom (Materials & Construction)
DISV(47): -0.26% Top=ZTO AMN MA PAYX VNTV SERV V KBR ….. SBAC ACM VRSK ILG RBA CAR FDC ATHN=Bottom (Diversified Services)
ELEC(50): -0.26% Top=NVDA FTV AMKR AMD AMBA ON IDTI APH ….. KEYS CAVM SWKS SIMO OCLR PI BRKR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.27% Top=KR SFM RH SPLS MELI KAR GPS CASY ….. ORLY JCP ANF CHS JWN GME ETSY BLDR=Bottom (Retail & Specialty Retail)
FINA(91): -0.54% Top=OMF LADR BAC NAVI AXP PYPL BX MS ….. WAL BKU HOMB OZRK LM SBNY BOFI EV=Bottom (Banks/Financials)
HEAL(48): -0.55% Top=ELGX EW IART HOLX BAX STE TFX COO ….. DXCM DVA BKD OPK THC ESRX ACHC UHS=Bottom (Health)
ENER(91): -1.53% Top=REN CLR OKS MMP PXD ETE PAA APA ….. OAS PBF CPE SN SGY BBG CRC CVI=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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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