daytrend

12/14/2016

Filed under: Market Stats — daytrend @ 2:43 pm

Market Stats at 2:43 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 2:43 pm ET)
6.3% of stocks are above yesterday’s high.
29.5% are above yesterday’s midpoint. (70.5% are below.)
34.0% are below yesterday’s low.
59.7% are inside yesterday’s range.
34.2% of stocks with today’s high > yesterday’s high. (65.8% less than).
63.7% of stocks with today’s low < yesterday’s low. (36.3% greater than).

EVIDENCE OF INTRADAY TREND (20161214 2:43 pm ET)
35.0% of stocks are above today’s open. (63.8% are below).
21.5% of stocks are above today’s open and yesterday’s close.
60.1% 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 2:43 pm ET)
0.8% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
27.5% are in the top half. 72.5% of stocks are in the bottom half of today’s range.
19.6% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20161214 2:43 pm ET)
27.1% of stocks are above yesterday’s close. (72.9% are below.)
0.3% are up 4.5% or more. 1.5% are down 4.5% or more.
0.5% are up 3.5% or more. 3.1% are down 3.5% or more.
59.4% are between +1% and -1%.

RSI on DAILY (20161214 2:43 pm ET)
2-day: >=95:3.5%…>=90:4.3%…>=80:10.4%…>=50:31.6%…<=20:32.7%…<=10:13.4%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:71.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:73.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161214 2:43 pm ET)
6.3% above previous 1 highs, 34.0% below previous 1 lows
3.8% above previous 2 highs, 24.6% below previous 2 lows
2.5% above previous 3 highs, 21.3% below previous 3 lows
2.2% above previous 4 highs, 16.7% below previous 4 lows
1.9% above previous 5 highs, 10.8% below previous 5 lows
1.9% above previous 6 highs, 6.3% below previous 6 lows
1.8% above previous 7 highs, 5.3% below previous 7 lows
1.8% above previous 8 highs, 4.3% below previous 8 lows
1.7% above previous 9 highs, 3.8% below previous 9 lows
1.5% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161214 2:43 pm ET)
27.1% are above or equal to 12/13 close (1 days ago), 72.9% are below.
40.3% are above or equal to 12/12 close (2 days ago), 59.7% are below.
29.9% are above or equal to 12/9 close (3 days ago), 70.1% are below.
32.2% are above or equal to 12/8 close (4 days ago), 67.8% are below.
42.7% are above or equal to 12/7 close (5 days ago), 57.3% are below.
66.6% are above or equal to 12/6 close (6 days ago), 33.4% are below.
72.3% are above or equal to 12/5 close (7 days ago), 27.7% are below.
80.5% are above or equal to 12/2 close (8 days ago), 19.5% are below.
77.8% are above or equal to 12/1 close (9 days ago), 22.2% are below.
72.9% are above or equal to 11/30 close (10 days ago), 27.1% are below.
69.1% are above or equal to 11/29 close (11 days ago), 30.9% are below.
70.3% are above or equal to 11/28 close (12 days ago), 29.7% are below.
63.8% are above or equal to 11/25 close (13 days ago), 36.2% are below.
65.7% are above or equal to 11/23 close (14 days ago), 34.3% are below.
68.5% are above or equal to 11/22 close (15 days ago), 31.5% are below.
72.3% are above or equal to 11/21 close (16 days ago), 27.7% are below.
77.6% are above or equal to 11/18 close (17 days ago), 22.4% are below.
77.2% are above or equal to 11/17 close (18 days ago), 22.8% are below.
79.3% are above or equal to 11/16 close (19 days ago), 20.7% are below.
77.5% are above or equal to 11/15 close (20 days ago), 22.5% are below.
79.4% are above or equal to 11/14 close (21 days ago), 20.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161214 2:43 pm ET)
20d: 10.6% new highs, 3.2% new lows
21d: 10.1% new highs, 3.1% new lows
42d: 8.4% new highs, 1.0% new lows
63d: 7.7% new highs, 0.9% new lows
126d: 5.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161214 2:43 pm ET)
2-day: 25.4% above, 74.6% below
3-day: 31.0% above, 69.0% below
4-day: 30.3% above, 69.7% below
5-day: 29.5% above, 70.5% below
8-day: 46.0% above, 54.0% below
10-day: 59.4% above, 40.6% below
20-day: 72.0% above, 28.0% below
50-day: 74.7% above, 25.3% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161214 2:43 pm ET)
META(29): 0.25% Top=CLF AKS X STLD CMC NUE FNV TAHO ….. ARNC SSRI CCJ GG PAAS ABX FMSA NEM=Bottom (Metals & Mining)
LEIS(35): -0.22% Top=CMG LVS CCL HLT WYN RCL H JACK ….. YUM WEN SBUX BYD QSR LQ TXRH EXPE=Bottom (Leisure)
COHW(38): -0.24% Top=INFN ANET S ACIA ARRS VG TDS NTAP ….. ZAYO FNSR CCI COMM CTL BCE QCOM SSYS=Bottom (Computer Hardware/Telecom)
CONS(51): -0.26% Top=TPX PAY CHD KS WRK FBHS ENR LULU ….. RL WWW PVH GT UAA VFC HBI BLL=Bottom (Consumer)
INSU(35): -0.35% Top=PGR CNO AIZ ORI MBI UNM AGO TMK ….. PRU WLTW CINF AJG LNC SLF AFSI XL=Bottom (Insurance)
CHEM(26): -0.40% Top=CC MOS OLN CF MON PPG APD SMG ….. SHW AXTA EMN RPM ASH IFF PAH GRA=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.45% Top=NVDA FTV AMKR IDTI AMD MXL AMBA ON ….. SWKS FSLR SPWR SIMO PI OCLR HIMX BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -0.49% Top=AKAM FFIV MDRX JD MDSO FIS VMW NTNX ….. FTNT WDAY XRX ULTI TRIP WUBA SPLK ADSK=Bottom (Computer Software/Internet)
FINA(91): -0.51% Top=OMF STI AMTD ETFC PYPL RF MS RJF ….. SBNY ARCC APO FII AMG LM BOFI EV=Bottom (Banks/Financials)
MANU(38): -0.54% Top=RS IR SWK ATI PH TTC XYL GE ….. FLS CAT MRC AGCO TEX ATKR CMI CFX=Bottom (Manufacturing)
DISV(47): -0.57% Top=ZTO KBR PAYX VNTV AMN MA TRU V ….. HRI HRB VRSK CXW ACM ATHN FDC CAR=Bottom (Diversified Services)
RETA(62): -0.62% Top=RH SFM KR MELI SPLS WSM PIR CASY ….. BID AEO JCP CHS ANF GME BLDR ETSY=Bottom (Retail & Specialty Retail)
TRAN(28): -0.72% Top=SWFT XPO AAL DAL UAL ALK LUV ODFL ….. NSC CNI YRCW TK UPS CP BRS GWR=Bottom (Transportation)
HEAL(48): -0.73% Top=ELGX IART EW HOLX BAX ABMD TFX BDX ….. LH DVA OPK BKD THC ESRX ACHC UHS=Bottom (Health)
MATE(25): -0.97% Top=PWR EXP MAS FAST USG MLM RSG VMC ….. LEN OC TOL PHM DHI MDR DAR KBH=Bottom (Materials & Construction)
REAL(99): -0.99% Top=AVB MGP AMT RLJ EQC NSA HST SHO ….. CLI STAG HTA HR OHI CONE GPT LPT=Bottom (Real Estate)
ENER(91): -2.19% Top=REN CLR PTEN MMP PXD APA SLB OKS ….. CPE SN EPE OAS PBF 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 2:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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