daytrend

12/15/2016

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 10:07 am ET
by daytrend on 20161215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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

COMPARED TO YESTERDAY’S RANGE (20161215 10:07 am ET)
12.5% of stocks are above yesterday’s high.
43.7% are above yesterday’s midpoint. (56.3% are below.)
13.1% are below yesterday’s low.
74.4% are inside yesterday’s range.
16.7% of stocks with today’s high > yesterday’s high. (83.3% less than).
60.1% of stocks with today’s low < yesterday’s low. (39.9% greater than).

EVIDENCE OF INTRADAY TREND (20161215 10:07 am ET)
79.9% of stocks are above today’s open. (18.5% are below).
70.5% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
1.7% of stocks opened above yesterday’s high.
45.9% of stocks opened above yesterday’s close. (49.3% opened below yesterday’s close).
24.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161215 10:07 am ET)
40.4% of stocks are in the top 10% of today’s range.
67.4% are in the top 20%.
88.4% are in the top half. 11.6% of stocks are in the bottom half of today’s range.
3.0% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20161215 10:07 am ET)
77.3% of stocks are above yesterday’s close. (22.7% are below.)
0.6% are up 4.5% or more. 1.1% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20161215 10:07 am ET)
2-day: >=95:1.9%…>=90:5.6%…>=80:15.4%…>=50:50.2%…<=20:19.2%…<=10:10.4%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:68.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:72.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161215 10:07 am ET)
12.5% above previous 1 highs, 13.1% below previous 1 lows
7.9% above previous 2 highs, 11.9% below previous 2 lows
6.4% above previous 3 highs, 10.4% below previous 3 lows
4.5% above previous 4 highs, 9.6% below previous 4 lows
3.4% above previous 5 highs, 8.7% below previous 5 lows
3.4% above previous 6 highs, 7.1% below previous 6 lows
3.4% above previous 7 highs, 6.1% below previous 7 lows
3.4% above previous 8 highs, 5.2% below previous 8 lows
3.4% above previous 9 highs, 3.9% below previous 9 lows
3.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161215 10:07 am ET)
77.3% are above or equal to 12/14 close (1 days ago), 22.7% are below.
34.4% are above or equal to 12/13 close (2 days ago), 65.6% are below.
42.4% are above or equal to 12/12 close (3 days ago), 57.6% are below.
32.8% are above or equal to 12/9 close (4 days ago), 67.2% are below.
33.6% are above or equal to 12/8 close (5 days ago), 66.4% are below.
46.1% are above or equal to 12/7 close (6 days ago), 53.9% are below.
64.6% are above or equal to 12/6 close (7 days ago), 35.4% are below.
68.7% are above or equal to 12/5 close (8 days ago), 31.3% are below.
75.7% are above or equal to 12/2 close (9 days ago), 24.3% are below.
75.9% are above or equal to 12/1 close (10 days ago), 24.1% are below.
70.6% are above or equal to 11/30 close (11 days ago), 29.4% are below.
68.3% are above or equal to 11/29 close (12 days ago), 31.7% are below.
68.3% are above or equal to 11/28 close (13 days ago), 31.7% are below.
61.0% are above or equal to 11/25 close (14 days ago), 39.0% are below.
63.3% are above or equal to 11/23 close (15 days ago), 36.7% are below.
66.7% are above or equal to 11/22 close (16 days ago), 33.3% are below.
70.9% are above or equal to 11/21 close (17 days ago), 29.1% are below.
74.9% are above or equal to 11/18 close (18 days ago), 25.1% are below.
74.8% are above or equal to 11/17 close (19 days ago), 25.2% are below.
77.3% are above or equal to 11/16 close (20 days ago), 22.7% are below.
76.8% are above or equal to 11/15 close (21 days ago), 23.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161215 10:07 am ET)
20d: 4.6% new highs, 5.5% new lows
21d: 4.6% new highs, 5.2% new lows
42d: 3.9% new highs, 2.5% new lows
63d: 3.8% new highs, 2.3% new lows
126d: 3.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161215 10:07 am ET)
2-day: 75.8% above, 24.2% below
3-day: 48.1% above, 51.9% below
4-day: 45.0% above, 55.0% below
5-day: 40.5% above, 59.5% below
8-day: 45.8% above, 54.2% below
10-day: 55.8% above, 44.2% below
20-day: 69.0% above, 31.0% below
50-day: 73.2% above, 26.8% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161215 10:07 am ET)
TRAN(28): 1.99% Top=ALK UAL JBLU SAVE AAL DAL BRS YRCW ….. ODFL WAB CP JBHT FDX EXPD UPS CHRW=Bottom (Transportation)
ELEC(50): 1.38% Top=XLNX AMD QRVO NVDA MSCC AMKR ON SWKS ….. TEL GLW SIMO SPWR KEYS WAT CSIQ HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(92): 1.23% Top=SYF DFS COF BAC WFC ZION CFG CIT ….. YRD UMBF BMO NSAM CBOE APO WU LADR=Bottom (Banks/Financials)
DISV(47): 1.23% Top=ATHN CAR RHI MA MMS CXW ADS HRB ….. AL VNTV APOL ZTO R YY TAL AMN=Bottom (Diversified Services)
RETA(62): 1.23% Top=PIR RH DSW WSM MELI GNC BID GME ….. WBA CPRT MIK KORS AMZN ASNA BABA CVS=Bottom (Retail & Specialty Retail)
INSU(35): 1.12% Top=MET CNO LNC UNM PRU AIZ AJG PGR ….. RGA ACGL ALL AXS CLGX AFSI VR FAF=Bottom (Insurance)
CHEM(26): 0.89% Top=CF HUN AXTA CC MOS DD PAH FMC ….. AGU EMN ASH WLK APD POT ALB SMG=Bottom (Chemicals/Fertilizers)
MATE(25): 0.84% Top=TPH TOL KBH PHM CAA SRCL LEN DHI ….. VMC MLM WCN WM RSG OC FLR WY=Bottom (Materials & Construction)
COHW(37): 0.73% Top=FNSR CIEN VG S WDC NTAP INFN VIAV ….. LVLT TDS CCI CTL HPQ BCE SSYS BBRY=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.45% Top=UHS OPK THC HCA SYK HLS DXCM EW ….. HOLX TFX ABT ELGX IRWD MOH ESRX ZBH=Bottom (Health)
MANU(39): 0.44% Top=PH CFX ITW MHK ATKR KMT DCI SNA ….. DDD TTC BWXT AOS IR AGCO MIDD RS=Bottom (Manufacturing)
REAL(100): 0.39% Top=SC MPW ALLY GEO MAA CBL LHO SHO ….. BXMT NLY AGNC IVR GLPI STWD CIM EXR=Bottom (Real Estate)
COSW(79): 0.32% Top=CERN SQ MDRX NUAN GRUB RHT VEEV ADSK ….. EQIX DOX JD VIPS WUBA WB ATHM YHOO=Bottom (Computer Software/Internet)
LEIS(35): 0.32% Top=LQ STAY CMG HLT MAR WYN H SEAS ….. RCL DPZ LVS WYNN MTN SBUX EAT GPRO=Bottom (Leisure)
ENER(91): 0.22% Top=OII CVI ATW PBF REN OKS INT VLO ….. BBG SHLX OAS MUR NFX FANG SM GPOR=Bottom (Energy)
CONS(51): 0.02% Top=KS BLL TPX WRK BERY FOSL IP CRI ….. KATE UAA COH COTY TUP RL ENR PVH=Bottom (Consumer)
META(27): -2.72% Top=FMSA CCJ SLCA ARNC TECK CNX FCX SCCO ….. SSRI ABX PAAS SLW CDE AEM AG TAHO=Bottom (Metals & Mining)

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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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