daytrend

12/15/2016

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 12:09 pm ET
by daytrend on 20161215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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

COMPARED TO YESTERDAY’S RANGE (20161215 12:09 pm ET)
15.8% of stocks are above yesterday’s high.
43.4% are above yesterday’s midpoint. (56.6% are below.)
20.2% are below yesterday’s low.
64.0% are inside yesterday’s range.
27.9% of stocks with today’s high > yesterday’s high. (72.1% less than).
62.3% of stocks with today’s low < yesterday’s low. (37.7% greater than).

EVIDENCE OF INTRADAY TREND (20161215 12:09 pm ET)
71.4% of stocks are above today’s open. (27.6% are below).
63.0% of stocks are above today’s open and yesterday’s close.
23.3% are below both.
1.7% of stocks opened above yesterday’s high.
45.8% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).
25.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161215 12:09 pm ET)
10.4% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
66.0% are in the top half. 34.0% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20161215 12:09 pm ET)
69.2% of stocks are above yesterday’s close. (30.8% are below.)
1.1% are up 4.5% or more. 1.5% are down 4.5% or more.
1.7% are up 3.5% or more. 2.5% are down 3.5% or more.
54.3% are between +1% and -1%.

RSI on DAILY (20161215 12:09 pm ET)
2-day: >=95:1.7%…>=90:7.1%…>=80:15.7%…>=50:46.8%…<=20:24.6%…<=10:14.7%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:65.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161215 12:09 pm ET)
15.8% above previous 1 highs, 20.2% below previous 1 lows
11.0% above previous 2 highs, 18.9% below previous 2 lows
8.5% above previous 3 highs, 17.2% below previous 3 lows
6.6% above previous 4 highs, 16.3% below previous 4 lows
5.5% above previous 5 highs, 14.2% below previous 5 lows
5.4% above previous 6 highs, 12.4% below previous 6 lows
5.4% above previous 7 highs, 10.2% below previous 7 lows
5.4% above previous 8 highs, 8.7% below previous 8 lows
5.4% above previous 9 highs, 7.3% below previous 9 lows
5.2% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161215 12:09 pm ET)
69.2% are above or equal to 12/14 close (1 days ago), 30.8% are below.
34.5% are above or equal to 12/13 close (2 days ago), 65.5% are below.
40.7% are above or equal to 12/12 close (3 days ago), 59.3% are below.
32.4% are above or equal to 12/9 close (4 days ago), 67.6% are below.
32.8% are above or equal to 12/8 close (5 days ago), 67.2% are below.
45.5% are above or equal to 12/7 close (6 days ago), 54.5% are below.
62.7% are above or equal to 12/6 close (7 days ago), 37.3% are below.
66.6% are above or equal to 12/5 close (8 days ago), 33.4% are below.
74.6% are above or equal to 12/2 close (9 days ago), 25.4% are below.
73.7% are above or equal to 12/1 close (10 days ago), 26.3% are below.
68.5% are above or equal to 11/30 close (11 days ago), 31.5% are below.
65.8% are above or equal to 11/29 close (12 days ago), 34.2% are below.
67.5% are above or equal to 11/28 close (13 days ago), 32.5% are below.
59.3% are above or equal to 11/25 close (14 days ago), 40.7% are below.
61.3% are above or equal to 11/23 close (15 days ago), 38.7% are below.
65.6% are above or equal to 11/22 close (16 days ago), 34.4% are below.
68.8% are above or equal to 11/21 close (17 days ago), 31.2% are below.
73.2% are above or equal to 11/18 close (18 days ago), 26.8% are below.
74.0% are above or equal to 11/17 close (19 days ago), 26.0% are below.
76.5% are above or equal to 11/16 close (20 days ago), 23.5% are below.
75.3% are above or equal to 11/15 close (21 days ago), 24.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161215 12:09 pm ET)
20d: 8.0% new highs, 6.4% new lows
21d: 7.9% new highs, 6.2% new lows
42d: 6.4% new highs, 3.1% new lows
63d: 6.1% new highs, 2.7% new lows
126d: 5.7% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161215 12:09 pm ET)
2-day: 67.4% above, 32.6% below
3-day: 46.5% above, 53.5% below
4-day: 43.1% above, 56.9% below
5-day: 39.1% above, 60.9% below
8-day: 43.0% above, 57.0% below
10-day: 53.5% above, 46.5% below
20-day: 66.8% above, 33.2% below
50-day: 72.1% above, 27.9% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161215 12:09 pm ET)
ELEC(50): 1.64% Top=OCLR XLNX QRVO MSCC MXL KLAC SWKS ON ….. FIT APH TEL GLW SPWR WAT LSCC HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 1.64% Top=ALK UAL SAVE LUV SWFT AAL DAL BRS ….. FDX UPS CP JBHT CNI GWR EXPD CHRW=Bottom (Transportation)
FINA(92): 1.26% Top=SIVB NAVI TCB WAL ZION CFG AMTD BAC ….. ACAS CBOE WU BMO ARCC AMG UMBF LADR=Bottom (Banks/Financials)
CHEM(26): 1.09% Top=HUN AXTA CC CF MOS CE DD DOW ….. SHW SMG ALB EMN ASH WLK PPG PAH=Bottom (Chemicals/Fertilizers)
INSU(35): 0.97% Top=CNO PRU UNM LNC MET CLGX MBI AON ….. AFSI XL WLTW AFL VR AXS FAF MTG=Bottom (Insurance)
DISV(47): 0.95% Top=ATHN HRI CAR MA URI MMS WOOF ULTA ….. SBAC JEC AL AMN ZTO YY R TAL=Bottom (Diversified Services)
RETA(62): 0.76% Top=PIR ETSY NFLX KR BLDR WSM CASY KMX ….. FINL URBN CVS BABA GES ANF KORS ASNA=Bottom (Retail & Specialty Retail)
MATE(25): 0.74% Top=SRCL SUM KBH TPH EME PHM PWR TOL ….. MLM DAR VMC EXP OC MAS FLR WY=Bottom (Materials & Construction)
COHW(37): 0.66% Top=FNSR ACIA VIAV NTAP CIEN WDC S ARRS ….. TDC LVLT BBRY VRSN CTL HPQ ANET SSYS=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.54% Top=UHS OPK BKD HCA ACHC HLS THC SYK ….. STJ VWR HOLX MOH ABT IRWD ZBH ESRX=Bottom (Health)
MANU(39): 0.40% Top=MRC PH ATKR SNA KMT TEX TTC DHR ….. GE XYL IR ETN FLS BWXT AOS MIDD=Bottom (Manufacturing)
LEIS(35): 0.33% Top=LQ STAY HLT BLMN CMG CCL H EXPE ….. MGM LVS MTN ZOES GPRO SBUX RRR EAT=Bottom (Leisure)
COSW(79): 0.33% Top=NTNX CERN SQ TTWO FIS EA RHT VEEV ….. BIDU ZEN VIPS JD WUBA WB ATHM YHOO=Bottom (Computer Software/Internet)
REAL(100): 0.17% Top=AIV COR MPW MAA NSA CPT UDR DFT ….. TWO GLPI EXR STWD AGNC NLY IVR CIM=Bottom (Real Estate)
ENER(91): -0.02% Top=OII WLL REN ATW PBF MTDR OKS VLO ….. ERF CPG CRC FANG NFX SM MUR GPOR=Bottom (Energy)
CONS(51): -0.55% Top=KS WRK BLL BC IP GT PKG BERY ….. TUP KATE UAA VFC COH ENR RL PVH=Bottom (Consumer)
META(28): -2.27% Top=TECK CCJ SLCA FMSA X CMC CLF AKS ….. RGLD SSRI AEM PAAS SLW CDE TAHO AG=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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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