daytrend

12/15/2016

Filed under: Market Stats — daytrend @ 2:48 pm

Market Stats at 2:47 pm 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 2:47 pm ET)
11.6% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
25.7% are below yesterday’s low.
62.7% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
65.5% of stocks with today’s low < yesterday’s low. (34.5% greater than).

EVIDENCE OF INTRADAY TREND (20161215 2:47 pm ET)
65.6% of stocks are above today’s open. (33.0% are below).
58.1% of stocks are above today’s open and yesterday’s close.
27.9% 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 2:47 pm ET)
5.6% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20161215 2:47 pm ET)
64.4% of stocks are above yesterday’s close. (35.6% are below.)
1.1% are up 4.5% or more. 1.3% are down 4.5% or more.
1.5% are up 3.5% or more. 2.3% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY (20161215 2:47 pm ET)
2-day: >=95:1.3%…>=90:5.5%…>=80:12.4%…>=50:43.5%…<=20:28.9%…<=10:19.0%…<=5:8.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:62.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161215 2:47 pm ET)
11.6% above previous 1 highs, 25.7% below previous 1 lows
8.9% above previous 2 highs, 24.2% below previous 2 lows
7.1% above previous 3 highs, 21.1% below previous 3 lows
5.5% above previous 4 highs, 20.2% below previous 4 lows
4.6% above previous 5 highs, 18.2% below previous 5 lows
4.5% above previous 6 highs, 15.4% below previous 6 lows
4.5% above previous 7 highs, 12.0% below previous 7 lows
4.5% above previous 8 highs, 10.3% below previous 8 lows
4.5% above previous 9 highs, 8.7% below previous 9 lows
4.1% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161215 2:47 pm ET)
64.4% are above or equal to 12/14 close (1 days ago), 35.6% are below.
31.9% are above or equal to 12/13 close (2 days ago), 68.1% are below.
37.3% are above or equal to 12/12 close (3 days ago), 62.7% are below.
30.3% are above or equal to 12/9 close (4 days ago), 69.7% are below.
31.7% are above or equal to 12/8 close (5 days ago), 68.3% are below.
42.8% are above or equal to 12/7 close (6 days ago), 57.2% are below.
60.4% are above or equal to 12/6 close (7 days ago), 39.6% are below.
65.5% are above or equal to 12/5 close (8 days ago), 34.5% are below.
73.1% are above or equal to 12/2 close (9 days ago), 26.9% are below.
72.6% are above or equal to 12/1 close (10 days ago), 27.4% are below.
67.3% are above or equal to 11/30 close (11 days ago), 32.7% are below.
64.4% are above or equal to 11/29 close (12 days ago), 35.6% are below.
65.7% are above or equal to 11/28 close (13 days ago), 34.3% are below.
58.7% are above or equal to 11/25 close (14 days ago), 41.3% are below.
60.8% are above or equal to 11/23 close (15 days ago), 39.2% are below.
64.3% are above or equal to 11/22 close (16 days ago), 35.7% are below.
67.1% are above or equal to 11/21 close (17 days ago), 32.9% are below.
72.0% are above or equal to 11/18 close (18 days ago), 28.0% are below.
71.7% are above or equal to 11/17 close (19 days ago), 28.3% are below.
75.3% are above or equal to 11/16 close (20 days ago), 24.7% are below.
74.9% are above or equal to 11/15 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161215 2:47 pm ET)
20d: 8.8% new highs, 7.1% new lows
21d: 8.7% new highs, 6.9% new lows
42d: 7.1% new highs, 3.1% new lows
63d: 6.7% new highs, 2.8% new lows
126d: 6.2% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161215 2:47 pm ET)
2-day: 63.1% above, 36.9% below
3-day: 42.0% above, 58.0% below
4-day: 39.6% above, 60.4% below
5-day: 36.1% above, 63.9% below
8-day: 39.8% above, 60.2% below
10-day: 49.8% above, 50.2% below
20-day: 64.7% above, 35.3% below
50-day: 70.6% above, 29.4% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161215 2:47 pm ET)
TRAN(28): 1.46% Top=ALK SAVE SWFT BRS LUV UAL TK DAL ….. XPO CNI CP UPS FDX EXPD JBHT CHRW=Bottom (Transportation)
ELEC(50): 1.37% Top=XLNX OCLR QRVO ON MXL MSCC AMD KLAC ….. FSLR AYI TEL WAT GLW SPWR LSCC HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 1.10% Top=HUN AXTA CE CC CF MOS OLN FMC ….. POT ASH GRA WLK SHW ALB PPG PAH=Bottom (Chemicals/Fertilizers)
FINA(92): 0.99% Top=SIVB TCB WAL SYF BAC CIT NAVI AMTD ….. NSAM CBOE UMBF WU ACAS ARCC AMG LADR=Bottom (Banks/Financials)
DISV(47): 0.76% Top=ATHN HRI CAR URI MYGN SERV FISV ULTA ….. GPN ALLE JEC ZTO R AMN YY TAL=Bottom (Diversified Services)
INSU(35): 0.76% Top=PRU CNO UNM CLGX LNC MBI MET FNF ….. XL RGA MTG AFL VR AXS AFSI FAF=Bottom (Insurance)
COHW(37): 0.67% Top=FNSR NTAP ARRS ACIA INFN S STX T ….. HRS CTL LVLT VG SSYS HPQ TDC ANET=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.54% Top=UHS ACHC BKD OPK HLS CNC THC HCA ….. ANTM TFX VWR DXCM MOH IRWD ZBH ESRX=Bottom (Health)
RETA(62): 0.47% Top=PIR ETSY KR KMX BIG SFM NFLX BBBY ….. GES TIF FINL URBN JWN KORS ANF ASNA=Bottom (Retail & Specialty Retail)
ENER(91): 0.37% Top=REN WLL OII PBF CRC ETE SN ATW ….. SWN CPG FANG BBG NFX SM MUR GPOR=Bottom (Energy)
MANU(39): 0.18% Top=MRC PH ATKR KMT SNA DHR DDD DE ….. MHK XYL IR FLS GE BWXT MIDD AOS=Bottom (Manufacturing)
COSW(79): 0.14% Top=NTNX ADSK SQ CERN SHOP VEEV VMW RHT ….. SABR SINA VIPS ZEN WB JD ATHM YHOO=Bottom (Computer Software/Internet)
LEIS(35): -0.08% Top=LQ HLT STAY CMG SONC H SEAS CCL ….. WYNN RRR MTN EAT MGM SBUX GPRO LVS=Bottom (Leisure)
REAL(100): -0.14% Top=COR AIV OFC UDR EDR ALLY MAA LPT ….. BXMT VER AGNC BXP CIM STWD SLG IVR=Bottom (Real Estate)
MATE(25): -0.54% Top=SRCL EME SUM MDR PWR DAR WCN RSG ….. LEN PHM TPH OC USG DHI WY MAS=Bottom (Materials & Construction)
CONS(51): -0.92% Top=KS CLX GT BC WRK BLL IP BERY ….. TUP UAA HAS KATE ENR COH RL PVH=Bottom (Consumer)
META(27): -2.11% Top=SLCA CCJ FMSA TECK STLD CNX CMC AKS ….. ABX SSRI RGLD PAAS SLW TAHO CDE 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 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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