daytrend

12/16/2016

Filed under: Market Stats — daytrend @ 12:53 pm

Market Stats at 12:52 pm ET
by daytrend on 20161216. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

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

COMPARED TO YESTERDAY’S RANGE (20161216 12:52 pm ET)
19.9% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
16.2% are below yesterday’s low.
63.9% are inside yesterday’s range.
47.9% of stocks with today’s high > yesterday’s high. (52.1% less than).
27.3% of stocks with today’s low < yesterday’s low. (72.7% greater than).

EVIDENCE OF INTRADAY TREND (20161216 12:52 pm ET)
39.5% of stocks are above today’s open. (59.1% are below).
37.9% of stocks are above today’s open and yesterday’s close.
48.9% are below both.
10.4% of stocks opened above yesterday’s high.
72.4% of stocks opened above yesterday’s close. (24.1% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161216 12:52 pm ET)
3.0% of stocks are in the top 10% of today’s range.
9.5% are in the top 20%.
33.9% are in the top half. 66.1% of stocks are in the bottom half of today’s range.
39.2% are in the bottom 20%.
27.1% are in the bottom 10%.

GAIN (20161216 12:52 pm ET)
49.1% of stocks are above yesterday’s close. (50.9% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 1.6% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20161216 12:52 pm ET)
2-day: >=95:1.4%…>=90:4.7%…>=80:12.8%…>=50:43.3%…<=20:22.8%…<=10:12.4%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:62.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:68.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161216 12:52 pm ET)
19.9% above previous 1 highs, 16.2% below previous 1 lows
8.8% above previous 2 highs, 12.4% below previous 2 lows
6.0% above previous 3 highs, 11.2% below previous 3 lows
4.8% above previous 4 highs, 10.1% below previous 4 lows
4.1% above previous 5 highs, 10.0% below previous 5 lows
4.0% above previous 6 highs, 9.7% below previous 6 lows
4.0% above previous 7 highs, 7.6% below previous 7 lows
4.0% above previous 8 highs, 6.0% below previous 8 lows
3.6% above previous 9 highs, 5.1% below previous 9 lows
3.4% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161216 12:52 pm ET)
49.1% are above or equal to 12/15 close (1 days ago), 50.9% are below.
59.0% are above or equal to 12/14 close (2 days ago), 41.0% are below.
30.5% are above or equal to 12/13 close (3 days ago), 69.5% are below.
36.9% are above or equal to 12/12 close (4 days ago), 63.1% are below.
29.4% are above or equal to 12/9 close (5 days ago), 70.6% are below.
31.3% are above or equal to 12/8 close (6 days ago), 68.7% are below.
41.2% are above or equal to 12/7 close (7 days ago), 58.8% are below.
58.5% are above or equal to 12/6 close (8 days ago), 41.5% are below.
64.8% are above or equal to 12/5 close (9 days ago), 35.2% are below.
73.0% are above or equal to 12/2 close (10 days ago), 27.0% are below.
72.2% are above or equal to 12/1 close (11 days ago), 27.8% are below.
66.6% are above or equal to 11/30 close (12 days ago), 33.4% are below.
62.9% are above or equal to 11/29 close (13 days ago), 37.1% are below.
65.6% are above or equal to 11/28 close (14 days ago), 34.4% are below.
58.3% are above or equal to 11/25 close (15 days ago), 41.7% are below.
60.5% are above or equal to 11/23 close (16 days ago), 39.5% are below.
62.9% are above or equal to 11/22 close (17 days ago), 37.1% are below.
66.6% are above or equal to 11/21 close (18 days ago), 33.4% are below.
71.4% are above or equal to 11/18 close (19 days ago), 28.6% are below.
71.9% are above or equal to 11/17 close (20 days ago), 28.1% are below.
73.9% are above or equal to 11/16 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161216 12:52 pm ET)
20d: 8.5% new highs, 4.2% new lows
21d: 8.4% new highs, 3.9% new lows
42d: 6.6% new highs, 1.1% new lows
63d: 5.7% new highs, 1.1% new lows
126d: 4.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161216 12:52 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 53.3% above, 46.7% below
4-day: 42.6% above, 57.4% below
5-day: 40.0% above, 60.0% below
8-day: 34.9% above, 65.1% below
10-day: 44.3% above, 55.7% below
20-day: 62.3% above, 37.7% below
50-day: 71.5% above, 28.5% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161216 12:52 pm ET)
REAL(102): 1.72% Top=INN CBL IVR GPT CYS VER WPG CUZ ….. RLGY DFT ALLY CBG HST AMT SC GEO=Bottom (Real Estate)
LEIS(35): 0.77% Top=GPRO ZOES DNKN LQ LVS CMG SHAK RRR ….. SIX SBUX MGM SEAS EXPE DRI RCL CCL=Bottom (Leisure)
META(28): 0.55% Top=FMSA AEM SLW CCJ FNV TAHO GG SSRI ….. STLD X SCCO CMC CLF NUE TECK FCX=Bottom (Metals & Mining)
HEAL(48): 0.36% Top=ELGX BKD IRWD ACHC THC UNH MD TFX ….. BAX HCA A HOLX ABT UHS CNC OPK=Bottom (Health)
ELEC(50): 0.35% Top=JBL FSLR SPWR PI OCLR CSIQ AYI SIMO ….. MCHP ON AMAT AMKR ADI INTC IDTI XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): 0.25% Top=REN WMB OAS SN WPX MRO MUR MPC ….. MTDR RES HP NOV AR HLX COG GPOR=Bottom (Energy)
MATE(25): 0.18% Top=TPH KBH EXP DAR PWR MAS DHI LEN ….. RSG FAST VMC WY SUM OC SRCL MDR=Bottom (Materials & Construction)
DISV(47): 0.01% Top=SCI CAR ULTA HRI MYGN WOOF HRB RRD ….. R APOL ADS V TAL RBA CXW ZTO=Bottom (Diversified Services)
MANU(39): -0.16% Top=CFX GE AGCO BWXT XYL DE TTC AOS ….. CMI MRC FLS AME KMT CAT TEX ATI=Bottom (Manufacturing)
CONS(51): -0.22% Top=TPX COTY OI SPB BC BERY SON GIL ….. RL NWL EL KATE HBI COH WWW FOSL=Bottom (Consumer)
COSW(80): -0.28% Top=NTNX TSS ATHM SQ TWLO ADP ZEN CDK ….. ADBE CA EA GRUB SINA PTC SYMC ORCL=Bottom (Computer Software/Internet)
INSU(36): -0.31% Top=AGO AJG AFSI FAF TRV PGR ORI BRO ….. MTG PRU CNO AIZ CINF LNC UNM MET=Bottom (Insurance)
RETA(62): -0.40% Top=BID ROST PIR BLDR CVS SPLS ETSY TLRD ….. MELI LB ASNA GPS M KSS JCP JWN=Bottom (Retail & Specialty Retail)
CHEM(26): -0.61% Top=CF AXTA SHW PAH WLK PPG RPM DOW ….. EMN FMC CE AGU HUN ASH IFF CC=Bottom (Chemicals/Fertilizers)
FINA(93): -0.73% Top=NSAM WDR PSEC LADR TROW BMO BOFI APO ….. HBAN TCB OZRK SBNY SIVB WETF LM YRD=Bottom (Banks/Financials)
COHW(37): -0.76% Top=TDC ARRS ANET VZ TMUS SSYS TDS AAPL ….. COMM NTAP CIEN QCOM HPQ INFN STX FNSR=Bottom (Computer Hardware/Telecom)
TRAN(28): -0.87% Top=TK KSU TRN CP UAL DAL ODFL SWFT ….. UNP UPS NSC CSX SAVE CHRW YRCW XPO=Bottom (Transportation)

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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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