daytrend

12/19/2016

Filed under: Market Stats — daytrend @ 1:22 pm

Market Stats at 1:22 pm ET
by daytrend on 20161219. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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

COMPARED TO YESTERDAY’S RANGE (20161219 1:22 pm ET)
20.3% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
16.5% are below yesterday’s low.
63.2% are inside yesterday’s range.
39.1% of stocks with today’s high > yesterday’s high. (60.9% less than).
40.7% of stocks with today’s low < yesterday’s low. (59.3% greater than).

EVIDENCE OF INTRADAY TREND (20161219 1:22 pm ET)
57.1% of stocks are above today’s open. (40.8% are below).
50.9% of stocks are above today’s open and yesterday’s close.
32.3% are below both.
7.0% of stocks opened above yesterday’s high.
52.9% of stocks opened above yesterday’s close. (40.4% opened below yesterday’s close).
9.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161219 1:22 pm ET)
7.4% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20161219 1:22 pm ET)
61.6% of stocks are above yesterday’s close. (38.4% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.7% are up 3.5% or more. 0.9% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20161219 1:22 pm ET)
2-day: >=95:2.8%…>=90:7.5%…>=80:19.9%…>=50:53.0%…<=20:19.5%…<=10:11.0%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:64.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:70.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161219 1:22 pm ET)
20.3% above previous 1 highs, 16.5% below previous 1 lows
16.5% above previous 2 highs, 11.2% below previous 2 lows
10.4% above previous 3 highs, 9.3% below previous 3 lows
8.1% above previous 4 highs, 9.2% below previous 4 lows
7.1% above previous 5 highs, 8.6% below previous 5 lows
6.6% above previous 6 highs, 8.1% below previous 6 lows
6.4% above previous 7 highs, 7.5% below previous 7 lows
6.1% above previous 8 highs, 6.6% below previous 8 lows
5.9% above previous 9 highs, 5.8% below previous 9 lows
5.9% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161219 1:22 pm ET)
61.6% are above or equal to 12/16 close (1 days ago), 38.4% are below.
50.0% are above or equal to 12/15 close (2 days ago), 50.0% are below.
60.0% are above or equal to 12/14 close (3 days ago), 40.0% are below.
34.6% are above or equal to 12/13 close (4 days ago), 65.4% are below.
39.8% are above or equal to 12/12 close (5 days ago), 60.2% are below.
33.5% are above or equal to 12/9 close (6 days ago), 66.5% are below.
34.9% are above or equal to 12/8 close (7 days ago), 65.1% are below.
45.2% are above or equal to 12/7 close (8 days ago), 54.8% are below.
61.2% are above or equal to 12/6 close (9 days ago), 38.8% are below.
65.4% are above or equal to 12/5 close (10 days ago), 34.6% are below.
73.7% are above or equal to 12/2 close (11 days ago), 26.3% are below.
72.3% are above or equal to 12/1 close (12 days ago), 27.7% are below.
67.3% are above or equal to 11/30 close (13 days ago), 32.7% are below.
65.8% are above or equal to 11/29 close (14 days ago), 34.2% are below.
67.0% are above or equal to 11/28 close (15 days ago), 33.0% are below.
60.4% are above or equal to 11/25 close (16 days ago), 39.6% are below.
62.5% are above or equal to 11/23 close (17 days ago), 37.5% are below.
65.3% are above or equal to 11/22 close (18 days ago), 34.7% are below.
67.1% are above or equal to 11/21 close (19 days ago), 32.9% are below.
71.2% are above or equal to 11/18 close (20 days ago), 28.8% are below.
72.3% are above or equal to 11/17 close (21 days ago), 27.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161219 1:22 pm ET)
20d: 7.8% new highs, 5.4% new lows
21d: 7.8% new highs, 5.1% new lows
42d: 5.9% new highs, 1.9% new lows
63d: 5.1% new highs, 1.6% new lows
126d: 3.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161219 1:22 pm ET)
2-day: 60.2% above, 39.8% below
3-day: 52.9% above, 47.1% below
4-day: 56.9% above, 43.1% below
5-day: 49.0% above, 51.0% below
8-day: 41.2% above, 58.8% below
10-day: 45.6% above, 54.4% below
20-day: 62.5% above, 37.5% below
50-day: 73.4% above, 26.6% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161219 1:22 pm ET)
REAL(107): 1.24% Top=RLGY OHI HCP INN O DFT SRC DOC ….. KRC HIW CBG WRE OUT LPT SC ALLY=Bottom (Real Estate)
ELEC(48): 0.84% Top=PI CAVM MXL LRCX CY AMD CSIQ CREE ….. WAT FSLR HIMX INVN AMAT SIMO KEYS BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): 0.74% Top=CIEN VG S BBRY CCI TMUS ANET COMM ….. CDW NTAP LVLT FNSR TDC CTL HPQ STX=Bottom (Computer Hardware/Telecom)
MATE(26): 0.55% Top=TPH MAS CAA USG OC WM RSG DHI ….. MDR FAST DAR SUM EME WY FLR PWR=Bottom (Materials & Construction)
MANU(41): 0.39% Top=ATKR ZBRA DDD MIDD TEX BWXT NDSN MWA ….. ROK CAT DHR IR ETN ITT RS CFX=Bottom (Manufacturing)
RETA(62): 0.38% Top=PIR COST JCP FINL TLRD KSS W ORLY ….. BBY MELI BID KAR ROST URBN ANF SPLS=Bottom (Retail & Specialty Retail)
COSW(83): 0.38% Top=MSFT NTES ADBE PFPT MANH CSRA MTCH JCOM ….. SPLK NTNX JD BIDU TWTR DATA SINA WB=Bottom (Computer Software/Internet)
INSU(37): 0.35% Top=AWH VR AXS RE XL ORI MTG CINF ….. AFSI AIG SLF L FAF AGO MET MBI=Bottom (Insurance)
HEAL(48): 0.31% Top=IRWD ELGX TFX DXCM IART NUVA MD ABT ….. RMD ESRX PRXL TMO HCA A UNH AET=Bottom (Health)
ENER(97): 0.20% Top=GPOR BBG REN RICE SWN SN SM ECA ….. NBR OXY OII CVI MPC VLO HFC NBL=Bottom (Energy)
DISV(48): 0.17% Top=RRD AMN SBAC APOL FDC GPN CXW SCI ….. HRI INFO KBR MCO HRB MYGN RBA FLT=Bottom (Diversified Services)
TRAN(28): -0.09% Top=AAL ALK GWR CHRW JBLU SAVE UPS LUV ….. NAT SWFT KSU BRS CP TK YRCW XPO=Bottom (Transportation)
CONS(52): -0.18% Top=GOLF COTY CRI LULU PAY BC FL EL ….. KMB HAS BLL GT WRK RL MAT GIL=Bottom (Consumer)
LEIS(35): -0.19% Top=SIX LQ RRR STAY ZOES DPZ TXRH HLT ….. MAR EAT MGM DNKN QSR RCL WYNN LVS=Bottom (Leisure)
FINA(93): -0.21% Top=BOFI WU LM VLY CFR NAVI LADR PSEC ….. APO MS BAC SLM WAL CIT AMG YRD=Bottom (Banks/Financials)
META(28): -0.24% Top=AEM FMSA SSRI FNV SLW NEM CDE RGLD ….. CNX AKS FCX SCCO CCJ X CENX CLF=Bottom (Metals & Mining)
CHEM(26): -0.46% Top=CC OLN AXTA PPG MON ALB DOW RPM ….. SMG HUN WLK AGU POT SHW CF MOS=Bottom (Chemicals/Fertilizers)

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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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