daytrend

12/19/2016

Filed under: Market Stats — daytrend @ 2:42 pm

Market Stats at 2:41 pm ET
by daytrend on 20161219. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE (20161219 2:41 pm ET)
18.4% of stocks are above yesterday’s high.
49.6% are above yesterday’s midpoint. (50.4% are below.)
14.6% are below yesterday’s low.
66.9% are inside yesterday’s range.
40.2% of stocks with today’s high > yesterday’s high. (59.8% less than).
41.3% of stocks with today’s low < yesterday’s low. (58.7% greater than).

EVIDENCE OF INTRADAY TREND (20161219 2:41 pm ET)
60.0% of stocks are above today’s open. (38.7% are below).
53.3% of stocks are above today’s open and yesterday’s close.
30.4% are below both.
6.9% of stocks opened above yesterday’s high.
52.8% 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 2:41 pm ET)
8.8% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
16.4% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20161219 2:41 pm ET)
62.8% of stocks are above yesterday’s close. (37.2% are below.)
0.6% are up 4.5% or more. 0.4% are down 4.5% or more.
1.6% are up 3.5% or more. 0.9% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20161219 2:41 pm ET)
2-day: >=95:2.8%…>=90:7.3%…>=80:19.8%…>=50:55.8%…<=20:18.3%…<=10:10.6%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:65.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:70.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161219 2:41 pm ET)
18.4% above previous 1 highs, 14.6% below previous 1 lows
15.3% above previous 2 highs, 10.1% below previous 2 lows
8.9% above previous 3 highs, 9.6% below previous 3 lows
6.9% above previous 4 highs, 9.6% below previous 4 lows
6.1% above previous 5 highs, 8.4% below previous 5 lows
5.3% above previous 6 highs, 8.0% below previous 6 lows
5.0% above previous 7 highs, 7.3% below previous 7 lows
5.0% above previous 8 highs, 6.6% below previous 8 lows
4.9% above previous 9 highs, 5.5% below previous 9 lows
4.9% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161219 2:41 pm ET)
62.8% are above or equal to 12/16 close (1 days ago), 37.2% are below.
50.2% are above or equal to 12/15 close (2 days ago), 49.8% are below.
62.5% are above or equal to 12/14 close (3 days ago), 37.5% are below.
36.2% are above or equal to 12/13 close (4 days ago), 63.8% are below.
41.2% are above or equal to 12/12 close (5 days ago), 58.8% are below.
34.5% are above or equal to 12/9 close (6 days ago), 65.5% are below.
35.8% are above or equal to 12/8 close (7 days ago), 64.2% are below.
46.0% are above or equal to 12/7 close (8 days ago), 54.0% are below.
61.8% are above or equal to 12/6 close (9 days ago), 38.2% are below.
65.8% are above or equal to 12/5 close (10 days ago), 34.2% are below.
73.9% are above or equal to 12/2 close (11 days ago), 26.1% are below.
72.5% are above or equal to 12/1 close (12 days ago), 27.5% are below.
67.4% are above or equal to 11/30 close (13 days ago), 32.6% are below.
65.9% are above or equal to 11/29 close (14 days ago), 34.1% are below.
66.9% are above or equal to 11/28 close (15 days ago), 33.1% are below.
59.8% are above or equal to 11/25 close (16 days ago), 40.2% are below.
62.1% are above or equal to 11/23 close (17 days ago), 37.9% are below.
65.7% are above or equal to 11/22 close (18 days ago), 34.3% are below.
67.3% are above or equal to 11/21 close (19 days ago), 32.7% are below.
72.2% are above or equal to 11/18 close (20 days ago), 27.8% 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 2:41 pm ET)
20d: 8.2% new highs, 5.6% new lows
21d: 8.2% new highs, 5.3% new lows
42d: 6.3% new highs, 2.0% new lows
63d: 5.5% new highs, 1.7% new lows
126d: 3.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161219 2:41 pm ET)
2-day: 62.0% above, 38.0% below
3-day: 56.8% above, 43.2% below
4-day: 59.2% above, 40.8% below
5-day: 51.7% above, 48.3% below
8-day: 43.0% above, 57.0% below
10-day: 47.0% above, 53.0% below
20-day: 63.6% above, 36.4% below
50-day: 73.0% above, 27.0% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161219 2:41 pm ET)
REAL(107): 1.07% Top=RLGY HCP INN OHI ARR O GPT SNH ….. HIW NRF CBG DRE WRE LPT KRC ALLY=Bottom (Real Estate)
ELEC(48): 0.84% Top=PI MXL CAVM CY AMD LRCX SPWR NVDA ….. OCLR BRKR SIMO FIT HIMX WAT INVN KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): 0.78% Top=VG CIEN S CCI BBRY WDC VZ TMUS ….. CTL HPQ VIAV BCE FNSR PANW TDC STX=Bottom (Computer Hardware/Telecom)
INSU(36): 0.45% Top=VR XL AXS RE AIZ CINF ORI WLTW ….. CLGX L AFSI SLF MET AGO FAF MBI=Bottom (Insurance)
MANU(41): 0.41% Top=ATKR ZBRA TEX BWXT CMI MWA LECO NDSN ….. ROP ETN MRC IR DHR ITT RS CFX=Bottom (Manufacturing)
RETA(62): 0.35% Top=PIR RH KSS FINL W COST TLRD ORLY ….. M BID MELI KORS ROST URBN ANF SPLS=Bottom (Retail & Specialty Retail)
MATE(26): 0.35% Top=MAS WM TPH RSG CAA USG EXP MLM ….. SRCL KBH DAR SUM EME WY PWR FLR=Bottom (Materials & Construction)
ENER(97): 0.33% Top=GPOR REN BBG RICE WPX SWN SM ECA ….. OII VLO MPC PAA ETP HFC RRC NBL=Bottom (Energy)
COSW(83): 0.24% Top=MSFT MANH NTES ADBE CSRA PFPT CA MTCH ….. TRIP SPLK TWTR ZEN WUBA DATA SINA WB=Bottom (Computer Software/Internet)
FINA(93): 0.22% Top=BOFI LM CFR NAVI VLY WU LADR FITB ….. NDAQ BAC SLM EFX APO CIT AMG YRD=Bottom (Banks/Financials)
DISV(48): 0.19% Top=RRD SBAC AMN APOL FDC URI ALLE GPN ….. INFO ULTA HRI HRB KBR YY MYGN FLT=Bottom (Diversified Services)
HEAL(48): 0.07% Top=ELGX IRWD BKD TFX DXCM ABT MOH NUVA ….. PRAH HCA A ESRX PRXL TMO UNH AET=Bottom (Health)
TRAN(28): 0.01% Top=CHRW GWR AAL ALK UPS JBLU JBHT TRN ….. UAL KSU BRS CP NAT TK YRCW XPO=Bottom (Transportation)
CONS(52): -0.17% Top=GOLF SKX OI CRI BC WHR PAY COTY ….. KMB AVY GT UAA HAS MAT FOSL GIL=Bottom (Consumer)
LEIS(35): -0.26% Top=SIX LQ RRR ZOES STAY WEN DPZ SEAS ….. H EAT GPRO QSR RCL DNKN WYNN LVS=Bottom (Leisure)
CHEM(26): -0.31% Top=CC OLN AXTA PPG RPM MON DOW DD ….. IFF SMG POT FMC AGU SHW CF MOS=Bottom (Chemicals/Fertilizers)
META(28): -0.64% Top=FMSA AEM FNV RGLD SSRI SLW CDE NEM ….. AKS AG CENX CCJ SCCO CNX FCX CLF=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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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