daytrend

12/20/2016

Filed under: Market Stats — daytrend @ 3:11 pm

Market Stats at 3:10 pm ET
by daytrend on 20161220. 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 (20161220 3:10 pm ET)
31.0% of stocks are above yesterday’s high.
63.3% are above yesterday’s midpoint. (36.7% are below.)
11.9% are below yesterday’s low.
57.0% are inside yesterday’s range.
66.6% of stocks with today’s high > yesterday’s high. (33.4% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20161220 3:10 pm ET)
50.7% of stocks are above today’s open. (48.3% are below).
47.4% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
22.1% of stocks opened above yesterday’s high.
73.3% of stocks opened above yesterday’s close. (22.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161220 3:10 pm ET)
7.9% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
43.8% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
25.6% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20161220 3:10 pm ET)
61.9% of stocks are above yesterday’s close. (38.1% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.8% are up 3.5% or more. 0.4% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20161220 3:10 pm ET)
2-day: >=95:4.4%…>=90:11.5%…>=80:29.5%…>=50:64.8%…<=20:11.9%…<=10:5.2%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:69.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161220 3:10 pm ET)
31.0% above previous 1 highs, 11.9% below previous 1 lows
17.7% above previous 2 highs, 7.4% below previous 2 lows
14.6% above previous 3 highs, 4.8% below previous 3 lows
11.3% above previous 4 highs, 4.4% below previous 4 lows
9.0% above previous 5 highs, 4.1% below previous 5 lows
6.6% above previous 6 highs, 4.0% below previous 6 lows
5.9% above previous 7 highs, 3.8% below previous 7 lows
5.2% above previous 8 highs, 3.1% below previous 8 lows
5.2% above previous 9 highs, 2.5% below previous 9 lows
5.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161220 3:10 pm ET)
61.9% are above or equal to 12/19 close (1 days ago), 38.1% are below.
71.0% are above or equal to 12/16 close (2 days ago), 29.0% are below.
62.1% are above or equal to 12/15 close (3 days ago), 37.9% are below.
67.7% are above or equal to 12/14 close (4 days ago), 32.3% are below.
42.3% are above or equal to 12/13 close (5 days ago), 57.7% are below.
46.7% are above or equal to 12/12 close (6 days ago), 53.3% are below.
39.5% are above or equal to 12/9 close (7 days ago), 60.5% are below.
40.0% are above or equal to 12/8 close (8 days ago), 60.0% are below.
48.9% are above or equal to 12/7 close (9 days ago), 51.1% are below.
64.0% are above or equal to 12/6 close (10 days ago), 36.0% are below.
69.5% are above or equal to 12/5 close (11 days ago), 30.5% are below.
76.6% are above or equal to 12/2 close (12 days ago), 23.4% are below.
76.1% are above or equal to 12/1 close (13 days ago), 23.9% are below.
70.3% are above or equal to 11/30 close (14 days ago), 29.7% are below.
66.9% are above or equal to 11/29 close (15 days ago), 33.1% are below.
67.9% are above or equal to 11/28 close (16 days ago), 32.1% are below.
62.1% are above or equal to 11/25 close (17 days ago), 37.9% are below.
64.4% are above or equal to 11/23 close (18 days ago), 35.6% are below.
67.0% are above or equal to 11/22 close (19 days ago), 33.0% are below.
70.3% are above or equal to 11/21 close (20 days ago), 29.7% are below.
74.0% are above or equal to 11/18 close (21 days ago), 26.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161220 3:10 pm ET)
20d: 12.7% new highs, 3.2% new lows
21d: 12.7% new highs, 3.0% new lows
42d: 10.6% new highs, 1.8% new lows
63d: 9.2% new highs, 1.7% new lows
126d: 7.3% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161220 3:10 pm ET)
2-day: 60.8% above, 39.2% below
3-day: 67.2% above, 32.8% below
4-day: 68.5% above, 31.5% below
5-day: 68.5% above, 31.5% below
8-day: 53.9% above, 46.1% below
10-day: 51.1% above, 48.9% below
20-day: 67.1% above, 32.9% below
50-day: 73.4% above, 26.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161220 3:10 pm ET)
META(28): 1.96% Top=CENX AKS CLF X FCX TECK FMSA NUE ….. RGLD GG FNV CDE TAHO AEM PAAS SSRI=Bottom (Metals & Mining)
FINA(93): 0.99% Top=SLM VLY SCHW ZION FNB FHN PVTB BLK ….. JNS CME WETF ISBC CBOE BX NYCB YRD=Bottom (Banks/Financials)
RETA(62): 0.84% Top=KMX PIR FINL JCP KSS TLRD M AN ….. EBAY ETSY KR MELI W KORS SFM BBBY=Bottom (Retail & Specialty Retail)
TRAN(26): 0.81% Top=WAB XPO SAVE BRS CNI UAL UNP ALK ….. UPS FDX JBHT SWFT CHRW EXPD KSU NAT=Bottom (Transportation)
MANU(41): 0.79% Top=ATI KMT MRC ATKR CAT RS EMR DE ….. AOS CFX SWK ITW DCI PNR DDD MIDD=Bottom (Manufacturing)
ELEC(49): 0.46% Top=PI AMD CY NVDA INVN XLNX AMKR MRVL ….. KLAC SWKS FSLR CSIQ SPWR QRVO CGNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 0.41% Top=MDR SUM MLM VMC EME FAST EXP PWR ….. WCN DAR RYN TOL SRCL FLR LEN TPH=Bottom (Materials & Construction)
DISV(48): 0.41% Top=YY ZTO CAR MMS SCI INFO AMN FISV ….. HRB CTAS MAN SBAC TRU SERV RRD ATHN=Bottom (Diversified Services)
COSW(82): 0.39% Top=TTD TRIP NTNX GRUB YELP TYL TWLO TEAM ….. SPLK TWTR GWRE FEYE MDRX WUBA COUP ATHM=Bottom (Computer Software/Internet)
CONS(53): 0.33% Top=ENR NKE WHR COH VFC EL MAT WWW ….. EPC CSL KMB FBHS SEE PAY GPK BERY=Bottom (Consumer)
CHEM(26): 0.27% Top=CF POT AGU CC GRA MOS OLN HUN ….. SMG FMC ASH IFF AXTA PPG SHW PX=Bottom (Chemicals/Fertilizers)
INSU(37): 0.17% Top=SLF UNM FAF CNO RDN LNC PRU TRV ….. CINF AIZ CLGX AON MMC RE VR AFSI=Bottom (Insurance)
ENER(97): 0.09% Top=ETE NBR OAS ATW GEL PAGP WLL LPI ….. PDCE TSO MTDR GPOR PE RRC NFX SWN=Bottom (Energy)
HEAL(48): 0.09% Top=BKD DXCM ANTM WCG HRC A ELGX OPK ….. RMD BAX VWR ZBH ESRX NUVA ACHC ABMD=Bottom (Health)
LEIS(35): 0.03% Top=RCL CCL LQ EXPE SIX JACK YUM QSR ….. GPRO STAY BYD LVS ZOES SONC BLMN WYNN=Bottom (Leisure)
COHW(37): -0.01% Top=CIEN ACIA VG VRSN WDC CDW T VIAV ….. CSCO TDS INFN FNSR BBRY TDC PANW SSYS=Bottom (Computer Hardware/Telecom)
REAL(108): -0.26% Top=OFC GPT JLL NYRT BAM DRH CUZ KRC ….. NLY HCP PSA IVR O STOR SRC CYS=Bottom (Real Estate)

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 3:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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