daytrend

12/21/2016

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at 9:52 am ET
by daytrend on 20161221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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

COMPARED TO YESTERDAY’S RANGE (20161221 9:52 am ET)
13.2% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
9.4% are below yesterday’s low.
77.4% are inside yesterday’s range.
30.3% of stocks with today’s high > yesterday’s high. (69.7% less than).
22.1% of stocks with today’s low < yesterday’s low. (77.9% greater than).

EVIDENCE OF INTRADAY TREND (20161221 9:52 am ET)
45.7% of stocks are above today’s open. (51.7% are below).
37.7% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
8.6% of stocks opened above yesterday’s high.
48.5% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161221 9:52 am ET)
7.8% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
46.8% are in the top half. 53.2% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20161221 9:52 am ET)
48.5% of stocks are above yesterday’s close. (51.5% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
85.7% are between +1% and -1%.

RSI on DAILY (20161221 9:52 am ET)
2-day: >=95:4.6%…>=90:10.5%…>=80:24.6%…>=50:66.0%…<=20:11.0%…<=10:4.3%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:70.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:74.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161221 9:52 am ET)
13.2% above previous 1 highs, 9.4% below previous 1 lows
9.6% above previous 2 highs, 4.7% below previous 2 lows
7.9% above previous 3 highs, 4.1% below previous 3 lows
7.3% above previous 4 highs, 3.4% below previous 4 lows
5.7% above previous 5 highs, 3.1% below previous 5 lows
4.8% above previous 6 highs, 3.1% below previous 6 lows
3.5% above previous 7 highs, 2.7% below previous 7 lows
3.1% above previous 8 highs, 2.6% below previous 8 lows
3.1% above previous 9 highs, 2.3% below previous 9 lows
3.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161221 9:52 am ET)
48.5% are above or equal to 12/20 close (1 days ago), 51.5% are below.
68.8% are above or equal to 12/19 close (2 days ago), 31.2% are below.
70.9% are above or equal to 12/16 close (3 days ago), 29.1% are below.
61.4% are above or equal to 12/15 close (4 days ago), 38.6% are below.
70.2% are above or equal to 12/14 close (5 days ago), 29.8% are below.
47.0% are above or equal to 12/13 close (6 days ago), 53.0% are below.
49.0% are above or equal to 12/12 close (7 days ago), 51.0% are below.
42.7% are above or equal to 12/9 close (8 days ago), 57.3% are below.
41.9% are above or equal to 12/8 close (9 days ago), 58.1% are below.
51.3% are above or equal to 12/7 close (10 days ago), 48.7% are below.
65.1% are above or equal to 12/6 close (11 days ago), 34.9% are below.
69.7% are above or equal to 12/5 close (12 days ago), 30.3% are below.
77.3% are above or equal to 12/2 close (13 days ago), 22.7% are below.
76.0% are above or equal to 12/1 close (14 days ago), 24.0% are below.
71.8% are above or equal to 11/30 close (15 days ago), 28.2% are below.
68.7% are above or equal to 11/29 close (16 days ago), 31.3% are below.
69.7% are above or equal to 11/28 close (17 days ago), 30.3% are below.
64.1% are above or equal to 11/25 close (18 days ago), 35.9% are below.
66.0% are above or equal to 11/23 close (19 days ago), 34.0% are below.
68.9% are above or equal to 11/22 close (20 days ago), 31.1% are below.
70.4% are above or equal to 11/21 close (21 days ago), 29.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161221 9:52 am ET)
20d: 6.4% new highs, 1.9% new lows
21d: 6.3% new highs, 1.7% new lows
42d: 4.7% new highs, 0.7% new lows
63d: 3.6% new highs, 0.7% new lows
126d: 2.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161221 9:52 am ET)
2-day: 47.0% above, 53.0% below
3-day: 62.6% above, 37.4% below
4-day: 69.1% above, 30.9% below
5-day: 67.3% above, 32.7% below
8-day: 61.5% above, 38.5% below
10-day: 56.5% above, 43.5% below
20-day: 66.3% above, 33.7% below
50-day: 75.2% above, 24.8% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161221 9:52 am ET)
ENER(97): 0.58% Top=SWN RICE AR GPOR WLL RRC COG DPM ….. EPE TSO VLO OAS ATW RDC HLX MPC=Bottom (Energy)
REAL(108): 0.39% Top=SNH DLR SRC EXR COR RPAI NYRT HTA ….. CBG OUT DRH BAM ALLY OFC CHSP SC=Bottom (Real Estate)
ELEC(49): 0.37% Top=INVN OCLR CRUS MRVL QRVO GLW KEYS MCHP ….. MU NVDA AYI BRKR CSIQ PI SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 0.33% Top=USG CAA MAS WCN WY FLR VMC DAR ….. FAST WM RSG SRCL RYN MDR EME PWR=Bottom (Materials & Construction)
HEAL(48): 0.08% Top=CNC BKD DXCM OPK TFX EW ABMD IRWD ….. DGX BAX UNH TMO VWR AET ACHC ANTM=Bottom (Health)
LEIS(34): 0.02% Top=RRR WEN DPZ LQ WYN HLT SONC WYNN ….. DRI MTN EXPE SIX H RCL SHAK BYD=Bottom (Leisure)
CHEM(26): -0.01% Top=IFF SHW MOS SMG OLN PAH GRA ALB ….. EMN PPG PX CC HUN CE AGU POT=Bottom (Chemicals/Fertilizers)
CONS(53): -0.03% Top=OI NWL COTY TPX KMB CCK AVY CSL ….. PVH ENR LULU WWW KATE SKX FOSL UAA=Bottom (Consumer)
INSU(37): -0.11% Top=AON AFL FNF TRV CLGX MMC RGA WRB ….. VR SLF CNO AFSI RDN FAF PRU MBI=Bottom (Insurance)
DISV(47): -0.14% Top=ADS CAR ZTO AL TRU RBA AMN HRI ….. RRD ILG CXW MMS JEC R ATHN PAYX=Bottom (Diversified Services)
COHW(37): -0.18% Top=FNSR STX ANET NTAP BCE HPQ QCOM MSI ….. PANW TDC ARRS CIEN ACIA VRSN VG BBRY=Bottom (Computer Hardware/Telecom)
COSW(83): -0.24% Top=YELP WUBA TWLO NTES JD MDRX FFIV ATHM ….. NOW NTNX TRIP FEYE ZEN MTCH TWTR ACN=Bottom (Computer Software/Internet)
MANU(41): -0.27% Top=MHK ROK ATKR ZBRA TEX PNR BWXT CFX ….. MRC EMR DDD AGCO LECO KMT ATI ITT=Bottom (Manufacturing)
RETA(62): -0.40% Top=JCP BBBY RH W SFM KAR WSM GES ….. URBN KSS CHS DLTR BID DSW DKS FINL=Bottom (Retail & Specialty Retail)
FINA(92): -0.43% Top=PYPL EFX NSAM UMBF NAVI AXP KKR PBCT ….. SCHW BX OMF JNS SLM AMG FII NYCB=Bottom (Banks/Financials)
TRAN(26): -0.47% Top=WAB NAT CP CHRW AAL CNI CSX DAL ….. ODFL UAL JBLU ALK XPO TRN BRS FDX=Bottom (Transportation)
META(28): -0.59% Top=TAHO CNX GG FMSA RGLD PAAS SCCO AEM ….. CCJ CDE ABX STLD CMC AKS X 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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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