daytrend

12/21/2016

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 12:23 pm ET
by daytrend on 20161221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161221 12:23 pm ET)
17.9% of stocks are above yesterday’s high.
49.3% are above yesterday’s midpoint. (50.7% are below.)
15.9% are below yesterday’s low.
66.2% are inside yesterday’s range.
40.1% of stocks with today’s high > yesterday’s high. (59.9% less than).
38.2% of stocks with today’s low < yesterday’s low. (61.8% greater than).

EVIDENCE OF INTRADAY TREND (20161221 12:23 pm ET)
43.6% of stocks are above today’s open. (54.6% are below).
35.9% of stocks are above today’s open and yesterday’s close.
47.6% are below both.
8.5% 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 12:23 pm ET)
11.1% of stocks are in the top 10% of today’s range.
21.1% are in the top 20%.
48.3% are in the top half. 51.7% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN (20161221 12:23 pm ET)
44.7% of stocks are above yesterday’s close. (55.3% are below.)
0.4% are up 4.5% or more. 0.3% are down 4.5% or more.
0.8% are up 3.5% or more. 0.9% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20161221 12:23 pm ET)
2-day: >=95:5.6%…>=90:11.8%…>=80:24.7%…>=50:59.1%…<=20:11.5%…<=10:4.7%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:69.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161221 12:23 pm ET)
17.9% above previous 1 highs, 15.9% below previous 1 lows
15.3% above previous 2 highs, 7.8% below previous 2 lows
12.1% above previous 3 highs, 5.9% below previous 3 lows
10.3% above previous 4 highs, 4.3% below previous 4 lows
8.3% above previous 5 highs, 3.7% below previous 5 lows
7.2% above previous 6 highs, 3.5% below previous 6 lows
5.3% above previous 7 highs, 3.2% below previous 7 lows
4.5% above previous 8 highs, 3.1% below previous 8 lows
4.5% above previous 9 highs, 2.9% below previous 9 lows
4.3% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161221 12:23 pm ET)
44.7% are above or equal to 12/20 close (1 days ago), 55.3% are below.
62.9% are above or equal to 12/19 close (2 days ago), 37.1% are below.
70.0% are above or equal to 12/16 close (3 days ago), 30.0% are below.
63.4% are above or equal to 12/15 close (4 days ago), 36.6% are below.
69.0% are above or equal to 12/14 close (5 days ago), 31.0% are below.
44.9% are above or equal to 12/13 close (6 days ago), 55.1% are below.
48.4% are above or equal to 12/12 close (7 days ago), 51.6% are below.
41.9% are above or equal to 12/9 close (8 days ago), 58.1% are below.
42.2% are above or equal to 12/8 close (9 days ago), 57.8% are below.
51.1% are above or equal to 12/7 close (10 days ago), 48.9% are below.
65.2% are above or equal to 12/6 close (11 days ago), 34.8% are below.
69.3% are above or equal to 12/5 close (12 days ago), 30.7% are below.
76.3% are above or equal to 12/2 close (13 days ago), 23.7% are below.
76.0% are above or equal to 12/1 close (14 days ago), 24.0% are below.
71.0% are above or equal to 11/30 close (15 days ago), 29.0% are below.
67.2% are above or equal to 11/29 close (16 days ago), 32.8% are below.
69.3% are above or equal to 11/28 close (17 days ago), 30.7% are below.
62.5% are above or equal to 11/25 close (18 days ago), 37.5% are below.
65.1% are above or equal to 11/23 close (19 days ago), 34.9% are below.
67.1% are above or equal to 11/22 close (20 days ago), 32.9% are below.
69.5% are above or equal to 11/21 close (21 days ago), 30.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161221 12:23 pm ET)
20d: 9.4% new highs, 3.2% new lows
21d: 9.3% new highs, 3.0% new lows
42d: 7.2% new highs, 1.5% new lows
63d: 5.9% new highs, 1.2% new lows
126d: 4.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161221 12:23 pm ET)
2-day: 43.2% above, 56.8% below
3-day: 57.1% above, 42.9% below
4-day: 64.4% above, 35.6% below
5-day: 65.1% above, 34.9% below
8-day: 57.0% above, 43.0% below
10-day: 53.3% above, 46.7% below
20-day: 65.1% above, 34.9% below
50-day: 75.5% above, 24.5% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161221 12:23 pm ET)
ENER(97): 0.31% Top=SWN COG ENLK SHLX AR RICE RRC EEP ….. NBL RDC PDCE REN ECA ATW OAS HLX=Bottom (Energy)
MATE(26): 0.27% Top=USG WCN SUM CAA MAS TPH FLR EXP ….. WM MLM RYN MDR SRCL DAR EME PWR=Bottom (Materials & Construction)
LEIS(34): 0.26% Top=RRR WEN MGM DPZ CMG WYNN LQ CCL ….. H GPRO MTN SIX SEAS RCL EXPE SHAK=Bottom (Leisure)
META(28): 0.23% Top=TAHO SLCA FMSA CNX RGLD AEM NUE GG ….. AG X CMC ABX AGI TECK CCJ CLF=Bottom (Metals & Mining)
CONS(53): 0.21% Top=OI WHR FBHS NWL CCK COTY ENR NKE ….. MAT LULU ECL VFC UAA PBI GOLF FOSL=Bottom (Consumer)
CHEM(26): 0.15% Top=MOS SHW HUN IFF SMG FMC DOW EMN ….. OLN PX WLK CE CC CF AGU POT=Bottom (Chemicals/Fertilizers)
ELEC(48): 0.10% Top=OCLR SIMO AMKR GLW XLNX CRUS ADI KEYS ….. MSCC BRKR CSIQ FTV SPWR IDTI FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(37): 0.09% Top=AFL AON HIG UNM LNC MET XL TRV ….. SLF RE WLTW PRU CLGX CNO VR FAF=Bottom (Insurance)
HEAL(48): 0.03% Top=CNC DXCM BKD ABMD TFX UHS EW VWR ….. THC ACHC NUVA STE RMD AET ANTM ELGX=Bottom (Health)
DISV(47): -0.11% Top=YY ADS SCI URI TRU ZTO CAR AMN ….. MYGN FLT RRD ILG MMS JEC CXW ATHN=Bottom (Diversified Services)
MANU(41): -0.12% Top=ATKR MHK TEX RS ATI CMI NDSN BWXT ….. HON DE PH KMT AGCO LECO ITT DDD=Bottom (Manufacturing)
REAL(108): -0.16% Top=NRF CLNY CSAL ARR HST NYRT DLR COR ….. PEB WPG SLG OHI SPG GEO MAA CBL=Bottom (Real Estate)
TRAN(26): -0.17% Top=WAB NAT AAL CP UNP CNI SAVE CSX ….. UPS UAL GWR ODFL JBLU TRN FDX BRS=Bottom (Transportation)
COHW(37): -0.21% Top=TDS STX HPQ ZAYO FNSR WDC CCI ANET ….. INFN ARRS PSTG VG VRSN BBRY ACIA SSYS=Bottom (Computer Hardware/Telecom)
FINA(92): -0.26% Top=EFX NSAM PYPL CMA LADR PFG ARCC PSEC ….. WBS GS IVZ ICE SLM BX WDR NYCB=Bottom (Banks/Financials)
RETA(62): -0.42% Top=GNC TLRD NFLX GME GES JCP RH MELI ….. BID ASNA BIG ANF PIR DKS DSW FINL=Bottom (Retail & Specialty Retail)
COSW(83): -0.47% Top=TWLO ATHM NTES YELP JD FIS NCR VIPS ….. NOW TEAM ZEN TTD TRIP ACN TWTR FEYE=Bottom (Computer Software/Internet)

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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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