daytrend

12/21/2016

Filed under: Market Stats — daytrend @ 1:14 pm

Market Stats at 1:14 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 1:14 pm ET)
18.5% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
17.0% are below yesterday’s low.
64.5% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND (20161221 1:14 pm ET)
44.7% of stocks are above today’s open. (53.1% are below).
37.3% of stocks are above today’s open and yesterday’s close.
46.4% 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 1:14 pm ET)
9.7% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20161221 1:14 pm ET)
45.5% of stocks are above yesterday’s close. (54.5% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 0.9% are down 3.5% or more.
76.3% are between +1% and -1%.

RSI on DAILY (20161221 1:14 pm ET)
2-day: >=95:5.7%…>=90:12.8%…>=80:27.2%…>=50:59.5%…<=20:11.1%…<=10:4.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:68.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:73.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161221 1:14 pm ET)
18.5% above previous 1 highs, 17.0% below previous 1 lows
15.2% above previous 2 highs, 8.4% below previous 2 lows
12.5% above previous 3 highs, 6.5% below previous 3 lows
11.1% above previous 4 highs, 4.7% below previous 4 lows
9.1% above previous 5 highs, 4.4% below previous 5 lows
7.6% above previous 6 highs, 3.9% below previous 6 lows
5.8% above previous 7 highs, 3.6% below previous 7 lows
5.5% above previous 8 highs, 3.5% below previous 8 lows
5.4% above previous 9 highs, 3.4% below previous 9 lows
5.2% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161221 1:14 pm ET)
45.5% are above or equal to 12/20 close (1 days ago), 54.5% are below.
63.5% are above or equal to 12/19 close (2 days ago), 36.5% are below.
68.4% are above or equal to 12/16 close (3 days ago), 31.6% are below.
63.7% are above or equal to 12/15 close (4 days ago), 36.3% are below.
67.9% are above or equal to 12/14 close (5 days ago), 32.1% are below.
45.1% are above or equal to 12/13 close (6 days ago), 54.9% are below.
49.3% are above or equal to 12/12 close (7 days ago), 50.7% are below.
42.1% are above or equal to 12/9 close (8 days ago), 57.9% are below.
42.1% are above or equal to 12/8 close (9 days ago), 57.9% are below.
51.7% are above or equal to 12/7 close (10 days ago), 48.3% are below.
65.3% are above or equal to 12/6 close (11 days ago), 34.7% are below.
69.2% are above or equal to 12/5 close (12 days ago), 30.8% are below.
76.5% are above or equal to 12/2 close (13 days ago), 23.5% are below.
76.1% are above or equal to 12/1 close (14 days ago), 23.9% are below.
71.0% are above or equal to 11/30 close (15 days ago), 29.0% are below.
67.9% are above or equal to 11/29 close (16 days ago), 32.1% are below.
69.4% are above or equal to 11/28 close (17 days ago), 30.6% are below.
62.5% are above or equal to 11/25 close (18 days ago), 37.5% are below.
65.2% are above or equal to 11/23 close (19 days ago), 34.8% are below.
66.9% are above or equal to 11/22 close (20 days ago), 33.1% are below.
69.4% are above or equal to 11/21 close (21 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161221 1:14 pm ET)
20d: 10.1% new highs, 3.2% new lows
21d: 10.0% new highs, 3.0% new lows
42d: 7.6% new highs, 1.5% new lows
63d: 6.3% new highs, 1.2% new lows
126d: 4.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161221 1:14 pm ET)
2-day: 43.7% above, 56.3% below
3-day: 57.8% above, 42.2% below
4-day: 64.2% above, 35.8% below
5-day: 63.2% above, 36.8% below
8-day: 56.8% above, 43.2% below
10-day: 53.6% above, 46.4% below
20-day: 64.7% above, 35.3% below
50-day: 75.0% above, 25.0% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161221 1:14 pm ET)
MATE(26): 0.39% Top=USG SUM WCN CAA LEN MAS TPH KBH ….. RYN WM FAST SRCL DAR MDR EME PWR=Bottom (Materials & Construction)
LEIS(34): 0.35% Top=RRR MGM WEN DPZ LQ WYNN CCL CMG ….. SIX STAY GPRO H RCL SEAS EXPE SHAK=Bottom (Leisure)
ENER(97): 0.27% Top=SWN ENLK COG SHLX EEP RICE HAL AR ….. CRC EPE RDC ECA OAS ATW REN HLX=Bottom (Energy)
CONS(53): 0.18% Top=OI WHR NWL FBHS CCK TUP COTY ENR ….. LULU SKX KATE VFC ECL UAA GOLF FOSL=Bottom (Consumer)
INSU(37): 0.18% Top=MBI HIG AFL AON MTG MET UNM LNC ….. PRU CLGX WLTW RE SLF CNO VR FAF=Bottom (Insurance)
META(28): 0.13% Top=TAHO SLCA FMSA CNX RGLD AEM GG CDE ….. STLD CMC X ABX AGI CLF CCJ TECK=Bottom (Metals & Mining)
ELEC(48): 0.08% Top=OCLR SIMO CGNX GLW CRUS AMKR XLNX MXL ….. MSCC FIT CSIQ IDTI FTV SPWR FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(108): 0.02% Top=CSAL CLNY NRF HST HIW MFA CYS KRC ….. SPG BXP HR OHI BAM SLG CBL MAA=Bottom (Real Estate)
HEAL(48): 0.01% Top=CNC DXCM BKD TFX ABMD VWR EW WCG ….. ACHC TMO PKI RMD AET STE ELGX ANTM=Bottom (Health)
CHEM(26): -0.06% Top=MOS SHW SMG DOW HUN IFF EMN DD ….. PX OLN CE WLK CF AGU POT CC=Bottom (Chemicals/Fertilizers)
MANU(41): -0.17% Top=ATKR MHK TEX BWXT ATI CMI NDSN RS ….. EMR DE PH AGCO KMT LECO ITT DDD=Bottom (Manufacturing)
COHW(37): -0.19% Top=MSI FNSR ZAYO TDS STX HPQ WDC CCI ….. CDW INFN VG ACIA VRSN BBRY PSTG SSYS=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.19% Top=WAB AAL CP SAVE CNI DAL NAT UNP ….. JBHT JBLU UPS GWR ODFL TRN FDX BRS=Bottom (Transportation)
DISV(47): -0.20% Top=YY ADS SCI URI TRU ZTO RBA INFO ….. ILG MMS FLT CXW RRD JEC MYGN ATHN=Bottom (Diversified Services)
FINA(92): -0.26% Top=EFX NSAM PYPL CMA PSEC ARCC LADR TCB ….. BLK CBOE IVZ SLM ICE BX WDR NYCB=Bottom (Banks/Financials)
RETA(62): -0.44% Top=NFLX GNC TLRD GME MELI GES RH JCP ….. GPS AEO BID PIR ANF DSW ASNA FINL=Bottom (Retail & Specialty Retail)
COSW(83): -0.46% Top=TWLO ATHM YELP NTES JD VIPS WUBA NCR ….. MDSO TEAM ZEN TTD TRIP FEYE TWTR ACN=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 1:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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