daytrend

12/21/2016

Filed under: Market Stats — daytrend @ 2:58 pm

Market Stats at 2:58 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 2:58 pm ET)
18.0% of stocks are above yesterday’s high.
47.0% are above yesterday’s midpoint. (53.0% are below.)
20.4% are below yesterday’s low.
61.6% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
44.9% of stocks with today’s low < yesterday’s low. (55.1% greater than).

EVIDENCE OF INTRADAY TREND (20161221 2:58 pm ET)
43.7% of stocks are above today’s open. (54.5% are below).
35.5% of stocks are above today’s open and yesterday’s close.
47.9% 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 2:58 pm ET)
9.0% of stocks are in the top 10% of today’s range.
18.0% are in the top 20%.
48.4% are in the top half. 51.6% of stocks are in the bottom half of today’s range.
23.5% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20161221 2:58 pm ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.0% are up 3.5% or more. 0.9% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY (20161221 2:58 pm ET)
2-day: >=95:5.9%…>=90:11.4%…>=80:24.4%…>=50:55.2%…<=20:12.9%…<=10:4.6%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:67.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:72.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161221 2:58 pm ET)
18.0% above previous 1 highs, 20.4% below previous 1 lows
14.8% above previous 2 highs, 11.5% below previous 2 lows
12.1% above previous 3 highs, 7.2% below previous 3 lows
10.2% above previous 4 highs, 5.0% below previous 4 lows
8.5% above previous 5 highs, 4.7% below previous 5 lows
6.9% above previous 6 highs, 4.6% below previous 6 lows
5.4% above previous 7 highs, 4.3% below previous 7 lows
4.6% above previous 8 highs, 4.1% below previous 8 lows
4.6% above previous 9 highs, 4.0% below previous 9 lows
4.5% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161221 2:58 pm ET)
43.6% are above or equal to 12/20 close (1 days ago), 56.4% are below.
60.0% are above or equal to 12/19 close (2 days ago), 40.0% are below.
66.7% are above or equal to 12/16 close (3 days ago), 33.3% are below.
62.0% are above or equal to 12/15 close (4 days ago), 38.0% are below.
67.0% are above or equal to 12/14 close (5 days ago), 33.0% are below.
44.3% are above or equal to 12/13 close (6 days ago), 55.7% are below.
47.5% are above or equal to 12/12 close (7 days ago), 52.5% are below.
41.3% are above or equal to 12/9 close (8 days ago), 58.7% are below.
41.8% are above or equal to 12/8 close (9 days ago), 58.2% are below.
50.3% are above or equal to 12/7 close (10 days ago), 49.7% are below.
63.6% are above or equal to 12/6 close (11 days ago), 36.4% are below.
68.3% are above or equal to 12/5 close (12 days ago), 31.7% are below.
75.9% are above or equal to 12/2 close (13 days ago), 24.1% are below.
75.6% are above or equal to 12/1 close (14 days ago), 24.4% are below.
70.8% are above or equal to 11/30 close (15 days ago), 29.2% are below.
66.9% are above or equal to 11/29 close (16 days ago), 33.1% are below.
68.3% are above or equal to 11/28 close (17 days ago), 31.7% are below.
62.3% are above or equal to 11/25 close (18 days ago), 37.7% are below.
64.9% are above or equal to 11/23 close (19 days ago), 35.1% are below.
66.5% are above or equal to 11/22 close (20 days ago), 33.5% 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 2:58 pm ET)
20d: 10.4% new highs, 3.4% new lows
21d: 10.2% new highs, 3.1% new lows
42d: 7.8% new highs, 1.5% new lows
63d: 6.4% new highs, 1.2% new lows
126d: 4.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161221 2:58 pm ET)
2-day: 42.2% above, 57.8% below
3-day: 54.4% above, 45.6% below
4-day: 58.9% above, 41.1% below
5-day: 61.4% above, 38.6% below
8-day: 55.4% above, 44.6% below
10-day: 50.5% above, 49.5% below
20-day: 63.7% above, 36.3% below
50-day: 74.4% above, 25.6% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161221 2:58 pm ET)
MATE(26): 0.41% Top=USG WCN SUM CAA LEN MAS TPH KBH ….. WM RYN SRCL FAST MDR DAR EME PWR=Bottom (Materials & Construction)
ENER(97): 0.37% Top=SWN COG ENLK HAL SHLX PAGP EEP RRC ….. EPE PDCE SN RIG ATW RDC OAS HLX=Bottom (Energy)
LEIS(34): 0.27% Top=RRR MGM WEN DPZ CCL LQ DNKN CMG ….. SIX MAR SBUX RCL EAT SEAS SHAK EXPE=Bottom (Leisure)
INSU(37): 0.19% Top=MBI AON HIG XL MET AFL L UNM ….. ACGL CLGX RE PRU SLF WLTW VR CNO=Bottom (Insurance)
HEAL(48): 0.15% Top=CNC BKD HRC EW TFX UHS VWR HCA ….. ALGN PKI TMO AET STE NUVA ANTM ELGX=Bottom (Health)
ELEC(48): 0.11% Top=OCLR SIMO MXL CRUS AMKR GLW FLEX CGNX ….. BRKR CSIQ AYI IDTI SPWR FTV PI FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): 0.05% Top=SLCA TAHO CNX AEM RGLD CENX FNV GG ….. FCX X AG AGI ABX CLF TECK CCJ=Bottom (Metals & Mining)
CONS(53): 0.03% Top=OI WHR NWL FBHS CCK NKE TUP HBI ….. COH LULU KATE CRI HAS MAT GOLF FOSL=Bottom (Consumer)
DISV(47): -0.11% Top=AL SCI RBA URI INFO SBAC ADS YY ….. ILG MMS RRD FLT JEC MYGN CXW ATHN=Bottom (Diversified Services)
FINA(92): -0.16% Top=EFX NSAM PYPL PSEC TCB LADR HOMB EV ….. CBOE SBNY IVZ ICE BLK BX WDR NYCB=Bottom (Banks/Financials)
MANU(41): -0.21% Top=MHK ATKR NDSN RS ATI CMI TEX FLS ….. ITW BDC PH AGCO KMT LECO DDD ITT=Bottom (Manufacturing)
CHEM(26): -0.27% Top=MOS SHW SMG DOW EMN DD IFF PPG ….. APD OLN CF WLK CE AGU POT CC=Bottom (Chemicals/Fertilizers)
TRAN(26): -0.27% Top=WAB SAVE AAL CNI DAL NAT UNP CP ….. XPO JBHT UPS ODFL GWR TRN BRS FDX=Bottom (Transportation)
COHW(37): -0.28% Top=FNSR ZAYO STX TDS HPQ COMM MSI WDC ….. INFN ACIA CTL VRSN VG BBRY PSTG SSYS=Bottom (Computer Hardware/Telecom)
COSW(83): -0.30% Top=TWLO ATHM YELP NTES VIPS JD WUBA FIS ….. MDSO TTD NTNX ZEN FEYE TWTR TRIP ACN=Bottom (Computer Software/Internet)
RETA(62): -0.61% Top=GNC NFLX GES MELI WFM GME TLRD JCP ….. AEO BIG BID ANF DSW ASNA PIR FINL=Bottom (Retail & Specialty Retail)
REAL(108): -0.73% Top=NRF CLNY CSAL ARR CYS IVR NYRT MFA ….. AIV GGP SPG CBL HR SLG OHI MAA=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 2:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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