daytrend

12/22/2016

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 1:34 pm ET
by daytrend on 20161222. 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 (20161222 1:34 pm ET)
7.3% of stocks are above yesterday’s high.
22.2% are above yesterday’s midpoint. (77.8% are below.)
49.4% are below yesterday’s low.
43.3% are inside yesterday’s range.
21.6% of stocks with today’s high > yesterday’s high. (78.4% less than).
74.9% of stocks with today’s low < yesterday’s low. (25.1% greater than).

EVIDENCE OF INTRADAY TREND (20161222 1:34 pm ET)
27.2% of stocks are above today’s open. (71.7% are below).
21.3% of stocks are above today’s open and yesterday’s close.
66.9% are below both.
3.9% of stocks opened above yesterday’s high.
39.6% of stocks opened above yesterday’s close. (55.5% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161222 1:34 pm ET)
5.6% of stocks are in the top 10% of today’s range.
11.8% are in the top 20%.
34.7% are in the top half. 65.3% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20161222 1:34 pm ET)
27.7% of stocks are above yesterday’s close. (72.3% are below.)
0.4% are up 4.5% or more. 2.1% are down 4.5% or more.
0.8% are up 3.5% or more. 3.9% are down 3.5% or more.
62.7% are between +1% and -1%.

RSI on DAILY (20161222 1:34 pm ET)
2-day: >=95:3.6%…>=90:6.0%…>=80:12.1%…>=50:30.1%…<=20:37.0%…<=10:17.1%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:53.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:63.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161222 1:34 pm ET)
7.3% above previous 1 highs, 49.4% below previous 1 lows
5.2% above previous 2 highs, 39.8% below previous 2 lows
4.8% above previous 3 highs, 28.9% below previous 3 lows
4.3% above previous 4 highs, 21.9% below previous 4 lows
4.0% above previous 5 highs, 17.9% below previous 5 lows
3.7% above previous 6 highs, 16.8% below previous 6 lows
3.4% above previous 7 highs, 16.0% below previous 7 lows
2.7% above previous 8 highs, 15.0% below previous 8 lows
2.5% above previous 9 highs, 14.9% below previous 9 lows
2.4% above previous 10 highs, 14.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161222 1:34 pm ET)
27.7% are above or equal to 12/21 close (1 days ago), 72.3% are below.
24.9% are above or equal to 12/20 close (2 days ago), 75.1% are below.
38.2% are above or equal to 12/19 close (3 days ago), 61.8% are below.
48.7% are above or equal to 12/16 close (4 days ago), 51.3% are below.
47.4% are above or equal to 12/15 close (5 days ago), 52.6% are below.
53.5% are above or equal to 12/14 close (6 days ago), 46.5% are below.
34.2% are above or equal to 12/13 close (7 days ago), 65.8% are below.
38.2% are above or equal to 12/12 close (8 days ago), 61.8% are below.
32.5% are above or equal to 12/9 close (9 days ago), 67.5% are below.
33.5% are above or equal to 12/8 close (10 days ago), 66.5% are below.
41.1% are above or equal to 12/7 close (11 days ago), 58.9% are below.
55.4% are above or equal to 12/6 close (12 days ago), 44.6% are below.
59.7% are above or equal to 12/5 close (13 days ago), 40.3% are below.
68.2% are above or equal to 12/2 close (14 days ago), 31.8% are below.
69.2% are above or equal to 12/1 close (15 days ago), 30.8% are below.
62.6% are above or equal to 11/30 close (16 days ago), 37.4% are below.
60.1% are above or equal to 11/29 close (17 days ago), 39.9% are below.
60.9% are above or equal to 11/28 close (18 days ago), 39.1% are below.
56.4% are above or equal to 11/25 close (19 days ago), 43.6% are below.
58.1% are above or equal to 11/23 close (20 days ago), 41.9% are below.
59.9% are above or equal to 11/22 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161222 1:34 pm ET)
20d: 5.2% new highs, 9.5% new lows
21d: 4.8% new highs, 9.1% new lows
42d: 3.9% new highs, 4.1% new lows
63d: 3.1% new highs, 3.5% new lows
126d: 2.5% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161222 1:34 pm ET)
2-day: 26.3% above, 73.7% below
3-day: 24.5% above, 75.5% below
4-day: 28.9% above, 71.1% below
5-day: 35.8% above, 64.2% below
8-day: 39.2% above, 60.8% below
10-day: 36.5% above, 63.5% below
20-day: 52.6% above, 47.4% below
50-day: 69.7% above, 30.3% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161222 1:34 pm ET)
ENER(96): 0.72% Top=CVI ETE PBF REN MPC ENLK BBG CRZO ….. WMB CVE HP NBR NFX RDC HLX DO=Bottom (Energy)
ELEC(48): 0.17% Top=MU PI CSIQ AYI AMAT NVDA BRKR LRCX ….. SNPS AMKR AVGO MRVL MXL CAVM CY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(37): -0.21% Top=MBI VR ORI AIZ CLGX AXS RGA RE ….. FNF TRV AIG CNO PRU LNC SLF AFSI=Bottom (Insurance)
HEAL(48): -0.36% Top=MD ACHC IART AET STE BCR SYK STJ ….. MOH LH PKI PRAH ABMD DXCM BKD IRWD=Bottom (Health)
FINA(92): -0.45% Top=CFR OZRK UMBF SBNY WBS FNB ISBC WAL ….. RJF BLK WDR NSAM LAZ LM LADR WETF=Bottom (Banks/Financials)
REAL(108): -0.50% Top=MAA COR CYS CPT MGP PSA ARR EXR ….. NRF CLNY WPG HST DEI CBL GGP IVR=Bottom (Real Estate)
LEIS(34): -0.51% Top=GPRO MTN SEAS MCD EAT RRR MGM JACK ….. DNKN WYNN MAR DRI CCL RCL LQ BLMN=Bottom (Leisure)
COHW(37): -0.54% Top=WDC S VZ T ACIA VG LVLT TMUS ….. PANW ARRS VRSN CDW TDC SSYS INFN BBRY=Bottom (Computer Hardware/Telecom)
MANU(41): -0.59% Top=BWXT AME PH ETN XYL CAT TTC TEX ….. KMT CFX ITT MWA ATI MRC ATKR DDD=Bottom (Manufacturing)
CHEM(26): -0.69% Top=MOS CF AGU POT IFF MON DD RPM ….. APD GRA ASH OLN PX PAH HUN CC=Bottom (Chemicals/Fertilizers)
TRAN(26): -0.75% Top=JBHT UNP NSC UPS FDX CNI CSX TRN ….. SAVE SWFT AAL UAL DAL BRS JBLU ALK=Bottom (Transportation)
DISV(47): -0.89% Top=TAL FLT HRB CTAS CXW INFO WOOF MA ….. R ULTA AL MMS SERV CAR RRD RBA=Bottom (Diversified Services)
MATE(26): -0.95% Top=SRCL EME RSG WM WCN MDR CAA MLM ….. OC TOL SUM MAS KBH DAR WY PHM=Bottom (Materials & Construction)
META(28): -0.96% Top=FMSA SLCA CCJ AGI FNV SSRI ARNC NUE ….. RGLD TECK SCCO PAAS CMC CLF CDE CENX=Bottom (Metals & Mining)
CONS(53): -1.22% Top=EL ENR GOLF CLX CL PG KMB LEG ….. LULU FL WWW KATE SKX COH OI FOSL=Bottom (Consumer)
COSW(84): -1.26% Top=BITA NTNX MDRX ORCL IAC EA MSFT EQIX ….. SINA ZEN NOW ATHM WB TWTR TWLO RHT=Bottom (Computer Software/Internet)
RETA(62): -2.98% Top=MELI EBAY COST KR W NFLX AMZN KAR ….. BIG DKS WSM ETSY ASNA GNC TLRD BBBY=Bottom (Retail & Specialty Retail)

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 1:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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