daytrend

12/23/2016

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 2:06 pm ET
by daytrend on 20161223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 879.

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

COMPARED TO YESTERDAY’S RANGE (20161223 2:06 pm ET)
13.9% of stocks are above yesterday’s high.
47.4% are above yesterday’s midpoint. (52.6% are below.)
13.8% are below yesterday’s low.
72.4% are inside yesterday’s range.
33.4% of stocks with today’s high > yesterday’s high. (66.6% less than).
36.2% of stocks with today’s low < yesterday’s low. (63.8% greater than).

EVIDENCE OF INTRADAY TREND (20161223 2:06 pm ET)
54.7% of stocks are above today’s open. (43.5% are below).
47.7% of stocks are above today’s open and yesterday’s close.
36.4% are below both.
5.5% of stocks opened above yesterday’s high.
47.0% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
6.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161223 2:06 pm ET)
6.8% of stocks are in the top 10% of today’s range.
16.5% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20161223 2:06 pm ET)
56.3% of stocks are above yesterday’s close. (43.7% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.3% are up 3.5% or more. 0.5% are down 3.5% or more.
83.5% are between +1% and -1%.

RSI on DAILY (20161223 2:06 pm ET)
2-day: >=95:4.1%…>=90:6.9%…>=80:14.3%…>=50:41.9%…<=20:25.1%…<=10:12.5%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:56.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161223 2:06 pm ET)
13.9% above previous 1 highs, 13.8% below previous 1 lows
6.6% above previous 2 highs, 11.9% below previous 2 lows
4.9% above previous 3 highs, 10.7% below previous 3 lows
4.4% above previous 4 highs, 8.8% below previous 4 lows
3.8% above previous 5 highs, 7.4% below previous 5 lows
3.6% above previous 6 highs, 6.9% below previous 6 lows
2.8% above previous 7 highs, 6.8% below previous 7 lows
2.6% above previous 8 highs, 6.8% below previous 8 lows
2.4% above previous 9 highs, 6.7% below previous 9 lows
2.3% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161223 2:06 pm ET)
56.3% are above or equal to 12/22 close (1 days ago), 43.7% are below.
37.2% are above or equal to 12/21 close (2 days ago), 62.8% are below.
32.1% are above or equal to 12/20 close (3 days ago), 67.9% are below.
44.5% are above or equal to 12/19 close (4 days ago), 55.5% are below.
52.6% are above or equal to 12/16 close (5 days ago), 47.4% are below.
49.7% are above or equal to 12/15 close (6 days ago), 50.3% are below.
56.7% are above or equal to 12/14 close (7 days ago), 43.3% are below.
37.8% are above or equal to 12/13 close (8 days ago), 62.2% are below.
41.3% are above or equal to 12/12 close (9 days ago), 58.7% are below.
33.7% are above or equal to 12/9 close (10 days ago), 66.3% are below.
34.4% are above or equal to 12/8 close (11 days ago), 65.6% are below.
43.7% are above or equal to 12/7 close (12 days ago), 56.3% are below.
55.9% are above or equal to 12/6 close (13 days ago), 44.1% are below.
60.6% are above or equal to 12/5 close (14 days ago), 39.4% are below.
68.8% are above or equal to 12/2 close (15 days ago), 31.2% are below.
68.8% are above or equal to 12/1 close (16 days ago), 31.2% are below.
63.9% are above or equal to 11/30 close (17 days ago), 36.1% are below.
60.5% are above or equal to 11/29 close (18 days ago), 39.5% are below.
61.1% are above or equal to 11/28 close (19 days ago), 38.9% are below.
56.7% are above or equal to 11/25 close (20 days ago), 43.3% are below.
59.4% are above or equal to 11/23 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161223 2:06 pm ET)
20d: 5.1% new highs, 6.4% new lows
21d: 4.9% new highs, 6.4% new lows
42d: 3.8% new highs, 3.0% new lows
63d: 3.0% new highs, 2.7% new lows
126d: 1.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161223 2:06 pm ET)
2-day: 54.8% above, 45.2% below
3-day: 40.5% above, 59.5% below
4-day: 35.9% above, 64.1% below
5-day: 39.1% above, 60.9% below
8-day: 47.3% above, 52.7% below
10-day: 44.5% above, 55.5% below
20-day: 55.4% above, 44.6% below
50-day: 69.7% above, 30.3% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161223 2:06 pm ET)
HEAL(47): 0.71% Top=THC IRWD BKD PRAH OPK PRXL MOH WCG ….. STJ XRAY BAX SYK ALGN DXCM MD ACHC=Bottom (Health)
META(28): 0.70% Top=FMSA ABX NEM AEM GG SSRI CDE FNV ….. CCJ STLD CENX NUE CLF FCX TECK ARNC=Bottom (Metals & Mining)
COSW(83): 0.36% Top=NTES RHT SHOP BITA COUP FTNT DOX NOW ….. IAC NTNX ORCL YELP WUBA MSFT VIPS TTD=Bottom (Computer Software/Internet)
TRAN(26): 0.31% Top=SWFT ALK WAB NSC SAVE FDX JBHT BRS ….. GWR XPO CP CNI UNP UPS EXPD AAL=Bottom (Transportation)
DISV(45): 0.21% Top=WTW CAR FDC CXW MMS VNTV RBA URI ….. JEC AL MCO BAH ACM ZTO CTAS MYGN=Bottom (Diversified Services)
CONS(52): 0.17% Top=SKX BC KATE FOSL GOLF PG KS WHR ….. FL CCK NWL UAA TUP NKE GIL RL=Bottom (Consumer)
CHEM(25): 0.10% Top=OLN ASH WLK GRA CF SHW EMN PAH ….. HUN POT PPG DD MOS DOW FMC IFF=Bottom (Chemicals/Fertilizers)
MANU(38): 0.09% Top=ATKR TTC MRC DHR IR SWK TEX BDC ….. PH XYL DOV MWA MIDD FLS RS ATI=Bottom (Manufacturing)
REAL(106): 0.06% Top=CLNY DFT NRF COR GPT LHO RLJ DRH ….. BXP VTR PGRE ESRT SLG JLL RLGY MFA=Bottom (Real Estate)
INSU(35): 0.05% Top=WLTW AGO MBI XL RDN VR AON CNO ….. WRB RGA AFL TMK L FAF SLF FNF=Bottom (Insurance)
COHW(37): -0.00% Top=CDW PANW TDC CTL ZAYO SSYS LVLT TDS ….. HPQ MSI VSAT ARRS INFN VRSN FNSR BBRY=Bottom (Computer Hardware/Telecom)
FINA(92): -0.04% Top=BOFI NSAM OMF SCHW ETFC BGCP AMTD BX ….. LM NYCB IVZ WDR KKR AMG WETF CME=Bottom (Banks/Financials)
LEIS(34): -0.09% Top=CCL GPRO LQ SONC STAY JACK TXRH SHAK ….. YUM HLT MTN QSR DNKN BYD RRR BLMN=Bottom (Leisure)
ELEC(48): -0.16% Top=AMBA KEYS AYI CREE NVDA ON BRKR FTV ….. AMAT FIT AMD CGNX CSIQ SIMO PI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(95): -0.17% Top=WMB COG ETE REN RRC VVV HFC EPE ….. CVI NFG CVE NOV RES CPG SPN OII=Bottom (Energy)
MATE(26): -0.22% Top=OC MLM EXP USG WCN PWR WM SRCL ….. MDR WY CAA KBH DHI LEN DAR PHM=Bottom (Materials & Construction)
RETA(62): -0.48% Top=BID GME SBH JWN M GPS PAG BURL ….. JCP GES ASNA BBBY WSM W FINL GNC=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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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