daytrend

12/27/2016

Filed under: Market Stats — daytrend @ 10:26 am

Market Stats at 10:25 am ET
by daytrend on 20161227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 880.

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

COMPARED TO YESTERDAY’S RANGE (20161227 10:25 am ET)
41.7% of stocks are above yesterday’s high.
81.7% are above yesterday’s midpoint. (18.3% are below.)
1.4% are below yesterday’s low.
56.9% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND (20161227 10:25 am ET)
65.0% of stocks are above today’s open. (32.6% are below).
62.4% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
23.5% of stocks opened above yesterday’s high.
73.4% of stocks opened above yesterday’s close. (20.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161227 10:25 am ET)
10.0% of stocks are in the top 10% of today’s range.
20.3% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
14.5% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20161227 10:25 am ET)
80.7% of stocks are above yesterday’s close. (19.3% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.1% are down 3.5% or more.
80.3% are between +1% and -1%.

RSI on DAILY (20161227 10:25 am ET)
2-day: >=95:6.4%…>=90:12.0%…>=80:29.7%…>=50:72.8%…<=20:5.6%…<=10:2.6%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:64.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:69.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161227 10:25 am ET)
41.7% above previous 1 highs, 1.4% below previous 1 lows
23.8% above previous 2 highs, 0.7% below previous 2 lows
15.0% above previous 3 highs, 0.6% below previous 3 lows
12.4% above previous 4 highs, 0.6% below previous 4 lows
10.7% above previous 5 highs, 0.6% below previous 5 lows
8.9% above previous 6 highs, 0.6% below previous 6 lows
7.8% above previous 7 highs, 0.6% below previous 7 lows
6.7% above previous 8 highs, 0.6% below previous 8 lows
6.0% above previous 9 highs, 0.6% below previous 9 lows
5.3% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161227 10:25 am ET)
80.7% are above or equal to 12/23 close (1 days ago), 19.3% are below.
79.5% are above or equal to 12/22 close (2 days ago), 20.5% are below.
56.1% are above or equal to 12/21 close (3 days ago), 43.9% are below.
46.1% are above or equal to 12/20 close (4 days ago), 53.9% are below.
57.7% are above or equal to 12/19 close (5 days ago), 42.3% are below.
63.2% are above or equal to 12/16 close (6 days ago), 36.8% are below.
61.3% are above or equal to 12/15 close (7 days ago), 38.8% are below.
63.0% are above or equal to 12/14 close (8 days ago), 37.0% are below.
43.5% are above or equal to 12/13 close (9 days ago), 56.5% are below.
47.7% are above or equal to 12/12 close (10 days ago), 52.3% are below.
41.4% are above or equal to 12/9 close (11 days ago), 58.6% are below.
42.2% are above or equal to 12/8 close (12 days ago), 57.8% are below.
49.7% are above or equal to 12/7 close (13 days ago), 50.3% are below.
60.8% are above or equal to 12/6 close (14 days ago), 39.2% are below.
65.6% are above or equal to 12/5 close (15 days ago), 34.4% are below.
73.1% are above or equal to 12/2 close (16 days ago), 26.9% are below.
73.5% are above or equal to 12/1 close (17 days ago), 26.5% are below.
67.8% are above or equal to 11/30 close (18 days ago), 32.2% are below.
64.9% are above or equal to 11/29 close (19 days ago), 35.1% are below.
65.1% are above or equal to 11/28 close (20 days ago), 34.9% are below.
60.5% are above or equal to 11/25 close (21 days ago), 39.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161227 10:25 am ET)
20d: 8.2% new highs, 0.8% new lows
21d: 8.2% new highs, 0.8% new lows
42d: 6.5% new highs, 0.2% new lows
63d: 5.7% new highs, 0.2% new lows
126d: 4.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161227 10:25 am ET)
2-day: 78.4% above, 21.6% below
3-day: 82.4% above, 17.6% below
4-day: 70.8% above, 29.2% below
5-day: 61.7% above, 38.3% below
8-day: 62.7% above, 37.3% below
10-day: 61.3% above, 38.7% below
20-day: 61.9% above, 38.1% below
50-day: 73.8% above, 26.2% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161227 10:25 am ET)
META(28): 1.27% Top=AG FMSA TECK TAHO SSRI RGLD CDE PAAS ….. CCJ STLD FCX CNX SCCO X CLF NEM=Bottom (Metals & Mining)
ELEC(49): 1.12% Top=NVDA FIT CSIQ FSLR PI MXL HIMX SPWR ….. GRMN FLEX APH FTV SIMO CY AMBA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): 0.93% Top=YELP SHOP FEYE WB VIPS JD ZEN WUBA ….. BITA RHT EQIX IAC PFPT HPE MANH NCR=Bottom (Computer Software/Internet)
RETA(62): 0.89% Top=GES GNC W MELI GME NFLX ASNA ETSY ….. TJX KSS SFM ORLY WFM KR LB BURL=Bottom (Retail & Specialty Retail)
MATE(26): 0.70% Top=SUM MLM MDR VMC DAR TOL PHM OC ….. FLR MAS SRCL WCN WM RSG TPH WY=Bottom (Materials & Construction)
COHW(37): 0.66% Top=VG ACIA CIEN ANET PSTG ARRS FNSR INFN ….. HRS SSYS VZ BCE T CTL WDC LVLT=Bottom (Computer Hardware/Telecom)
ENER(95): 0.60% Top=HP EPE ATW HLX SPN RIG CRC BBG ….. NFX GPOR CLR BWP TSO CPE GEL RICE=Bottom (Energy)
CHEM(25): 0.55% Top=PAH POT CF MOS PPG RPM APD IFF ….. AXTA CE DD ALB SHW EMN SMG CC=Bottom (Chemicals/Fertilizers)
CONS(52): 0.55% Top=CRI TPX PAY UAA SKX KATE WHR COTY ….. PKG FL CL CLX EL PG GOLF ENR=Bottom (Consumer)
TRAN(26): 0.39% Top=BRS WAB SWFT TRN GWR DAL AAL JBLU ….. ALK CNI FDX KSU EXPD CHRW SAVE NAT=Bottom (Transportation)
HEAL(47): 0.36% Top=EW PRXL VWR IRWD HOLX TMO ABMD ESRX ….. OPK TFX UHS BSX RMD HRC DXCM ACHC=Bottom (Health)
DISV(45): 0.34% Top=MYGN MMS WOOF ILG ULTA ATHN CAR HRB ….. ACM INFO RHI JEC TRU KBR WTW RBA=Bottom (Diversified Services)
MANU(38): 0.33% Top=BWXT MRC ATI AGCO AME FLS TEX AOS ….. DE ROK CAT CMI DCI SWK XYL KMT=Bottom (Manufacturing)
LEIS(34): 0.27% Top=SHAK LQ SEAS TXRH WYNN WEN RCL MTN ….. BLMN DPZ CMG H SONC DNKN GPRO RRR=Bottom (Leisure)
FINA(92): 0.26% Top=OMF BOFI WETF OZRK WDR WU IVZ LM ….. NSAM UMPQ LAZ APO BX CIT RJF KKR=Bottom (Banks/Financials)
REAL(106): 0.16% Top=CBL JLL EXR NSA VTR WPG MAC LHO ….. SNH NLY NRZ CYS NRF OFC TWO ARR=Bottom (Real Estate)
INSU(35): 0.06% Top=FNF MET PRU ORI AFSI CNO AIG SLF ….. BRO WLTW HIG AXS TRV VR AGO MBI=Bottom (Insurance)

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 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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