daytrend

12/28/2016

Filed under: Market Stats — daytrend @ 10:36 am

Market Stats at 10:35 am ET
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE (20161228 10:35 am ET)
2.6% of stocks are above yesterday’s high.
17.7% are above yesterday’s midpoint. (82.3% are below.)
44.2% are below yesterday’s low.
53.2% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
65.3% of stocks with today’s low < yesterday’s low. (34.7% greater than).

EVIDENCE OF INTRADAY TREND (20161228 10:35 am ET)
11.4% of stocks are above today’s open. (87.5% are below).
6.9% of stocks are above today’s open and yesterday’s close.
82.0% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 10:35 am ET)
1.4% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
16.8% are in the top half. 83.2% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
22.4% are in the bottom 10%.

GAIN (20161228 10:35 am ET)
13.2% of stocks are above yesterday’s close. (86.8% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.1% are up 3.5% or more. 0.6% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20161228 10:35 am ET)
2-day: >=95:2.4%…>=90:3.9%…>=80:7.4%…>=50:25.1%…<=20:27.9%…<=10:11.7%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 10:35 am ET)
2.6% above previous 1 highs, 44.2% below previous 1 lows
2.3% above previous 2 highs, 23.6% below previous 2 lows
2.1% above previous 3 highs, 16.5% below previous 3 lows
1.7% above previous 4 highs, 14.8% below previous 4 lows
1.5% above previous 5 highs, 13.0% below previous 5 lows
1.4% above previous 6 highs, 11.3% below previous 6 lows
1.1% above previous 7 highs, 9.6% below previous 7 lows
1.1% above previous 8 highs, 7.4% below previous 8 lows
0.8% above previous 9 highs, 7.3% below previous 9 lows
0.7% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 10:35 am ET)
13.2% are above or equal to 12/27 close (1 days ago), 86.8% are below.
40.7% are above or equal to 12/23 close (2 days ago), 59.3% are below.
50.8% are above or equal to 12/22 close (3 days ago), 49.2% are below.
37.5% are above or equal to 12/21 close (4 days ago), 62.5% are below.
32.2% are above or equal to 12/20 close (5 days ago), 67.8% are below.
42.7% are above or equal to 12/19 close (6 days ago), 57.3% are below.
50.7% are above or equal to 12/16 close (7 days ago), 49.3% are below.
48.9% are above or equal to 12/15 close (8 days ago), 51.1% are below.
52.9% are above or equal to 12/14 close (9 days ago), 47.1% are below.
35.0% are above or equal to 12/13 close (10 days ago), 65.0% are below.
39.2% are above or equal to 12/12 close (11 days ago), 60.8% are below.
33.8% are above or equal to 12/9 close (12 days ago), 66.2% are below.
34.7% are above or equal to 12/8 close (13 days ago), 65.3% are below.
41.6% are above or equal to 12/7 close (14 days ago), 58.4% are below.
55.1% are above or equal to 12/6 close (15 days ago), 44.9% are below.
59.8% are above or equal to 12/5 close (16 days ago), 40.2% are below.
68.3% are above or equal to 12/2 close (17 days ago), 31.7% are below.
69.0% are above or equal to 12/1 close (18 days ago), 31.0% are below.
63.4% are above or equal to 11/30 close (19 days ago), 36.6% are below.
59.7% are above or equal to 11/29 close (20 days ago), 40.3% are below.
60.4% are above or equal to 11/28 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 10:35 am ET)
20d: 4.2% new highs, 4.9% new lows
21d: 4.2% new highs, 4.9% new lows
42d: 3.9% new highs, 1.7% new lows
63d: 3.3% new highs, 1.5% new lows
126d: 3.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 10:35 am ET)
2-day: 12.7% above, 87.3% below
3-day: 24.5% above, 75.5% below
4-day: 33.2% above, 66.8% below
5-day: 35.2% above, 64.8% below
8-day: 38.6% above, 61.4% below
10-day: 43.2% above, 56.8% below
20-day: 50.7% above, 49.3% below
50-day: 68.5% above, 31.5% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 10:35 am ET)
META(28): -0.03% Top=CLF SLW SSRI FNV GG CENX PAAS SCCO ….. FMSA NUE STLD ARNC TECK X CCJ SLCA=Bottom (Metals & Mining)
INSU(33): -0.21% Top=AIZ TRV RGA ORI MMC AON L AJG ….. XL HIG PGR WLTW AFSI AXS FNF MBI=Bottom (Insurance)
FINA(92): -0.39% Top=BK GS WETF UMBF PYPL AMP APO ARCC ….. SBNY BGCP FITB BOFI UMPQ WDR OMF PSEC=Bottom (Banks/Financials)
CHEM(25): -0.48% Top=OLN PAH HUN CC DD AXTA IFF PX ….. FMC PPG ASH CE CF ALB MOS POT=Bottom (Chemicals/Fertilizers)
CONS(52): -0.52% Top=OI TUP VFC WHR TPX NWL GPK KMB ….. LULU SEE CHD PBI BC FOSL FBHS PAY=Bottom (Consumer)
ENER(94): -0.59% Top=MPLX SEP PAA CPG WPZ ECA QEP PSXP ….. SN RICE OAS CRZO CRC BBG HLX EPE=Bottom (Energy)
LEIS(34): -0.60% Top=SIX CMG BYD MGM LVS MCD WEN YUM ….. RRR DRI EAT WYNN SEAS TXRH SONC GPRO=Bottom (Leisure)
DISV(45): -0.62% Top=RHI PAYX WOOF RRD MYGN SERV G TRU ….. GPN CAR ADS WTW ACM R URI ZTO=Bottom (Diversified Services)
TRAN(26): -0.64% Top=CNI WAB NSC UNP CP UPS CSX CHRW ….. SAVE TRN ALK DAL JBLU UAL AAL XPO=Bottom (Transportation)
HEAL(47): -0.65% Top=MOH ZBH BCR ANTM RMD SYK TMO ESRX ….. ALGN COO CNC DXCM ACHC MD OPK THC=Bottom (Health)
MANU(38): -0.71% Top=TEX DE GE TTC ATKR AGCO DHR NDSN ….. ATI MIDD BWXT KMT MRC BDC FLS DDD=Bottom (Manufacturing)
COHW(37): -0.71% Top=S BCE INFN HRS T AAPL VZ TMUS ….. VIAV PANW ARRS CIEN ACIA VG FNSR SSYS=Bottom (Computer Hardware/Telecom)
RETA(62): -0.80% Top=AMZN URBN RH KMX BABA SIG AEO WMT ….. BBY W ASNA KR BIG ETSY FINL GNC=Bottom (Retail & Specialty Retail)
MATE(26): -0.80% Top=WM VMC SRCL RSG WCN RYN LEN OC ….. FLR MAS EME USG PWR SUM TPH DAR=Bottom (Materials & Construction)
COSW(82): -0.84% Top=OTEX BIDU NTES YHOO BR JD RHT NOW ….. FEYE DATA ZEN BITA VIPS NTNX TTD TWLO=Bottom (Computer Software/Internet)
REAL(104): -0.92% Top=BAM ACC SC HPT MFA INN MPW NSA ….. NRZ STWD NLY ARI TWO CIM KRC CBL=Bottom (Real Estate)
ELEC(49): -1.14% Top=CY ON HIMX KLAC XLNX TER TEL INTC ….. OCLR AMBA SPWR FIT CSIQ AMD NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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