daytrend

12/28/2016

Filed under: Market Stats — daytrend @ 1:32 pm

Market Stats at 1:31 pm 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 1:31 pm ET)
2.2% of stocks are above yesterday’s high.
10.4% are above yesterday’s midpoint. (89.6% are below.)
65.9% are below yesterday’s low.
31.9% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
80.7% of stocks with today’s low < yesterday’s low. (19.3% greater than).

EVIDENCE OF INTRADAY TREND (20161228 1:31 pm ET)
5.1% of stocks are above today’s open. (94.2% are below).
4.1% of stocks are above today’s open and yesterday’s close.
92.3% 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 1:31 pm ET)
0.9% of stocks are in the top 10% of today’s range.
1.9% are in the top 20%.
8.8% are in the top half. 91.2% of stocks are in the bottom half of today’s range.
59.2% are in the bottom 20%.
33.6% are in the bottom 10%.

GAIN (20161228 1:31 pm ET)
6.4% of stocks are above yesterday’s close. (93.6% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 1.8% are down 3.5% or more.
52.2% are between +1% and -1%.

RSI on DAILY (20161228 1:31 pm ET)
2-day: >=95:1.7%…>=90:2.3%…>=80:4.2%…>=50:13.4%…<=20:40.5%…<=10:15.3%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 1:31 pm ET)
2.2% above previous 1 highs, 65.9% below previous 1 lows
1.9% above previous 2 highs, 39.2% below previous 2 lows
1.4% above previous 3 highs, 28.1% below previous 3 lows
1.1% above previous 4 highs, 25.5% below previous 4 lows
1.1% above previous 5 highs, 22.1% below previous 5 lows
1.1% above previous 6 highs, 18.3% below previous 6 lows
0.9% above previous 7 highs, 15.8% below previous 7 lows
0.9% above previous 8 highs, 12.6% below previous 8 lows
0.3% above previous 9 highs, 12.0% below previous 9 lows
0.3% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 1:31 pm ET)
6.4% are above or equal to 12/27 close (1 days ago), 93.6% are below.
24.8% are above or equal to 12/23 close (2 days ago), 75.2% are below.
33.1% are above or equal to 12/22 close (3 days ago), 66.9% are below.
27.1% are above or equal to 12/21 close (4 days ago), 72.9% are below.
24.0% are above or equal to 12/20 close (5 days ago), 76.0% are below.
34.7% are above or equal to 12/19 close (6 days ago), 65.3% are below.
43.1% are above or equal to 12/16 close (7 days ago), 56.9% are below.
42.6% are above or equal to 12/15 close (8 days ago), 57.4% are below.
46.5% are above or equal to 12/14 close (9 days ago), 53.5% are below.
30.9% are above or equal to 12/13 close (10 days ago), 69.1% are below.
35.7% are above or equal to 12/12 close (11 days ago), 64.3% are below.
29.9% are above or equal to 12/9 close (12 days ago), 70.1% are below.
30.9% are above or equal to 12/8 close (13 days ago), 69.1% are below.
38.2% are above or equal to 12/7 close (14 days ago), 61.8% are below.
51.7% are above or equal to 12/6 close (15 days ago), 48.3% are below.
56.3% are above or equal to 12/5 close (16 days ago), 43.7% are below.
65.7% are above or equal to 12/2 close (17 days ago), 34.3% are below.
66.0% are above or equal to 12/1 close (18 days ago), 34.0% are below.
60.8% are above or equal to 11/30 close (19 days ago), 39.2% are below.
56.8% are above or equal to 11/29 close (20 days ago), 43.2% are below.
57.9% are above or equal to 11/28 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 1:31 pm ET)
20d: 4.7% new highs, 7.4% new lows
21d: 4.7% new highs, 7.4% new lows
42d: 4.1% new highs, 2.3% new lows
63d: 3.4% new highs, 2.2% new lows
126d: 3.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 1:31 pm ET)
2-day: 5.9% above, 94.1% below
3-day: 13.2% above, 86.8% below
4-day: 18.0% above, 82.0% below
5-day: 20.3% above, 79.7% below
8-day: 25.4% above, 74.6% below
10-day: 30.7% above, 69.3% below
20-day: 43.7% above, 56.3% below
50-day: 65.9% above, 34.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 1:31 pm ET)
META(28): -0.35% Top=SSRI CLF SLW GG ABX FNV AGI SCCO ….. CMC STLD AKS FMSA SLCA ARNC CCJ X=Bottom (Metals & Mining)
CONS(52): -0.49% Top=KATE COH VFC UAA NWL SPB WHR LULU ….. IP SEE CHD PBI FBHS GT GOLF KS=Bottom (Consumer)
INSU(33): -0.71% Top=TRV CLGX AIZ ALL RGA AON MMC L ….. PRU AXS LNC WLTW FNF MBI MTG RDN=Bottom (Insurance)
DISV(45): -0.83% Top=SERV AMN ROL V VNTV KBR G RHI ….. AL JEC R ADS URI ZTO CAR WTW=Bottom (Diversified Services)
LEIS(34): -0.84% Top=SIX CMG JACK BYD MCD LVS ARMK EXPE ….. HLT LQ WYNN SEAS SONC SHAK TXRH GPRO=Bottom (Leisure)
RETA(62): -0.91% Top=AEO URBN KORS AMZN KSS BABA ANF CHS ….. WSM WFM AN PAG BBY FINL GME GNC=Bottom (Retail & Specialty Retail)
HEAL(47): -0.93% Top=ZBH MOH RMD EW ESRX SYK BCR UHS ….. A IRWD DXCM ALGN MD THC CNC OPK=Bottom (Health)
CHEM(25): -0.96% Top=OLN PAH HUN AXTA IFF SHW WLK MON ….. SMG APD ASH CE CF ALB MOS POT=Bottom (Chemicals/Fertilizers)
COHW(37): -0.97% Top=VRSN S BCE HRS T LVLT AAPL VZ ….. PANW HPQ QCOM FNSR ACIA CIEN ARRS SSYS=Bottom (Computer Hardware/Telecom)
FINA(92): -1.02% Top=BK APO GS UMBF ARCC NDAQ ACAS FRC ….. WDR BEN BOFI IVZ LM OZRK PSEC OMF=Bottom (Banks/Financials)
ENER(94): -1.05% Top=CVI MPLX EPD PSXP MMP WPZ REN XOM ….. SWN OKS EPE BWP OAS DO HLX BBG=Bottom (Energy)
TRAN(26): -1.09% Top=CNI NSC CP LUV JBHT UPS UNP CHRW ….. KSU UAL AAL NAT ALK DAL ODFL BRS=Bottom (Transportation)
COSW(82): -1.19% Top=BR BIDU OTEX FTNT IAC ADP YHOO SQ ….. WB ZEN COUP TTD BITA WUBA NTNX TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.20% Top=WM RSG VMC WCN SRCL LEN OC FLR ….. KBH CAA FAST EME DAR SUM TPH MDR=Bottom (Materials & Construction)
MANU(38): -1.25% Top=ATKR GE DE DCI HON ROK DHR TTC ….. AME CFX ATI MRC KMT ITT BDC DDD=Bottom (Manufacturing)
REAL(104): -1.36% Top=ARR MFA ACC BAM AMH HPT WRI AIV ….. RLJ NRZ GPT CIM CSAL SHO KRC CBL=Bottom (Real Estate)
ELEC(49): -1.65% Top=KLAC HIMX ON CY MCHP TEL ADI TER ….. OCLR FSLR CSIQ AMD SPWR FIT PI NVDA=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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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