daytrend

12/29/2016

Filed under: Market Stats — daytrend @ 2:15 pm

Market Stats at 2:14 pm ET
by daytrend on 20161229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20161229 2:14 pm ET)
11.0% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
33.3% are below yesterday’s low.
55.7% are inside yesterday’s range.
21.9% of stocks with today’s high > yesterday’s high. (78.1% less than).
64.6% of stocks with today’s low < yesterday’s low. (35.4% greater than).

EVIDENCE OF INTRADAY TREND (20161229 2:14 pm ET)
45.6% of stocks are above today’s open. (52.2% are below).
40.0% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
1.8% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161229 2:14 pm ET)
5.3% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20161229 2:14 pm ET)
48.3% of stocks are above yesterday’s close. (51.7% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
76.2% are between +1% and -1%.

RSI on DAILY (20161229 2:14 pm ET)
2-day: >=95:2.0%…>=90:4.1%…>=80:8.0%…>=50:25.6%…<=20:40.3%…<=10:18.4%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161229 2:14 pm ET)
11.0% above previous 1 highs, 33.3% below previous 1 lows
6.3% above previous 2 highs, 31.7% below previous 2 lows
6.3% above previous 3 highs, 26.3% below previous 3 lows
6.0% above previous 4 highs, 23.5% below previous 4 lows
3.2% above previous 5 highs, 22.0% below previous 5 lows
3.1% above previous 6 highs, 19.7% below previous 6 lows
3.0% above previous 7 highs, 13.1% below previous 7 lows
3.0% above previous 8 highs, 12.5% below previous 8 lows
3.0% above previous 9 highs, 10.2% below previous 9 lows
2.3% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161229 2:14 pm ET)
48.3% are above or equal to 12/28 close (1 days ago), 51.7% are below.
16.6% are above or equal to 12/27 close (2 days ago), 83.4% are below.
25.3% are above or equal to 12/23 close (3 days ago), 74.7% are below.
32.3% are above or equal to 12/22 close (4 days ago), 67.7% are below.
26.5% are above or equal to 12/21 close (5 days ago), 73.5% are below.
22.6% are above or equal to 12/20 close (6 days ago), 77.4% are below.
31.9% are above or equal to 12/19 close (7 days ago), 68.1% are below.
42.4% are above or equal to 12/16 close (8 days ago), 57.6% are below.
39.4% are above or equal to 12/15 close (9 days ago), 60.6% are below.
45.5% are above or equal to 12/14 close (10 days ago), 54.5% are below.
29.9% are above or equal to 12/13 close (11 days ago), 70.1% are below.
33.6% are above or equal to 12/12 close (12 days ago), 66.4% are below.
28.2% are above or equal to 12/9 close (13 days ago), 71.8% are below.
28.6% are above or equal to 12/8 close (14 days ago), 71.4% are below.
36.3% are above or equal to 12/7 close (15 days ago), 63.7% are below.
51.4% are above or equal to 12/6 close (16 days ago), 48.6% are below.
56.0% are above or equal to 12/5 close (17 days ago), 44.0% are below.
64.5% are above or equal to 12/2 close (18 days ago), 35.5% are below.
64.4% are above or equal to 12/1 close (19 days ago), 35.6% are below.
60.9% are above or equal to 11/30 close (20 days ago), 39.1% are below.
58.3% are above or equal to 11/29 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161229 2:14 pm ET)
20d: 2.7% new highs, 10.3% new lows
21d: 2.7% new highs, 8.5% new lows
42d: 1.3% new highs, 2.4% new lows
63d: 1.1% new highs, 2.2% new lows
126d: 0.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161229 2:14 pm ET)
2-day: 47.0% above, 53.0% below
3-day: 23.3% above, 76.7% below
4-day: 22.5% above, 77.5% below
5-day: 23.3% above, 76.7% below
8-day: 23.5% above, 76.5% below
10-day: 28.0% above, 72.0% below
20-day: 40.1% above, 59.9% below
50-day: 66.8% above, 33.2% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161229 2:14 pm ET)
META(28): 1.86% Top=AGI SLW AG TAHO NEM AEM ABX SSRI ….. SCCO X TECK CNX ARNC AKS CENX CLF=Bottom (Metals & Mining)
REAL(101): 1.13% Top=SNH DLR MPW COR CLNY DFT CYS WPG ….. NRF SLG BAM CSAL LPT CBG RLGY ALLY=Bottom (Real Estate)
HEAL(45): 0.19% Top=THC NUVA OPK EW BCR SYK RMD HOLX ….. WCG UNH HLS VAR CNC DXCM BKD MOH=Bottom (Health)
CHEM(24): 0.11% Top=AXTA MOS CF POT OLN ASH ALB PPG ….. DOW CC SMG APD HUN WLK GRA PAH=Bottom (Chemicals/Fertilizers)
MATE(24): 0.08% Top=WY SRCL PHM VMC CAA MAS PWR DAR ….. RSG FAST EXP MLM SUM FLR MDR TPH=Bottom (Materials & Construction)
DISV(43): 0.06% Top=CAR LDOS WTW CXW ZTO BAH TRU ULTA ….. MAN INFO ATHN JEC ACM KBR AMN FDC=Bottom (Diversified Services)
CONS(49): 0.05% Top=KATE CHD CLX PVH GPK KMB ENR RL ….. VFC CCK BERY PAY UAA TPX CRI FOSL=Bottom (Consumer)
TRAN(26): 0.00% Top=JBLU CP CNI CHRW SWFT ODFL LUV JBHT ….. EXPD GWR UNP AAL CSX ALK BRS FDX=Bottom (Transportation)
LEIS(34): -0.00% Top=LQ STAY SIX QSR HLT DPZ TXRH SONC ….. RRR RCL WEN EAT MGM GPRO CMG SHAK=Bottom (Leisure)
INSU(31): -0.10% Top=VR AXS CLGX ORI AJG BRO TRV PGR ….. FNF FAF MTG LNC MBI PRU XL AFSI=Bottom (Insurance)
COHW(32): -0.12% Top=FNSR S CIEN BCE VZ T VIAV COMM ….. CDW JNPR BBRY VG WDC VRSN STX ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -0.16% Top=TTC PNR BWXT HON DHR ROK CMI GE ….. CFX ROP PH RS ATI FLS DDD MRC=Bottom (Manufacturing)
COSW(76): -0.26% Top=MBLY CERN MTCH EQIX OTEX FIS BIDU CSRA ….. SPLK YELP SQ SHOP TWLO FEYE NTNX BITA=Bottom (Computer Software/Internet)
ELEC(49): -0.41% Top=DLB AYI JBL SNPS FTV OCLR KEYS FLEX ….. KLAC SWKS HIMX FIT SPWR CSIQ MU QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): -0.41% Top=MELI PAG TJX SPLS ORLY GME KSS BABA ….. AMZN JCP CHS BBY W TLRD ASNA ETSY=Bottom (Retail & Specialty Retail)
ENER(91): -0.52% Top=CRC CVI MPLX FTI SU MDU PTEN SE ….. MUR RICE BWP BBG SN REN HLX OAS=Bottom (Energy)
FINA(90): -0.69% Top=ARCC APO ACAS PYPL PSEC JNS LAZ CBOE ….. BOFI WETF BAC SIVB CFG RF FITB OMF=Bottom (Banks/Financials)

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 2:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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