daytrend

12/30/2016

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 10:45 am ET
by daytrend on 20161230. 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 (20161230 10:45 am ET)
11.9% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
26.5% are below yesterday’s low.
61.5% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
48.4% of stocks with today’s low < yesterday’s low. (51.6% greater than).

EVIDENCE OF INTRADAY TREND (20161230 10:45 am ET)
28.2% of stocks are above today’s open. (70.4% are below).
26.6% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 10:45 am ET)
6.6% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
33.7% are in the top half. 66.3% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20161230 10:45 am ET)
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.1% are down 3.5% or more.
80.3% are between +1% and -1%.

RSI on DAILY (20161230 10:45 am ET)
2-day: >=95:2.7%…>=90:5.1%…>=80:11.4%…>=50:32.3%…<=20:35.8%…<=10:19.6%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 10:45 am ET)
11.9% above previous 1 highs, 26.5% below previous 1 lows
8.6% above previous 2 highs, 24.3% below previous 2 lows
6.9% above previous 3 highs, 23.8% below previous 3 lows
6.6% above previous 4 highs, 21.3% below previous 4 lows
6.1% above previous 5 highs, 18.6% below previous 5 lows
2.9% above previous 6 highs, 17.9% below previous 6 lows
2.7% above previous 7 highs, 16.6% below previous 7 lows
2.6% above previous 8 highs, 14.3% below previous 8 lows
2.5% above previous 9 highs, 12.5% below previous 9 lows
2.5% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 10:45 am ET)
52.9% are above or equal to 12/29 close (1 days ago), 47.1% are below.
38.1% are above or equal to 12/28 close (2 days ago), 61.9% are below.
17.1% are above or equal to 12/27 close (3 days ago), 82.9% are below.
24.5% are above or equal to 12/23 close (4 days ago), 75.5% are below.
31.1% are above or equal to 12/22 close (5 days ago), 68.9% are below.
26.4% are above or equal to 12/21 close (6 days ago), 73.6% are below.
21.7% are above or equal to 12/20 close (7 days ago), 78.3% are below.
31.8% are above or equal to 12/19 close (8 days ago), 68.2% are below.
39.1% are above or equal to 12/16 close (9 days ago), 60.9% are below.
36.8% are above or equal to 12/15 close (10 days ago), 63.2% are below.
43.2% are above or equal to 12/14 close (11 days ago), 56.8% are below.
28.7% are above or equal to 12/13 close (12 days ago), 71.3% are below.
32.0% are above or equal to 12/12 close (13 days ago), 68.0% are below.
28.0% are above or equal to 12/9 close (14 days ago), 72.0% are below.
28.8% are above or equal to 12/8 close (15 days ago), 71.2% are below.
35.1% are above or equal to 12/7 close (16 days ago), 64.9% are below.
50.2% are above or equal to 12/6 close (17 days ago), 49.8% are below.
54.7% are above or equal to 12/5 close (18 days ago), 45.3% are below.
61.9% are above or equal to 12/2 close (19 days ago), 38.1% are below.
63.6% are above or equal to 12/1 close (20 days ago), 36.4% are below.
59.7% are above or equal to 11/30 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 10:45 am ET)
20d: 3.3% new highs, 8.1% new lows
21d: 3.3% new highs, 7.5% new lows
42d: 1.6% new highs, 1.8% new lows
63d: 0.8% new highs, 1.6% new lows
126d: 0.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 10:45 am ET)
2-day: 50.5% above, 49.5% below
3-day: 42.9% above, 57.1% below
4-day: 25.4% above, 74.6% below
5-day: 23.8% above, 76.2% below
8-day: 23.2% above, 76.8% below
10-day: 25.8% above, 74.2% below
20-day: 36.3% above, 63.7% below
50-day: 66.8% above, 33.2% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 10:45 am ET)
REAL(101): 0.69% Top=AIV ESS CLI WRI CBL BXP BDN RPAI ….. CSAL MPW PEB RLGY TWO AMT CIM STWD=Bottom (Real Estate)
FINA(90): 0.68% Top=OMF SIVB RF KEY BAC CFR C SBNY ….. CME PYPL UMBF EFX WU BX WETF KKR=Bottom (Banks/Financials)
ENER(91): 0.46% Top=CRC OAS CLR SM LPI RES SWN COG ….. MPC EGN ECA RDC GPOR SHLX DK OKS=Bottom (Energy)
META(28): 0.39% Top=AKS SSRI FMSA CCJ PAAS CLF NEM CDE ….. CNX X CMC SLW CENX TECK NUE STLD=Bottom (Metals & Mining)
RETA(61): 0.11% Top=TLRD ANF DKS JCP BBBY CHS TIF WSM ….. COST NFLX WBA AMZN ORLY GPS W RH=Bottom (Retail & Specialty Retail)
INSU(31): 0.02% Top=RDN FNF LNC MET MTG UNM ORI TMK ….. AON CLGX AXS MMC AGO VR WLTW XL=Bottom (Insurance)
MANU(33): -0.02% Top=DDD MRC AGCO PH ITT DCI CFX FLS ….. AOS KMT XYL ROK ETN EMR PNR TEX=Bottom (Manufacturing)
CONS(49): -0.10% Top=KATE MAT FOSL COH SKX OI TUP BC ….. PBI LEG NWL CRI WRK CLX IP KS=Bottom (Consumer)
TRAN(26): -0.12% Top=CP NAT ODFL ALK GWR JBHT KSU EXPD ….. BRS CHRW UAL AAL DAL LUV SAVE CSX=Bottom (Transportation)
CHEM(24): -0.21% Top=MOS PAH SMG ASH POT PPG IFF CF ….. OLN GRA CC CE ALB PX DOW DD=Bottom (Chemicals/Fertilizers)
COSW(76): -0.24% Top=BITA PFPT TWLO FEYE DATA NUAN NOW MBLY ….. JD EA INTU GRUB YELP MSFT VIPS NTES=Bottom (Computer Software/Internet)
COHW(32): -0.28% Top=STX WDC JNPR ANET HPQ TDC BCE CIEN ….. VZ VG CTL TMUS VIAV ZAYO FNSR S=Bottom (Computer Hardware/Telecom)
DISV(43): -0.31% Top=ATHN SCI RRD AL TRU RBA CTAS ILG ….. VRSK HRB PAYX CXW CAR YY FDC WTW=Bottom (Diversified Services)
MATE(24): -0.33% Top=PWR WCN SRCL PHM EXP FLR WM DAR ….. TOL VMC MAS LEN USG WY TPH CAA=Bottom (Materials & Construction)
ELEC(49): -0.41% Top=PI NVDA CSIQ BRKR SPWR AYI AMD TRMB ….. SNPS MXL SIMO OCLR MU DLB CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -0.42% Top=VWR ABT EW NUVA STJ BAX BCR ACHC ….. AET UHS DVA THC ALGN IRWD ANTM OPK=Bottom (Health)
LEIS(34): -0.65% Top=CMG RRR QSR MGM ARMK HLT MTN WYN ….. BLMN SHAK TXRH SEAS SONC SIX DRI EAT=Bottom (Leisure)

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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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