daytrend

12/30/2016

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 12:36 pm 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 12:36 pm ET)
14.3% of stocks are above yesterday’s high.
36.0% are above yesterday’s midpoint. (64.0% are below.)
26.8% are below yesterday’s low.
58.9% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
51.4% of stocks with today’s low < yesterday’s low. (48.6% greater than).

EVIDENCE OF INTRADAY TREND (20161230 12:36 pm ET)
30.0% of stocks are above today’s open. (69.2% are below).
28.6% of stocks are above today’s open and yesterday’s close.
43.0% 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 12:36 pm ET)
3.6% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
37.3% are in the top half. 62.7% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20161230 12:36 pm ET)
55.8% of stocks are above yesterday’s close. (44.2% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.2% are up 3.5% or more. 0.2% are down 3.5% or more.
75.0% are between +1% and -1%.

RSI on DAILY (20161230 12:36 pm ET)
2-day: >=95:1.8%…>=90:5.1%…>=80:12.5%…>=50:33.3%…<=20:34.1%…<=10:19.5%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:40.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 12:36 pm ET)
14.3% above previous 1 highs, 26.8% below previous 1 lows
10.4% above previous 2 highs, 24.3% below previous 2 lows
7.9% above previous 3 highs, 23.3% below previous 3 lows
7.3% above previous 4 highs, 20.5% below previous 4 lows
6.7% above previous 5 highs, 18.8% below previous 5 lows
3.2% above previous 6 highs, 18.2% below previous 6 lows
2.9% above previous 7 highs, 17.1% below previous 7 lows
2.7% above previous 8 highs, 14.5% below previous 8 lows
2.7% above previous 9 highs, 12.5% below previous 9 lows
2.7% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 12:36 pm ET)
55.8% are above or equal to 12/29 close (1 days ago), 44.2% are below.
41.2% are above or equal to 12/28 close (2 days ago), 58.8% are below.
20.0% are above or equal to 12/27 close (3 days ago), 80.0% are below.
26.0% are above or equal to 12/23 close (4 days ago), 74.0% are below.
32.3% are above or equal to 12/22 close (5 days ago), 67.7% are below.
27.5% are above or equal to 12/21 close (6 days ago), 72.5% are below.
24.0% are above or equal to 12/20 close (7 days ago), 76.0% are below.
32.7% are above or equal to 12/19 close (8 days ago), 67.3% are below.
40.4% are above or equal to 12/16 close (9 days ago), 59.6% are below.
37.5% are above or equal to 12/15 close (10 days ago), 62.5% are below.
43.4% are above or equal to 12/14 close (11 days ago), 56.6% are below.
30.1% are above or equal to 12/13 close (12 days ago), 69.9% are below.
32.4% are above or equal to 12/12 close (13 days ago), 67.6% are below.
28.4% are above or equal to 12/9 close (14 days ago), 71.6% are below.
28.9% are above or equal to 12/8 close (15 days ago), 71.1% are below.
36.9% are above or equal to 12/7 close (16 days ago), 63.1% are below.
50.3% are above or equal to 12/6 close (17 days ago), 49.7% are below.
55.3% are above or equal to 12/5 close (18 days ago), 44.7% are below.
61.9% are above or equal to 12/2 close (19 days ago), 38.1% are below.
63.4% are above or equal to 12/1 close (20 days ago), 36.6% are below.
60.3% are above or equal to 11/30 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 12:36 pm ET)
20d: 4.2% new highs, 9.1% new lows
21d: 4.2% new highs, 8.5% new lows
42d: 2.0% new highs, 1.9% new lows
63d: 1.2% new highs, 1.7% new lows
126d: 0.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 12:36 pm ET)
2-day: 53.8% above, 46.2% below
3-day: 46.2% above, 53.8% below
4-day: 28.8% above, 71.2% below
5-day: 27.4% above, 72.6% below
8-day: 26.4% above, 73.6% below
10-day: 27.7% above, 72.3% below
20-day: 37.6% above, 62.4% below
50-day: 66.8% above, 33.2% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 12:36 pm ET)
REAL(101): 0.93% Top=CBL BDN KRC WRI CLI SKT KIM DEI ….. BXMT IVR STWD CYS AMT TWO CSAL CIM=Bottom (Real Estate)
FINA(90): 0.63% Top=OMF FII CFR KEY WDR SIVB SLM AMP ….. CME WU PBCT EFX WETF UMBF BX KKR=Bottom (Banks/Financials)
ENER(91): 0.50% Top=CRC COG CVI GEL LPI SPN SM CLR ….. RDC BWP NOV ECA PE DK BBG OKS=Bottom (Energy)
INSU(31): 0.11% Top=FNF RDN BRO AJG LNC MET ORI TMK ….. MTG AFL L FAF MMC AIG AGO MBI=Bottom (Insurance)
MANU(33): 0.06% Top=DDD ITT MRC AGCO FLS CFX DCI ROP ….. KMT PNR CAT EMR ATI MHK ETN TEX=Bottom (Manufacturing)
RETA(61): 0.03% Top=TLRD DKS ANF KMX AEO WSM TIF CPRT ….. AMZN PAG WBA W NFLX ORLY PIR RH=Bottom (Retail & Specialty Retail)
COSW(76): -0.07% Top=NTNX DATA PFPT FEYE NOW MBLY ZEN XRX ….. GRUB FIS BIDU JD SINA WDAY EA NTES=Bottom (Computer Software/Internet)
CONS(49): -0.10% Top=KATE PAY LULU SKX MAT TPX TUP COH ….. IP EPC CLX NWL LEG GT CRI WRK=Bottom (Consumer)
TRAN(26): -0.18% Top=JBLU CP ALK NAT SAVE ODFL KSU GWR ….. UNP CHRW UAL DAL LUV AAL CSX BRS=Bottom (Transportation)
DISV(43): -0.20% Top=RRD RBA VNTV INFO TRU G ATHN ACM ….. ULTA R PAYX ZTO AMN YY FDC CAR=Bottom (Diversified Services)
MATE(24): -0.26% Top=PWR SRCL EXP DAR WCN FLR WM RSG ….. SUM USG MAS TOL VMC WY CAA TPH=Bottom (Materials & Construction)
HEAL(45): -0.31% Top=ABT VWR BCR BAX STJ EW PRAH DGX ….. CNC ESRX THC ANTM IRWD BKD DXCM OPK=Bottom (Health)
CHEM(24): -0.36% Top=PAH SMG ASH IFF GRA PPG SHW FMC ….. POT OLN HUN CC DOW ALB DD CF=Bottom (Chemicals/Fertilizers)
COHW(32): -0.41% Top=STX WDC ANET ARRS VRSN TDC HPQ BCE ….. CTL VG TMUS ZAYO VIAV FNSR ACIA S=Bottom (Computer Hardware/Telecom)
ELEC(49): -0.52% Top=PI BRKR CSIQ KEYS AYI FLEX CGNX WAT ….. QRVO SPWR MU CRUS DLB SIMO IDTI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): -0.52% Top=CMG MGM BLMN ARMK CCL RRR MTN BYD ….. LVS TXRH WYNN DRI SONC SHAK SIX SEAS=Bottom (Leisure)
META(28): -1.03% Top=FMSA AKS SLCA CCJ SCCO GG CLF ABX ….. PAAS X SSRI CENX AGI SLW CDE AG=Bottom (Metals & Mining)

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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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