daytrend

12/05/2016

Filed under: Market Stats — daytrend @ 9:56 am

Market Stats at 9:55 am ET
by daytrend on 20161205. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161205 9:55 am ET)
45.4% of stocks are above yesterday’s high.
84.0% are above yesterday’s midpoint. (16.0% are below.)
1.8% are below yesterday’s low.
52.7% are inside yesterday’s range.
57.4% of stocks with today’s high > yesterday’s high. (42.6% less than).
5.3% of stocks with today’s low < yesterday’s low. (94.7% greater than).

EVIDENCE OF INTRADAY TREND (20161205 9:55 am ET)
67.8% of stocks are above today’s open. (30.2% are below).
66.6% of stocks are above today’s open and yesterday’s close.
9.3% are below both.
28.6% of stocks opened above yesterday’s high.
88.0% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 9:55 am ET)
28.5% of stocks are in the top 10% of today’s range.
43.0% are in the top 20%.
73.2% are in the top half. 26.8% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20161205 9:55 am ET)
89.4% of stocks are above yesterday’s close. (10.6% are below.)
0.3% are up 4.5% or more. 0.0% are down 4.5% or more.
2.2% are up 3.5% or more. 0.2% are down 3.5% or more.
48.4% are between +1% and -1%.

RSI on DAILY (20161205 9:55 am ET)
2-day: >=95:6.0%…>=90:12.2%…>=80:28.8%…>=50:78.3%…<=20:2.0%…<=10:0.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.3%…>=50:64.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:65.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 9:55 am ET)
45.4% above previous 1 highs, 1.8% below previous 1 lows
20.5% above previous 2 highs, 0.6% below previous 2 lows
13.7% above previous 3 highs, 0.3% below previous 3 lows
12.7% above previous 4 highs, 0.1% below previous 4 lows
11.3% above previous 5 highs, 0.1% below previous 5 lows
10.6% above previous 6 highs, 0.0% below previous 6 lows
10.6% above previous 7 highs, 0.0% below previous 7 lows
10.4% above previous 8 highs, 0.0% below previous 8 lows
10.3% above previous 9 highs, 0.0% below previous 9 lows
10.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 9:55 am ET)
89.4% are above or equal to 12/2 close (1 days ago), 10.6% are below.
79.1% are above or equal to 12/1 close (2 days ago), 20.9% are below.
60.0% are above or equal to 11/30 close (3 days ago), 40.0% are below.
49.9% are above or equal to 11/29 close (4 days ago), 50.1% are below.
52.6% are above or equal to 11/28 close (5 days ago), 47.4% are below.
45.6% are above or equal to 11/25 close (6 days ago), 54.4% are below.
50.2% are above or equal to 11/23 close (7 days ago), 49.8% are below.
53.3% are above or equal to 11/22 close (8 days ago), 46.7% are below.
60.0% are above or equal to 11/21 close (9 days ago), 40.0% are below.
64.6% are above or equal to 11/18 close (10 days ago), 35.4% are below.
64.6% are above or equal to 11/17 close (11 days ago), 35.4% are below.
67.6% are above or equal to 11/16 close (12 days ago), 32.4% are below.
67.7% are above or equal to 11/15 close (13 days ago), 32.3% are below.
70.4% are above or equal to 11/14 close (14 days ago), 29.6% are below.
73.9% are above or equal to 11/11 close (15 days ago), 26.1% are below.
73.7% are above or equal to 11/10 close (16 days ago), 26.3% are below.
72.2% are above or equal to 11/9 close (17 days ago), 27.8% are below.
72.1% are above or equal to 11/8 close (18 days ago), 27.9% are below.
72.3% are above or equal to 11/7 close (19 days ago), 27.7% are below.
79.2% are above or equal to 11/4 close (20 days ago), 20.8% are below.
79.6% are above or equal to 11/3 close (21 days ago), 20.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 9:55 am ET)
20d: 12.5% new highs, 0.2% new lows
21d: 12.5% new highs, 0.2% new lows
42d: 11.6% new highs, 0.2% new lows
63d: 11.0% new highs, 0.2% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 9:55 am ET)
2-day: 88.5% above, 11.5% below
3-day: 87.7% above, 12.3% below
4-day: 75.7% above, 24.3% below
5-day: 66.4% above, 33.6% below
8-day: 55.7% above, 44.3% below
10-day: 56.2% above, 43.8% below
20-day: 66.7% above, 33.3% below
50-day: 65.3% above, 34.7% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 9:55 am ET)
CHEM(26): 1.49% Top=PAH HUN MOS PPG CF POT WLK GRA ….. ALB DD MON FMC IFF SHW PX SMG=Bottom (Chemicals/Fertilizers)
COSW(82): 1.44% Top=SPLK NTNX TWLO FEYE NOW CTXS SHOP TTD ….. COTV TRI FIS DOX SABR NTES BITA ZEN=Bottom (Computer Software/Internet)
ENER(89): 1.43% Top=RRC COG HFC RIG HES RDC CVI GPOR ….. MDU PAA SLB MPLX WPZ ETE SXL ETP=Bottom (Energy)
ELEC(49): 1.38% Top=OCLR QRVO SPWR AMBA CAVM FSLR NVDA PI ….. LSCC AMAT INTC AYI XLNX MU FTV MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 1.33% Top=BOFI OMF WDR C OZRK BAC SLM EWBC ….. TD ICE APO CBOE ACAS ARCC KEY PVTB=Bottom (Banks/Financials)
RETA(61): 1.32% Top=RH FINL ETSY ANF GNC AEO BID GPS ….. TGT CVS WBA COST NFLX KR TLRD BIG=Bottom (Retail & Specialty Retail)
CONS(51): 1.14% Top=FOSL PAY WWW UA NKE KS KATE RL ….. SKX BLL CL OI BERY CLX KMB SPB=Bottom (Consumer)
DISV(47): 1.10% Top=FLT AMN V MA ULTA ADS HRI AL ….. FDC TRU INFO MCO SCI CTAS YY ALLE=Bottom (Diversified Services)
LEIS(35): 1.07% Top=LQ SEAS ZOES CCL RCL STAY CMG MAR ….. EAT BLMN SBUX JACK DNKN DPZ RRR SHAK=Bottom (Leisure)
MANU(41): 1.03% Top=DDD ATI TEX ZBRA AGCO MHK MFS MWA ….. ROK TTC DHR EMR DCI GE CLC ROP=Bottom (Manufacturing)
MATE(25): 1.00% Top=TOL TPH FAST KBH MAS MDR DAR PHM ….. EME VMC WCN WM SRCL MLM RSG EXP=Bottom (Materials & Construction)
COHW(35): 0.99% Top=ACIA CIEN FNSR SSYS WIN PANW HPQ WDC ….. BCE ZAYO CDW NTAP BBRY S AAPL ANET=Bottom (Computer Hardware/Telecom)
TRAN(27): 0.94% Top=BRS TK XPO WAB JBLU TRN CHRW GWR ….. JBHT UNP UPS CSX KSU UAL ODFL ALK=Bottom (Transportation)
INSU(33): 0.66% Top=MTG PRU MMC MBI BRO CNO RDN CLGX ….. SLF FAF AFSI ALL CINF PGR TRV FNF=Bottom (Insurance)
HEAL(50): 0.59% Top=OPK NUVA IART XRAY THC TMO IRWD DXCM ….. SYK TFX AMSG ANTM WCG UHS AET UNH=Bottom (Health)
META(30): 0.29% Top=AKS CLF FMSA STLD CENX CMC SCCO X ….. GG PAAS ABX AEM SLW TAHO FNV AG=Bottom (Metals & Mining)
REAL(97): 0.29% Top=SC LHO RLGY CSGP HST RLJ SHO DRH ….. MAA NNN EXR SRC PSA O VER GPT=Bottom (Real Estate)

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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/02/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161202 Closing)
12.6% of stocks are above yesterday’s high.
38.3% are above yesterday’s midpoint. (61.7% are below.)
17.8% are below yesterday’s low.
69.7% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20161202 Closing)
55.5% of stocks are above today’s open. (43.1% are below).
48.2% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
3.8% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 Closing)
8.0% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20161202 Closing)
54.7% of stocks are above yesterday’s close. (45.3% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
2.4% are up 3.5% or more. 2.1% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY (20161202 Closing)
2-day: >=95:2.4%…>=90:6.9%…>=80:15.1%…>=50:45.0%…<=20:22.0%…<=10:14.0%…<=5:9.0%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.3%…>=50:58.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:60.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 Closing)
12.6% above previous 1 highs, 17.8% below previous 1 lows
7.6% above previous 2 highs, 11.9% below previous 2 lows
6.6% above previous 3 highs, 10.0% below previous 3 lows
5.7% above previous 4 highs, 9.9% below previous 4 lows
5.1% above previous 5 highs, 9.8% below previous 5 lows
4.8% above previous 6 highs, 9.3% below previous 6 lows
4.7% above previous 7 highs, 8.7% below previous 7 lows
4.6% above previous 8 highs, 8.0% below previous 8 lows
4.4% above previous 9 highs, 7.2% below previous 9 lows
4.0% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 Closing)
54.7% are above or equal to 12/1 close (1 days ago), 45.3% are below.
44.3% are above or equal to 11/30 close (2 days ago), 55.7% are below.
42.6% are above or equal to 11/29 close (3 days ago), 57.4% are below.
44.8% are above or equal to 11/28 close (4 days ago), 55.2% are below.
36.7% are above or equal to 11/25 close (5 days ago), 63.3% are below.
40.6% are above or equal to 11/23 close (6 days ago), 59.4% are below.
46.3% are above or equal to 11/22 close (7 days ago), 53.7% are below.
52.5% are above or equal to 11/21 close (8 days ago), 47.5% are below.
57.6% are above or equal to 11/18 close (9 days ago), 42.4% are below.
58.1% are above or equal to 11/17 close (10 days ago), 41.9% are below.
60.6% are above or equal to 11/16 close (11 days ago), 39.4% are below.
58.4% are above or equal to 11/15 close (12 days ago), 41.6% are below.
62.6% are above or equal to 11/14 close (13 days ago), 37.4% are below.
69.2% are above or equal to 11/11 close (14 days ago), 30.8% are below.
69.0% are above or equal to 11/10 close (15 days ago), 31.0% are below.
69.1% are above or equal to 11/9 close (16 days ago), 30.9% are below.
68.6% are above or equal to 11/8 close (17 days ago), 31.4% are below.
69.3% are above or equal to 11/7 close (18 days ago), 30.7% are below.
76.2% are above or equal to 11/4 close (19 days ago), 23.8% are below.
77.0% are above or equal to 11/3 close (20 days ago), 23.0% are below.
74.9% are above or equal to 11/2 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 Closing)
20d: 8.5% new highs, 6.7% new lows
21d: 8.5% new highs, 6.7% new lows
42d: 7.6% new highs, 5.2% new lows
63d: 6.5% new highs, 4.6% new lows
126d: 5.3% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 Closing)
2-day: 53.3% above, 46.7% below
3-day: 46.9% above, 53.1% below
4-day: 43.9% above, 56.1% below
5-day: 44.9% above, 55.1% below
8-day: 42.1% above, 57.9% below
10-day: 46.8% above, 53.2% below
20-day: 62.5% above, 37.5% below
50-day: 61.7% above, 38.3% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 Closing)
HEAL(51): 4.64% Top=EVHC TFX EW IRWD A ELGX TMO COO ….. DVA CNC THC XRAY AET HLS HCA IART=Bottom (Health)
META(30): 3.19% Top=AG PAAS CLD CDE HL TAHO AKS X ….. SWC ARNC FNV CMC SCCO CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.76% Top=CSAL GGP GPT CBG O HCN STOR EDR ….. ALLY SHO AGNC RLJ HST LHO PEB SC=Bottom (Real Estate)
COHW(37): 0.41% Top=WDC QCOM STX PSTG SSYS ACIA NTAP VIAV ….. JNPR CSCO T VG CIEN INFN PANW FNSR=Bottom (Computer Hardware/Telecom)
ELEC(48): 0.33% Top=AMAT FLEX TER SWKS CAVM LRCX SPWR MU ….. AYI JBL CSIQ CGNX SIMO FIT OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.28% Top=TK JBLU ALK SWFT SAVE LUV BRS UAL ….. UNP GWR NAT CHRW NSC KSU ODFL CP=Bottom (Transportation)
MATE(25): 0.22% Top=WY VMC USG EXP MLM WM FAST TPH ….. MAS DHI PHM DAR EME PWR SUM SRCL=Bottom (Materials & Construction)
RETA(60): 0.19% Top=ASNA EBAY NFLX JCP W LOW DSW DLTR ….. TIF KMX BLDR GPS GNC AEO AN GES=Bottom (Retail & Specialty Retail)
ENER(89): 0.15% Top=REN ETP NBR TSO HES RES SXL BBG ….. CRZO MTDR LPI SM CVI RDC ATW SWN=Bottom (Energy)
CONS(50): -0.04% Top=KATE WHR SPB PKG SEE CHD BLL IP ….. ECL MAT UA HBI LULU GT PAY PVH=Bottom (Consumer)
COSW(82): -0.14% Top=MSCI SQ CA HPE ADSK FTNT COTV ZEN ….. MDSO MDRX SINA GWRE BITA TEAM TWLO WDAY=Bottom (Computer Software/Internet)
LEIS(35): -0.27% Top=ARMK SEAS H RRR MGM JACK QSR BYD ….. EAT GPRO BLMN ZOES LVS WYN SBUX SONC=Bottom (Leisure)
CHEM(26): -0.33% Top=CC IFF SMG PAH MON CE APD FMC ….. POT MOS ALB OLN CF DOW WLK AXTA=Bottom (Chemicals/Fertilizers)
DISV(47): -0.35% Top=ATHN GPN BAH FDC VNTV MA SERV G ….. EEFT CXW HRI TAL YY RBA RRD ADS=Bottom (Diversified Services)
MANU(41): -0.43% Top=MRC DDD ZBRA RS WWD BWXT AOS DHR ….. TTC KMT DOV ITT LECO AME DCI ATI=Bottom (Manufacturing)
INSU(34): -0.49% Top=CLGX FAF XL ALL TRV MTG AGO ORI ….. AFSI SLF MET AJG WLTW LNC MBI AFL=Bottom (Insurance)
FINA(89): -0.77% Top=CBOE PVTB EFX LAZ PYPL TD BMO CME ….. VOYA C SBNY STT LM OZRK YRD WDR=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 2:19 pm ET
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161202 2:19 pm ET)
9.8% of stocks are above yesterday’s high.
35.5% are above yesterday’s midpoint. (64.5% are below.)
20.1% are below yesterday’s low.
70.1% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20161202 2:19 pm ET)
52.7% of stocks are above today’s open. (45.4% are below).
44.6% of stocks are above today’s open and yesterday’s close.
39.7% are below both.
3.8% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 2:19 pm ET)
5.5% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
40.4% are in the top half. 59.6% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20161202 2:19 pm ET)
52.4% of stocks are above yesterday’s close. (47.6% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
2.0% are up 3.5% or more. 1.7% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20161202 2:19 pm ET)
2-day: >=95:2.2%…>=90:6.7%…>=80:14.9%…>=50:41.9%…<=20:25.0%…<=10:15.8%…<=5:10.4%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.0%…>=50:56.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:60.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 2:19 pm ET)
9.8% above previous 1 highs, 20.1% below previous 1 lows
6.3% above previous 2 highs, 14.3% below previous 2 lows
5.5% above previous 3 highs, 11.6% below previous 3 lows
4.5% above previous 4 highs, 11.5% below previous 4 lows
4.4% above previous 5 highs, 11.3% below previous 5 lows
4.3% above previous 6 highs, 11.0% below previous 6 lows
4.0% above previous 7 highs, 10.0% below previous 7 lows
3.7% above previous 8 highs, 9.2% below previous 8 lows
3.6% above previous 9 highs, 8.4% below previous 9 lows
3.3% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 2:19 pm ET)
52.4% are above or equal to 12/1 close (1 days ago), 47.6% are below.
42.6% are above or equal to 11/30 close (2 days ago), 57.4% are below.
41.6% are above or equal to 11/29 close (3 days ago), 58.4% are below.
43.4% are above or equal to 11/28 close (4 days ago), 56.6% are below.
34.9% are above or equal to 11/25 close (5 days ago), 65.1% are below.
40.0% are above or equal to 11/23 close (6 days ago), 60.0% are below.
45.2% are above or equal to 11/22 close (7 days ago), 54.8% are below.
51.8% are above or equal to 11/21 close (8 days ago), 48.2% are below.
56.6% are above or equal to 11/18 close (9 days ago), 43.4% are below.
56.4% are above or equal to 11/17 close (10 days ago), 43.6% are below.
58.9% are above or equal to 11/16 close (11 days ago), 41.1% are below.
57.9% are above or equal to 11/15 close (12 days ago), 42.1% are below.
61.7% are above or equal to 11/14 close (13 days ago), 38.3% are below.
67.6% are above or equal to 11/11 close (14 days ago), 32.4% are below.
68.1% are above or equal to 11/10 close (15 days ago), 31.9% are below.
68.3% are above or equal to 11/9 close (16 days ago), 31.7% are below.
68.2% are above or equal to 11/8 close (17 days ago), 31.8% are below.
68.6% are above or equal to 11/7 close (18 days ago), 31.4% are below.
75.5% are above or equal to 11/4 close (19 days ago), 24.5% are below.
76.8% are above or equal to 11/3 close (20 days ago), 23.2% are below.
74.4% are above or equal to 11/2 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 2:19 pm ET)
20d: 8.1% new highs, 6.6% new lows
21d: 8.1% new highs, 6.5% new lows
42d: 7.0% new highs, 5.1% new lows
63d: 6.0% new highs, 4.5% new lows
126d: 4.8% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 2:19 pm ET)
2-day: 50.9% above, 49.1% below
3-day: 43.6% above, 56.4% below
4-day: 42.2% above, 57.8% below
5-day: 41.9% above, 58.1% below
8-day: 40.3% above, 59.7% below
10-day: 45.4% above, 54.6% below
20-day: 60.8% above, 39.2% below
50-day: 60.8% above, 39.2% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 2:19 pm ET)
HEAL(51): 4.82% Top=EVHC TFX EW HRC VWR IRWD ELGX TMO ….. WCG DVA CNC HCA AET XRAY HLS IART=Bottom (Health)
META(30): 2.76% Top=AG CLD PAAS CDE TAHO HL X ABX ….. FNV SWC CENX ARNC CMC SCCO CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.45% Top=HCN CSAL GGP STOR CUZ OHI O STAG ….. WRI SHO AGNC PEB LHO RLJ HST SC=Bottom (Real Estate)
ENER(89): 0.40% Top=HES TSO ETP WPZ NBR SXL BBG SPN ….. CVI CRZO MTDR ATW LPI SM RDC SWN=Bottom (Energy)
RETA(60): 0.30% Top=ASNA EBAY JCP LOW NFLX DLTR SIG DSW ….. ETSY TIF BLDR GNC GPS AN AEO GES=Bottom (Retail & Specialty Retail)
TRAN(27): 0.20% Top=JBLU LUV ALK TK SAVE BRS DAL SWFT ….. CHRW KSU UNP GWR NSC JBHT ODFL CP=Bottom (Transportation)
ELEC(48): 0.11% Top=AMAT SPWR MU SWKS QRVO AMKR LRCX FLEX ….. DLB CSIQ HIMX CGNX FIT SIMO OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): 0.04% Top=WY USG VMC EXP TOL FAST MLM MDR ….. DHI FLR MAS PWR DAR EME SUM SRCL=Bottom (Materials & Construction)
COHW(37): -0.01% Top=WDC QCOM PSTG SSYS STX NTAP VRSN LVLT ….. CSCO ACIA JNPR VG CIEN PANW INFN FNSR=Bottom (Computer Hardware/Telecom)
CONS(50): -0.14% Top=KATE WHR SPB RL PKG PBI SEE CHD ….. SKX ECL LULU MAT GT UA PVH PAY=Bottom (Consumer)
LEIS(35): -0.28% Top=MGM RRR H SEAS ARMK JACK CCL QSR ….. LQ BLMN SHAK WYN ZOES GPRO SBUX SONC=Bottom (Leisure)
COSW(82): -0.35% Top=MSCI SQ HPE ADSK NTNX CA NCR TSS ….. TRIP VEEV BITA TWLO GWRE SINA TEAM WDAY=Bottom (Computer Software/Internet)
DISV(47): -0.43% Top=ATHN GPN BAH VNTV SERV FDC G MA ….. JEC TAL CXW YY HRI RBA RRD ADS=Bottom (Diversified Services)
CHEM(26): -0.49% Top=CC IFF EMN SMG PAH CE APD FMC ….. PPG GRA MOS OLN ALB CF WLK AXTA=Bottom (Chemicals/Fertilizers)
INSU(34): -0.60% Top=CLGX FAF XL ALL TRV RDN MTG AGO ….. MET AJG SLF BRO MBI LNC AFSI AFL=Bottom (Insurance)
MANU(41): -0.64% Top=DDD ZBRA MRC RS BWXT WWD DHR AOS ….. ITT DE KMT DOV LECO AME DCI ATI=Bottom (Manufacturing)
FINA(89): -0.79% Top=CBOE PVTB EFX SLM BMO TD NDAQ NSAM ….. BOFI SCHW STT SEIC SBNY OZRK LM YRD=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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 2:10 pm ET
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161202 2:10 pm ET)
8.9% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
20.3% are below yesterday’s low.
70.8% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND (20161202 2:10 pm ET)
49.5% of stocks are above today’s open. (48.9% are below).
41.4% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
3.8% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 2:10 pm ET)
4.4% of stocks are in the top 10% of today’s range.
10.1% are in the top 20%.
37.4% are in the top half. 62.6% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN (20161202 2:10 pm ET)
49.5% of stocks are above yesterday’s close. (50.5% are below.)
1.2% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.8% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20161202 2:10 pm ET)
2-day: >=95:2.0%…>=90:5.8%…>=80:13.0%…>=50:40.9%…<=20:25.8%…<=10:17.2%…<=5:10.7%…
9-day: >=95:0.1%…>=90:0.3%…>=80:2.9%…>=50:55.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:59.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 2:10 pm ET)
8.9% above previous 1 highs, 20.3% below previous 1 lows
5.8% above previous 2 highs, 14.8% below previous 2 lows
5.0% above previous 3 highs, 12.0% below previous 3 lows
4.0% above previous 4 highs, 11.9% below previous 4 lows
3.8% above previous 5 highs, 11.6% below previous 5 lows
3.7% above previous 6 highs, 11.2% below previous 6 lows
3.5% above previous 7 highs, 10.0% below previous 7 lows
3.5% above previous 8 highs, 9.5% below previous 8 lows
3.3% above previous 9 highs, 8.7% below previous 9 lows
3.0% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 2:10 pm ET)
49.5% are above or equal to 12/1 close (1 days ago), 50.5% are below.
40.7% are above or equal to 11/30 close (2 days ago), 59.3% are below.
40.8% are above or equal to 11/29 close (3 days ago), 59.2% are below.
43.0% are above or equal to 11/28 close (4 days ago), 57.0% are below.
33.9% are above or equal to 11/25 close (5 days ago), 66.1% are below.
38.9% are above or equal to 11/23 close (6 days ago), 61.1% are below.
44.4% are above or equal to 11/22 close (7 days ago), 55.6% are below.
50.9% are above or equal to 11/21 close (8 days ago), 49.1% are below.
56.4% are above or equal to 11/18 close (9 days ago), 43.6% are below.
55.7% are above or equal to 11/17 close (10 days ago), 44.3% are below.
58.8% are above or equal to 11/16 close (11 days ago), 41.2% are below.
57.7% are above or equal to 11/15 close (12 days ago), 42.3% are below.
61.2% are above or equal to 11/14 close (13 days ago), 38.8% are below.
66.8% are above or equal to 11/11 close (14 days ago), 33.2% are below.
67.9% are above or equal to 11/10 close (15 days ago), 32.1% are below.
67.9% are above or equal to 11/9 close (16 days ago), 32.1% are below.
68.2% are above or equal to 11/8 close (17 days ago), 31.8% are below.
68.6% are above or equal to 11/7 close (18 days ago), 31.4% are below.
75.7% are above or equal to 11/4 close (19 days ago), 24.3% are below.
76.5% are above or equal to 11/3 close (20 days ago), 23.5% are below.
74.0% are above or equal to 11/2 close (21 days ago), 26.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 2:10 pm ET)
20d: 8.1% new highs, 6.6% new lows
21d: 8.1% new highs, 6.5% new lows
42d: 7.0% new highs, 5.1% new lows
63d: 6.0% new highs, 4.5% new lows
126d: 4.8% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 2:10 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 40.7% above, 59.3% below
4-day: 40.5% above, 59.5% below
5-day: 40.7% above, 59.3% below
8-day: 39.4% above, 60.6% below
10-day: 44.6% above, 55.4% below
20-day: 60.8% above, 39.2% below
50-day: 60.8% above, 39.2% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 2:10 pm ET)
HEAL(51): 4.74% Top=EVHC TFX EW VWR IRWD HRC TMO ELGX ….. WCG DVA HCA CNC XRAY HLS AET IART=Bottom (Health)
META(30): 2.74% Top=AG PAAS CLD CDE TAHO HL ABX SSRI ….. NUE SWC ARNC SCCO CMC CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.39% Top=CSAL HCN GGP STOR SNH OHI VER ELS ….. WRI SHO PEB AGNC LHO RLJ HST SC=Bottom (Real Estate)
ENER(89): 0.24% Top=HES WPZ ETP TSO BBG NBR SPN SXL ….. CRZO CVI MTDR ATW RDC SM LPI SWN=Bottom (Energy)
RETA(60): 0.22% Top=ASNA EBAY JCP LOW NFLX DLTR DSW W ….. GME BLDR ETSY GNC GPS AN AEO GES=Bottom (Retail & Specialty Retail)
TRAN(27): 0.13% Top=JBLU ALK LUV TK BRS SAVE DAL UAL ….. NAT UNP KSU GWR NSC JBHT ODFL CP=Bottom (Transportation)
ELEC(48): 0.10% Top=AMAT SPWR MU CRUS SWKS QRVO LRCX FLEX ….. DLB CSIQ HIMX CGNX FIT SIMO OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): -0.03% Top=WY VMC USG EXP TOL MLM FAST WM ….. DHI MAS FLR DAR EME PWR SUM SRCL=Bottom (Materials & Construction)
COHW(37): -0.05% Top=WDC QCOM PSTG SSYS STX NTAP VRSN LVLT ….. T CSCO JNPR VG CIEN PANW FNSR INFN=Bottom (Computer Hardware/Telecom)
CONS(50): -0.22% Top=KATE WHR SPB RL PBI PKG SEE CHD ….. ECL LULU MAT SKX GT UA PVH PAY=Bottom (Consumer)
LEIS(35): -0.31% Top=MGM H RRR SEAS ARMK JACK CCL QSR ….. WYNN SHAK BLMN WYN GPRO ZOES SBUX SONC=Bottom (Leisure)
COSW(82): -0.40% Top=SQ MSCI HPE ADSK CA NCR TSS ZEN ….. BITA TRIP VEEV SINA GWRE TWLO TEAM WDAY=Bottom (Computer Software/Internet)
DISV(47): -0.50% Top=ATHN GPN BAH VNTV SERV FDC G MA ….. ULTA JEC CXW YY HRI RBA RRD ADS=Bottom (Diversified Services)
CHEM(26): -0.55% Top=CC EMN SMG IFF PAH CE APD RPM ….. DOW OLN MOS GRA ALB CF WLK AXTA=Bottom (Chemicals/Fertilizers)
INSU(34): -0.66% Top=CLGX FAF XL ALL TRV MTG RDN AGO ….. MET AJG SLF BRO MBI AFSI LNC AFL=Bottom (Insurance)
MANU(41): -0.71% Top=DDD ZBRA MRC RS BWXT WWD AOS DHR ….. DE ITT KMT DOV LECO AME DCI ATI=Bottom (Manufacturing)
FINA(89): -0.90% Top=CBOE PVTB EFX TD PSEC BMO PYPL NDAQ ….. SCHW BOFI STT SEIC LM SBNY OZRK YRD=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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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

Market Stats at 10:45 am ET
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161202 10:45 am ET)
15.7% of stocks are above yesterday’s high.
49.0% are above yesterday’s midpoint. (51.0% are below.)
9.6% are below yesterday’s low.
74.7% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
35.8% of stocks with today’s low < yesterday’s low. (64.2% greater than).

EVIDENCE OF INTRADAY TREND (20161202 10:45 am ET)
68.1% of stocks are above today’s open. (29.9% are below).
59.7% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
3.8% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 10:45 am ET)
22.3% of stocks are in the top 10% of today’s range.
34.4% are in the top 20%.
67.8% are in the top half. 32.2% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20161202 10:45 am ET)
65.1% of stocks are above yesterday’s close. (34.9% are below.)
1.2% are up 4.5% or more. 0.6% are down 4.5% or more.
2.4% are up 3.5% or more. 1.0% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY (20161202 10:45 am ET)
2-day: >=95:3.3%…>=90:9.6%…>=80:21.6%…>=50:57.0%…<=20:19.0%…<=10:12.7%…<=5:8.0%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.0%…>=50:61.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 10:45 am ET)
15.7% above previous 1 highs, 9.6% below previous 1 lows
8.2% above previous 2 highs, 6.8% below previous 2 lows
6.5% above previous 3 highs, 6.2% below previous 3 lows
5.5% above previous 4 highs, 6.1% below previous 4 lows
5.1% above previous 5 highs, 6.1% below previous 5 lows
5.0% above previous 6 highs, 5.7% below previous 6 lows
4.7% above previous 7 highs, 5.3% below previous 7 lows
4.5% above previous 8 highs, 4.8% below previous 8 lows
4.4% above previous 9 highs, 4.8% below previous 9 lows
4.0% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 10:45 am ET)
65.1% are above or equal to 12/1 close (1 days ago), 34.9% are below.
51.6% are above or equal to 11/30 close (2 days ago), 48.4% are below.
46.6% are above or equal to 11/29 close (3 days ago), 53.4% are below.
48.1% are above or equal to 11/28 close (4 days ago), 51.9% are below.
41.1% are above or equal to 11/25 close (5 days ago), 58.9% are below.
45.1% are above or equal to 11/23 close (6 days ago), 54.9% are below.
49.5% are above or equal to 11/22 close (7 days ago), 50.5% are below.
55.5% are above or equal to 11/21 close (8 days ago), 44.5% are below.
60.6% are above or equal to 11/18 close (9 days ago), 39.4% are below.
60.4% are above or equal to 11/17 close (10 days ago), 39.6% are below.
63.2% are above or equal to 11/16 close (11 days ago), 36.8% are below.
61.5% are above or equal to 11/15 close (12 days ago), 38.5% are below.
64.6% are above or equal to 11/14 close (13 days ago), 35.4% are below.
69.4% are above or equal to 11/11 close (14 days ago), 30.6% are below.
70.2% are above or equal to 11/10 close (15 days ago), 29.8% are below.
69.4% are above or equal to 11/9 close (16 days ago), 30.6% are below.
69.6% are above or equal to 11/8 close (17 days ago), 30.4% are below.
70.5% are above or equal to 11/7 close (18 days ago), 29.5% are below.
77.6% are above or equal to 11/4 close (19 days ago), 22.4% are below.
77.9% are above or equal to 11/3 close (20 days ago), 22.1% are below.
75.8% are above or equal to 11/2 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 10:45 am ET)
20d: 6.6% new highs, 5.5% new lows
21d: 6.6% new highs, 5.5% new lows
42d: 5.8% new highs, 4.3% new lows
63d: 4.7% new highs, 3.7% new lows
126d: 3.9% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 10:45 am ET)
2-day: 64.2% above, 35.8% below
3-day: 56.7% above, 43.3% below
4-day: 53.3% above, 46.7% below
5-day: 51.0% above, 49.0% below
8-day: 48.8% above, 51.2% below
10-day: 52.2% above, 47.8% below
20-day: 63.7% above, 36.3% below
50-day: 62.4% above, 37.6% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 10:45 am ET)
HEAL(51): 5.00% Top=EVHC TFX THC EW VWR BCR IRWD HRC ….. UNH AMSG NUVA IART DVA ELGX XRAY AET=Bottom (Health)
META(30): 2.60% Top=AG PAAS CDE HL TAHO ABX FCX SLW ….. CMC NUE FNV STLD CCJ ARNC SCCO FMSA=Bottom (Metals & Mining)
REAL(96): 1.16% Top=STOR SNH OHI O EDR HCN VTR CSAL ….. PPS NLY HST PEB AGNC LHO RLJ SC=Bottom (Real Estate)
RETA(60): 0.81% Top=ASNA JCP EBAY CHS DSW W ANF JWN ….. KMX CASY GPS GNC TIF AN ETSY GES=Bottom (Retail & Specialty Retail)
TRAN(27): 0.63% Top=JBLU TK SAVE DAL LUV BRS UAL ALK ….. CSX EXPD UNP SWFT JBHT NSC CP KSU=Bottom (Transportation)
MATE(25): 0.60% Top=USG EXP MDR WM KBH VMC TOL MLM ….. WCN LEN EME MAS FLR SUM DHI SRCL=Bottom (Materials & Construction)
ENER(89): 0.57% Top=WLL ETP SXL SPN BBG MRO ETE TSO ….. VVV CRC MTDR LPI ATW SWN RDC SM=Bottom (Energy)
ELEC(48): 0.39% Top=SPWR AMAT MU CRUS LRCX FLEX TRMB FSLR ….. JBL KLAC IDTI FIT SIMO HIMX OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): 0.35% Top=KATE WHR SPB RL FOSL GIL PBI COH ….. BC ECL WWW LULU NKE UA PVH PAY=Bottom (Consumer)
COHW(37): 0.29% Top=PSTG QCOM WDC STX HPQ SSYS NTAP CDW ….. VIAV INFN JNPR PANW ZAYO CIEN VG FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.21% Top=IFF PAH EMN FMC CF CC HUN CE ….. PPG AGU DD DOW GRA WLK SHW AXTA=Bottom (Chemicals/Fertilizers)
DISV(47): 0.05% Top=ATHN YY MYGN SBAC GPN BAH FLT SERV ….. INFO JEC RBA ULTA RRD CXW HRI ADS=Bottom (Diversified Services)
MANU(41): -0.11% Top=DDD MRC MWA RS CMI PH BWXT ROP ….. DHR LECO ITT MFS DE AME DCI ATI=Bottom (Manufacturing)
INSU(34): -0.15% Top=CLGX MTG RDN XL FAF ORI ALL TRV ….. MBI TMK UNM AJG PRU AFSI LNC AFL=Bottom (Insurance)
LEIS(35): -0.17% Top=MGM SEAS H BYD QSR JACK ARMK RCL ….. DRI RRR STAY WYN ZOES SONC SHAK SBUX=Bottom (Leisure)
COSW(82): -0.29% Top=SQ MSCI YHOO HPE FTNT SYNT NCR NUAN ….. TEAM SHOP PFPT ZEN VEEV GWRE NOW WDAY=Bottom (Computer Software/Internet)
FINA(89): -0.37% Top=CBOE SLM NSAM PVTB NDAQ TD KEY EFX ….. GS BOFI STT OZRK SBNY LM SEIC SCHW=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 10:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 9:53 am ET
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161202 9:53 am ET)
11.1% of stocks are above yesterday’s high.
44.2% are above yesterday’s midpoint. (55.8% are below.)
10.4% are below yesterday’s low.
78.5% are inside yesterday’s range.
20.9% of stocks with today’s high > yesterday’s high. (79.1% less than).
31.5% of stocks with today’s low < yesterday’s low. (68.5% greater than).

EVIDENCE OF INTRADAY TREND (20161202 9:53 am ET)
64.8% of stocks are above today’s open. (33.8% are below).
53.4% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
3.8% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 9:53 am ET)
14.0% of stocks are in the top 10% of today’s range.
26.8% are in the top 20%.
66.2% are in the top half. 33.8% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20161202 9:53 am ET)
59.9% of stocks are above yesterday’s close. (40.1% are below.)
0.3% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 0.9% are down 3.5% or more.
71.2% are between +1% and -1%.

RSI on DAILY (20161202 9:53 am ET)
2-day: >=95:2.5%…>=90:7.7%…>=80:17.1%…>=50:52.8%…<=20:20.1%…<=10:13.6%…<=5:8.1%…
9-day: >=95:0.1%…>=90:0.2%…>=80:4.0%…>=50:59.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:60.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 9:53 am ET)
11.1% above previous 1 highs, 10.4% below previous 1 lows
5.3% above previous 2 highs, 6.9% below previous 2 lows
3.9% above previous 3 highs, 5.8% below previous 3 lows
3.6% above previous 4 highs, 5.7% below previous 4 lows
3.2% above previous 5 highs, 5.7% below previous 5 lows
3.1% above previous 6 highs, 5.7% below previous 6 lows
2.7% above previous 7 highs, 5.4% below previous 7 lows
2.7% above previous 8 highs, 5.0% below previous 8 lows
2.7% above previous 9 highs, 4.8% below previous 9 lows
2.4% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 9:53 am ET)
59.9% are above or equal to 12/1 close (1 days ago), 40.1% are below.
48.4% are above or equal to 11/30 close (2 days ago), 51.6% are below.
44.5% are above or equal to 11/29 close (3 days ago), 55.5% are below.
46.4% are above or equal to 11/28 close (4 days ago), 53.6% are below.
39.3% are above or equal to 11/25 close (5 days ago), 60.7% are below.
43.4% are above or equal to 11/23 close (6 days ago), 56.6% are below.
47.1% are above or equal to 11/22 close (7 days ago), 52.9% are below.
53.9% are above or equal to 11/21 close (8 days ago), 46.1% are below.
59.4% are above or equal to 11/18 close (9 days ago), 40.6% are below.
60.0% are above or equal to 11/17 close (10 days ago), 40.0% are below.
62.4% are above or equal to 11/16 close (11 days ago), 37.6% are below.
60.9% are above or equal to 11/15 close (12 days ago), 39.1% are below.
64.7% are above or equal to 11/14 close (13 days ago), 35.3% are below.
69.6% are above or equal to 11/11 close (14 days ago), 30.4% are below.
68.7% are above or equal to 11/10 close (15 days ago), 31.3% are below.
69.7% are above or equal to 11/9 close (16 days ago), 30.3% are below.
69.2% are above or equal to 11/8 close (17 days ago), 30.8% are below.
70.1% are above or equal to 11/7 close (18 days ago), 29.9% are below.
76.8% are above or equal to 11/4 close (19 days ago), 23.2% are below.
77.3% are above or equal to 11/3 close (20 days ago), 22.7% are below.
75.1% are above or equal to 11/2 close (21 days ago), 24.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 9:53 am ET)
20d: 4.8% new highs, 4.5% new lows
21d: 4.8% new highs, 4.5% new lows
42d: 4.3% new highs, 3.7% new lows
63d: 3.7% new highs, 3.1% new lows
126d: 2.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 9:53 am ET)
2-day: 58.1% above, 41.9% below
3-day: 51.7% above, 48.3% below
4-day: 49.4% above, 50.6% below
5-day: 47.9% above, 52.1% below
8-day: 45.0% above, 55.0% below
10-day: 49.9% above, 50.1% below
20-day: 63.7% above, 36.3% below
50-day: 62.5% above, 37.5% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 9:53 am ET)
HEAL(51): 4.80% Top=EVHC TFX THC ELGX BCR MOH EW UHS ….. PRXL STJ IART RMD ACHC AMSG DVA PRAH=Bottom (Health)
REAL(96): 1.14% Top=STOR HCN PSA O OHI EXR CSAL HTA ….. NRZ APLE PEB RLJ HST BAM SC AGNC=Bottom (Real Estate)
META(30): 1.07% Top=AG TAHO CDE PAAS SLW HL ABX SLCA ….. AKS ARNC CNX CLD CCJ CENX SCCO FMSA=Bottom (Metals & Mining)
RETA(60): 0.83% Top=ASNA JCP EBAY RH CHS ANF KSS SFM ….. TIF GNC MIK AMZN BLDR GPS GES ETSY=Bottom (Retail & Specialty Retail)
MATE(25): 0.70% Top=USG EXP PHM WY WM KBH MLM LEN ….. OC FAST WCN DHI TPH SUM FLR EME=Bottom (Materials & Construction)
TRAN(27): 0.43% Top=JBLU AAL DAL BRS LUV UAL ALK WAB ….. EXPD NSC CSX UNP JBHT CP TRN NAT=Bottom (Transportation)
CONS(50): 0.22% Top=WHR KATE SPB PBI TUP RL EL NWL ….. MAT ECL CCK NKE UA LULU PVH PAY=Bottom (Consumer)
ELEC(48): 0.12% Top=AMAT SPWR MU LSCC LRCX AMD CRUS FLEX ….. KLAC FIT CGNX CSIQ IDTI OCLR HIMX AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.10% Top=ATHN YY SBAC ULTA AMN FDC GPN BAH ….. VRSK JEC RBA CXW INFO RRD HRI ADS=Bottom (Diversified Services)
COHW(37): 0.04% Top=QCOM PSTG WDC NTAP CCI HRS SSYS VRSN ….. VIAV ZAYO ACIA INFN JNPR PANW CIEN FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.02% Top=CF EMN PAH ASH SMG CE IFF OLN ….. AGU DD CC MOS SHW AXTA DOW WLK=Bottom (Chemicals/Fertilizers)
LEIS(35): -0.14% Top=WEN JACK H CCL CMG RCL MGM SEAS ….. DRI MCD WYN SHAK LQ STAY SONC SBUX=Bottom (Leisure)
ENER(89): -0.20% Top=SPN TSO NBR FTI PTEN SHLX MRO MPC ….. CRZO CRC SWN RDC LPI ATW MTDR SM=Bottom (Energy)
INSU(34): -0.24% Top=FAF CLGX MTG ORI RDN TRV ALL FNF ….. MBI AXS AFSI LNC MET SLF PRU AFL=Bottom (Insurance)
MANU(41): -0.25% Top=DDD MRC MHK PH RS MWA TTC SNA ….. CAT DE FLS KMT DCI ITW ITT ATI=Bottom (Manufacturing)
FINA(89): -0.40% Top=CBOE SLM PVTB EFX NSAM NDAQ NAVI YRD ….. WDR RJF ETFC GS STT BX EWBC SCHW=Bottom (Banks/Financials)
COSW(82): -0.41% Top=WB SQ NTNX SINA YHOO HPE MSCI TTD ….. SPLK TEAM RHT GWRE VIPS NOW VEEV WDAY=Bottom (Computer Software/Internet)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

12/01/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161201 Closing)
21.8% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
44.6% are below yesterday’s low.
33.6% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 Closing)
35.1% of stocks are above today’s open. (64.4% are below).
32.2% of stocks are above today’s open and yesterday’s close.
56.3% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
11.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 Closing)
7.0% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
33.4% are in the top half. 66.6% of stocks are in the bottom half of today’s range.
34.3% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20161201 Closing)
41.1% of stocks are above yesterday’s close. (58.9% are below.)
1.9% are up 4.5% or more. 6.6% are down 4.5% or more.
3.1% are up 3.5% or more. 10.5% are down 3.5% or more.
33.1% are between +1% and -1%.

RSI on DAILY (20161201 Closing)
2-day: >=95:4.4%…>=90:13.7%…>=80:24.1%…>=50:40.3%…<=20:42.4%…<=10:28.7%…<=5:16.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.1%…>=50:55.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:58.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 Closing)
21.8% above previous 1 highs, 44.6% below previous 1 lows
19.6% above previous 2 highs, 40.4% below previous 2 lows
17.4% above previous 3 highs, 38.9% below previous 3 lows
16.9% above previous 4 highs, 37.7% below previous 4 lows
16.6% above previous 5 highs, 34.1% below previous 5 lows
16.1% above previous 6 highs, 31.4% below previous 6 lows
15.9% above previous 7 highs, 28.4% below previous 7 lows
15.9% above previous 8 highs, 25.8% below previous 8 lows
15.8% above previous 9 highs, 22.6% below previous 9 lows
15.8% above previous 10 highs, 19.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 Closing)
41.1% are above or equal to 11/30 close (1 days ago), 58.9% are below.
41.1% are above or equal to 11/29 close (2 days ago), 58.9% are below.
41.3% are above or equal to 11/28 close (3 days ago), 58.7% are below.
35.2% are above or equal to 11/25 close (4 days ago), 64.8% are below.
38.9% are above or equal to 11/23 close (5 days ago), 61.1% are below.
41.3% are above or equal to 11/22 close (6 days ago), 58.7% are below.
50.2% are above or equal to 11/21 close (7 days ago), 49.8% are below.
56.7% are above or equal to 11/18 close (8 days ago), 43.3% are below.
56.2% are above or equal to 11/17 close (9 days ago), 43.8% are below.
59.0% are above or equal to 11/16 close (10 days ago), 41.0% are below.
57.7% are above or equal to 11/15 close (11 days ago), 42.3% are below.
62.0% are above or equal to 11/14 close (12 days ago), 38.0% are below.
67.9% are above or equal to 11/11 close (13 days ago), 32.1% are below.
68.1% are above or equal to 11/10 close (14 days ago), 31.9% are below.
67.6% are above or equal to 11/9 close (15 days ago), 32.4% are below.
68.4% are above or equal to 11/8 close (16 days ago), 31.6% are below.
69.9% are above or equal to 11/7 close (17 days ago), 30.1% are below.
76.6% are above or equal to 11/4 close (18 days ago), 23.4% are below.
76.5% are above or equal to 11/3 close (19 days ago), 23.5% are below.
74.2% are above or equal to 11/2 close (20 days ago), 25.8% are below.
71.3% are above or equal to 11/1 close (21 days ago), 28.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 Closing)
20d: 25.7% new highs, 8.8% new lows
21d: 25.6% new highs, 8.6% new lows
42d: 23.3% new highs, 7.4% new lows
63d: 21.9% new highs, 6.4% new lows
126d: 18.5% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 Closing)
2-day: 39.6% above, 60.4% below
3-day: 42.6% above, 57.4% below
4-day: 41.1% above, 58.9% below
5-day: 38.1% above, 61.9% below
8-day: 41.3% above, 58.7% below
10-day: 44.5% above, 55.5% below
20-day: 61.9% above, 38.1% below
50-day: 61.8% above, 38.2% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 Closing)
FINA(89): 1.54% Top=LAZ HBAN PVTB NTRS TCB GS WBS KEY ….. NDAQ NSAM WU PSEC NAVI PYPL EFX YRD=Bottom (Banks/Financials)
MANU(39): 1.03% Top=DCI FLS AME DOV ITT PH ROK DE ….. HON BWXT MFS DHR TEX ZBRA MHK DDD=Bottom (Manufacturing)
TRAN(28): 0.69% Top=BRS ODFL CSX UNP JBHT WAB JBLU CNI ….. CHRW GWR TK UAL SAVE DAL AAL KSU=Bottom (Transportation)
INSU(33): 0.62% Top=LNC MBI SLF MET RDN AGO UNM MTG ….. XL ORI AJG AFL CLGX AON WLTW FAF=Bottom (Insurance)
ENER(89): 0.36% Top=ATW SWN DO HLX CRC DK SN RRC ….. LPI WPX VVV BBG REN ETE SXL ETP=Bottom (Energy)
LEIS(35): 0.35% Top=LQ DRI STAY SONC WYN H TXRH CMG ….. GPRO EXPE RRR ZOES SHAK RCL WYNN CCL=Bottom (Leisure)
META(30): -0.01% Top=CLF CLD CCJ AKS CMC STLD ARNC CENX ….. TAHO RGLD PAAS CNX FCX AEM SSRI TCK=Bottom (Metals & Mining)
RETA(61): -0.18% Top=AN PAG KR LB DSW KMX KSS WFM ….. BID RH LL ETSY MELI BABA GNC GES=Bottom (Retail & Specialty Retail)
CONS(50): -0.46% Top=SKX BC FL VFC IP KS PVH ECL ….. BERY KATE NWL COTY PAY MAT CCK SPB=Bottom (Consumer)
DISV(46): -0.68% Top=CXW URI HRI R RHI KBR CAR CTAS ….. V BAH FLT WOOF SBAC GPN MCO RRD=Bottom (Diversified Services)
CHEM(27): -0.71% Top=MOS OLN MON DOW FMC DD AGU POT ….. SHW RPM GRA ASH IFF AXTA ALB TROX=Bottom (Chemicals/Fertilizers)
MATE(25): -0.76% Top=USG EXP PWR OC SRCL MLM FAST MDR ….. DHI DAR TOL TPH PHM CAA MAS KBH=Bottom (Materials & Construction)
HEAL(51): -1.26% Top=AET DVA ANTM UNH WCG UHS CNC HCA ….. COO RMD BKD PRAH ABMD IART ELGX VWR=Bottom (Health)
REAL(96): -1.38% Top=SHO APLE HST DRH ALLY PEB GEO CBG ….. VTR O COR DLR EDR CONE CBL CSGP=Bottom (Real Estate)
COHW(36): -1.73% Top=CDW S CTL VG HRS T LVLT TMUS ….. WDC CIEN PANW ZAYO FNSR STX ACIA QCOM=Bottom (Computer Hardware/Telecom)
COSW(80): -3.07% Top=VIPS SYNT XRX TRI ADP INTU ANSS CSRA ….. MTCH TWLO SINA NOW PFPT SPLK WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.70% Top=FIT AYI DLB AMBA CREE FSLR WAT CGNX ….. AMAT SWKS ON LRCX ADI MCHP AMKR CRUS=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:51 pm

Market Stats at 2:50 pm ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161201 2:50 pm ET)
20.5% of stocks are above yesterday’s high.
37.2% are above yesterday’s midpoint. (62.8% are below.)
47.0% are below yesterday’s low.
32.4% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
58.9% of stocks with today’s low < yesterday’s low. (41.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 2:50 pm ET)
34.2% of stocks are above today’s open. (64.9% are below).
32.0% of stocks are above today’s open and yesterday’s close.
56.2% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
11.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 2:50 pm ET)
4.4% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
29.2% are in the top half. 70.8% of stocks are in the bottom half of today’s range.
44.4% are in the bottom 20%.
28.5% are in the bottom 10%.

GAIN (20161201 2:50 pm ET)
41.4% of stocks are above yesterday’s close. (58.6% are below.)
1.9% are up 4.5% or more. 5.1% are down 4.5% or more.
2.9% are up 3.5% or more. 11.0% are down 3.5% or more.
33.1% are between +1% and -1%.

RSI on DAILY (20161201 2:50 pm ET)
2-day: >=95:3.7%…>=90:12.9%…>=80:25.5%…>=50:40.3%…<=20:43.9%…<=10:30.9%…<=5:16.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:55.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:58.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 2:50 pm ET)
20.5% above previous 1 highs, 47.0% below previous 1 lows
18.7% above previous 2 highs, 42.3% below previous 2 lows
17.0% above previous 3 highs, 40.3% below previous 3 lows
16.2% above previous 4 highs, 38.9% below previous 4 lows
15.8% above previous 5 highs, 34.9% below previous 5 lows
15.1% above previous 6 highs, 32.9% below previous 6 lows
14.9% above previous 7 highs, 29.9% below previous 7 lows
14.8% above previous 8 highs, 27.0% below previous 8 lows
14.7% above previous 9 highs, 23.4% below previous 9 lows
14.6% above previous 10 highs, 20.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 2:50 pm ET)
41.4% are above or equal to 11/30 close (1 days ago), 58.6% are below.
38.8% are above or equal to 11/29 close (2 days ago), 61.2% are below.
40.3% are above or equal to 11/28 close (3 days ago), 59.7% are below.
34.6% are above or equal to 11/25 close (4 days ago), 65.4% are below.
37.9% are above or equal to 11/23 close (5 days ago), 62.1% are below.
41.0% are above or equal to 11/22 close (6 days ago), 59.0% are below.
48.4% are above or equal to 11/21 close (7 days ago), 51.6% are below.
54.9% are above or equal to 11/18 close (8 days ago), 45.1% are below.
55.2% are above or equal to 11/17 close (9 days ago), 44.8% are below.
58.9% are above or equal to 11/16 close (10 days ago), 41.1% are below.
57.2% are above or equal to 11/15 close (11 days ago), 42.8% are below.
61.0% are above or equal to 11/14 close (12 days ago), 39.0% are below.
67.9% are above or equal to 11/11 close (13 days ago), 32.1% are below.
67.6% are above or equal to 11/10 close (14 days ago), 32.4% are below.
66.7% are above or equal to 11/9 close (15 days ago), 33.3% are below.
67.6% are above or equal to 11/8 close (16 days ago), 32.4% are below.
68.7% are above or equal to 11/7 close (17 days ago), 31.3% are below.
77.2% are above or equal to 11/4 close (18 days ago), 22.8% are below.
76.6% are above or equal to 11/3 close (19 days ago), 23.4% are below.
73.9% are above or equal to 11/2 close (20 days ago), 26.1% are below.
70.9% are above or equal to 11/1 close (21 days ago), 29.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 2:50 pm ET)
20d: 25.4% new highs, 8.0% new lows
21d: 25.3% new highs, 7.8% new lows
42d: 23.1% new highs, 6.6% new lows
63d: 21.8% new highs, 5.7% new lows
126d: 18.4% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 2:50 pm ET)
2-day: 40.7% above, 59.3% below
3-day: 41.3% above, 58.7% below
4-day: 39.4% above, 60.6% below
5-day: 37.5% above, 62.5% below
8-day: 39.2% above, 60.8% below
10-day: 45.1% above, 54.9% below
20-day: 60.7% above, 39.3% below
50-day: 61.8% above, 38.2% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 2:50 pm ET)
FINA(89): 1.34% Top=LAZ HBAN NTRS PVTB TCB KKR VOYA SBNY ….. NDAQ PSEC NSAM NAVI WU EFX YRD PYPL=Bottom (Banks/Financials)
MANU(39): 1.23% Top=DCI FLS DOV AME ITT PNR ROK PH ….. HON MFS MIDD DHR TEX ZBRA MHK DDD=Bottom (Manufacturing)
META(30): 0.95% Top=CLF CLD CCJ AG AKS TAHO CMC ABX ….. X NUE AEM RGLD FCX CENX CNX TCK=Bottom (Metals & Mining)
ENER(89): 0.68% Top=CRC HLX SWN ATW DO RIG RRC RES ….. WPZ BPL BBG GEL MPLX SXL ETP ETE=Bottom (Energy)
TRAN(28): 0.56% Top=CSX UNP JBHT CP ODFL JBLU SWFT CNI ….. UAL SAVE DAL NAT EGLE AAL KSU TK=Bottom (Transportation)
INSU(33): 0.48% Top=MBI LNC SLF MTG RDN MET AGO UNM ….. MMC ORI AJG CLGX AFL AON WLTW FAF=Bottom (Insurance)
LEIS(35): 0.04% Top=LQ DRI STAY H WYN SONC CMG JACK ….. BYD MGM GPRO RRR RCL CCL LVS WYNN=Bottom (Leisure)
RETA(61): -0.37% Top=AN PAG KMX KR DSW LB WFM KSS ….. BID BLDR LL MELI BABA GNC ETSY GES=Bottom (Retail & Specialty Retail)
CONS(50): -0.53% Top=SKX KS FL BC VFC IP PBI PVH ….. NWL CCK KATE COTY PAY BERY MAT SPB=Bottom (Consumer)
CHEM(27): -0.70% Top=MOS DOW OLN MON CF DD FMC POT ….. SMG SHW RPM ASH ALB IFF TROX AXTA=Bottom (Chemicals/Fertilizers)
DISV(46): -0.70% Top=CXW URI HRI RBA R CAR CTAS KBR ….. FLT ATHN VNTV WOOF SBAC MCO GPN RRD=Bottom (Diversified Services)
MATE(25): -0.74% Top=USG PWR EXP OC MDR MLM SRCL FLR ….. DAR TOL DHI PHM TPH CAA MAS KBH=Bottom (Materials & Construction)
HEAL(51): -1.05% Top=AET DVA UNH ANTM CNC WCG UHS PKI ….. COO BKD RMD PRAH ABMD IART ELGX VWR=Bottom (Health)
REAL(96): -1.80% Top=SHO APLE LHO HST DRH ALLY CBG GEO ….. STOR COR EDR DLR DOC CONE CBL CSGP=Bottom (Real Estate)
COHW(36): -1.82% Top=CDW S VG HRS T CTL VZ TMUS ….. SSYS CIEN WIN ZAYO STX FNSR QCOM ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): -2.94% Top=VIPS SYNT XRX ANSS TRI INTU ADP CHKP ….. TWLO MTCH SINA PFPT SPLK NOW WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.42% Top=FIT DLB FSLR AYI WAT AMBA CREE XLNX ….. MU ADI AMD ON LRCX MCHP AMKR CRUS=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 2:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 1:31 pm ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161201 1:31 pm ET)
23.7% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
45.6% are below yesterday’s low.
30.7% are inside yesterday’s range.
40.2% of stocks with today’s high > yesterday’s high. (59.8% less than).
55.3% of stocks with today’s low < yesterday’s low. (44.7% greater than).

EVIDENCE OF INTRADAY TREND (20161201 1:31 pm ET)
35.5% of stocks are above today’s open. (63.8% are below).
33.8% of stocks are above today’s open and yesterday’s close.
54.5% are below both.
16.3% of stocks opened above yesterday’s high.
59.5% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
11.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 1:31 pm ET)
4.5% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
32.6% are in the top half. 67.4% of stocks are in the bottom half of today’s range.
44.4% are in the bottom 20%.
31.7% are in the bottom 10%.

GAIN (20161201 1:31 pm ET)
43.9% of stocks are above yesterday’s close. (56.1% are below.)
2.8% are up 4.5% or more. 4.9% are down 4.5% or more.
5.2% are up 3.5% or more. 9.8% are down 3.5% or more.
33.0% are between +1% and -1%.

RSI on DAILY (20161201 1:31 pm ET)
2-day: >=95:4.4%…>=90:14.4%…>=80:27.4%…>=50:40.8%…<=20:43.1%…<=10:28.8%…<=5:16.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.9%…>=50:56.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:59.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 1:31 pm ET)
23.7% above previous 1 highs, 45.6% below previous 1 lows
21.1% above previous 2 highs, 41.2% below previous 2 lows
19.2% above previous 3 highs, 38.6% below previous 3 lows
17.9% above previous 4 highs, 37.3% below previous 4 lows
17.4% above previous 5 highs, 32.6% below previous 5 lows
16.7% above previous 6 highs, 30.1% below previous 6 lows
16.6% above previous 7 highs, 26.7% below previous 7 lows
16.5% above previous 8 highs, 24.2% below previous 8 lows
16.4% above previous 9 highs, 20.8% below previous 9 lows
16.3% above previous 10 highs, 18.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 1:31 pm ET)
43.9% are above or equal to 11/30 close (1 days ago), 56.1% are below.
40.5% are above or equal to 11/29 close (2 days ago), 59.5% are below.
41.9% are above or equal to 11/28 close (3 days ago), 58.1% are below.
35.4% are above or equal to 11/25 close (4 days ago), 64.6% are below.
38.7% are above or equal to 11/23 close (5 days ago), 61.3% are below.
42.4% are above or equal to 11/22 close (6 days ago), 57.6% are below.
49.9% are above or equal to 11/21 close (7 days ago), 50.1% are below.
55.9% are above or equal to 11/18 close (8 days ago), 44.1% are below.
55.9% are above or equal to 11/17 close (9 days ago), 44.1% are below.
59.3% are above or equal to 11/16 close (10 days ago), 40.7% are below.
57.8% are above or equal to 11/15 close (11 days ago), 42.2% are below.
62.5% are above or equal to 11/14 close (12 days ago), 37.5% are below.
68.6% are above or equal to 11/11 close (13 days ago), 31.4% are below.
68.6% are above or equal to 11/10 close (14 days ago), 31.4% are below.
68.3% are above or equal to 11/9 close (15 days ago), 31.7% are below.
68.4% are above or equal to 11/8 close (16 days ago), 31.6% are below.
70.0% are above or equal to 11/7 close (17 days ago), 30.0% are below.
77.4% are above or equal to 11/4 close (18 days ago), 22.6% are below.
77.1% are above or equal to 11/3 close (19 days ago), 22.9% are below.
74.6% are above or equal to 11/2 close (20 days ago), 25.4% are below.
70.6% are above or equal to 11/1 close (21 days ago), 29.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 1:31 pm ET)
20d: 25.0% new highs, 7.2% new lows
21d: 24.9% new highs, 7.0% new lows
42d: 22.6% new highs, 5.8% new lows
63d: 21.5% new highs, 4.9% new lows
126d: 18.1% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 1:31 pm ET)
2-day: 43.3% above, 56.7% below
3-day: 42.0% above, 58.0% below
4-day: 40.9% above, 59.1% below
5-day: 37.6% above, 62.4% below
8-day: 40.9% above, 59.1% below
10-day: 44.7% above, 55.3% below
20-day: 61.7% above, 38.3% below
50-day: 62.5% above, 37.5% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 1:31 pm ET)
ENER(89): 2.06% Top=CRC ATW SWN DO RIG HLX PTEN SN ….. GEL EEP SPN SEP BPL MPLX SXL ETP=Bottom (Energy)
FINA(89): 1.51% Top=HBAN LAZ SLM PVTB VOYA WETF NTRS KKR ….. NAVI NSAM YRD PSEC NDAQ WU PYPL EFX=Bottom (Banks/Financials)
MANU(39): 1.28% Top=DCI FLS DOV AME ITT PNR PH ROK ….. MIDD HON MFS TEX DHR ZBRA MHK DDD=Bottom (Manufacturing)
TRAN(28): 0.66% Top=BRS CSX UNP TRN ODFL JBLU CP WAB ….. GWR CHRW UAL SAVE DAL AAL KSU EGLE=Bottom (Transportation)
INSU(33): 0.52% Top=LNC MBI SLF MTG RDN MET UNM PRU ….. ORI XL AJG AFL CLGX AON WLTW FAF=Bottom (Insurance)
LEIS(35): 0.03% Top=LQ DRI STAY CMG H SONC JACK TXRH ….. EXPE BYD GPRO MGM RCL CCL LVS WYNN=Bottom (Leisure)
RETA(61): -0.07% Top=AN PAG LB KSS DSW GPS JCP WFM ….. MIK BID LL GNC BABA ETSY MELI GES=Bottom (Retail & Specialty Retail)
META(28): -0.29% Top=CLF CCJ ARNC SLCA CMC AKS FMSA STLD ….. AG SLW RGLD PAAS CDE AEM SSRI TCK=Bottom (Metals & Mining)
CHEM(27): -0.38% Top=MOS CF DOW WLK POT MON FMC AGU ….. ALB SMG SHW RPM AXTA ASH IFF TROX=Bottom (Chemicals/Fertilizers)
CONS(50): -0.42% Top=SKX KS BC PVH FL VFC IP CRI ….. BLL BMS EL COTY NWL BERY PAY SPB=Bottom (Consumer)
MATE(25): -0.44% Top=USG EXP MDR PWR OC SRCL FLR MLM ….. WCN EME PHM DHI CAA SUM KBH MAS=Bottom (Materials & Construction)
DISV(46): -0.74% Top=CXW URI HRI CAR KBR RBA ACM ROL ….. SBAC MA FLT TRU VNTV GPN YY RRD=Bottom (Diversified Services)
HEAL(51): -1.12% Top=AET DVA ANTM THC UNH UHS EVHC WCG ….. BDX NUVA BSX COO RMD ABMD IART VWR=Bottom (Health)
REAL(96): -1.41% Top=ALLY SHO LHO HST SC APLE DRH CUZ ….. O STOR EDR DFT COR CSGP CONE CBL=Bottom (Real Estate)
COHW(36): -1.83% Top=CDW S VG HRS CTL LVLT T VZ ….. ARRS PANW STX ZAYO WIN QCOM FNSR ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): -2.96% Top=VIPS ANSS XRX SYNT TRI CHKP CSRA INTU ….. MTCH TWLO SPLK SINA NOW PFPT WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.25% Top=FIT DLB WAT FSLR AYI FTV CREE XLNX ….. AMD ADI OCLR AMAT MCHP LRCX AMKR CRUS=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/

Filed under: Market Stats — daytrend @ 10:15 am

Market Stats at 10:14 am ET
by daytrend on 20161201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161201 10:14 am ET)
24.9% of stocks are above yesterday’s high.
45.4% are above yesterday’s midpoint. (54.6% are below.)
29.6% are below yesterday’s low.
45.5% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
44.9% of stocks with today’s low < yesterday’s low. (55.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 10:14 am ET)
45.4% of stocks are above today’s open. (52.8% are below).
42.9% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.7% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 10:14 am ET)
15.9% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
27.4% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN (20161201 10:14 am ET)
56.7% of stocks are above yesterday’s close. (43.3% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
3.2% are up 3.5% or more. 1.9% are down 3.5% or more.
50.0% are between +1% and -1%.

RSI on DAILY (20161201 10:14 am ET)
2-day: >=95:4.4%…>=90:14.3%…>=80:29.2%…>=50:49.7%…<=20:32.6%…<=10:16.5%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.8%…>=50:63.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:66.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 10:14 am ET)
24.9% above previous 1 highs, 29.6% below previous 1 lows
22.4% above previous 2 highs, 26.6% below previous 2 lows
20.0% above previous 3 highs, 24.5% below previous 3 lows
18.0% above previous 4 highs, 23.1% below previous 4 lows
17.4% above previous 5 highs, 18.7% below previous 5 lows
16.8% above previous 6 highs, 16.0% below previous 6 lows
16.7% above previous 7 highs, 13.8% below previous 7 lows
16.6% above previous 8 highs, 12.9% below previous 8 lows
16.5% above previous 9 highs, 11.5% below previous 9 lows
16.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 10:14 am ET)
56.7% are above or equal to 11/30 close (1 days ago), 43.3% are below.
46.2% are above or equal to 11/29 close (2 days ago), 53.8% are below.
48.4% are above or equal to 11/28 close (3 days ago), 51.6% are below.
39.6% are above or equal to 11/25 close (4 days ago), 60.4% are below.
44.1% are above or equal to 11/23 close (5 days ago), 55.9% are below.
47.9% are above or equal to 11/22 close (6 days ago), 52.1% are below.
58.5% are above or equal to 11/21 close (7 days ago), 41.5% are below.
64.3% are above or equal to 11/18 close (8 days ago), 35.7% are below.
63.7% are above or equal to 11/17 close (9 days ago), 36.3% are below.
66.7% are above or equal to 11/16 close (10 days ago), 33.3% are below.
65.8% are above or equal to 11/15 close (11 days ago), 34.2% are below.
69.8% are above or equal to 11/14 close (12 days ago), 30.2% are below.
74.9% are above or equal to 11/11 close (13 days ago), 25.1% are below.
74.7% are above or equal to 11/10 close (14 days ago), 25.3% are below.
73.0% are above or equal to 11/9 close (15 days ago), 27.0% are below.
73.4% are above or equal to 11/8 close (16 days ago), 26.6% are below.
74.4% are above or equal to 11/7 close (17 days ago), 25.6% are below.
80.6% are above or equal to 11/4 close (18 days ago), 19.4% are below.
81.1% are above or equal to 11/3 close (19 days ago), 18.9% are below.
79.0% are above or equal to 11/2 close (20 days ago), 21.0% are below.
75.4% are above or equal to 11/1 close (21 days ago), 24.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 10:14 am ET)
20d: 20.8% new highs, 3.1% new lows
21d: 20.6% new highs, 3.1% new lows
42d: 18.7% new highs, 2.8% new lows
63d: 17.2% new highs, 2.7% new lows
126d: 14.4% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 10:14 am ET)
2-day: 55.8% above, 44.2% below
3-day: 50.0% above, 50.0% below
4-day: 50.1% above, 49.9% below
5-day: 46.3% above, 53.7% below
8-day: 47.6% above, 52.4% below
10-day: 52.0% above, 48.0% below
20-day: 69.7% above, 30.3% below
50-day: 66.6% above, 33.4% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 10:14 am ET)
ENER(89): 2.02% Top=CRC SWN DO CPG RRC ATW RIG WLL ….. GEL ETE SEP SXL ETP MPLX PDCE VVV=Bottom (Energy)
MANU(39): 1.66% Top=DCI FLS DOV AME PH ITT PNR KMT ….. MFS AOS HON IR MRC RS DDD DHR=Bottom (Manufacturing)
TRAN(28): 1.15% Top=BRS TK CSX TRN CP JBLU WAB ALK ….. GWR JBHT UPS CHRW EGLE SWFT SAVE KSU=Bottom (Transportation)
FINA(89): 1.11% Top=VOYA WETF PVTB APO OZRK LAZ WBS SIVB ….. LM PSEC OMF TD NSAM WU EFX PYPL=Bottom (Banks/Financials)
CHEM(27): 0.80% Top=WLK MOS OLN CF PAH FMC EMN DD ….. RPM ASH SHW IFF AXTA TROX ALB SMG=Bottom (Chemicals/Fertilizers)
INSU(33): 0.72% Top=LNC MBI PRU RDN MET SLF MTG AFSI ….. AJG ORI WLTW FNF AFL CLGX AON FAF=Bottom (Insurance)
RETA(62): 0.70% Top=AN PAG LB JCP KSS M URBN TSCO ….. NFLX AMZN DLTR BABA ETSY MELI GNC GES=Bottom (Retail & Specialty Retail)
CONS(50): 0.53% Top=SKX OI PVH BC CRI GT VFC NKE ….. PG KMB PAY COTY SPB CHD BERY CLX=Bottom (Consumer)
MATE(25): 0.42% Top=EXP MDR FAST PWR FLR OC USG VMC ….. TPH WM CAA KBH DHI WCN MAS DAR=Bottom (Materials & Construction)
LEIS(35): 0.41% Top=CMG DRI SONC JACK LQ EAT TXRH WYN ….. EXPE BYD MGM LVS MCD CCL RCL WYNN=Bottom (Leisure)
DISV(46): -0.12% Top=URI CXW KBR ACM CAR AL JEC ROL ….. MA V RRD FDC WOOF VNTV BAH YY=Bottom (Diversified Services)
HEAL(51): -0.32% Top=UHS THC ANTM HCA EVHC CNC AMSG AET ….. BSX EW ABMD NUVA TFX ELGX DXCM VWR=Bottom (Health)
COHW(36): -0.47% Top=S WDC CDW HRS VG ANET STX INFN ….. VIAV CCI FNSR BBRY ZAYO WIN QCOM ACIA=Bottom (Computer Hardware/Telecom)
META(28): -0.49% Top=CCJ FCX CLF AKS X CMC SCCO ARNC ….. RGLD SSRI AG NEM CDE SLW PAAS AEM=Bottom (Metals & Mining)
REAL(96): -0.96% Top=SHO RLGY LHO HST ALLY DRH CBG GEO ….. O NNN COR SRC MAA GLPI DLR CBL=Bottom (Real Estate)
COSW(80): -1.05% Top=SYNT XRX CTXS ANSS FTNT FFIV INTU VIPS ….. MTCH SINA EA SQ WB TWLO CERN NTNX=Bottom (Computer Software/Internet)
ELEC(48): -1.07% Top=FIT DLB AYI TRMB GRMN CSIQ MRVL SPWR ….. AMAT OCLR NVDA KLAC AMD LRCX SNPS CRUS=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 10:14 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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