daytrend

01/13/2017

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

Closing Stats
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 Closing)
35.1% of stocks are above yesterday’s high.
74.6% are above yesterday’s midpoint. (25.4% are below.)
7.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND (20170113 Closing)
58.7% of stocks are above today’s open. (39.7% are below).
53.7% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 Closing)
6.4% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
44.5% are in the top half. 55.5% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170113 Closing)
66.3% of stocks are above yesterday’s close. (33.7% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170113 Closing)
2-day: >=95:7.5%…>=90:13.7%…>=80:24.8%…>=50:61.9%…<=20:12.8%…<=10:5.9%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:63.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:68.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 Closing)
35.1% above previous 1 highs, 7.8% below previous 1 lows
22.7% above previous 2 highs, 5.7% below previous 2 lows
19.3% above previous 3 highs, 5.1% below previous 3 lows
17.7% above previous 4 highs, 4.6% below previous 4 lows
15.2% above previous 5 highs, 4.5% below previous 5 lows
12.5% above previous 6 highs, 3.9% below previous 6 lows
11.2% above previous 7 highs, 3.7% below previous 7 lows
10.6% above previous 8 highs, 3.1% below previous 8 lows
10.5% above previous 9 highs, 2.8% below previous 9 lows
10.5% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 Closing)
66.3% are above or equal to 1/12 close (1 days ago), 33.7% are below.
52.2% are above or equal to 1/11 close (2 days ago), 47.8% are below.
61.0% are above or equal to 1/10 close (3 days ago), 39.0% are below.
64.2% are above or equal to 1/9 close (4 days ago), 35.8% are below.
51.8% are above or equal to 1/6 close (5 days ago), 48.2% are below.
52.6% are above or equal to 1/5 close (6 days ago), 47.4% are below.
47.4% are above or equal to 1/4 close (7 days ago), 52.6% are below.
65.0% are above or equal to 1/3 close (8 days ago), 35.0% are below.
70.4% are above or equal to 12/30 close (9 days ago), 29.6% are below.
69.1% are above or equal to 12/29 close (10 days ago), 30.9% are below.
69.1% are above or equal to 12/28 close (11 days ago), 30.9% are below.
55.0% are above or equal to 12/27 close (12 days ago), 45.0% are below.
58.6% are above or equal to 12/23 close (13 days ago), 41.4% are below.
59.4% are above or equal to 12/22 close (14 days ago), 40.6% are below.
56.2% are above or equal to 12/21 close (15 days ago), 43.8% are below.
53.7% are above or equal to 12/20 close (16 days ago), 46.3% are below.
58.9% are above or equal to 12/19 close (17 days ago), 41.1% are below.
62.3% are above or equal to 12/16 close (18 days ago), 37.7% are below.
61.2% are above or equal to 12/15 close (19 days ago), 38.8% are below.
63.6% are above or equal to 12/14 close (20 days ago), 36.4% are below.
53.1% are above or equal to 12/13 close (21 days ago), 46.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 Closing)
20d: 17.2% new highs, 3.9% new lows
21d: 16.6% new highs, 3.9% new lows
42d: 12.3% new highs, 2.0% new lows
63d: 9.4% new highs, 0.9% new lows
126d: 7.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 Closing)
2-day: 64.4% above, 35.6% below
3-day: 59.5% above, 40.5% below
4-day: 60.3% above, 39.7% below
5-day: 61.9% above, 38.1% below
8-day: 55.3% above, 44.7% below
10-day: 60.8% above, 39.2% below
20-day: 60.4% above, 39.6% below
50-day: 75.9% above, 24.1% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 Closing)
META(29): 1.10% Top=CENX CCJ CDE AG PAAS TECK SLW SCCO ….. FMSA NUE X FCX SLCA AKS AGI CLF=Bottom (Metals & Mining)
MANU(34): 1.08% Top=MRC CFX DDD PNR TTC KMT TEX PH ….. BWXT MHK AGCO ATI MFS DHR GE EMR=Bottom (Manufacturing)
ELEC(46): 1.04% Top=MXL SIMO QRVO FSLR CAVM CRUS LRCX WAT ….. AYI NVDA FIT MCHP MU OCLR PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 1.02% Top=DXCM CYH PKI RMD XRAY BSX COO STE ….. SYK UNH OPK BCR DGX EW BKD VWR=Bottom (Health)
COSW(76): 0.81% Top=GRUB ATHM FEYE MBLY ZEN CSC IT TRIP ….. ADP ADBE PTC IBM ATVI BIDU TWTR SHOP=Bottom (Computer Software/Internet)
FINA(85): 0.69% Top=OZRK CFR ZION NAVI RF BOFI EWBC KEY ….. APO KKR AXP BX EFX WDR JNS FHN=Bottom (Banks/Financials)
TRAN(23): 0.68% Top=GWR KSU XPO SWFT ALK CSX WAB TRN ….. UAL LUV UPS JBHT CHRW FDX JBLU AAL=Bottom (Transportation)
COHW(34): 0.57% Top=VG SSYS ZAYO ARRS CIEN S PANW ANET ….. T AAPL HPQ VZ VRSN TDS ACIA FNSR=Bottom (Computer Hardware/Telecom)
MATE(23): 0.47% Top=OC USG SUM VMC PWR FLR TPH PHM ….. FAST LEN MAS WM CAA DHI DAR KBH=Bottom (Materials & Construction)
INSU(30): 0.35% Top=CNO LNC XL PRU MET BRO TMK AXS ….. AFL CLGX FAF L MTG VR FNF WLTW=Bottom (Insurance)
DISV(42): 0.32% Top=CXW WTW TRU MAN ROL RRD JEC ACM ….. V MYGN KBR G ALLE ATHN RBA ZTO=Bottom (Diversified Services)
CONS(49): 0.20% Top=WWW FOSL KS PBI PAY OI BC NKE ….. EL SEE VFC UAA LULU GPK BLL PVH=Bottom (Consumer)
CHEM(24): 0.09% Top=CC IFF PAH HUN OLN GRA SHW AXTA ….. POT MOS EMN PPG DD DOW CE CF=Bottom (Chemicals/Fertilizers)
LEIS(33): 0.03% Top=MTN HLT GPRO QSR MAR LQ DNKN H ….. SONC DRI DPZ RCL JACK EAT WYNN BLMN=Bottom (Leisure)
REAL(98): -0.02% Top=GEO PEB CSAL CBG EQC HST OUT MFA ….. ALLY MAA EQR PSA CBL EXR CUBE SC=Bottom (Real Estate)
RETA(59): -0.19% Top=GNC NFLX SFM MELI KR TIF RH CHS ….. TGT W JWN DKS JCP SIG PIR GME=Bottom (Retail & Specialty Retail)
ENER(89): -0.38% Top=SN REN VVV SHLX COP MDU MMP MUR ….. RIG EGN PTEN OAS SM RDC DO CRC=Bottom (Energy)

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 @ 2:10 pm

Market Stats at 2:09 pm ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 2:09 pm ET)
34.0% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
7.2% are below yesterday’s low.
58.8% are inside yesterday’s range.
70.8% of stocks with today’s high > yesterday’s high. (29.2% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20170113 2:09 pm ET)
59.7% of stocks are above today’s open. (38.5% are below).
53.9% of stocks are above today’s open and yesterday’s close.
28.0% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 2:09 pm ET)
5.4% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
45.7% are in the top half. 54.3% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20170113 2:09 pm ET)
67.0% of stocks are above yesterday’s close. (33.0% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.8% are up 3.5% or more. 0.2% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY (20170113 2:09 pm ET)
2-day: >=95:7.1%…>=90:13.1%…>=80:25.7%…>=50:62.0%…<=20:12.5%…<=10:4.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:63.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:69.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 2:09 pm ET)
34.0% above previous 1 highs, 7.2% below previous 1 lows
23.1% above previous 2 highs, 4.4% below previous 2 lows
18.0% above previous 3 highs, 3.5% below previous 3 lows
15.9% above previous 4 highs, 3.1% below previous 4 lows
13.6% above previous 5 highs, 3.1% below previous 5 lows
11.4% above previous 6 highs, 2.7% below previous 6 lows
10.3% above previous 7 highs, 2.6% below previous 7 lows
9.8% above previous 8 highs, 2.3% below previous 8 lows
9.7% above previous 9 highs, 2.3% below previous 9 lows
9.5% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 2:09 pm ET)
67.0% are above or equal to 1/12 close (1 days ago), 33.0% are below.
53.7% are above or equal to 1/11 close (2 days ago), 46.3% are below.
60.4% are above or equal to 1/10 close (3 days ago), 39.6% are below.
65.0% are above or equal to 1/9 close (4 days ago), 35.0% are below.
51.8% are above or equal to 1/6 close (5 days ago), 48.2% are below.
52.4% are above or equal to 1/5 close (6 days ago), 47.6% are below.
47.4% are above or equal to 1/4 close (7 days ago), 52.6% are below.
64.9% are above or equal to 1/3 close (8 days ago), 35.1% are below.
70.8% are above or equal to 12/30 close (9 days ago), 29.2% are below.
69.1% are above or equal to 12/29 close (10 days ago), 30.9% are below.
69.6% are above or equal to 12/28 close (11 days ago), 30.4% are below.
55.6% are above or equal to 12/27 close (12 days ago), 44.4% are below.
59.0% are above or equal to 12/23 close (13 days ago), 41.0% are below.
60.4% are above or equal to 12/22 close (14 days ago), 39.6% are below.
56.1% are above or equal to 12/21 close (15 days ago), 43.9% are below.
53.8% are above or equal to 12/20 close (16 days ago), 46.2% are below.
58.1% are above or equal to 12/19 close (17 days ago), 41.9% are below.
63.1% are above or equal to 12/16 close (18 days ago), 36.9% are below.
62.1% are above or equal to 12/15 close (19 days ago), 37.9% are below.
63.4% are above or equal to 12/14 close (20 days ago), 36.6% are below.
52.7% are above or equal to 12/13 close (21 days ago), 47.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 2:09 pm ET)
20d: 17.0% new highs, 3.1% new lows
21d: 16.4% new highs, 3.1% new lows
42d: 12.1% new highs, 1.7% new lows
63d: 9.3% new highs, 0.9% new lows
126d: 7.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 2:09 pm ET)
2-day: 64.9% above, 35.1% below
3-day: 60.6% above, 39.4% below
4-day: 60.3% above, 39.7% below
5-day: 62.7% above, 37.3% below
8-day: 54.5% above, 45.5% below
10-day: 61.2% above, 38.8% below
20-day: 60.4% above, 39.6% below
50-day: 76.5% above, 23.5% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 2:09 pm ET)
MANU(34): 1.14% Top=CFX DDD MRC TTC PNR KMT TEX DOV ….. MHK DE AGCO DHR MFS BWXT GE EMR=Bottom (Manufacturing)
HEAL(44): 1.14% Top=DXCM CYH RMD PKI COO XRAY NUVA BSX ….. OPK BCR ESRX ACHC DGX UNH VWR ELGX=Bottom (Health)
ELEC(46): 1.04% Top=MXL QRVO SIMO FSLR WAT CAVM SPWR FTV ….. TXN MCHP INTC NVDA PI MU AMD OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.86% Top=GRUB ATHM MBLY FEYE CHKP CSC ZEN TRIP ….. ADBE TWTR BIDU CERN IBM TEAM SPLK ATVI=Bottom (Computer Software/Internet)
META(29): 0.79% Top=CENX CCJ AG CDE PAAS TECK SLW SCCO ….. NEM FCX GG ABX NUE AKS CLF AGI=Bottom (Metals & Mining)
FINA(85): 0.71% Top=OZRK CFR NAVI BOFI WETF ZION PACW EWBC ….. PNC BAC AXP EFX WDR KKR JNS FHN=Bottom (Banks/Financials)
TRAN(23): 0.65% Top=KSU XPO GWR SWFT ALK WAB CNI TRN ….. UAL JBLU UNP JBHT LUV FDX CHRW AAL=Bottom (Transportation)
COHW(34): 0.56% Top=SSYS CIEN VG ZAYO ANET PANW S BBRY ….. AAPL T TMUS VZ TDS HPQ ACIA FNSR=Bottom (Computer Hardware/Telecom)
DISV(42): 0.45% Top=WTW CXW ROL TRU ACM MAN RHI FLT ….. LDOS G CTAS KBR ALLE ATHN ZTO RBA=Bottom (Diversified Services)
INSU(30): 0.44% Top=CNO PRU XL LNC AON MET UNM TMK ….. AFL ORI MTG L AFSI FNF VR WLTW=Bottom (Insurance)
MATE(23): 0.30% Top=OC SUM USG PWR VMC FLR MDR WCN ….. WM TOL FAST LEN CAA DHI DAR KBH=Bottom (Materials & Construction)
CONS(49): 0.07% Top=WWW KS FOSL OI PBI BC PAY HBI ….. LULU UAA SEE BLL VFC GPK KATE PVH=Bottom (Consumer)
LEIS(33): 0.04% Top=MTN EXPE QSR LQ DNKN H HLT MAR ….. DRI TXRH DPZ RCL JACK WYNN EAT BLMN=Bottom (Leisure)
RETA(59): 0.02% Top=GNC SFM NFLX TIF RH KR MELI ETSY ….. TGT GPS JWN JCP PIR W SIG GME=Bottom (Retail & Specialty Retail)
CHEM(24): 0.00% Top=CC IFF PAH WLK MON ASH OLN SHW ….. APD MOS EMN PPG DOW CE DD CF=Bottom (Chemicals/Fertilizers)
REAL(98): -0.03% Top=GEO PEB CUZ EQC OUT CSAL CBG LHO ….. HR HCP EQR PSA EXR CUBE CBL SC=Bottom (Real Estate)
ENER(89): -0.20% Top=SN REN SHLX COP VVV ENLK BWP AR ….. MPC PBF RDC ATW PTEN OAS CRC DO=Bottom (Energy)

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 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 1:04 pm ET)
38.3% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
6.4% are below yesterday’s low.
55.4% are inside yesterday’s range.
70.2% of stocks with today’s high > yesterday’s high. (29.8% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20170113 1:04 pm ET)
65.6% of stocks are above today’s open. (32.2% are below).
60.5% of stocks are above today’s open and yesterday’s close.
23.8% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 1:04 pm ET)
11.7% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20170113 1:04 pm ET)
70.8% of stocks are above yesterday’s close. (29.2% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.2% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20170113 1:04 pm ET)
2-day: >=95:7.5%…>=90:14.5%…>=80:29.1%…>=50:64.8%…<=20:10.9%…<=10:4.5%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:64.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 1:04 pm ET)
38.3% above previous 1 highs, 6.4% below previous 1 lows
26.4% above previous 2 highs, 3.3% below previous 2 lows
21.4% above previous 3 highs, 2.7% below previous 3 lows
19.1% above previous 4 highs, 2.2% below previous 4 lows
15.9% above previous 5 highs, 2.2% below previous 5 lows
13.1% above previous 6 highs, 2.0% below previous 6 lows
12.1% above previous 7 highs, 2.0% below previous 7 lows
11.4% above previous 8 highs, 1.8% below previous 8 lows
11.4% above previous 9 highs, 1.6% below previous 9 lows
11.2% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 1:04 pm ET)
70.8% are above or equal to 1/12 close (1 days ago), 29.2% are below.
55.5% are above or equal to 1/11 close (2 days ago), 44.5% are below.
63.6% are above or equal to 1/10 close (3 days ago), 36.4% are below.
66.4% are above or equal to 1/9 close (4 days ago), 33.6% are below.
54.2% are above or equal to 1/6 close (5 days ago), 45.8% are below.
53.1% are above or equal to 1/5 close (6 days ago), 46.9% are below.
48.8% are above or equal to 1/4 close (7 days ago), 51.2% are below.
65.8% are above or equal to 1/3 close (8 days ago), 34.2% are below.
71.9% are above or equal to 12/30 close (9 days ago), 28.1% are below.
69.9% are above or equal to 12/29 close (10 days ago), 30.1% are below.
70.7% are above or equal to 12/28 close (11 days ago), 29.3% are below.
56.2% are above or equal to 12/27 close (12 days ago), 43.8% are below.
60.5% are above or equal to 12/23 close (13 days ago), 39.5% are below.
61.2% are above or equal to 12/22 close (14 days ago), 38.8% are below.
58.1% are above or equal to 12/21 close (15 days ago), 41.9% are below.
54.8% are above or equal to 12/20 close (16 days ago), 45.2% are below.
59.5% are above or equal to 12/19 close (17 days ago), 40.5% are below.
64.2% are above or equal to 12/16 close (18 days ago), 35.8% are below.
62.7% are above or equal to 12/15 close (19 days ago), 37.3% are below.
63.9% are above or equal to 12/14 close (20 days ago), 36.1% are below.
54.0% are above or equal to 12/13 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 1:04 pm ET)
20d: 16.6% new highs, 3.1% new lows
21d: 16.0% new highs, 3.1% new lows
42d: 11.7% new highs, 1.6% new lows
63d: 8.9% new highs, 0.9% new lows
126d: 7.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 1:04 pm ET)
2-day: 69.1% above, 30.9% below
3-day: 64.1% above, 35.9% below
4-day: 65.6% above, 34.4% below
5-day: 66.3% above, 33.7% below
8-day: 57.5% above, 42.5% below
10-day: 62.3% above, 37.7% below
20-day: 62.0% above, 38.0% below
50-day: 77.5% above, 22.5% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 1:04 pm ET)
HEAL(44): 1.29% Top=DXCM CYH RMD PKI COO ABT BSX NUVA ….. AET LH ESRX UNH BCR VWR DGX ELGX=Bottom (Health)
MANU(34): 1.18% Top=CFX DDD MRC TTC KMT PNR AOS TEX ….. ATI HON DHR DE MFS BWXT GE EMR=Bottom (Manufacturing)
ELEC(46): 1.12% Top=SIMO FSLR QRVO MXL WAT SPWR CAVM FTV ….. AYI INTC MCHP NVDA OCLR PI MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.94% Top=ATHM GRUB MBLY CSC TRIP CHKP FEYE IAC ….. TEAM SSNC BIDU ADBE CERN IBM SPLK TWLO=Bottom (Computer Software/Internet)
FINA(85): 0.90% Top=OZRK WETF CFR NAVI VOYA EWBC ZION PACW ….. TD OMF BX AXP JNS EFX KKR FHN=Bottom (Banks/Financials)
META(29): 0.76% Top=CENX CCJ CDE AG TECK PAAS CNX SCCO ….. AKS TAHO NEM GG ABX FCX CLF AGI=Bottom (Metals & Mining)
TRAN(23): 0.64% Top=GWR KSU SWFT TRN XPO WAB CNI EXPD ….. UAL UPS JBLU JBHT FDX CHRW LUV AAL=Bottom (Transportation)
COHW(34): 0.61% Top=SSYS CIEN VG PANW ZAYO ANET QCOM STX ….. HPQ AAPL FNSR TDS VZ T TMUS ACIA=Bottom (Computer Hardware/Telecom)
INSU(30): 0.56% Top=CNO UNM LNC PRU XL MET TMK AON ….. PGR ORI TRV MTG L VR FNF WLTW=Bottom (Insurance)
DISV(42): 0.53% Top=WTW ROL TRU ACM CXW CAR R RHI ….. ALLE CTAS LDOS GPN KBR ATHN ZTO RBA=Bottom (Diversified Services)
MATE(23): 0.35% Top=OC SUM PWR USG WCN VMC MDR TPH ….. SRCL FAST WM CAA LEN DHI DAR KBH=Bottom (Materials & Construction)
RETA(59): 0.27% Top=SFM GNC RH NFLX TIF ETSY KR CHS ….. DKS WMT SIG PIR JWN JCP W GME=Bottom (Retail & Specialty Retail)
CONS(49): 0.23% Top=WWW FOSL KS PBI PAY BC COTY OI ….. NWL UAA VFC KATE SEE GPK BLL PVH=Bottom (Consumer)
LEIS(33): 0.21% Top=MTN EXPE GPRO QSR MGM LQ STAY H ….. SONC WYNN MCD DRI RCL JACK EAT BLMN=Bottom (Leisure)
REAL(98): 0.02% Top=GEO CBG PEB CUZ LHO OUT EQC KRC ….. EQR HCP AMT PSA CBL EXR CUBE SC=Bottom (Real Estate)
CHEM(24): -0.03% Top=CC IFF OLN PAH WLK MON ASH ALB ….. EMN PPG POT MOS CE DOW DD CF=Bottom (Chemicals/Fertilizers)
ENER(89): -0.11% Top=SN REN AR WPX VVV ENLK COP SPN ….. CPE DO ATW PTEN MPC OAS PBF CRC=Bottom (Energy)

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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 12:18 pm ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 12:18 pm ET)
33.0% of stocks are above yesterday’s high.
73.8% are above yesterday’s midpoint. (26.2% are below.)
6.4% are below yesterday’s low.
60.6% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND (20170113 12:18 pm ET)
58.2% of stocks are above today’s open. (39.4% are below).
52.6% of stocks are above today’s open and yesterday’s close.
28.7% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 12:18 pm ET)
5.6% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN (20170113 12:18 pm ET)
65.0% of stocks are above yesterday’s close. (35.0% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.2% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20170113 12:18 pm ET)
2-day: >=95:6.6%…>=90:13.3%…>=80:24.7%…>=50:60.5%…<=20:12.2%…<=10:5.4%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:62.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:68.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 12:18 pm ET)
33.0% above previous 1 highs, 6.4% below previous 1 lows
22.9% above previous 2 highs, 3.9% below previous 2 lows
18.0% above previous 3 highs, 3.4% below previous 3 lows
15.8% above previous 4 highs, 3.3% below previous 4 lows
13.7% above previous 5 highs, 3.3% below previous 5 lows
11.9% above previous 6 highs, 2.8% below previous 6 lows
10.9% above previous 7 highs, 2.8% below previous 7 lows
10.4% above previous 8 highs, 2.1% below previous 8 lows
10.3% above previous 9 highs, 1.7% below previous 9 lows
10.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 12:18 pm ET)
65.0% are above or equal to 1/12 close (1 days ago), 35.0% are below.
51.2% are above or equal to 1/11 close (2 days ago), 48.8% are below.
60.3% are above or equal to 1/10 close (3 days ago), 39.7% are below.
63.1% are above or equal to 1/9 close (4 days ago), 36.9% are below.
50.9% are above or equal to 1/6 close (5 days ago), 49.1% are below.
51.5% are above or equal to 1/5 close (6 days ago), 48.5% are below.
47.6% are above or equal to 1/4 close (7 days ago), 52.4% are below.
63.7% are above or equal to 1/3 close (8 days ago), 36.3% are below.
69.8% are above or equal to 12/30 close (9 days ago), 30.2% are below.
68.7% are above or equal to 12/29 close (10 days ago), 31.3% are below.
68.1% are above or equal to 12/28 close (11 days ago), 31.9% are below.
54.2% are above or equal to 12/27 close (12 days ago), 45.8% are below.
58.4% are above or equal to 12/23 close (13 days ago), 41.6% are below.
59.4% are above or equal to 12/22 close (14 days ago), 40.6% are below.
55.6% are above or equal to 12/21 close (15 days ago), 44.4% are below.
52.8% are above or equal to 12/20 close (16 days ago), 47.2% are below.
58.3% are above or equal to 12/19 close (17 days ago), 41.7% are below.
62.7% are above or equal to 12/16 close (18 days ago), 37.3% are below.
60.4% are above or equal to 12/15 close (19 days ago), 39.6% are below.
63.4% are above or equal to 12/14 close (20 days ago), 36.6% are below.
52.6% are above or equal to 12/13 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 12:18 pm ET)
20d: 16.0% new highs, 2.7% new lows
21d: 15.4% new highs, 2.7% new lows
42d: 11.1% new highs, 1.5% new lows
63d: 8.4% new highs, 0.7% new lows
126d: 7.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 12:18 pm ET)
2-day: 63.7% above, 36.3% below
3-day: 58.3% above, 41.7% below
4-day: 58.6% above, 41.4% below
5-day: 60.8% above, 39.2% below
8-day: 53.3% above, 46.7% below
10-day: 60.3% above, 39.7% below
20-day: 59.8% above, 40.2% below
50-day: 76.2% above, 23.8% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 12:18 pm ET)
HEAL(44): 1.14% Top=DXCM CYH RMD COO PKI ABT BSX STE ….. ESRX AET LH EW VWR DGX BKD ELGX=Bottom (Health)
MANU(34): 1.13% Top=CFX DDD MRC TTC KMT PNR AOS MWA ….. DHR CAT BWXT MFS SWK DE GE EMR=Bottom (Manufacturing)
META(29): 1.03% Top=CENX CCJ CDE AG TECK PAAS CNX SLW ….. CMC STLD ABX NUE FCX AKS CLF AGI=Bottom (Metals & Mining)
ELEC(46): 0.97% Top=SIMO FSLR WAT QRVO CAVM SPWR MXL LRCX ….. INTC DLB PI NVDA MCHP AYI MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.76% Top=ATHM GRUB MBLY CHKP CSC TRIP VEEV FEYE ….. TWTR INTU ADBE BIDU SSNC ADP IBM SPLK=Bottom (Computer Software/Internet)
FINA(85): 0.56% Top=WETF NAVI OZRK BOFI VOYA CFR ZION EWBC ….. AMTD AXP PNC KKR EFX JNS OMF FHN=Bottom (Banks/Financials)
COHW(34): 0.49% Top=SSYS CIEN ZAYO PANW ANET BBRY QCOM STX ….. VRSN TDS AAPL VZ T TMUS ACIA ARRS=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.49% Top=GWR KSU SWFT WAB CNI XPO TRN ALK ….. CSX UPS JBLU FDX JBHT CHRW LUV AAL=Bottom (Transportation)
INSU(30): 0.39% Top=CNO XL PRU UNM MET LNC HIG AON ….. CINF CLGX MTG FAF L FNF VR WLTW=Bottom (Insurance)
DISV(42): 0.37% Top=WTW SBAC ROL YY FLT RRD TRU CAR ….. BAH ALLE LDOS GPN CTAS ATHN ZTO RBA=Bottom (Diversified Services)
MATE(23): 0.22% Top=OC SUM USG PWR WCN VMC TPH FLR ….. WM MLM CAA LEN SRCL DHI DAR KBH=Bottom (Materials & Construction)
RETA(59): 0.11% Top=GNC SFM TIF NFLX RH KR ETSY WFM ….. DKS BURL W GPS PIR JWN JCP GME=Bottom (Retail & Specialty Retail)
LEIS(33): 0.10% Top=MTN EXPE GPRO QSR MGM BYD STAY LQ ….. MCD DPZ JACK SONC DRI RCL EAT BLMN=Bottom (Leisure)
CONS(49): 0.05% Top=WWW FOSL KS COTY PAY BC OI PBI ….. NWL UAA KATE VFC SEE GPK BLL PVH=Bottom (Consumer)
REAL(98): -0.04% Top=GEO PEB CSAL CBG LHO EQC OUT HST ….. HCP MAA EQR EXR PSA CBL CUBE SC=Bottom (Real Estate)
ENER(89): -0.08% Top=SN AR REN VVV ENLK MPLX WPX SHLX ….. WLL EGN OAS PTEN HLX PBF SM CRC=Bottom (Energy)
CHEM(24): -0.14% Top=CC IFF WLK OLN MON PAH GRA HUN ….. PPG POT CE EMN DOW MOS DD CF=Bottom (Chemicals/Fertilizers)

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 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 11:02 am ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 11:02 am ET)
39.0% of stocks are above yesterday’s high.
78.4% are above yesterday’s midpoint. (21.6% are below.)
4.9% are below yesterday’s low.
56.1% are inside yesterday’s range.
67.6% of stocks with today’s high > yesterday’s high. (32.4% less than).
13.9% of stocks with today’s low < yesterday’s low. (86.1% greater than).

EVIDENCE OF INTRADAY TREND (20170113 11:02 am ET)
68.9% of stocks are above today’s open. (29.3% are below).
62.0% of stocks are above today’s open and yesterday’s close.
21.4% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 11:02 am ET)
13.4% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20170113 11:02 am ET)
72.1% of stocks are above yesterday’s close. (27.9% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.2% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY (20170113 11:02 am ET)
2-day: >=95:7.0%…>=90:13.8%…>=80:27.5%…>=50:66.3%…<=20:9.5%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:65.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:70.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 11:02 am ET)
39.0% above previous 1 highs, 4.9% below previous 1 lows
25.9% above previous 2 highs, 3.5% below previous 2 lows
20.5% above previous 3 highs, 3.1% below previous 3 lows
17.6% above previous 4 highs, 2.6% below previous 4 lows
14.9% above previous 5 highs, 2.6% below previous 5 lows
12.7% above previous 6 highs, 2.0% below previous 6 lows
11.2% above previous 7 highs, 1.8% below previous 7 lows
10.4% above previous 8 highs, 1.7% below previous 8 lows
10.3% above previous 9 highs, 1.5% below previous 9 lows
10.3% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 11:02 am ET)
72.1% are above or equal to 1/12 close (1 days ago), 27.9% are below.
58.1% are above or equal to 1/11 close (2 days ago), 41.9% are below.
64.5% are above or equal to 1/10 close (3 days ago), 35.5% are below.
67.2% are above or equal to 1/9 close (4 days ago), 32.8% are below.
54.2% are above or equal to 1/6 close (5 days ago), 45.8% are below.
54.8% are above or equal to 1/5 close (6 days ago), 45.2% are below.
49.3% are above or equal to 1/4 close (7 days ago), 50.7% are below.
66.6% are above or equal to 1/3 close (8 days ago), 33.4% are below.
72.4% are above or equal to 12/30 close (9 days ago), 27.6% are below.
70.9% are above or equal to 12/29 close (10 days ago), 29.1% are below.
71.5% are above or equal to 12/28 close (11 days ago), 28.5% are below.
57.5% are above or equal to 12/27 close (12 days ago), 42.5% are below.
61.9% are above or equal to 12/23 close (13 days ago), 38.1% are below.
62.3% are above or equal to 12/22 close (14 days ago), 37.7% are below.
58.2% are above or equal to 12/21 close (15 days ago), 41.8% are below.
55.7% are above or equal to 12/20 close (16 days ago), 44.3% are below.
60.8% are above or equal to 12/19 close (17 days ago), 39.2% are below.
65.6% are above or equal to 12/16 close (18 days ago), 34.4% are below.
63.2% are above or equal to 12/15 close (19 days ago), 36.8% are below.
65.5% are above or equal to 12/14 close (20 days ago), 34.5% are below.
53.5% are above or equal to 12/13 close (21 days ago), 46.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 11:02 am ET)
20d: 14.7% new highs, 2.7% new lows
21d: 14.2% new highs, 2.7% new lows
42d: 10.3% new highs, 1.5% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 6.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 11:02 am ET)
2-day: 70.2% above, 29.8% below
3-day: 65.6% above, 34.4% below
4-day: 66.3% above, 33.7% below
5-day: 66.0% above, 34.0% below
8-day: 57.7% above, 42.3% below
10-day: 63.8% above, 36.2% below
20-day: 63.1% above, 36.9% below
50-day: 77.1% above, 22.9% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 11:02 am ET)
ELEC(46): 1.16% Top=FSLR SIMO SPWR LRCX WAT FTV QRVO CAVM ….. DLB INTC MCHP MU AYI OCLR AMD PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 1.12% Top=RF ZION EWBC NAVI CFR BOFI WFC VOYA ….. CME WU ICE BX NDAQ JNS EFX FHN=Bottom (Banks/Financials)
MANU(34): 1.08% Top=CFX MRC DDD TTC KMT PNR TEX AOS ….. BWXT MHK DE DHR MFS SWK GE EMR=Bottom (Manufacturing)
HEAL(44): 1.03% Top=DXCM CYH RMD IART NUVA PKI DVA XRAY ….. DGX LH UNH BCR VWR BDX ELGX EW=Bottom (Health)
INSU(30): 0.86% Top=CNO UNM PRU LNC XL AGO MET HIG ….. AJG AXS AFL CLGX RDN FNF VR WLTW=Bottom (Insurance)
META(29): 0.84% Top=CENX CDE CCJ X PAAS TECK CLF AG ….. TAHO AEM SSRI NEM GG ABX FCX AGI=Bottom (Metals & Mining)
COSW(76): 0.69% Top=GRUB ATHM CHKP MBLY CSC FEYE XRX FB ….. ADBE SHOP INTU BIDU TEAM ADP NTNX SPLK=Bottom (Computer Software/Internet)
MATE(23): 0.63% Top=OC SUM MDR PWR TPH USG VMC DAR ….. CAA MAS DHI LEN FAST MLM SRCL KBH=Bottom (Materials & Construction)
COHW(34): 0.55% Top=CIEN ZAYO SSYS PANW BBRY ANET QCOM STX ….. VZ T TMUS AAPL CTL HRS ACIA ARRS=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.54% Top=GWR KSU SWFT WAB TRN EXPD CNI XPO ….. SAVE JBHT NSC ALK CSX CHRW LUV AAL=Bottom (Transportation)
DISV(42): 0.40% Top=WTW AMN ROL CAR ACM FLT URI JEC ….. ULTA KBR HRB BAH ALLE RBA ZTO ATHN=Bottom (Diversified Services)
CONS(49): 0.20% Top=WWW PAY KS BC FOSL COTY OI WRK ….. CRI UAA BLL GPK KATE SEE VFC PVH=Bottom (Consumer)
ENER(89): 0.17% Top=SN ENLK REN HES MPLX VVV MDU SPN ….. CPE SWN NFX PTEN HLX SM OAS CRC=Bottom (Energy)
CHEM(24): 0.12% Top=CC IFF WLK PAH AXTA OLN HUN ASH ….. PPG CE DOW DD EMN POT MOS CF=Bottom (Chemicals/Fertilizers)
RETA(59): 0.07% Top=NFLX TIF GNC SFM RH KR CHS ANF ….. WMT PIR SHLD W JWN BURL JCP GME=Bottom (Retail & Specialty Retail)
REAL(98): 0.03% Top=CSAL EQC PEB CBG RLGY JLL CUZ GEO ….. MAA GGP SKT O CUBE TWO CBL HCP=Bottom (Real Estate)
LEIS(33): 0.00% Top=GPRO MTN MGM WYN QSR H LQ MAR ….. DPZ DRI RCL EAT JACK BLMN TXRH SONC=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 11:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 10:18 am ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 (20170113 10:18 am ET)
36.6% of stocks are above yesterday’s high.
76.0% are above yesterday’s midpoint. (24.0% are below.)
4.4% are below yesterday’s low.
59.0% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20170113 10:18 am ET)
63.2% of stocks are above today’s open. (33.1% are below).
57.7% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 10:18 am ET)
10.3% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20170113 10:18 am ET)
67.8% of stocks are above yesterday’s close. (32.2% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.0% are up 3.5% or more. 0.1% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY (20170113 10:18 am ET)
2-day: >=95:6.2%…>=90:13.0%…>=80:25.9%…>=50:63.7%…<=20:11.2%…<=10:5.1%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:65.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:70.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 10:18 am ET)
36.6% above previous 1 highs, 4.4% below previous 1 lows
24.2% above previous 2 highs, 2.6% below previous 2 lows
20.0% above previous 3 highs, 2.1% below previous 3 lows
17.7% above previous 4 highs, 1.7% below previous 4 lows
14.4% above previous 5 highs, 1.7% below previous 5 lows
12.2% above previous 6 highs, 1.6% below previous 6 lows
10.6% above previous 7 highs, 1.5% below previous 7 lows
9.7% above previous 8 highs, 1.5% below previous 8 lows
9.7% above previous 9 highs, 1.2% below previous 9 lows
9.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 10:18 am ET)
67.8% are above or equal to 1/12 close (1 days ago), 32.2% are below.
55.6% are above or equal to 1/11 close (2 days ago), 44.4% are below.
63.0% are above or equal to 1/10 close (3 days ago), 37.0% are below.
65.6% are above or equal to 1/9 close (4 days ago), 34.4% are below.
54.5% are above or equal to 1/6 close (5 days ago), 45.5% are below.
53.9% are above or equal to 1/5 close (6 days ago), 46.1% are below.
49.8% are above or equal to 1/4 close (7 days ago), 50.2% are below.
66.7% are above or equal to 1/3 close (8 days ago), 33.3% are below.
71.9% are above or equal to 12/30 close (9 days ago), 28.1% are below.
69.6% are above or equal to 12/29 close (10 days ago), 30.4% are below.
72.2% are above or equal to 12/28 close (11 days ago), 27.8% are below.
57.5% are above or equal to 12/27 close (12 days ago), 42.5% are below.
61.4% are above or equal to 12/23 close (13 days ago), 38.6% are below.
61.9% are above or equal to 12/22 close (14 days ago), 38.1% are below.
57.5% are above or equal to 12/21 close (15 days ago), 42.5% are below.
54.5% are above or equal to 12/20 close (16 days ago), 45.5% are below.
60.6% are above or equal to 12/19 close (17 days ago), 39.4% are below.
66.0% are above or equal to 12/16 close (18 days ago), 34.0% are below.
63.3% are above or equal to 12/15 close (19 days ago), 36.7% are below.
64.7% are above or equal to 12/14 close (20 days ago), 35.3% are below.
53.9% are above or equal to 12/13 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 10:18 am ET)
20d: 13.9% new highs, 2.1% new lows
21d: 13.4% new highs, 2.1% new lows
42d: 9.8% new highs, 1.0% new lows
63d: 7.3% new highs, 0.4% new lows
126d: 6.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 10:18 am ET)
2-day: 66.3% above, 33.7% below
3-day: 61.9% above, 38.1% below
4-day: 62.6% above, 37.4% below
5-day: 64.4% above, 35.6% below
8-day: 57.1% above, 42.9% below
10-day: 62.8% above, 37.2% below
20-day: 63.3% above, 36.7% below
50-day: 76.0% above, 24.0% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 10:18 am ET)
FINA(85): 1.48% Top=EWBC WAL WFC RF OZRK CFR PNC PACW ….. ARCC ICE BX JNS NDAQ WU FHN EFX=Bottom (Banks/Financials)
MANU(34): 1.11% Top=CFX KMT TTC MRC DDD TEX PNR DOV ….. BWXT DE MFS DHR MHK EMR SWK GE=Bottom (Manufacturing)
INSU(30): 0.99% Top=CNO LNC PRU UNM MET XL ORI TMK ….. AON PGR AFL AJG MMC RDN FNF WLTW=Bottom (Insurance)
ELEC(46): 0.93% Top=SIMO FSLR SPWR LRCX WAT FTV CAVM CGNX ….. TXN INTC PI MCHP OCLR MU AYI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.82% Top=DXCM CYH RMD IRWD NUVA DVA PKI COO ….. BDX BAX VWR ACHC BCR BKD ELGX EW=Bottom (Health)
TRAN(23): 0.52% Top=GWR KSU TRN DAL EXPD SWFT JBLU UAL ….. ALK JBHT CP LUV CHRW AAL NSC CSX=Bottom (Transportation)
COSW(76): 0.46% Top=GRUB MBLY CHKP FB VEEV ATHM EA CSC ….. BIDU NOW ADBE SSNC CERN SPLK TEAM NTNX=Bottom (Computer Software/Internet)
MATE(23): 0.44% Top=OC SUM USG MDR PWR VMC TPH RSG ….. WCN MAS DAR LEN DHI CAA SRCL KBH=Bottom (Materials & Construction)
COHW(34): 0.44% Top=CIEN ZAYO SSYS S BBRY ANET PANW TMUS ….. LVLT VRSN VZ VG HRS ARRS CTL ACIA=Bottom (Computer Hardware/Telecom)
DISV(42): 0.37% Top=WTW CAR AMN ACM FLT URI ROL CXW ….. BAH GPN HRB VNTV KBR ATHN RBA ZTO=Bottom (Diversified Services)
META(29): 0.36% Top=X AKS CCJ CENX STLD CDE AG PAAS ….. CNX AEM SSRI NEM GG ABX FCX AGI=Bottom (Metals & Mining)
CHEM(24): 0.32% Top=CC HUN IFF WLK OLN AXTA PAH ASH ….. CE PX DOW PPG SHW POT DD EMN=Bottom (Chemicals/Fertilizers)
CONS(49): 0.17% Top=WWW BC KS FOSL COTY WRK PAY PKG ….. COH BERY BLL VFC KATE UAA SEE PVH=Bottom (Consumer)
ENER(89): 0.11% Top=SN AR ENLK VVV HES WPZ MDU CVI ….. CPE SWN ECA PBF OAS SM FTI CRC=Bottom (Energy)
RETA(59): 0.10% Top=GNC NFLX TIF KR SFM RH WFM CHS ….. M DLTR WMT JWN GPS JCP SHLD GME=Bottom (Retail & Specialty Retail)
LEIS(33): -0.03% Top=GPRO MTN MGM HLT CMG MAR H WEN ….. SHAK CCL JACK RCL DPZ SONC TXRH BLMN=Bottom (Leisure)
REAL(98): -0.24% Top=ALLY CSAL EQC PEB RLGY HST GEO JLL ….. GGP MAA SKT O HCP CBL TWO VER=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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/12/2017

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

Closing Stats
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 Closing)
17.4% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
17.7% are below yesterday’s low.
64.9% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
64.7% of stocks with today’s low < yesterday’s low. (35.3% greater than).

EVIDENCE OF INTRADAY TREND (20170112 Closing)
43.1% of stocks are above today’s open. (55.9% are below).
32.3% of stocks are above today’s open and yesterday’s close.
50.3% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 Closing)
20.8% of stocks are in the top 10% of today’s range.
37.1% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170112 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.8% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170112 Closing)
2-day: >=95:3.4%…>=90:9.1%…>=80:19.5%…>=50:46.1%…<=20:16.4%…<=10:7.0%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:58.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 Closing)
17.4% above previous 1 highs, 17.7% below previous 1 lows
12.4% above previous 2 highs, 10.9% below previous 2 lows
9.3% above previous 3 highs, 8.6% below previous 3 lows
6.5% above previous 4 highs, 7.2% below previous 4 lows
5.8% above previous 5 highs, 6.9% below previous 5 lows
5.3% above previous 6 highs, 5.9% below previous 6 lows
5.0% above previous 7 highs, 5.1% below previous 7 lows
4.9% above previous 8 highs, 4.9% below previous 8 lows
4.5% above previous 9 highs, 4.4% below previous 9 lows
4.3% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 Closing)
39.7% are above or equal to 1/11 close (1 days ago), 60.3% are below.
53.0% are above or equal to 1/10 close (2 days ago), 47.0% are below.
60.7% are above or equal to 1/9 close (3 days ago), 39.3% are below.
43.8% are above or equal to 1/6 close (4 days ago), 56.2% are below.
46.3% are above or equal to 1/5 close (5 days ago), 53.7% are below.
43.2% are above or equal to 1/4 close (6 days ago), 56.8% are below.
60.3% are above or equal to 1/3 close (7 days ago), 39.7% are below.
67.0% are above or equal to 12/30 close (8 days ago), 33.0% are below.
64.9% are above or equal to 12/29 close (9 days ago), 35.1% are below.
64.7% are above or equal to 12/28 close (10 days ago), 35.3% are below.
49.8% are above or equal to 12/27 close (11 days ago), 50.2% are below.
54.1% are above or equal to 12/23 close (12 days ago), 45.9% are below.
56.2% are above or equal to 12/22 close (13 days ago), 43.8% are below.
52.1% are above or equal to 12/21 close (14 days ago), 47.9% are below.
50.1% are above or equal to 12/20 close (15 days ago), 49.9% are below.
55.3% are above or equal to 12/19 close (16 days ago), 44.7% are below.
61.0% are above or equal to 12/16 close (17 days ago), 39.0% are below.
57.2% are above or equal to 12/15 close (18 days ago), 42.8% are below.
61.2% are above or equal to 12/14 close (19 days ago), 38.8% are below.
49.1% are above or equal to 12/13 close (20 days ago), 50.9% are below.
51.4% are above or equal to 12/12 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 Closing)
20d: 7.8% new highs, 12.6% new lows
21d: 7.1% new highs, 12.1% new lows
42d: 4.9% new highs, 3.2% new lows
63d: 3.3% new highs, 1.3% new lows
126d: 2.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 Closing)
2-day: 37.9% above, 62.1% below
3-day: 47.5% above, 52.5% below
4-day: 49.8% above, 50.2% below
5-day: 48.3% above, 51.7% below
8-day: 49.2% above, 50.8% below
10-day: 55.4% above, 44.6% below
20-day: 55.3% above, 44.7% below
50-day: 76.1% above, 23.9% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 Closing)
REAL(98): 0.42% Top=BAM OHI HTA O KIM BXP WRI AMH ….. PEB HST LHO PSA CUBE EXR CBG SC=Bottom (Real Estate)
CHEM(24): 0.13% Top=PAH WLK CF FMC ALB AXTA HUN CE ….. MOS APD POT IFF CC EMN MON OLN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.05% Top=ELGX BKD HRC CNC ANTM HLS BSX PRXL ….. EW XRAY NUVA HOLX A DXCM IART CYH=Bottom (Health)
COHW(34): -0.12% Top=FNSR ACIA VG T ZAYO BCE NTAP VZ ….. WDC HPQ TDS COMM CIEN PSTG S ARRS=Bottom (Computer Hardware/Telecom)
COSW(75): -0.13% Top=TEAM ZEN CERN CSRA IT RHT TSS CDK ….. YHOO MDRX NATI NTES WDAY VIPS SPLK ATHM=Bottom (Computer Software/Internet)
DISV(42): -0.15% Top=ATHN WTW YY MCO MYGN MA FISV VNTV ….. CTAS ROL AL CAR URI ZTO AMN ACM=Bottom (Diversified Services)
CONS(49): -0.15% Top=PBI HAS KATE CCK SKX EL OI TUP ….. IP LEG LULU VFC PAY KS PKG GT=Bottom (Consumer)
RETA(59): -0.31% Top=TIF DSW BBY AMZN KR GPS KSS CASY ….. GNC BID MELI ETSY PIR ANF CHS SHLD=Bottom (Retail & Specialty Retail)
META(29): -0.38% Top=CENX SCCO AA CCJ FNV ABX SSRI GG ….. AGI TAHO CLF CMC STLD FCX X AKS=Bottom (Metals & Mining)
TRAN(23): -0.41% Top=CSX KSU XPO CP SAVE UNP NSC JBHT ….. TRN FDX DAL AAL LUV UAL SWFT JBLU=Bottom (Transportation)
LEIS(33): -0.44% Top=TXRH DRI WEN BYD MCD DNKN EXPE EAT ….. CMG MGM LQ MTN SEAS CCL QSR SONC=Bottom (Leisure)
MATE(23): -0.46% Top=FAST TPH OC LEN PHM FLR RSG KBH ….. USG MAS WCN WY TOL SUM MDR DAR=Bottom (Materials & Construction)
ELEC(46): -0.50% Top=MXL AYI OCLR PI TEL TRMB JBL CAVM ….. NVDA MU SWKS MSCC CRUS SPWR AMD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.52% Top=CRC AR RES QEP RRC SN PE COG ….. COP MTDR DK XEC WLL NBR EGN HES=Bottom (Energy)
MANU(34): -0.73% Top=DDD ATI AME SWK BWXT TTC DHR EMR ….. MFS CMI TEX KMT XYL CFX MRC MWA=Bottom (Manufacturing)
INSU(31): -0.82% Top=MBI CLGX MMC AJG XL VR WLTW AON ….. AFSI FAF LNC ORI MTG PRU CNO CINF=Bottom (Insurance)
FINA(85): -0.93% Top=LM PYPL CME LAZ EFX PSEC AMP TD ….. ZION HOMB EWBC FNB WAL PNC OZRK UMPQ=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 @ 3:12 pm

Market Stats at 3:11 pm ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 3:11 pm ET)
14.4% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
21.9% are below yesterday’s low.
63.6% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
64.5% of stocks with today’s low < yesterday’s low. (35.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 3:11 pm ET)
38.4% of stocks are above today’s open. (60.8% are below).
26.4% of stocks are above today’s open and yesterday’s close.
55.4% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 3:11 pm ET)
9.1% of stocks are in the top 10% of today’s range.
24.8% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170112 3:11 pm ET)
33.0% of stocks are above yesterday’s close. (67.0% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.7% are up 3.5% or more. 1.6% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170112 3:11 pm ET)
2-day: >=95:2.9%…>=90:7.0%…>=80:15.1%…>=50:39.3%…<=20:19.3%…<=10:8.6%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:55.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 3:11 pm ET)
14.4% above previous 1 highs, 21.9% below previous 1 lows
10.5% above previous 2 highs, 14.6% below previous 2 lows
8.2% above previous 3 highs, 10.6% below previous 3 lows
5.9% above previous 4 highs, 9.2% below previous 4 lows
5.0% above previous 5 highs, 8.7% below previous 5 lows
4.5% above previous 6 highs, 7.8% below previous 6 lows
4.3% above previous 7 highs, 6.2% below previous 7 lows
4.3% above previous 8 highs, 5.8% below previous 8 lows
3.9% above previous 9 highs, 5.4% below previous 9 lows
3.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 3:11 pm ET)
33.0% are above or equal to 1/11 close (1 days ago), 67.0% are below.
47.0% are above or equal to 1/10 close (2 days ago), 53.0% are below.
56.2% are above or equal to 1/9 close (3 days ago), 43.8% are below.
41.1% are above or equal to 1/6 close (4 days ago), 58.9% are below.
44.8% are above or equal to 1/5 close (5 days ago), 55.2% are below.
41.1% are above or equal to 1/4 close (6 days ago), 58.9% are below.
56.8% are above or equal to 1/3 close (7 days ago), 43.2% are below.
65.1% are above or equal to 12/30 close (8 days ago), 34.9% are below.
63.5% are above or equal to 12/29 close (9 days ago), 36.5% are below.
62.9% are above or equal to 12/28 close (10 days ago), 37.1% are below.
48.5% are above or equal to 12/27 close (11 days ago), 51.5% are below.
51.9% are above or equal to 12/23 close (12 days ago), 48.1% are below.
54.1% are above or equal to 12/22 close (13 days ago), 45.9% are below.
50.6% are above or equal to 12/21 close (14 days ago), 49.4% are below.
47.5% are above or equal to 12/20 close (15 days ago), 52.5% are below.
53.4% are above or equal to 12/19 close (16 days ago), 46.6% are below.
59.2% are above or equal to 12/16 close (17 days ago), 40.8% are below.
56.8% are above or equal to 12/15 close (18 days ago), 43.2% are below.
59.7% are above or equal to 12/14 close (19 days ago), 40.3% are below.
47.5% are above or equal to 12/13 close (20 days ago), 52.5% are below.
49.9% are above or equal to 12/12 close (21 days ago), 50.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 3:11 pm ET)
20d: 7.0% new highs, 12.6% new lows
21d: 6.4% new highs, 12.1% new lows
42d: 4.3% new highs, 3.2% new lows
63d: 3.1% new highs, 1.3% new lows
126d: 2.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 3:11 pm ET)
2-day: 31.6% above, 68.4% below
3-day: 39.3% above, 60.7% below
4-day: 44.8% above, 55.2% below
5-day: 41.9% above, 58.1% below
8-day: 45.2% above, 54.8% below
10-day: 52.3% above, 47.7% below
20-day: 53.1% above, 46.9% below
50-day: 74.3% above, 25.7% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 3:11 pm ET)
REAL(98): 0.09% Top=BAM OHI O KIM HTA AMH DDR EQR ….. PEB HST LHO PSA EXR CBG SC CUBE=Bottom (Real Estate)
CHEM(24): -0.00% Top=PAH WLK ALB FMC PX DD CF AXTA ….. ASH APD POT MON EMN IFF CC OLN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.07% Top=ELGX BKD CNC HRC ANTM HLS BSX DVA ….. BAX IRWD NUVA A HOLX DXCM CYH IART=Bottom (Health)
CONS(49): -0.24% Top=HAS KATE CCK PBI SKX EL OI CL ….. IP LEG LULU VFC GT PKG KS PAY=Bottom (Consumer)
DISV(42): -0.27% Top=YY ATHN WTW MCO FISV MYGN MA G ….. CTAS TRU AL URI ZTO CAR AMN ACM=Bottom (Diversified Services)
COSW(75): -0.30% Top=TEAM ZEN CERN CDK CSRA TSS GRUB SYMC ….. MSFT BIDU VIPS NATI WDAY NTES SPLK ATHM=Bottom (Computer Software/Internet)
RETA(59): -0.31% Top=TIF AMZN BBY KR GPS DSW CASY BBBY ….. FINL ETSY ANF MELI BID CHS PIR SHLD=Bottom (Retail & Specialty Retail)
TRAN(23): -0.32% Top=KSU SAVE CSX NSC CP UNP JBHT CNI ….. DAL AAL FDX TRN UAL LUV SWFT JBLU=Bottom (Transportation)
COHW(34): -0.33% Top=FNSR ACIA VG T BCE VZ ZAYO VRSN ….. STX PSTG TDS HPQ WDC CIEN S ARRS=Bottom (Computer Hardware/Telecom)
LEIS(33): -0.49% Top=DRI TXRH WEN BYD MCD DNKN GPRO EXPE ….. MAR LQ MGM MTN CCL SEAS QSR SONC=Bottom (Leisure)
MATE(23): -0.50% Top=FAST OC TPH LEN PHM KBH FLR DHI ….. TOL WY MAS USG WCN MDR SUM DAR=Bottom (Materials & Construction)
ENER(88): -0.50% Top=CRC AR RES RRC QEP ATW SN PE ….. WPX MTDR DVN DK XEC EGN NBR HES=Bottom (Energy)
META(29): -0.70% Top=CENX AA SCCO CCJ FNV ABX CNX GG ….. AG AGI TAHO CMC STLD FCX X AKS=Bottom (Metals & Mining)
ELEC(46): -0.82% Top=AYI PI MXL TEL JBL TRMB OCLR FTV ….. NVDA SWKS CRUS MU MSCC SPWR AMD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.94% Top=AME DDD ATI SWK DHR BWXT GE MHK ….. MFS DCI XYL TEX CFX KMT MWA MRC=Bottom (Manufacturing)
INSU(31): -1.00% Top=MBI MMC CLGX VR XL WLTW AON AJG ….. AFSI FAF MTG LNC ORI PRU CNO CINF=Bottom (Insurance)
FINA(85): -1.12% Top=LM PYPL LAZ CME PSEC EFX KKR CLNS ….. PACW EWBC HOMB FNB WAL OZRK PNC UMPQ=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 3:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 1:27 pm ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 1:27 pm ET)
9.5% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
28.8% are below yesterday’s low.
61.7% are inside yesterday’s range.
30.7% of stocks with today’s high > yesterday’s high. (69.3% less than).
64.5% of stocks with today’s low < yesterday’s low. (35.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 1:27 pm ET)
28.8% of stocks are above today’s open. (69.9% are below).
19.1% of stocks are above today’s open and yesterday’s close.
63.6% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 1:27 pm ET)
10.6% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170112 1:27 pm ET)
26.4% of stocks are above yesterday’s close. (73.6% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20170112 1:27 pm ET)
2-day: >=95:1.7%…>=90:3.8%…>=80:10.3%…>=50:32.8%…<=20:24.2%…<=10:10.0%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 1:27 pm ET)
9.5% above previous 1 highs, 28.8% below previous 1 lows
6.5% above previous 2 highs, 19.1% below previous 2 lows
5.5% above previous 3 highs, 15.2% below previous 3 lows
4.0% above previous 4 highs, 13.2% below previous 4 lows
3.7% above previous 5 highs, 12.0% below previous 5 lows
3.7% above previous 6 highs, 10.8% below previous 6 lows
3.4% above previous 7 highs, 8.7% below previous 7 lows
3.2% above previous 8 highs, 7.7% below previous 8 lows
3.1% above previous 9 highs, 6.6% below previous 9 lows
2.8% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 1:27 pm ET)
26.4% are above or equal to 1/11 close (1 days ago), 73.6% are below.
39.7% are above or equal to 1/10 close (2 days ago), 60.3% are below.
49.9% are above or equal to 1/9 close (3 days ago), 50.1% are below.
36.7% are above or equal to 1/6 close (4 days ago), 63.3% are below.
41.0% are above or equal to 1/5 close (5 days ago), 59.0% are below.
37.3% are above or equal to 1/4 close (6 days ago), 62.7% are below.
53.7% are above or equal to 1/3 close (7 days ago), 46.3% are below.
63.3% are above or equal to 12/30 close (8 days ago), 36.7% are below.
59.6% are above or equal to 12/29 close (9 days ago), 40.4% are below.
59.0% are above or equal to 12/28 close (10 days ago), 41.0% are below.
45.7% are above or equal to 12/27 close (11 days ago), 54.3% are below.
49.1% are above or equal to 12/23 close (12 days ago), 50.9% are below.
51.8% are above or equal to 12/22 close (13 days ago), 48.2% are below.
47.9% are above or equal to 12/21 close (14 days ago), 52.1% are below.
44.7% are above or equal to 12/20 close (15 days ago), 55.3% are below.
49.9% are above or equal to 12/19 close (16 days ago), 50.1% are below.
56.8% are above or equal to 12/16 close (17 days ago), 43.2% are below.
53.7% are above or equal to 12/15 close (18 days ago), 46.3% are below.
57.3% are above or equal to 12/14 close (19 days ago), 42.7% are below.
45.2% are above or equal to 12/13 close (20 days ago), 54.8% are below.
45.8% are above or equal to 12/12 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 1:27 pm ET)
20d: 6.1% new highs, 12.4% new lows
21d: 5.3% new highs, 11.9% new lows
42d: 3.7% new highs, 3.1% new lows
63d: 2.4% new highs, 1.3% new lows
126d: 2.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 1:27 pm ET)
2-day: 25.1% above, 74.9% below
3-day: 32.4% above, 67.6% below
4-day: 36.7% above, 63.3% below
5-day: 36.5% above, 63.5% below
8-day: 40.6% above, 59.4% below
10-day: 48.3% above, 51.7% below
20-day: 48.3% above, 51.7% below
50-day: 73.3% above, 26.7% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 1:27 pm ET)
META(29): 0.22% Top=CENX AA SCCO SSRI ABX PAAS CCJ FNV ….. ARNC NUE FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.09% Top=BAM KIM EQR OHI WRI O DDR HTA ….. LHO PSA CUBE PEB DRH SC CBG HST=Bottom (Real Estate)
HEAL(44): -0.28% Top=ELGX BKD HRC CNC HLS ANTM DVA BSX ….. HOLX BAX STE NUVA DXCM A IART CYH=Bottom (Health)
CHEM(24): -0.32% Top=PAH WLK HUN PX AXTA CF FMC DOW ….. GRA APD MOS CE MON EMN OLN CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.44% Top=TIF SIG BBY AMZN BBBY GPS CASY DSW ….. FINL LB ANF MELI CHS BID PIR SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.48% Top=EL KATE CCK SKX CL NWL PBI PVH ….. IP BERY AVY WRK GT PKG PAY KS=Bottom (Consumer)
TRAN(23): -0.53% Top=SAVE CNI CP NSC JBHT CSX UNP CHRW ….. FDX DAL TRN AAL SWFT UAL LUV JBLU=Bottom (Transportation)
COHW(34): -0.55% Top=ACIA FNSR T BCE VZ ZAYO CCI VG ….. COMM PANW STX PSTG CIEN WDC HPQ S=Bottom (Computer Hardware/Telecom)
COSW(75): -0.61% Top=TEAM ZEN IT CERN CDK TSS EQIX CSRA ….. NCR NATI WDAY MDRX NTES VIPS ATHM SPLK=Bottom (Computer Software/Internet)
DISV(42): -0.63% Top=ATHN MCO YY MYGN WTW MA G FISV ….. RRD CTAS CXW URI CAR AMN ZTO ACM=Bottom (Diversified Services)
LEIS(33): -0.68% Top=BYD TXRH DRI MCD WEN GPRO DNKN SHAK ….. STAY MTN HLT LQ SEAS SONC MGM CCL=Bottom (Leisure)
ENER(88): -0.76% Top=CRC RRC AR QEP SN RES RIG PE ….. OII MTDR DVN HLX XEC NBR EGN HES=Bottom (Energy)
MATE(23): -0.85% Top=FAST TPH FLR LEN PHM OC RSG CAA ….. TOL MAS MLM USG KBH SUM MDR DAR=Bottom (Materials & Construction)
ELEC(46): -1.13% Top=MXL OCLR AYI GRMN JBL FTV TEL TRMB ….. NVDA CRUS SWKS MSCC MU AMD SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -1.21% Top=AME SWK BWXT DE TTC ITT DHR AGCO ….. DOV FLS CMI XYL CFX KMT MRC MWA=Bottom (Manufacturing)
INSU(31): -1.28% Top=CLGX MMC VR AFL MBI AXS WLTW AON ….. FNF MET ORI MTG LNC PRU CNO CINF=Bottom (Insurance)
FINA(85): -1.45% Top=LM CME PYPL PSEC CLNS LAZ ICE TD ….. PACW HOMB WAL SIVB PNC OZRK UMPQ BOFI=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 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 12:54 pm ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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 (20170112 12:54 pm ET)
8.3% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
31.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
64.4% of stocks with today’s low < yesterday’s low. (35.6% greater than).

EVIDENCE OF INTRADAY TREND (20170112 12:54 pm ET)
27.1% of stocks are above today’s open. (71.4% are below).
16.6% of stocks are above today’s open and yesterday’s close.
66.1% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 12:54 pm ET)
10.4% of stocks are in the top 10% of today’s range.
19.2% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170112 12:54 pm ET)
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.7% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20170112 12:54 pm ET)
2-day: >=95:1.5%…>=90:3.3%…>=80:7.8%…>=50:30.7%…<=20:23.7%…<=10:10.2%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 12:54 pm ET)
8.3% above previous 1 highs, 31.7% below previous 1 lows
5.6% above previous 2 highs, 21.2% below previous 2 lows
4.7% above previous 3 highs, 17.0% below previous 3 lows
3.5% above previous 4 highs, 14.9% below previous 4 lows
3.2% above previous 5 highs, 13.7% below previous 5 lows
3.2% above previous 6 highs, 12.5% below previous 6 lows
3.1% above previous 7 highs, 9.5% below previous 7 lows
2.8% above previous 8 highs, 8.4% below previous 8 lows
2.7% above previous 9 highs, 7.5% below previous 9 lows
2.6% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 12:54 pm ET)
23.9% are above or equal to 1/11 close (1 days ago), 76.1% are below.
38.8% are above or equal to 1/10 close (2 days ago), 61.2% are below.
49.4% are above or equal to 1/9 close (3 days ago), 50.6% are below.
35.7% are above or equal to 1/6 close (4 days ago), 64.3% are below.
40.4% are above or equal to 1/5 close (5 days ago), 59.6% are below.
37.0% are above or equal to 1/4 close (6 days ago), 63.0% are below.
52.8% are above or equal to 1/3 close (7 days ago), 47.2% are below.
62.5% are above or equal to 12/30 close (8 days ago), 37.5% are below.
58.6% are above or equal to 12/29 close (9 days ago), 41.4% are below.
58.9% are above or equal to 12/28 close (10 days ago), 41.1% are below.
45.3% are above or equal to 12/27 close (11 days ago), 54.7% are below.
48.7% are above or equal to 12/23 close (12 days ago), 51.3% are below.
51.8% are above or equal to 12/22 close (13 days ago), 48.2% are below.
48.2% are above or equal to 12/21 close (14 days ago), 51.8% are below.
44.1% are above or equal to 12/20 close (15 days ago), 55.9% are below.
49.8% are above or equal to 12/19 close (16 days ago), 50.2% are below.
56.2% are above or equal to 12/16 close (17 days ago), 43.8% are below.
53.4% are above or equal to 12/15 close (18 days ago), 46.6% are below.
56.3% are above or equal to 12/14 close (19 days ago), 43.7% are below.
44.7% are above or equal to 12/13 close (20 days ago), 55.3% are below.
46.0% are above or equal to 12/12 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 12:54 pm ET)
20d: 6.1% new highs, 12.4% new lows
21d: 5.3% new highs, 11.9% new lows
42d: 3.7% new highs, 3.1% new lows
63d: 2.4% new highs, 1.3% new lows
126d: 2.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 12:54 pm ET)
2-day: 22.3% above, 77.7% below
3-day: 29.7% above, 70.3% below
4-day: 35.3% above, 64.7% below
5-day: 35.1% above, 64.9% below
8-day: 39.7% above, 60.3% below
10-day: 46.0% above, 54.0% below
20-day: 48.5% above, 51.5% below
50-day: 72.7% above, 27.3% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 12:54 pm ET)
META(29): 0.07% Top=CENX AA SCCO SSRI CCJ FNV ABX PAAS ….. SLCA NUE FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.05% Top=BAM KIM OHI WRI DDR O HTA MAA ….. CUBE PSA PEB LHO DRH CBG SC HST=Bottom (Real Estate)
HEAL(44): -0.32% Top=ELGX BKD HLS HRC CNC ANTM DVA BSX ….. VWR HOLX STE DXCM NUVA A IART CYH=Bottom (Health)
CHEM(24): -0.41% Top=PAH WLK PX AXTA ALB CF DOW HUN ….. MOS APD GRA CE MON EMN OLN CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.55% Top=TIF BBY AMZN GPS BBBY SIG GME M ….. URBN FINL MELI TLRD CHS BID PIR SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.58% Top=EL CL SKX CCK KATE NWL PVH TUP ….. LEG BERY AVY WRK GT PKG PAY KS=Bottom (Consumer)
COHW(34): -0.58% Top=ACIA FNSR T BCE VZ CCI VG ZAYO ….. STX COMM PANW PSTG CIEN WDC S HPQ=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.61% Top=SAVE CSX CNI JBHT NSC CP UNP ALK ….. WAB UAL TRN FDX AAL LUV SWFT JBLU=Bottom (Transportation)
LEIS(33): -0.66% Top=BYD TXRH DRI WEN MCD SHAK EXPE GPRO ….. H WYNN MTN LQ SEAS CCL MGM SONC=Bottom (Leisure)
COSW(75): -0.67% Top=TEAM ZEN IT CERN CSRA TSS EQIX CDK ….. NTES XRX MDRX NATI WDAY VIPS SPLK ATHM=Bottom (Computer Software/Internet)
DISV(42): -0.71% Top=ATHN MCO YY MYGN MA FISV SBAC VNTV ….. CTAS CXW AL CAR URI ZTO AMN ACM=Bottom (Diversified Services)
ENER(88): -0.80% Top=CRC RRC QEP AR COG SN PE RES ….. DVN DK MTDR HLX XEC NBR EGN HES=Bottom (Energy)
MATE(23): -1.19% Top=FAST FLR TPH LEN RSG PHM OC WM ….. TOL MLM MAS USG SUM MDR DAR KBH=Bottom (Materials & Construction)
ELEC(46): -1.19% Top=MXL OCLR GRMN AYI TEL FTV JBL DLB ….. IDTI SWKS MU CRUS SPWR MSCC SIMO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -1.26% Top=CLGX MMC VR AFL AXS WLTW MBI AON ….. AIG MET ORI MTG PRU LNC CNO CINF=Bottom (Insurance)
MANU(34): -1.35% Top=AME SWK BWXT DE GE AGCO TTC DHR ….. FLS IR CMI XYL MRC KMT MWA CFX=Bottom (Manufacturing)
FINA(85): -1.49% Top=PYPL CME CLNS LAZ PSEC LM ICE EFX ….. PNC EWBC ZION NAVI SIVB OZRK UMPQ BOFI=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 12:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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