daytrend

01/03/2017

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 9:52 am ET
by daytrend on 20170103. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170103 9:52 am ET)
40.5% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
7.1% are below yesterday’s low.
52.4% are inside yesterday’s range.
66.5% of stocks with today’s high > yesterday’s high. (33.5% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20170103 9:52 am ET)
49.3% of stocks are above today’s open. (49.5% are below).
47.3% of stocks are above today’s open and yesterday’s close.
18.4% are below both.
37.7% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170103 9:52 am ET)
8.8% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
20.4% are in the bottom 10%.

GAIN (20170103 9:52 am ET)
79.2% of stocks are above yesterday’s close. (20.8% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.1% are up 3.5% or more. 0.1% are down 3.5% or more.
51.7% are between +1% and -1%.

RSI on DAILY (20170103 9:52 am ET)
2-day: >=95:2.2%…>=90:7.1%…>=80:24.8%…>=50:73.2%…<=20:11.4%…<=10:7.5%…<=5:4.3%…
9-day: >=95:0.1%…>=90:0.2%…>=80:0.5%…>=50:55.7%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:61.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170103 9:52 am ET)
40.5% above previous 1 highs, 7.1% below previous 1 lows
28.5% above previous 2 highs, 6.1% below previous 2 lows
12.8% above previous 3 highs, 6.0% below previous 3 lows
10.2% above previous 4 highs, 5.8% below previous 4 lows
10.0% above previous 5 highs, 5.6% below previous 5 lows
8.2% above previous 6 highs, 5.2% below previous 6 lows
6.8% above previous 7 highs, 4.6% below previous 7 lows
6.1% above previous 8 highs, 4.5% below previous 8 lows
6.0% above previous 9 highs, 4.1% below previous 9 lows
5.6% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170103 9:52 am ET)
79.2% are above or equal to 12/30 close (1 days ago), 20.8% are below.
67.0% are above or equal to 12/29 close (2 days ago), 33.0% are below.
66.3% are above or equal to 12/28 close (3 days ago), 33.7% are below.
34.7% are above or equal to 12/27 close (4 days ago), 65.3% are below.
44.9% are above or equal to 12/23 close (5 days ago), 55.1% are below.
49.4% are above or equal to 12/22 close (6 days ago), 50.6% are below.
39.5% are above or equal to 12/21 close (7 days ago), 60.5% are below.
34.7% are above or equal to 12/20 close (8 days ago), 65.3% are below.
43.9% are above or equal to 12/19 close (9 days ago), 56.1% are below.
50.9% are above or equal to 12/16 close (10 days ago), 49.1% are below.
46.7% are above or equal to 12/15 close (11 days ago), 53.3% are below.
53.3% are above or equal to 12/14 close (12 days ago), 46.7% are below.
36.3% are above or equal to 12/13 close (13 days ago), 63.7% are below.
40.8% are above or equal to 12/12 close (14 days ago), 59.2% are below.
34.7% are above or equal to 12/9 close (15 days ago), 65.3% are below.
36.3% are above or equal to 12/8 close (16 days ago), 63.7% are below.
42.7% are above or equal to 12/7 close (17 days ago), 57.3% are below.
56.1% are above or equal to 12/6 close (18 days ago), 43.9% are below.
60.7% are above or equal to 12/5 close (19 days ago), 39.3% are below.
67.9% are above or equal to 12/2 close (20 days ago), 32.1% are below.
68.6% are above or equal to 12/1 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170103 9:52 am ET)
20d: 8.6% new highs, 2.7% new lows
21d: 8.5% new highs, 2.4% new lows
42d: 7.4% new highs, 0.7% new lows
63d: 6.0% new highs, 0.6% new lows
126d: 4.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170103 9:52 am ET)
2-day: 78.3% above, 21.7% below
3-day: 74.9% above, 25.1% below
4-day: 74.3% above, 25.7% below
5-day: 64.0% above, 36.0% below
8-day: 52.6% above, 47.4% below
10-day: 48.8% above, 51.2% below
20-day: 47.0% above, 53.0% below
50-day: 69.8% above, 30.2% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170103 9:52 am ET)
ENER(90): 2.57% Top=ATW WLL MPC RDC RIG QEP DO LPI ….. MPLX GPOR ENLK MDU RICE RRC COG SWN=Bottom (Energy)
META(28): 2.29% Top=CDE AG GG FCX SSRI AGI AKS SLCA ….. AEM CMC FNV FMSA CENX NUE STLD CCJ=Bottom (Metals & Mining)
REAL(98): 1.96% Top=GPT NRF CLNY RLGY CSAL AGNC CBL NRZ ….. HTA STOR BRX KRC HCN VTR MAA DOC=Bottom (Real Estate)
MANU(34): 1.44% Top=MRC KMT DOV TEX ROK PNR DDD CAT ….. DCI ITW IR TTC SWK HON BWXT GE=Bottom (Manufacturing)
FINA(88): 1.14% Top=WETF OMF WDR PYPL CIT LM SIVB PB ….. EFX BKU NDAQ ARCC ACAS CME PSEC CBOE=Bottom (Banks/Financials)
DISV(42): 1.13% Top=CXW YY JEC URI FDC MYGN FLT MCO ….. AMN FISV MAN HRB GPN LDOS WTW BAH=Bottom (Diversified Services)
TRAN(25): 1.04% Top=BRS XPO WAB TRN LUV CNI SWFT ALK ….. UPS UAL NSC FDX AAL KSU EXPD CHRW=Bottom (Transportation)
COHW(31): 0.99% Top=STX CTL WDC LVLT TMUS TDC NTAP ARRS ….. VIAV MSI BCE CSCO T AAPL CDW COMM=Bottom (Computer Hardware/Telecom)
CONS(48): 0.95% Top=ENR OI NKE COTY HBI GT PAY LULU ….. AVY PKG BERY CL PG TPX CHD KATE=Bottom (Consumer)
CHEM(24): 0.93% Top=PAH CF GRA FMC POT MOS ALB EMN ….. AXTA PX DD DOW APD MON SMG CC=Bottom (Chemicals/Fertilizers)
ELEC(46): 0.91% Top=FIT FSLR CSIQ PI HIMX MSCC IDTI MXL ….. KEYS TEL CGNX MCHP AMD XLNX OCLR NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.70% Top=BITA WB MBLY SINA WDAY WUBA CRM MDRX ….. SHOP BR CSC TTWO GRUB ATHM TWLO XRX=Bottom (Computer Software/Internet)
MATE(24): 0.69% Top=MDR MLM USG FLR EXP SUM DAR KBH ….. WY OC TOL SRCL LEN WCN WM RSG=Bottom (Materials & Construction)
RETA(62): 0.44% Top=ASNA NFLX AEO MELI PIR RH ETSY GPS ….. M ANF WMT JCP CASY SHLD KR DSW=Bottom (Retail & Specialty Retail)
INSU(31): 0.20% Top=MBI MTG AGO CNO UNM WLTW HIG L ….. CLGX AFL VR AFSI AXS PGR ALL TRV=Bottom (Insurance)
HEAL(42): 0.04% Top=DVA A TMO EW BKD UHS DGX PRXL ….. HOLX AET RMD NUVA SYK OPK BDX DXCM=Bottom (Health)
LEIS(33): 0.03% Top=GPRO RCL SEAS MGM BYD H RRR MAR ….. MCD DNKN LVS SONC EAT JACK DRI ARMK=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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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