daytrend

01/03/2017

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

Market Stats at 10:18 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 10:18 am ET)
57.1% of stocks are above yesterday’s high.
83.5% are above yesterday’s midpoint. (16.5% are below.)
5.6% are below yesterday’s low.
37.3% are inside yesterday’s range.
74.7% of stocks with today’s high > yesterday’s high. (25.3% less than).
14.2% of stocks with today’s low < yesterday’s low. (85.8% greater than).

EVIDENCE OF INTRADAY TREND (20170103 10:18 am ET)
67.4% of stocks are above today’s open. (31.1% are below).
65.8% of stocks are above today’s open and yesterday’s close.
12.5% 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 10:18 am ET)
16.2% of stocks are in the top 10% of today’s range.
36.1% are in the top 20%.
72.4% are in the top half. 27.6% of stocks are in the bottom half of today’s range.
5.8% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20170103 10:18 am ET)
85.9% of stocks are above yesterday’s close. (14.1% are below.)
2.9% are up 4.5% or more. 0.1% are down 4.5% or more.
7.5% are up 3.5% or more. 0.4% are down 3.5% or more.
35.6% are between +1% and -1%.

RSI on DAILY (20170103 10:18 am ET)
2-day: >=95:3.3%…>=90:11.4%…>=80:40.3%…>=50:83.6%…<=20:7.7%…<=10:4.9%…<=5:3.3%…
9-day: >=95:0.1%…>=90:0.2%…>=80:0.7%…>=50:62.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:66.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170103 10:18 am ET)
57.1% above previous 1 highs, 5.6% below previous 1 lows
47.6% above previous 2 highs, 4.9% below previous 2 lows
24.0% above previous 3 highs, 4.7% below previous 3 lows
18.2% above previous 4 highs, 4.6% below previous 4 lows
17.5% above previous 5 highs, 4.5% below previous 5 lows
15.0% above previous 6 highs, 3.9% below previous 6 lows
12.4% above previous 7 highs, 3.9% below previous 7 lows
10.3% above previous 8 highs, 3.6% below previous 8 lows
9.9% above previous 9 highs, 3.3% below previous 9 lows
9.0% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170103 10:18 am ET)
85.9% are above or equal to 12/30 close (1 days ago), 14.1% are below.
77.0% are above or equal to 12/29 close (2 days ago), 23.0% are below.
77.6% are above or equal to 12/28 close (3 days ago), 22.4% are below.
47.3% are above or equal to 12/27 close (4 days ago), 52.7% are below.
57.3% are above or equal to 12/23 close (5 days ago), 42.7% are below.
60.9% are above or equal to 12/22 close (6 days ago), 39.1% are below.
47.2% are above or equal to 12/21 close (7 days ago), 52.8% are below.
43.9% are above or equal to 12/20 close (8 days ago), 56.1% are below.
52.2% are above or equal to 12/19 close (9 days ago), 47.8% are below.
56.9% are above or equal to 12/16 close (10 days ago), 43.1% are below.
53.0% are above or equal to 12/15 close (11 days ago), 47.0% are below.
58.0% are above or equal to 12/14 close (12 days ago), 42.0% are below.
42.5% are above or equal to 12/13 close (13 days ago), 57.5% are below.
44.8% are above or equal to 12/12 close (14 days ago), 55.2% are below.
39.8% are above or equal to 12/9 close (15 days ago), 60.2% are below.
41.1% are above or equal to 12/8 close (16 days ago), 58.9% are below.
48.1% are above or equal to 12/7 close (17 days ago), 51.9% are below.
59.6% are above or equal to 12/6 close (18 days ago), 40.4% are below.
64.2% are above or equal to 12/5 close (19 days ago), 35.8% are below.
70.6% are above or equal to 12/2 close (20 days ago), 29.4% are below.
71.0% are above or equal to 12/1 close (21 days ago), 29.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170103 10:18 am ET)
20d: 9.6% new highs, 3.3% new lows
21d: 9.5% new highs, 3.2% new lows
42d: 8.0% new highs, 0.7% new lows
63d: 6.3% new highs, 0.6% new lows
126d: 4.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170103 10:18 am ET)
2-day: 85.0% above, 15.0% below
3-day: 83.8% above, 16.2% below
4-day: 84.2% above, 15.8% below
5-day: 76.5% above, 23.5% below
8-day: 67.2% above, 32.8% below
10-day: 61.1% above, 38.9% below
20-day: 55.6% above, 44.4% below
50-day: 72.6% above, 27.4% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170103 10:18 am ET)
ENER(90): 2.77% Top=MPC WLL RIG CRC QEP ATW RDC HLX ….. PAGP XOM MDU GPOR RRC RICE COG SWN=Bottom (Energy)
REAL(98): 2.38% Top=GPT NRF CSAL CLNY RLGY CBL ALLY CONE ….. KRC SRC UDR STOR MAA HCN VTR DOC=Bottom (Real Estate)
MANU(34): 2.10% Top=MRC TEX KMT DDD CFX ATI DOV PNR ….. BWXT ROP DHR XYL ITW HON MFS GE=Bottom (Manufacturing)
ELEC(46): 1.90% Top=FIT IDTI FSLR CSIQ MSCC CAVM MU PI ….. GLW CY FTV TEL CGNX MCHP XLNX NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 1.72% Top=URI JEC FDC MYGN KBR ATHN CAR WOOF ….. VRSK FISV HRB PAYX SERV LDOS BAH WTW=Bottom (Diversified Services)
META(28): 1.71% Top=AKS X FCX CLF SLCA CDE TECK CMC ….. NEM SLW TAHO FNV ABX CNX AEM CCJ=Bottom (Metals & Mining)
FINA(88): 1.65% Top=WETF OMF WDR PYPL CIT LM MS SLM ….. BBT ICE ARCC PSEC NDAQ ACAS CME CBOE=Bottom (Banks/Financials)
COHW(31): 1.64% Top=CTL STX ACIA LVLT WDC TDC FNSR VRSN ….. HRS CSCO CCI BCE T CDW AAPL COMM=Bottom (Computer Hardware/Telecom)
CONS(48): 1.49% Top=ENR NKE OI PBI GT COTY PAY FOSL ….. GIL KMB TPX PG CL AVY CHD KATE=Bottom (Consumer)
TRAN(25): 1.43% Top=BRS XPO SWFT ALK TRN SAVE CP DAL ….. UNP CNI UAL NAT NSC KSU EXPD CHRW=Bottom (Transportation)
MATE(24): 1.36% Top=EXP KBH MDR USG SUM TPH DAR MAS ….. OC FAST TOL WCN LEN SRCL WM RSG=Bottom (Materials & Construction)
COSW(76): 1.22% Top=MDRX WDAY TSS ZEN ADSK PFPT WUBA MBLY ….. OTEX SABR TTWO CDK ATHM GRUB TWLO XRX=Bottom (Computer Software/Internet)
CHEM(24): 1.18% Top=WLK PAH CF MOS ALB FMC GRA EMN ….. AXTA DOW APD DD MON PX SMG CC=Bottom (Chemicals/Fertilizers)
RETA(62): 0.93% Top=ASNA MELI RH PIR SFM NFLX ETSY AEO ….. ANF CASY M WMT KR JCP SHLD DSW=Bottom (Retail & Specialty Retail)
INSU(31): 0.69% Top=AGO MBI CNO MTG MET WLTW PRU UNM ….. FAF CINF PGR AXS AFSI VR ALL TRV=Bottom (Insurance)
HEAL(42): 0.49% Top=BKD ALGN A PRXL PKI EW TMO LH ….. RMD OPK SYK MOH BDX ANTM DXCM AET=Bottom (Health)
LEIS(33): 0.42% Top=RCL SEAS SHAK BYD GPRO MGM RRR WYNN ….. DPZ YUM LVS DNKN MCD DRI JACK 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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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