daytrend

01/03/2017

Filed under: Market Stats — daytrend @ 12:17 pm

Market Stats at 12:16 pm 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 12:16 pm ET)
27.1% of stocks are above yesterday’s high.
58.9% are above yesterday’s midpoint. (41.1% are below.)
14.0% are below yesterday’s low.
58.9% are inside yesterday’s range.
75.9% of stocks with today’s high > yesterday’s high. (24.1% less than).
28.5% of stocks with today’s low < yesterday’s low. (71.5% greater than).

EVIDENCE OF INTRADAY TREND (20170103 12:16 pm ET)
32.0% of stocks are above today’s open. (66.8% are below).
30.2% of stocks are above today’s open and yesterday’s close.
30.5% 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 12:16 pm ET)
4.1% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
24.1% are in the top half. 75.9% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20170103 12:16 pm ET)
67.8% of stocks are above yesterday’s close. (32.2% are below.)
0.9% are up 4.5% or more. 1.3% are down 4.5% or more.
1.9% are up 3.5% or more. 1.7% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20170103 12:16 pm ET)
2-day: >=95:1.9%…>=90:6.3%…>=80:18.1%…>=50:57.8%…<=20:22.7%…<=10:14.1%…<=5:8.6%…
9-day: >=95:0.1%…>=90:0.1%…>=80:0.5%…>=50:48.2%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:56.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170103 12:16 pm ET)
27.1% above previous 1 highs, 14.0% below previous 1 lows
19.3% above previous 2 highs, 11.7% below previous 2 lows
10.7% above previous 3 highs, 11.1% below previous 3 lows
7.9% above previous 4 highs, 10.6% below previous 4 lows
7.7% above previous 5 highs, 10.0% below previous 5 lows
6.8% above previous 6 highs, 9.6% below previous 6 lows
5.6% above previous 7 highs, 9.4% below previous 7 lows
4.9% above previous 8 highs, 9.0% below previous 8 lows
4.9% above previous 9 highs, 8.0% below previous 9 lows
4.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170103 12:16 pm ET)
67.8% are above or equal to 12/30 close (1 days ago), 32.2% are below.
55.1% are above or equal to 12/29 close (2 days ago), 44.9% are below.
52.8% are above or equal to 12/28 close (3 days ago), 47.2% are below.
27.9% are above or equal to 12/27 close (4 days ago), 72.1% are below.
35.8% are above or equal to 12/23 close (5 days ago), 64.2% are below.
39.7% are above or equal to 12/22 close (6 days ago), 60.3% are below.
32.8% are above or equal to 12/21 close (7 days ago), 67.2% are below.
29.0% are above or equal to 12/20 close (8 days ago), 71.0% are below.
38.4% are above or equal to 12/19 close (9 days ago), 61.6% are below.
44.6% are above or equal to 12/16 close (10 days ago), 55.4% are below.
40.8% are above or equal to 12/15 close (11 days ago), 59.2% are below.
47.2% are above or equal to 12/14 close (12 days ago), 52.8% are below.
34.1% are above or equal to 12/13 close (13 days ago), 65.9% are below.
36.5% are above or equal to 12/12 close (14 days ago), 63.5% are below.
31.9% are above or equal to 12/9 close (15 days ago), 68.1% are below.
32.6% are above or equal to 12/8 close (16 days ago), 67.4% are below.
40.8% are above or equal to 12/7 close (17 days ago), 59.2% are below.
54.4% are above or equal to 12/6 close (18 days ago), 45.6% are below.
58.4% are above or equal to 12/5 close (19 days ago), 41.6% are below.
65.0% are above or equal to 12/2 close (20 days ago), 35.0% are below.
65.2% are above or equal to 12/1 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170103 12:16 pm ET)
20d: 10.6% new highs, 7.9% new lows
21d: 10.3% new highs, 7.5% new lows
42d: 8.8% new highs, 1.3% new lows
63d: 7.1% new highs, 1.2% new lows
126d: 4.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170103 12:16 pm ET)
2-day: 66.9% above, 33.1% below
3-day: 61.3% above, 38.7% below
4-day: 60.0% above, 40.0% below
5-day: 47.3% above, 52.7% below
8-day: 38.8% above, 61.2% below
10-day: 36.7% above, 63.3% below
20-day: 40.1% above, 59.9% below
50-day: 68.0% above, 32.0% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170103 12:16 pm ET)
REAL(98): 2.21% Top=GPT NRF CLNY CSAL CONE CYS GEO SPG ….. KRC AIV UDR MAA EDR DOC CLI ACC=Bottom (Real Estate)
DISV(42): 1.08% Top=FDC URI KBR JEC RRD ATHN MAN MA ….. SERV RBA G PAYX BAH LDOS HRB WTW=Bottom (Diversified Services)
CONS(48): 1.03% Top=ENR PBI TUP OI MAT GPK COTY HAS ….. VFC TPX PKG GIL PG CL AVY KATE=Bottom (Consumer)
META(28): 0.99% Top=CDE AG X SSRI AGI TAHO FCX ARNC ….. NEM CLF SLCA AEM CENX CCJ FMSA CNX=Bottom (Metals & Mining)
MANU(34): 0.98% Top=MRC ROK PNR CFX EMR CMI ETN DDD ….. AME MFS XYL BWXT DCI HON GE ITW=Bottom (Manufacturing)
COHW(31): 0.84% Top=CTL LVLT STX ACIA VZ TDC WDC JNPR ….. ZAYO QCOM CIEN AAPL FNSR HPQ CDW COMM=Bottom (Computer Hardware/Telecom)
FINA(88): 0.71% Top=WETF BX NSAM PYPL KKR APO LM EV ….. BKU SBNY ICE UMBF CFR HOMB CME CBOE=Bottom (Banks/Financials)
COSW(76): 0.38% Top=MDRX TSS MBLY BITA CERN ADSK PFPT WDAY ….. SHOP TTWO YELP CDK GRUB CSC TWLO XRX=Bottom (Computer Software/Internet)
INSU(31): 0.29% Top=AGO MBI MTG XL WLTW RDN HIG L ….. AFL FNF ALL CINF AIG BRO AFSI TRV=Bottom (Insurance)
ELEC(46): 0.28% Top=FIT FSLR HIMX IDTI MU BRKR CSIQ CAVM ….. AMBA AMD PI AMAT MCHP OCLR XLNX NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.27% Top=KBH DAR MAS FLR USG EXP TPH WY ….. WM PHM MDR FAST MLM VMC SRCL LEN=Bottom (Materials & Construction)
ENER(90): 0.15% Top=MPC ATW RIG VLO BWP HLX NFX SPN ….. REN CVI GPOR SM COG RRC RICE SWN=Bottom (Energy)
CHEM(24): 0.12% Top=CF ALB WLK SHW GRA AXTA POT FMC ….. HUN APD ASH DD PAH SMG PX CC=Bottom (Chemicals/Fertilizers)
RETA(62): 0.05% Top=MELI NFLX GPS SFM ASNA GES RH CVS ….. SHLD BIG SPLS KR M JCP TLRD DSW=Bottom (Retail & Specialty Retail)
HEAL(42): 0.04% Top=BCR CNC EW VWR A TMO PKI LH ….. OPK ACHC NUVA ANTM MOH DXCM AET IRWD=Bottom (Health)
TRAN(25): -0.11% Top=DAL SWFT FDX WAB LUV UPS JBLU NAT ….. CSX CNI JBHT GWR SAVE UNP NSC KSU=Bottom (Transportation)
LEIS(33): -0.26% Top=RCL SEAS RRR GPRO SHAK BLMN BYD H ….. STAY DPZ EAT DRI SONC MCD ARMK JACK=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 12:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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