daytrend

01/03/2017

Filed under: Market Stats — daytrend @ 2:13 pm

Market Stats at 2:13 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 2:13 pm ET)
28.7% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
15.7% are below yesterday’s low.
55.6% are inside yesterday’s range.
77.1% of stocks with today’s high > yesterday’s high. (22.9% less than).
34.5% of stocks with today’s low < yesterday’s low. (65.5% greater than).

EVIDENCE OF INTRADAY TREND (20170103 2:13 pm ET)
35.2% of stocks are above today’s open. (64.2% are below).
33.6% of stocks are above today’s open and yesterday’s close.
33.7% 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 2:13 pm ET)
5.1% of stocks are in the top 10% of today’s range.
9.9% are in the top 20%.
28.0% are in the top half. 72.0% of stocks are in the bottom half of today’s range.
29.9% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN (20170103 2:13 pm ET)
64.6% of stocks are above yesterday’s close. (35.4% are below.)
2.2% are up 4.5% or more. 1.3% are down 4.5% or more.
4.3% are up 3.5% or more. 1.8% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY (20170103 2:13 pm ET)
2-day: >=95:2.6%…>=90:6.3%…>=80:17.3%…>=50:55.0%…<=20:23.4%…<=10:15.6%…<=5:10.1%…
9-day: >=95:0.1%…>=90:0.2%…>=80:0.7%…>=50:47.8%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:58.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170103 2:13 pm ET)
28.7% above previous 1 highs, 15.7% below previous 1 lows
20.7% above previous 2 highs, 13.9% below previous 2 lows
11.3% above previous 3 highs, 13.3% below previous 3 lows
8.6% above previous 4 highs, 13.1% below previous 4 lows
8.3% above previous 5 highs, 12.8% below previous 5 lows
7.2% above previous 6 highs, 11.8% below previous 6 lows
6.4% above previous 7 highs, 11.7% below previous 7 lows
5.7% above previous 8 highs, 11.1% below previous 8 lows
5.6% above previous 9 highs, 10.3% below previous 9 lows
5.1% above previous 10 highs, 9.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170103 2:13 pm ET)
64.6% are above or equal to 12/30 close (1 days ago), 35.4% are below.
55.1% are above or equal to 12/29 close (2 days ago), 44.9% are below.
53.3% are above or equal to 12/28 close (3 days ago), 46.7% are below.
29.2% are above or equal to 12/27 close (4 days ago), 70.8% are below.
36.5% are above or equal to 12/23 close (5 days ago), 63.5% are below.
39.9% are above or equal to 12/22 close (6 days ago), 60.1% are below.
33.5% are above or equal to 12/21 close (7 days ago), 66.5% are below.
29.2% are above or equal to 12/20 close (8 days ago), 70.8% are below.
38.9% are above or equal to 12/19 close (9 days ago), 61.1% are below.
45.1% are above or equal to 12/16 close (10 days ago), 54.9% are below.
41.8% are above or equal to 12/15 close (11 days ago), 58.2% are below.
47.2% are above or equal to 12/14 close (12 days ago), 52.8% are below.
33.2% are above or equal to 12/13 close (13 days ago), 66.8% are below.
35.6% are above or equal to 12/12 close (14 days ago), 64.4% are below.
31.3% are above or equal to 12/9 close (15 days ago), 68.7% are below.
32.2% are above or equal to 12/8 close (16 days ago), 67.8% are below.
39.5% are above or equal to 12/7 close (17 days ago), 60.5% are below.
54.3% are above or equal to 12/6 close (18 days ago), 45.7% are below.
59.4% are above or equal to 12/5 close (19 days ago), 40.6% are below.
64.8% are above or equal to 12/2 close (20 days ago), 35.2% are below.
65.9% are above or equal to 12/1 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170103 2:13 pm ET)
20d: 11.1% new highs, 9.6% new lows
21d: 10.8% new highs, 9.1% new lows
42d: 9.1% new highs, 1.6% new lows
63d: 7.3% new highs, 1.5% new lows
126d: 5.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170103 2:13 pm ET)
2-day: 63.6% above, 36.4% below
3-day: 59.1% above, 40.9% below
4-day: 57.8% above, 42.2% below
5-day: 48.8% above, 51.2% below
8-day: 41.1% above, 58.9% below
10-day: 38.0% above, 62.0% below
20-day: 40.0% above, 60.0% below
50-day: 67.5% above, 32.5% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170103 2:13 pm ET)
REAL(98): 2.01% Top=GPT NRF CLNY CSAL CONE CYS SPG AGNC ….. HCN KRG DOC HR EQR AIV UDR ACC=Bottom (Real Estate)
META(28): 1.83% Top=CDE AG AGI SSRI TAHO FCX PAAS GG ….. TECK NEM SLCA NUE CENX FMSA CCJ CNX=Bottom (Metals & Mining)
DISV(42): 1.10% Top=FDC AMN ATHN KBR RRD URI MAN WOOF ….. PAYX YY G TRU HRB BAH LDOS WTW=Bottom (Diversified Services)
ENER(90): 1.09% Top=MPC HLX ATW SN WLL RIG QEP LPI ….. SM REN CVI GPOR RICE COG RRC SWN=Bottom (Energy)
CONS(48): 1.06% Top=PBI ENR TUP OI UAA LULU MAT GPK ….. CLX CHD KMB PKG PG AVY CL KATE=Bottom (Consumer)
MANU(34): 0.91% Top=MRC PNR ROK CFX DDD EMR KMT CMI ….. AME AOS XYL DCI HON GE ITW BWXT=Bottom (Manufacturing)
COHW(31): 0.71% Top=CTL LVLT STX VZ VIAV TDC WDC ZAYO ….. CIEN ARRS AAPL QCOM HPQ CDW FNSR COMM=Bottom (Computer Hardware/Telecom)
COSW(76): 0.51% Top=MBLY MDRX TSS CERN BITA WDAY PFPT ZEN ….. TTWO YELP CDK NTNX GRUB CSC TWLO XRX=Bottom (Computer Software/Internet)
FINA(88): 0.42% Top=NSAM WETF BX OMF KKR SLM PYPL APO ….. SBNY ICE PBCT HOMB UMBF CME CBOE CFR=Bottom (Banks/Financials)
ELEC(46): 0.37% Top=FIT FSLR IDTI CSIQ HIMX SPWR MU BRKR ….. KEYS ON CGNX AMAT AMBA XLNX NVDA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.28% Top=DAR KBH USG MAS EXP TPH CAA FLR ….. MLM RSG MDR FAST WM VMC SRCL LEN=Bottom (Materials & Construction)
HEAL(42): 0.26% Top=CNC BKD A THC BCR TMO EW VWR ….. ACHC ANTM OPK AET MOH DXCM NUVA IRWD=Bottom (Health)
INSU(31): 0.13% Top=AGO MBI MTG XL FAF L HIG CLGX ….. AFL TMK CINF BRO AFSI AIG FNF TRV=Bottom (Insurance)
CHEM(24): 0.13% Top=SHW ALB WLK CF AXTA GRA OLN PPG ….. DD PX APD IFF ASH SMG PAH CC=Bottom (Chemicals/Fertilizers)
RETA(62): -0.05% Top=MELI SFM GPS NFLX CVS WSM AEO RH ….. WMT BIG SPLS JCP KR M TLRD DSW=Bottom (Retail & Specialty Retail)
TRAN(25): -0.21% Top=BRS SWFT WAB DAL FDX XPO TRN NAT ….. ALK JBHT GWR CHRW NSC UNP SAVE KSU=Bottom (Transportation)
LEIS(33): -0.35% Top=SEAS RCL RRR SHAK MGM BLMN H BYD ….. SONC EAT DRI WEN STAY 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 2:13 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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