daytrend

01/04/2017

Filed under: Market Stats — daytrend @ 11:32 am

Market Stats at 11:31 am ET
by daytrend on 20170104. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

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

COMPARED TO YESTERDAY’S RANGE (20170104 11:31 am ET)
51.2% of stocks are above yesterday’s high.
84.9% are above yesterday’s midpoint. (15.1% are below.)
1.4% are below yesterday’s low.
47.5% are inside yesterday’s range.
64.5% of stocks with today’s high > yesterday’s high. (35.5% less than).
7.0% of stocks with today’s low < yesterday’s low. (93.0% greater than).

EVIDENCE OF INTRADAY TREND (20170104 11:31 am ET)
78.2% of stocks are above today’s open. (20.7% are below).
76.9% of stocks are above today’s open and yesterday’s close.
11.2% are below both.
20.7% of stocks opened above yesterday’s high.
80.3% of stocks opened above yesterday’s close. (17.1% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170104 11:31 am ET)
28.7% of stocks are in the top 10% of today’s range.
47.7% are in the top 20%.
78.1% are in the top half. 21.9% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20170104 11:31 am ET)
87.6% of stocks are above yesterday’s close. (12.4% are below.)
2.3% are up 4.5% or more. 0.0% are down 4.5% or more.
4.1% are up 3.5% or more. 0.2% are down 3.5% or more.
45.4% are between +1% and -1%.

RSI on DAILY (20170104 11:31 am ET)
2-day: >=95:13.7%…>=90:33.2%…>=80:62.4%…>=50:87.9%…<=20:2.8%…<=10:2.0%…<=5:1.4%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.2%…>=50:75.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:76.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170104 11:31 am ET)
51.2% above previous 1 highs, 1.4% below previous 1 lows
46.9% above previous 2 highs, 0.9% below previous 2 lows
44.0% above previous 3 highs, 0.9% below previous 3 lows
36.0% above previous 4 highs, 0.9% below previous 4 lows
32.0% above previous 5 highs, 0.9% below previous 5 lows
31.0% above previous 6 highs, 0.7% below previous 6 lows
26.2% above previous 7 highs, 0.7% below previous 7 lows
21.2% above previous 8 highs, 0.7% below previous 8 lows
19.8% above previous 9 highs, 0.7% below previous 9 lows
19.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170104 11:31 am ET)
87.6% are above or equal to 1/3 close (1 days ago), 12.4% are below.
91.0% are above or equal to 12/30 close (2 days ago), 9.0% are below.
83.4% are above or equal to 12/29 close (3 days ago), 16.6% are below.
81.1% are above or equal to 12/28 close (4 days ago), 18.9% are below.
59.8% are above or equal to 12/27 close (5 days ago), 40.2% are below.
66.7% are above or equal to 12/23 close (6 days ago), 33.3% are below.
69.5% are above or equal to 12/22 close (7 days ago), 30.5% are below.
57.7% are above or equal to 12/21 close (8 days ago), 42.3% are below.
54.4% are above or equal to 12/20 close (9 days ago), 45.6% are below.
60.6% are above or equal to 12/19 close (10 days ago), 39.4% are below.
64.2% are above or equal to 12/16 close (11 days ago), 35.8% are below.
58.9% are above or equal to 12/15 close (12 days ago), 41.1% are below.
64.1% are above or equal to 12/14 close (13 days ago), 35.9% are below.
49.0% are above or equal to 12/13 close (14 days ago), 51.0% are below.
52.4% are above or equal to 12/12 close (15 days ago), 47.6% are below.
45.5% are above or equal to 12/9 close (16 days ago), 54.5% are below.
47.4% are above or equal to 12/8 close (17 days ago), 52.6% are below.
53.8% are above or equal to 12/7 close (18 days ago), 46.2% are below.
64.2% are above or equal to 12/6 close (19 days ago), 35.8% are below.
68.1% are above or equal to 12/5 close (20 days ago), 31.9% are below.
75.2% are above or equal to 12/2 close (21 days ago), 24.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170104 11:31 am ET)
20d: 14.0% new highs, 1.6% new lows
21d: 13.9% new highs, 1.4% new lows
42d: 10.7% new highs, 0.7% new lows
63d: 8.9% new highs, 0.5% new lows
126d: 5.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170104 11:31 am ET)
2-day: 86.8% above, 13.2% below
3-day: 91.0% above, 9.0% below
4-day: 88.7% above, 11.3% below
5-day: 87.5% above, 12.5% below
8-day: 78.5% above, 21.5% below
10-day: 74.3% above, 25.7% below
20-day: 61.4% above, 38.6% below
50-day: 78.0% above, 22.0% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170104 11:31 am ET)
LEIS(33): 4.73% Top=HLT SHAK SONC DPZ CMG GPRO BLMN ARMK ….. RRR MTN MAR H MCD SEAS MGM EAT=Bottom (Leisure)
RETA(61): 1.95% Top=ANF PIR GPS GNC ASNA KMX KSS GES ….. TSCO CASY WBA BID COST KR CVS EBAY=Bottom (Retail & Specialty Retail)
CONS(48): 1.60% Top=LULU WWW UAA COH OI CRI FOSL MAT ….. ECL GPK BLL KMB CLX PG VFC PBI=Bottom (Consumer)
CHEM(25): 1.55% Top=CC POT OLN CF PAH MOS HUN ASH ….. SHW DOW IFF APD GRA WLK PX MON=Bottom (Chemicals/Fertilizers)
MATE(24): 1.46% Top=KBH WCN USG SRCL PHM SUM TPH VMC ….. MDR FAST RSG EXP WM PWR OC DAR=Bottom (Materials & Construction)
HEAL(43): 1.43% Top=THC CYH ACHC BKD MD MOH HCA OPK ….. STE BSX BDX AET HOLX UNH ANTM VAR=Bottom (Health)
DISV(42): 1.42% Top=WTW ATHN ACM MYGN HRB MAN ALLE ADS ….. VRSK KBR TRU SBAC CXW R URI YY=Bottom (Diversified Services)
COSW(73): 1.36% Top=SPLK RHT TWLO WDAY PFPT BITA CSC SSNC ….. CTXS GOOG JD MSFT ATHM VIPS MDRX CERN=Bottom (Computer Software/Internet)
FINA(85): 1.30% Top=BX STT BOFI CBOE OMF AMP RJF ETFC ….. PNC LAZ AXP ACAS GS WFC BLK JPM=Bottom (Banks/Financials)
REAL(96): 1.16% Top=HTA BXP SKT WPG DFT RLGY ACC LPT ….. PEB STWD AVB CUZ NRZ APLE EDR SHO=Bottom (Real Estate)
INSU(31): 1.11% Top=RDN MTG CNO BRO MBI VR HIG CLGX ….. AFSI MMC ALL XL TMK CINF L TRV=Bottom (Insurance)
COHW(31): 1.07% Top=ANET SSYS TDC VRSN ZAYO ARRS COMM HPQ ….. QCOM VZ PANW AAPL MSI TMUS T CSCO=Bottom (Computer Hardware/Telecom)
TRAN(25): 1.00% Top=XPO GWR CP NSC CNI DAL LUV TRN ….. UPS UNP CHRW NAT EXPD JBHT FDX KSU=Bottom (Transportation)
ELEC(46): 0.82% Top=SPWR FIT TRMB HIMX ON KEYS AYI FSLR ….. AMD AVGO MXL CRUS KLAC OCLR XLNX PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): 0.76% Top=CNX FCX CCJ AGI STLD TAHO SCCO ARNC ….. ABX TECK CDE AEM CLF SLW NEM RGLD=Bottom (Metals & Mining)
MANU(32): 0.67% Top=DDD AGCO ATI ITT DE AOS TTC FLS ….. CAT ROK PH BWXT EMR ETN MRC MFS=Bottom (Manufacturing)
ENER(90): 0.42% Top=ECA SPN HLX NBR PTEN OAS RES MDU ….. REN SN TSO MPC VLO HES PBF EPE=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 11:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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