daytrend

01/04/2017

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 12:07 pm 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 12:07 pm ET)
55.6% of stocks are above yesterday’s high.
87.8% are above yesterday’s midpoint. (12.2% are below.)
1.4% are below yesterday’s low.
43.1% are inside yesterday’s range.
66.9% of stocks with today’s high > yesterday’s high. (33.1% less than).
7.1% of stocks with today’s low < yesterday’s low. (92.9% greater than).

EVIDENCE OF INTRADAY TREND (20170104 12:07 pm ET)
82.5% of stocks are above today’s open. (16.4% are below).
81.3% of stocks are above today’s open and yesterday’s close.
8.9% 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 12:07 pm ET)
36.5% of stocks are in the top 10% of today’s range.
55.4% are in the top 20%.
82.9% are in the top half. 17.1% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170104 12:07 pm ET)
89.9% of stocks are above yesterday’s close. (10.1% are below.)
2.7% are up 4.5% or more. 0.0% are down 4.5% or more.
5.8% are up 3.5% or more. 0.1% are down 3.5% or more.
40.7% are between +1% and -1%.

RSI on DAILY (20170104 12:07 pm ET)
2-day: >=95:14.6%…>=90:36.5%…>=80:65.3%…>=50:90.8%…<=20:2.2%…<=10:1.4%…<=5:1.0%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.2%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170104 12:07 pm ET)
55.6% above previous 1 highs, 1.4% below previous 1 lows
50.8% above previous 2 highs, 0.9% below previous 2 lows
47.8% above previous 3 highs, 0.9% below previous 3 lows
39.5% above previous 4 highs, 0.9% below previous 4 lows
35.1% above previous 5 highs, 0.9% below previous 5 lows
34.1% above previous 6 highs, 0.7% below previous 6 lows
29.2% above previous 7 highs, 0.7% below previous 7 lows
23.9% above previous 8 highs, 0.7% below previous 8 lows
22.1% above previous 9 highs, 0.7% below previous 9 lows
21.2% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170104 12:07 pm ET)
89.9% are above or equal to 1/3 close (1 days ago), 10.1% are below.
92.5% are above or equal to 12/30 close (2 days ago), 7.5% are below.
84.9% are above or equal to 12/29 close (3 days ago), 15.1% are below.
82.7% are above or equal to 12/28 close (4 days ago), 17.3% are below.
63.3% are above or equal to 12/27 close (5 days ago), 36.7% are below.
69.1% are above or equal to 12/23 close (6 days ago), 30.9% are below.
72.0% are above or equal to 12/22 close (7 days ago), 28.0% are below.
61.1% are above or equal to 12/21 close (8 days ago), 38.9% are below.
57.1% are above or equal to 12/20 close (9 days ago), 42.9% are below.
62.5% are above or equal to 12/19 close (10 days ago), 37.5% are below.
66.5% are above or equal to 12/16 close (11 days ago), 33.5% are below.
61.0% are above or equal to 12/15 close (12 days ago), 39.0% are below.
65.2% are above or equal to 12/14 close (13 days ago), 34.8% are below.
51.3% are above or equal to 12/13 close (14 days ago), 48.7% are below.
53.9% are above or equal to 12/12 close (15 days ago), 46.1% are below.
47.2% are above or equal to 12/9 close (16 days ago), 52.8% are below.
49.1% are above or equal to 12/8 close (17 days ago), 50.9% are below.
56.0% are above or equal to 12/7 close (18 days ago), 44.0% are below.
66.5% are above or equal to 12/6 close (19 days ago), 33.5% are below.
69.1% are above or equal to 12/5 close (20 days ago), 30.9% are below.
76.5% are above or equal to 12/2 close (21 days ago), 23.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170104 12:07 pm ET)
20d: 15.0% new highs, 1.6% new lows
21d: 14.9% new highs, 1.4% new lows
42d: 11.3% new highs, 0.9% new lows
63d: 9.1% new highs, 0.6% new lows
126d: 6.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170104 12:07 pm ET)
2-day: 89.4% above, 10.6% below
3-day: 93.1% above, 6.9% below
4-day: 90.9% above, 9.1% below
5-day: 89.5% above, 10.5% below
8-day: 80.8% above, 19.2% below
10-day: 76.6% above, 23.4% below
20-day: 65.4% above, 34.6% below
50-day: 78.6% above, 21.4% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170104 12:07 pm ET)
LEIS(33): 4.82% Top=HLT SHAK GPRO SONC DPZ LVS CMG WYNN ….. YUM STAY MAR H MGM MCD SEAS EAT=Bottom (Leisure)
RETA(61): 2.19% Top=ANF ASNA PIR GNC GPS GES KSS KMX ….. AMZN ORLY WBA COST CASY KR CVS EBAY=Bottom (Retail & Specialty Retail)
HEAL(43): 1.86% Top=THC CYH ACHC BKD MOH IRWD MD OPK ….. STE BCR BDX AET HOLX UNH ANTM VAR=Bottom (Health)
CONS(48): 1.73% Top=LULU WWW OI UAA COH CRI AVY FOSL ….. CL IP ECL CLX KMB VFC PG PBI=Bottom (Consumer)
MATE(24): 1.70% Top=KBH WCN TPH PHM MAS USG SUM SRCL ….. WY MDR RSG FAST PWR WM OC DAR=Bottom (Materials & Construction)
COSW(73): 1.63% Top=SPLK RHT TWLO DATA XRX CSC SSNC SHOP ….. DOX ADP VIPS GOOG MSFT ATHM MDRX CERN=Bottom (Computer Software/Internet)
DISV(42): 1.63% Top=WTW ATHN MYGN ACM ALLE FDC HRB GPN ….. PAYX ZTO CAR CXW SBAC R URI YY=Bottom (Diversified Services)
CHEM(25): 1.58% Top=CC PAH POT OLN MOS CF HUN ASH ….. AXTA DOW SHW APD GRA WLK PX MON=Bottom (Chemicals/Fertilizers)
FINA(85): 1.43% Top=BX BOFI STT OMF CBOE RJF KKR LM ….. AXP PNC EFX ACAS GS WFC BLK JPM=Bottom (Banks/Financials)
REAL(96): 1.42% Top=WPG BXP HTA DFT CBL LPT SKT ACC ….. CIM STWD SPG NRZ AMT SHO APLE EDR=Bottom (Real Estate)
META(28): 1.31% Top=CNX FCX AGI CCJ STLD TAHO X AKS ….. FMSA CLF ABX SLW TECK NEM RGLD SLCA=Bottom (Metals & Mining)
COHW(31): 1.16% Top=ANET SSYS BBRY ARRS TDC ZAYO COMM VRSN ….. AAPL QCOM LVLT MSI VZ TMUS T CSCO=Bottom (Computer Hardware/Telecom)
INSU(31): 1.12% Top=RDN MTG MBI BRO AJG VR HIG UNM ….. ORI AXS ALL XL TMK CINF L TRV=Bottom (Insurance)
TRAN(25): 1.10% Top=XPO GWR CP DAL NSC CNI LUV TRN ….. FDX BRS CHRW JBHT UNP UPS EXPD KSU=Bottom (Transportation)
ELEC(46): 0.92% Top=SPWR FIT ON FSLR QRVO AYI CREE AMBA ….. AMD MXL AVGO PI CAVM KLAC XLNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): 0.76% Top=ATI DDD AGCO ITT DE AOS KMT FLS ….. PNR CAT ROK PH EMR ETN MFS MRC=Bottom (Manufacturing)
ENER(90): 0.66% Top=SPN ECA HLX NBR AR PTEN OAS SWN ….. VVV OXY HES TSO EPE MPC VLO PBF=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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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