daytrend

01/05/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 9:50 am ET
by daytrend on 20170105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20170105 9:50 am ET)
20.4% of stocks are above yesterday’s high.
65.4% are above yesterday’s midpoint. (34.6% are below.)
10.8% are below yesterday’s low.
68.7% are inside yesterday’s range.
34.7% of stocks with today’s high > yesterday’s high. (65.3% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20170105 9:50 am ET)
55.7% of stocks are above today’s open. (41.4% are below).
39.9% of stocks are above today’s open and yesterday’s close.
35.7% are below both.
10.5% of stocks opened above yesterday’s high.
33.3% of stocks opened above yesterday’s close. (61.6% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170105 9:50 am ET)
13.5% of stocks are in the top 10% of today’s range.
27.3% are in the top 20%.
59.2% are in the top half. 40.8% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20170105 9:50 am ET)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
0.9% are up 4.5% or more. 1.6% are down 4.5% or more.
1.7% are up 3.5% or more. 3.0% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20170105 9:50 am ET)
2-day: >=95:10.7%…>=90:25.5%…>=80:45.2%…>=50:78.0%…<=20:4.9%…<=10:2.6%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:76.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:77.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170105 9:50 am ET)
20.4% above previous 1 highs, 10.8% below previous 1 lows
16.5% above previous 2 highs, 3.9% below previous 2 lows
15.6% above previous 3 highs, 3.4% below previous 3 lows
15.3% above previous 4 highs, 3.4% below previous 4 lows
12.7% above previous 5 highs, 3.3% below previous 5 lows
11.6% above previous 6 highs, 3.3% below previous 6 lows
11.3% above previous 7 highs, 3.3% below previous 7 lows
10.8% above previous 8 highs, 3.3% below previous 8 lows
10.1% above previous 9 highs, 3.2% below previous 9 lows
9.7% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170105 9:50 am ET)
49.0% are above or equal to 1/4 close (1 days ago), 51.0% are below.
82.0% are above or equal to 1/3 close (2 days ago), 18.0% are below.
86.7% are above or equal to 12/30 close (3 days ago), 13.3% are below.
81.3% are above or equal to 12/29 close (4 days ago), 18.7% are below.
81.5% are above or equal to 12/28 close (5 days ago), 18.5% are below.
62.9% are above or equal to 12/27 close (6 days ago), 37.1% are below.
69.1% are above or equal to 12/23 close (7 days ago), 30.9% are below.
70.2% are above or equal to 12/22 close (8 days ago), 29.8% are below.
61.1% are above or equal to 12/21 close (9 days ago), 38.9% are below.
56.8% are above or equal to 12/20 close (10 days ago), 43.2% are below.
63.7% are above or equal to 12/19 close (11 days ago), 36.3% are below.
66.4% are above or equal to 12/16 close (12 days ago), 33.6% are below.
62.4% are above or equal to 12/15 close (13 days ago), 37.6% are below.
65.8% are above or equal to 12/14 close (14 days ago), 34.2% are below.
52.2% are above or equal to 12/13 close (15 days ago), 47.8% are below.
54.4% are above or equal to 12/12 close (16 days ago), 45.6% are below.
48.9% are above or equal to 12/9 close (17 days ago), 51.1% are below.
49.3% are above or equal to 12/8 close (18 days ago), 50.7% are below.
56.2% are above or equal to 12/7 close (19 days ago), 43.8% are below.
65.3% are above or equal to 12/6 close (20 days ago), 34.7% are below.
68.6% are above or equal to 12/5 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170105 9:50 am ET)
20d: 7.6% new highs, 3.7% new lows
21d: 7.5% new highs, 3.6% new lows
42d: 4.7% new highs, 1.4% new lows
63d: 3.6% new highs, 1.1% new lows
126d: 2.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170105 9:50 am ET)
2-day: 46.8% above, 53.2% below
3-day: 72.9% above, 27.1% below
4-day: 83.0% above, 17.0% below
5-day: 83.4% above, 16.6% below
8-day: 78.0% above, 22.0% below
10-day: 74.9% above, 25.1% below
20-day: 66.9% above, 33.1% below
50-day: 79.2% above, 20.8% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170105 9:50 am ET)
META(28): 2.32% Top=TAHO AG CDE AGI PAAS SSRI ABX NEM ….. FCX SCCO ARNC CLF CNX AKS X FMSA=Bottom (Metals & Mining)
COSW(74): 0.62% Top=SINA ATHM NTES JD WUBA BITA TWLO FEYE ….. CSRA GWRE VMW EA DATA NTNX XRX MDRX=Bottom (Computer Software/Internet)
ENER(90): 0.45% Top=LPI DK SM AR RICE RSPP DVN FANG ….. VLO ATW OKS CVI CRC HFC PBF HLX=Bottom (Energy)
MANU(32): 0.15% Top=SWK KMT ROK DDD TEX BWXT DHR DOV ….. PNR AME CFX IR MFS DCI MRC ATI=Bottom (Manufacturing)
LEIS(32): 0.14% Top=GPRO WYNN MGM LVS STAY CCL DRI WYN ….. SONC BYD SHAK SEAS JACK TXRH EAT BLMN=Bottom (Leisure)
MATE(23): 0.10% Top=OC MLM WM LEN RSG MDR FAST TOL ….. USG SUM WY PHM TPH VMC DAR KBH=Bottom (Materials & Construction)
ELEC(44): 0.05% Top=AMBA TER CAVM OCLR LRCX ON MSCC SNPS ….. JBL MCHP MU SPWR FSLR PI QRVO FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.01% Top=CP SAVE KSU LUV CNI CSX CHRW UPS ….. EXPD TRN JBLU SWFT GWR NAT UAL JBHT=Bottom (Transportation)
COHW(32): -0.01% Top=S PANW VG BBRY AAPL BCE WDC TMUS ….. MSI CDW LVLT CTL NTAP STX ACIA ZAYO=Bottom (Computer Hardware/Telecom)
DISV(42): -0.03% Top=YY ZTO MA V VNTV URI FDC FLT ….. KBR RRD AMN MYGN CXW CAR RHI WTW=Bottom (Diversified Services)
HEAL(44): -0.05% Top=DXCM NUVA AET ANTM BCR ZBH VWR EW ….. ALGN A RMD BKD ESRX DGX OPK THC=Bottom (Health)
FINA(87): -0.18% Top=CFR CMA PYPL BX ZION CME RJF TD ….. NYCB IVZ WFC VLY SYF OMF WETF LAZ=Bottom (Banks/Financials)
INSU(31): -0.23% Top=FNF MMC AFL FAF ORI PGR XL HIG ….. LNC AJG UNM AGO TRV MBI MTG RDN=Bottom (Insurance)
CHEM(24): -0.25% Top=WLK MON EMN CE ALB FMC ASH POT ….. CF GRA PX CC SHW IFF PPG RPM=Bottom (Chemicals/Fertilizers)
CONS(48): -0.74% Top=WHR WRK TPX PAY FBHS IP ENR CL ….. KATE VFC CRI WWW RL SKX COH FOSL=Bottom (Consumer)
REAL(96): -0.83% Top=DLR DFT O STOR BAM BXMT HCN NLY ….. CLI KRC SLG MAC WPG GGP SPG CBL=Bottom (Real Estate)
RETA(60): -2.20% Top=SHLD ETSY BABA COST AMZN NFLX W CPRT ….. KORS TLRD LB ASNA JCP JWN M KSS=Bottom (Retail & Specialty Retail)

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 9:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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