daytrend

01/05/2017

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 11:44 am ET
by daytrend on 20170105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 811.

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

COMPARED TO YESTERDAY’S RANGE (20170105 11:44 am ET)
14.7% of stocks are above yesterday’s high.
42.7% are above yesterday’s midpoint. (57.3% are below.)
31.4% are below yesterday’s low.
53.9% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
39.6% of stocks with today’s low < yesterday’s low. (60.4% greater than).

EVIDENCE OF INTRADAY TREND (20170105 11:44 am ET)
29.7% of stocks are above today’s open. (69.1% are below).
21.3% of stocks are above today’s open and yesterday’s close.
64.5% are below both.
10.5% of stocks opened above yesterday’s high.
33.3% of stocks opened above yesterday’s close. (61.5% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170105 11:44 am ET)
3.9% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
59.2% are in the bottom 20%.
47.6% are in the bottom 10%.

GAIN (20170105 11:44 am ET)
26.6% of stocks are above yesterday’s close. (73.4% are below.)
2.0% are up 4.5% or more. 2.8% are down 4.5% or more.
2.7% are up 3.5% or more. 5.5% are down 3.5% or more.
50.6% are between +1% and -1%.

RSI on DAILY (20170105 11:44 am ET)
2-day: >=95:8.9%…>=90:17.0%…>=80:25.6%…>=50:52.8%…<=20:12.6%…<=10:4.3%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:61.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170105 11:44 am ET)
14.7% above previous 1 highs, 31.4% below previous 1 lows
14.1% above previous 2 highs, 14.5% below previous 2 lows
13.6% above previous 3 highs, 10.2% below previous 3 lows
13.2% above previous 4 highs, 9.5% below previous 4 lows
12.3% above previous 5 highs, 9.4% below previous 5 lows
11.7% above previous 6 highs, 9.2% below previous 6 lows
11.5% above previous 7 highs, 9.0% below previous 7 lows
11.3% above previous 8 highs, 9.0% below previous 8 lows
10.4% above previous 9 highs, 8.9% below previous 9 lows
10.4% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170105 11:44 am ET)
26.6% are above or equal to 1/4 close (1 days ago), 73.4% are below.
62.0% are above or equal to 1/3 close (2 days ago), 38.0% are below.
73.7% are above or equal to 12/30 close (3 days ago), 26.3% are below.
69.7% are above or equal to 12/29 close (4 days ago), 30.3% are below.
67.0% are above or equal to 12/28 close (5 days ago), 33.0% are below.
48.5% are above or equal to 12/27 close (6 days ago), 51.5% are below.
54.1% are above or equal to 12/23 close (7 days ago), 45.9% are below.
55.7% are above or equal to 12/22 close (8 days ago), 44.3% are below.
49.2% are above or equal to 12/21 close (9 days ago), 50.8% are below.
46.6% are above or equal to 12/20 close (10 days ago), 53.4% are below.
52.5% are above or equal to 12/19 close (11 days ago), 47.5% are below.
57.8% are above or equal to 12/16 close (12 days ago), 42.2% are below.
53.4% are above or equal to 12/15 close (13 days ago), 46.6% are below.
56.6% are above or equal to 12/14 close (14 days ago), 43.4% are below.
45.5% are above or equal to 12/13 close (15 days ago), 54.5% are below.
46.6% are above or equal to 12/12 close (16 days ago), 53.4% are below.
41.3% are above or equal to 12/9 close (17 days ago), 58.7% are below.
42.7% are above or equal to 12/8 close (18 days ago), 57.3% are below.
50.6% are above or equal to 12/7 close (19 days ago), 49.4% are below.
60.7% are above or equal to 12/6 close (20 days ago), 39.3% are below.
65.8% are above or equal to 12/5 close (21 days ago), 34.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170105 11:44 am ET)
20d: 15.2% new highs, 5.7% new lows
21d: 15.2% new highs, 5.3% new lows
42d: 10.1% new highs, 1.8% new lows
63d: 7.3% new highs, 1.5% new lows
126d: 5.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170105 11:44 am ET)
2-day: 25.9% above, 74.1% below
3-day: 47.1% above, 52.9% below
4-day: 61.0% above, 39.0% below
5-day: 63.4% above, 36.6% below
8-day: 59.2% above, 40.8% below
10-day: 56.8% above, 43.2% below
20-day: 52.0% above, 48.0% below
50-day: 75.7% above, 24.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170105 11:44 am ET)
META(28): 3.03% Top=AG CDE TAHO AGI SSRI PAAS GG NEM ….. CMC SCCO SLCA FCX FMSA CLF AKS X=Bottom (Metals & Mining)
COSW(74): 0.23% Top=SINA ATHM WUBA NTES BITA YHOO BIDU PFPT ….. VEEV CSRA EA ACN MBLY MDRX GRUB NTNX=Bottom (Computer Software/Internet)
HEAL(44): -0.26% Top=DXCM BCR MOH ANTM AET NUVA EW ABT ….. A COO THC BKD ACHC ALGN CYH OPK=Bottom (Health)
LEIS(32): -0.31% Top=GPRO CCL SONC WYNN SIX CMG RCL MGM ….. DNKN HLT WEN H JACK EAT TXRH BLMN=Bottom (Leisure)
REAL(96): -0.49% Top=O HCP DFT DLR HCN NNN STOR AMH ….. CUZ SHO CBL SC PEB DRH LHO HST=Bottom (Real Estate)
MATE(23): -0.52% Top=WCN WM RSG OC WY MLM DHI LEN ….. FLR SUM MAS PHM USG DAR FAST MDR=Bottom (Materials & Construction)
ENER(90): -0.59% Top=DVN DO XEC EPD HAL BBG BWP MMP ….. OAS SWN QEP WPX ATW CVI HLX PBF=Bottom (Energy)
DISV(42): -0.72% Top=ZTO YY GPN V TRU MA FDC VNTV ….. ACM SBAC MAN R CXW RHI CAR WTW=Bottom (Diversified Services)
CHEM(24): -0.75% Top=WLK FMC MON EMN CE ALB PAH POT ….. APD PX IFF CC PPG CF OLN RPM=Bottom (Chemicals/Fertilizers)
COHW(32): -0.91% Top=PANW BCE BBRY CSCO AAPL VZ VRSN S ….. MSI TMUS FNSR VG SSYS CIEN ACIA ZAYO=Bottom (Computer Hardware/Telecom)
TRAN(25): -1.04% Top=CSX CP CNI KSU CHRW UPS FDX NSC ….. GWR AAL DAL JBLU SWFT TRN XPO UAL=Bottom (Transportation)
CONS(48): -1.14% Top=MAT HAS CL PG KMB CLX SEE CHD ….. FL RL SKX WWW KATE COH CRI FOSL=Bottom (Consumer)
INSU(31): -1.18% Top=FNF CLGX WLTW AJG MMC FAF ALL VR ….. TRV CNO MET PRU LNC MTG RDN MBI=Bottom (Insurance)
ELEC(44): -1.20% Top=AMBA TER SPWR SNPS LRCX INTC GLW WAT ….. FIT IDTI CGNX CAVM MCHP QRVO NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(32): -1.21% Top=SWK DHR TTC BWXT HON ROP DE AGCO ….. CMI DDD ETN IR TEX CFX MRC ATI=Bottom (Manufacturing)
FINA(87): -1.82% Top=BX TD RJF BMO EFX PYPL ACAS AMTD ….. EWBC VOYA MS WETF HOMB OZRK SYF OMF=Bottom (Banks/Financials)
RETA(59): -2.96% Top=SHLD BABA AMZN COST NFLX CVS WMT KAR ….. JCP CHS SIG LB TLRD 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 11:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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