daytrend

01/05/2017

Filed under: Market Stats — daytrend @ 1:56 pm

Market Stats at 1:56 pm 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 1:56 pm ET)
21.1% of stocks are above yesterday’s high.
50.9% are above yesterday’s midpoint. (49.1% are below.)
26.0% are below yesterday’s low.
53.0% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
44.0% of stocks with today’s low < yesterday’s low. (56.0% greater than).

EVIDENCE OF INTRADAY TREND (20170105 1:56 pm ET)
41.6% of stocks are above today’s open. (57.4% are below).
33.1% of stocks are above today’s open and yesterday’s close.
52.8% 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 1:56 pm ET)
11.0% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
41.5% are in the top half. 58.5% of stocks are in the bottom half of today’s range.
20.7% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20170105 1:56 pm ET)
38.5% of stocks are above yesterday’s close. (61.5% are below.)
2.3% are up 4.5% or more. 2.2% are down 4.5% or more.
3.6% are up 3.5% or more. 4.4% are down 3.5% or more.
53.6% are between +1% and -1%.

RSI on DAILY (20170105 1:56 pm ET)
2-day: >=95:12.4%…>=90:24.6%…>=80:35.8%…>=50:59.7%…<=20:9.9%…<=10:3.8%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:70.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170105 1:56 pm ET)
21.1% above previous 1 highs, 26.0% below previous 1 lows
19.0% above previous 2 highs, 10.7% below previous 2 lows
18.3% above previous 3 highs, 7.5% below previous 3 lows
18.1% above previous 4 highs, 6.8% below previous 4 lows
16.3% above previous 5 highs, 6.7% below previous 5 lows
15.6% above previous 6 highs, 6.7% below previous 6 lows
15.3% above previous 7 highs, 6.7% below previous 7 lows
14.7% above previous 8 highs, 6.5% below previous 8 lows
12.9% above previous 9 highs, 6.4% below previous 9 lows
12.6% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170105 1:56 pm ET)
38.5% are above or equal to 1/4 close (1 days ago), 61.5% are below.
69.7% are above or equal to 1/3 close (2 days ago), 30.3% are below.
78.7% are above or equal to 12/30 close (3 days ago), 21.3% are below.
73.0% are above or equal to 12/29 close (4 days ago), 27.0% are below.
70.0% are above or equal to 12/28 close (5 days ago), 30.0% are below.
52.3% are above or equal to 12/27 close (6 days ago), 47.7% are below.
57.5% are above or equal to 12/23 close (7 days ago), 42.5% are below.
60.2% are above or equal to 12/22 close (8 days ago), 39.8% are below.
51.0% are above or equal to 12/21 close (9 days ago), 49.0% are below.
49.5% are above or equal to 12/20 close (10 days ago), 50.5% are below.
56.2% are above or equal to 12/19 close (11 days ago), 43.8% are below.
60.6% are above or equal to 12/16 close (12 days ago), 39.4% are below.
56.2% are above or equal to 12/15 close (13 days ago), 43.8% are below.
60.0% are above or equal to 12/14 close (14 days ago), 40.0% are below.
48.4% are above or equal to 12/13 close (15 days ago), 51.6% are below.
51.2% are above or equal to 12/12 close (16 days ago), 48.8% are below.
44.5% are above or equal to 12/9 close (17 days ago), 55.5% are below.
44.6% are above or equal to 12/8 close (18 days ago), 55.4% are below.
53.6% are above or equal to 12/7 close (19 days ago), 46.4% are below.
62.9% are above or equal to 12/6 close (20 days ago), 37.1% are below.
67.7% are above or equal to 12/5 close (21 days ago), 32.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170105 1:56 pm ET)
20d: 16.5% new highs, 6.5% new lows
21d: 16.4% new highs, 6.2% new lows
42d: 11.2% new highs, 2.0% new lows
63d: 8.0% new highs, 1.6% new lows
126d: 5.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170105 1:56 pm ET)
2-day: 37.4% above, 62.6% below
3-day: 56.0% above, 44.0% below
4-day: 66.6% above, 33.4% below
5-day: 68.3% above, 31.7% below
8-day: 64.9% above, 35.1% below
10-day: 62.9% above, 37.1% below
20-day: 54.3% above, 45.7% below
50-day: 77.8% above, 22.2% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170105 1:56 pm ET)
META(28): 3.35% Top=CDE AGI AG TAHO SSRI PAAS ABX GG ….. STLD SCCO NUE FMSA FCX CLF AKS X=Bottom (Metals & Mining)
COSW(74): 0.50% Top=SINA ATHM BITA WUBA NTES SHOP BIDU YHOO ….. GWRE ADP CSRA ACN MDRX GRUB EA NTNX=Bottom (Computer Software/Internet)
LEIS(32): 0.21% Top=SONC GPRO CMG CCL WYNN SIX SHAK ARMK ….. WEN JACK HLT EAT H DNKN TXRH BLMN=Bottom (Leisure)
ENER(90): 0.02% Top=DVN SN DO XEC RRC APC EPD VVV ….. HFC REN WPX OAS QEP CVI PBF HLX=Bottom (Energy)
REAL(96): -0.05% Top=DFT O HCN HCP NNN DLR CONE SRC ….. NYRT SC HPT DRH SHO LHO HST PEB=Bottom (Real Estate)
HEAL(45): -0.10% Top=ELGX DXCM MOH NUVA BCR ANTM BAX AET ….. ACHC COO SYK XRAY HRC A OPK ALGN=Bottom (Health)
MATE(23): -0.42% Top=WCN WY OC RSG LEN WM KBH DHI ….. TOL DAR MAS VMC FAST PHM USG SUM=Bottom (Materials & Construction)
DISV(42): -0.51% Top=ZTO YY TRU V HRB MA MCO ULTA ….. SBAC AMN MAN ACM CXW CAR RHI WTW=Bottom (Diversified Services)
COHW(32): -0.54% Top=PANW VG BCE VRSN CTL CSCO AAPL ANET ….. ARRS MSI TDC CIEN SSYS TMUS ACIA ZAYO=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.58% Top=PAH WLK MON EMN MOS ASH FMC CE ….. HUN DD APD PX IFF OLN PPG RPM=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.67% Top=CSX CNI KSU CHRW CP NAT NSC BRS ….. JBLU ALK AAL DAL TRN SWFT XPO UAL=Bottom (Transportation)
CONS(48): -0.82% Top=MAT HAS CL PG KMB ENR WHR PBI ….. KATE RL FL WWW OI COH CRI FOSL=Bottom (Consumer)
MANU(32): -0.87% Top=SWK DHR BWXT HON TTC ROP AGCO DE ….. DCI AME IR FLS CFX TEX MRC ATI=Bottom (Manufacturing)
ELEC(44): -0.90% Top=AMBA OCLR SPWR TER LRCX SNPS INTC GLW ….. IDTI MCHP CGNX CAVM QRVO FIT NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -0.96% Top=WLTW VR FNF AJG ORI AXS MMC AON ….. PRU CNO TRV LNC AGO MTG RDN MBI=Bottom (Insurance)
FINA(87): -1.39% Top=BX RJF BMO AMTD ETFC TD EFX PYPL ….. STI VOYA CIT EWBC FITB SYF OZRK HOMB=Bottom (Banks/Financials)
RETA(59): -2.59% Top=BABA AMZN SHLD COST ETSY NFLX CVS W ….. JCP DSW TLRD LB JWN SIG 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 1:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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