daytrend

01/05/2017

Filed under: Market Stats — daytrend @ 2:41 pm

Market Stats at 2:41 pm 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 2:41 pm ET)
24.0% of stocks are above yesterday’s high.
52.9% are above yesterday’s midpoint. (47.1% are below.)
24.3% are below yesterday’s low.
51.7% are inside yesterday’s range.
52.3% of stocks with today’s high > yesterday’s high. (47.7% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20170105 2:41 pm ET)
43.4% of stocks are above today’s open. (55.2% are below).
34.6% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
10.5% of stocks opened above yesterday’s high.
33.3% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170105 2:41 pm ET)
8.3% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
45.9% are in the top half. 54.1% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170105 2:41 pm ET)
39.6% of stocks are above yesterday’s close. (60.4% are below.)
3.0% are up 4.5% or more. 2.5% are down 4.5% or more.
3.6% are up 3.5% or more. 3.8% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20170105 2:41 pm ET)
2-day: >=95:12.8%…>=90:25.4%…>=80:36.5%…>=50:60.3%…<=20:10.0%…<=10:3.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:67.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:71.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170105 2:41 pm ET)
24.0% above previous 1 highs, 24.3% below previous 1 lows
21.2% above previous 2 highs, 9.7% below previous 2 lows
20.6% above previous 3 highs, 7.3% below previous 3 lows
20.3% above previous 4 highs, 6.7% below previous 4 lows
18.4% above previous 5 highs, 6.5% below previous 5 lows
17.4% above previous 6 highs, 6.5% below previous 6 lows
17.1% above previous 7 highs, 6.5% below previous 7 lows
16.3% above previous 8 highs, 6.5% below previous 8 lows
14.5% above previous 9 highs, 6.4% below previous 9 lows
14.3% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170105 2:41 pm ET)
39.6% are above or equal to 1/4 close (1 days ago), 60.4% are below.
71.8% are above or equal to 1/3 close (2 days ago), 28.2% are below.
79.4% are above or equal to 12/30 close (3 days ago), 20.6% are below.
73.5% are above or equal to 12/29 close (4 days ago), 26.5% are below.
70.5% are above or equal to 12/28 close (5 days ago), 29.5% are below.
54.0% are above or equal to 12/27 close (6 days ago), 46.0% are below.
58.1% are above or equal to 12/23 close (7 days ago), 41.9% are below.
60.3% are above or equal to 12/22 close (8 days ago), 39.7% are below.
52.7% are above or equal to 12/21 close (9 days ago), 47.3% are below.
51.2% are above or equal to 12/20 close (10 days ago), 48.8% are below.
58.0% are above or equal to 12/19 close (11 days ago), 42.0% are below.
62.3% are above or equal to 12/16 close (12 days ago), 37.7% are below.
57.0% are above or equal to 12/15 close (13 days ago), 43.0% are below.
61.2% are above or equal to 12/14 close (14 days ago), 38.8% are below.
48.8% are above or equal to 12/13 close (15 days ago), 51.2% are below.
52.2% are above or equal to 12/12 close (16 days ago), 47.8% are below.
45.3% are above or equal to 12/9 close (17 days ago), 54.7% are below.
45.4% are above or equal to 12/8 close (18 days ago), 54.6% are below.
54.1% are above or equal to 12/7 close (19 days ago), 45.9% are below.
63.3% are above or equal to 12/6 close (20 days ago), 36.7% 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 2:41 pm ET)
20d: 17.0% new highs, 6.7% new lows
21d: 16.9% new highs, 6.2% new lows
42d: 11.3% new highs, 2.0% new lows
63d: 8.1% new highs, 1.6% new lows
126d: 5.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170105 2:41 pm ET)
2-day: 38.3% above, 61.7% below
3-day: 57.7% above, 42.3% below
4-day: 67.0% above, 33.0% below
5-day: 69.5% above, 30.5% below
8-day: 65.2% above, 34.8% below
10-day: 63.3% above, 36.7% below
20-day: 56.7% above, 43.3% below
50-day: 78.5% above, 21.5% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170105 2:41 pm ET)
META(28): 3.61% Top=CDE AGI AG TAHO SSRI PAAS ABX GG ….. CMC SCCO FMSA NUE CLF FCX AKS X=Bottom (Metals & Mining)
COSW(74): 0.57% Top=SINA SHOP ATHM BITA WUBA NTES YHOO BIDU ….. GWRE TEAM TTWO MDRX GRUB ACN EA NTNX=Bottom (Computer Software/Internet)
LEIS(32): 0.26% Top=SONC GPRO CMG CCL SHAK WYNN SIX ARMK ….. MAR EAT JACK HLT H TXRH DNKN BLMN=Bottom (Leisure)
ENER(90): 0.15% Top=DVN DO SN RRC VVV RES XEC PTEN ….. OAS HFC WPX QEP REN CVI HLX PBF=Bottom (Energy)
REAL(96): -0.03% Top=DFT O HCP DLR VER HCN SRC HR ….. CBL DRH HPT SC LHO HST SHO PEB=Bottom (Real Estate)
HEAL(45): -0.15% Top=ELGX DXCM MOH ANTM NUVA BCR ABT AET ….. SYK XRAY COO A ACHC HRC OPK ALGN=Bottom (Health)
MATE(23): -0.24% Top=OC WCN WY LEN RSG KBH WM DHI ….. SRCL TOL FLR VMC DAR USG FAST SUM=Bottom (Materials & Construction)
CHEM(24): -0.35% Top=PAH WLK MOS EMN MON ASH CF FMC ….. DD ALB PX APD OLN IFF PPG RPM=Bottom (Chemicals/Fertilizers)
DISV(42): -0.43% Top=YY ZTO TRU V HRB MCO MA ULTA ….. ADS MAN KBR ACM CXW CAR RHI WTW=Bottom (Diversified Services)
COHW(32): -0.55% Top=PANW VG BCE VRSN ANET VZ CTL CSCO ….. TDC FNSR ARRS TMUS CIEN SSYS ACIA ZAYO=Bottom (Computer Hardware/Telecom)
CONS(48): -0.69% Top=MAT HAS CL PG KMB PAY ENR WRK ….. OI LEG FL RL WWW COH CRI FOSL=Bottom (Consumer)
TRAN(25): -0.77% Top=CP CSX CNI KSU CHRW NAT NSC BRS ….. JBLU ALK AAL DAL SWFT TRN XPO UAL=Bottom (Transportation)
MANU(32): -0.84% Top=SWK DHR BWXT HON TTC KMT ROP PNR ….. CMI IR AME FLS CFX MRC TEX ATI=Bottom (Manufacturing)
INSU(31): -0.84% Top=WLTW VR FNF AJG MMC ORI PGR AXS ….. MET LNC TRV PRU AGO MTG RDN MBI=Bottom (Insurance)
ELEC(44): -0.85% Top=AMBA SPWR OCLR SNPS LRCX TER GLW INTC ….. CGNX MCHP JBL NVDA CAVM FIT QRVO PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): -1.28% Top=BX RJF AMTD ETFC BMO TD PYPL EFX ….. STI CIT EWBC OZRK FITB SYF HOMB WETF=Bottom (Banks/Financials)
RETA(59): -2.46% Top=BABA ETSY AMZN COST W SHLD NFLX CVS ….. JCP DSW LB SIG 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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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