daytrend

01/06/2017

Filed under: Market Stats — daytrend @ 11:06 am

Market Stats at 11:06 am ET
by daytrend on 20170106. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170106 11:06 am ET)
12.2% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
14.8% are below yesterday’s low.
73.0% are inside yesterday’s range.
24.6% of stocks with today’s high > yesterday’s high. (75.4% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND (20170106 11:06 am ET)
39.5% of stocks are above today’s open. (57.8% are below).
33.2% of stocks are above today’s open and yesterday’s close.
46.3% are below both.
6.5% of stocks opened above yesterday’s high.
58.5% of stocks opened above yesterday’s close. (34.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170106 11:06 am ET)
9.5% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
17.2% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20170106 11:06 am ET)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
0.0% are up 4.5% or more. 0.2% are down 4.5% or more.
0.2% are up 3.5% or more. 1.3% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY (20170106 11:06 am ET)
2-day: >=95:11.5%…>=90:17.8%…>=80:27.1%…>=50:57.7%…<=20:11.7%…<=10:4.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:71.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170106 11:06 am ET)
12.2% above previous 1 highs, 14.8% below previous 1 lows
10.1% above previous 2 highs, 10.0% below previous 2 lows
9.6% above previous 3 highs, 5.4% below previous 3 lows
9.5% above previous 4 highs, 4.1% below previous 4 lows
9.5% above previous 5 highs, 3.9% below previous 5 lows
9.1% above previous 6 highs, 3.7% below previous 6 lows
8.7% above previous 7 highs, 3.7% below previous 7 lows
8.7% above previous 8 highs, 3.7% below previous 8 lows
8.0% above previous 9 highs, 3.5% below previous 9 lows
7.3% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170106 11:06 am ET)
47.2% are above or equal to 1/5 close (1 days ago), 52.8% are below.
39.9% are above or equal to 1/4 close (2 days ago), 60.1% are below.
69.6% are above or equal to 1/3 close (3 days ago), 30.4% are below.
78.4% are above or equal to 12/30 close (4 days ago), 21.6% are below.
73.4% are above or equal to 12/29 close (5 days ago), 26.6% are below.
71.5% are above or equal to 12/28 close (6 days ago), 28.5% are below.
53.7% are above or equal to 12/27 close (7 days ago), 46.3% are below.
59.3% are above or equal to 12/23 close (8 days ago), 40.7% are below.
61.7% are above or equal to 12/22 close (9 days ago), 38.3% are below.
54.3% are above or equal to 12/21 close (10 days ago), 45.7% are below.
52.0% are above or equal to 12/20 close (11 days ago), 48.0% are below.
57.6% are above or equal to 12/19 close (12 days ago), 42.4% are below.
62.1% are above or equal to 12/16 close (13 days ago), 37.9% are below.
59.0% are above or equal to 12/15 close (14 days ago), 41.0% are below.
62.8% are above or equal to 12/14 close (15 days ago), 37.2% are below.
50.4% are above or equal to 12/13 close (16 days ago), 49.6% are below.
52.3% are above or equal to 12/12 close (17 days ago), 47.7% are below.
46.6% are above or equal to 12/9 close (18 days ago), 53.4% are below.
46.8% are above or equal to 12/8 close (19 days ago), 53.2% are below.
55.1% are above or equal to 12/7 close (20 days ago), 44.9% are below.
63.9% are above or equal to 12/6 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170106 11:06 am ET)
20d: 7.6% new highs, 4.9% new lows
21d: 7.6% new highs, 3.8% new lows
42d: 4.9% new highs, 1.3% new lows
63d: 3.4% new highs, 1.0% new lows
126d: 2.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170106 11:06 am ET)
2-day: 44.8% above, 55.2% below
3-day: 43.2% above, 56.8% below
4-day: 55.5% above, 44.5% below
5-day: 65.5% above, 34.5% below
8-day: 67.3% above, 32.7% below
10-day: 64.9% above, 35.1% below
20-day: 58.9% above, 41.1% below
50-day: 78.8% above, 21.2% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170106 11:06 am ET)
COSW(76): 0.31% Top=NUAN IT SQ SPLK VIPS NTNX NOW FB ….. MBLY BIDU MANH MTCH HPE SINA XRX SHOP=Bottom (Computer Software/Internet)
MANU(33): 0.30% Top=DOV CFX ROP TEX AME CMI HON ETN ….. BWXT IR DHR DCI SWK MRC MFS ATI=Bottom (Manufacturing)
INSU(30): 0.20% Top=AIG MBI WLTW CNO AON MET PRU UNM ….. BRO CINF RDN TRV MTG FAF FNF CLGX=Bottom (Insurance)
TRAN(25): 0.20% Top=AAL TRN CP FDX NSC JBHT KSU DAL ….. BRS UPS GWR NAT LUV ALK SAVE JBLU=Bottom (Transportation)
HEAL(44): 0.15% Top=OPK IRWD ABT IART NUVA BDX A VWR ….. ANTM CYH ALGN ZBH SYK MD BKD THC=Bottom (Health)
FINA(86): 0.15% Top=NAVI APO AMP CIT SIVB CBOE ARCC GS ….. IVZ BEN TD OMF TROW LAZ WETF FII=Bottom (Banks/Financials)
ELEC(45): 0.09% Top=WAT PI CRUS QRVO AMD NVDA MCHP ON ….. KEYS TER DLB CY GRMN AMBA OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): -0.04% Top=MYGN ZTO CXW FDC FLT ATHN VRSK BAH ….. ADS SERV LDOS G YY AMN WTW RRD=Bottom (Diversified Services)
CONS(49): -0.13% Top=PKG NKE AVY UAA EPC TUP FBHS BERY ….. HAS PAY LEG KS RL CRI PBI KATE=Bottom (Consumer)
REAL(97): -0.18% Top=NYRT KRC STWD MAC SPG CUZ SKT STAG ….. PEB CSAL RLJ LHO DRH CBG SC RLGY=Bottom (Real Estate)
LEIS(33): -0.35% Top=EXPE CMG QSR YUM MCD SBUX DPZ MGM ….. EAT BYD H HLT WEN GPRO TXRH SHAK=Bottom (Leisure)
COHW(33): -0.35% Top=ZAYO SSYS VRSN AAPL MSI HRS S WDC ….. TMUS CIEN ARRS COMM STX VZ T VG=Bottom (Computer Hardware/Telecom)
ENER(90): -0.42% Top=RES WMB SHLX BAS EPD CRZO COG ECA ….. TSO MTDR CVI PAGP SN CRC HFC WPX=Bottom (Energy)
RETA(60): -0.45% Top=ETSY GPS DKS URBN NFLX EBAY AMZN SPLS ….. DSW FINL AN ANF TLRD SHLD PIR AEO=Bottom (Retail & Specialty Retail)
CHEM(24): -0.52% Top=MON SHW CF APD FMC ALB PPG PX ….. PAH DD HUN WLK DOW IFF POT CC=Bottom (Chemicals/Fertilizers)
MATE(23): -0.99% Top=SRCL WCN PWR MDR MAS RSG WM OC ….. PHM DHI SUM MLM VMC USG KBH CAA=Bottom (Materials & Construction)
META(29): -1.93% Top=FCX CMC NUE X ARNC AA CNX SCCO ….. NEM SLW AGI AG SSRI TECK CDE TAHO=Bottom (Metals & Mining)

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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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