daytrend

01/09/2017

Filed under: Market Stats — daytrend @ 10:16 am

Market Stats at 10:16 am ET
by daytrend on 20170109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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

COMPARED TO YESTERDAY’S RANGE (20170109 10:16 am ET)
7.7% of stocks are above yesterday’s high.
30.1% are above yesterday’s midpoint. (69.9% are below.)
35.8% are below yesterday’s low.
56.5% are inside yesterday’s range.
19.1% of stocks with today’s high > yesterday’s high. (80.9% less than).
54.7% of stocks with today’s low < yesterday’s low. (45.3% greater than).

EVIDENCE OF INTRADAY TREND (20170109 10:16 am ET)
27.3% of stocks are above today’s open. (70.9% are below).
19.0% of stocks are above today’s open and yesterday’s close.
64.7% are below both.
4.6% of stocks opened above yesterday’s high.
35.4% of stocks opened above yesterday’s close. (59.2% opened below yesterday’s close).
18.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170109 10:16 am ET)
4.8% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
35.7% are in the top half. 64.3% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN (20170109 10:16 am ET)
26.8% of stocks are above yesterday’s close. (73.2% are below.)
0.4% are up 4.5% or more. 1.3% are down 4.5% or more.
0.5% are up 3.5% or more. 2.4% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20170109 10:16 am ET)
2-day: >=95:5.5%…>=90:7.6%…>=80:13.9%…>=50:36.8%…<=20:26.3%…<=10:8.5%…<=5:3.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:0.7%…>=50:55.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:63.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170109 10:16 am ET)
7.7% above previous 1 highs, 35.8% below previous 1 lows
5.0% above previous 2 highs, 24.8% below previous 2 lows
4.1% above previous 3 highs, 18.9% below previous 3 lows
3.9% above previous 4 highs, 12.3% below previous 4 lows
3.5% above previous 5 highs, 10.1% below previous 5 lows
3.5% above previous 6 highs, 9.6% below previous 6 lows
3.0% above previous 7 highs, 9.4% below previous 7 lows
3.0% above previous 8 highs, 9.3% below previous 8 lows
3.0% above previous 9 highs, 9.1% below previous 9 lows
2.9% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170109 10:16 am ET)
26.8% are above or equal to 1/6 close (1 days ago), 73.2% are below.
35.7% are above or equal to 1/5 close (2 days ago), 64.3% are below.
35.0% are above or equal to 1/4 close (3 days ago), 65.0% are below.
57.7% are above or equal to 1/3 close (4 days ago), 42.3% are below.
68.2% are above or equal to 12/30 close (5 days ago), 31.8% are below.
64.6% are above or equal to 12/29 close (6 days ago), 35.4% are below.
62.0% are above or equal to 12/28 close (7 days ago), 38.0% are below.
47.3% are above or equal to 12/27 close (8 days ago), 52.7% are below.
51.8% are above or equal to 12/23 close (9 days ago), 48.2% are below.
52.4% are above or equal to 12/22 close (10 days ago), 47.6% are below.
47.4% are above or equal to 12/21 close (11 days ago), 52.6% are below.
45.7% are above or equal to 12/20 close (12 days ago), 54.3% are below.
52.5% are above or equal to 12/19 close (13 days ago), 47.5% are below.
56.8% are above or equal to 12/16 close (14 days ago), 43.2% are below.
52.7% are above or equal to 12/15 close (15 days ago), 47.3% are below.
56.9% are above or equal to 12/14 close (16 days ago), 43.1% are below.
45.4% are above or equal to 12/13 close (17 days ago), 54.6% are below.
48.4% are above or equal to 12/12 close (18 days ago), 51.6% are below.
41.5% are above or equal to 12/9 close (19 days ago), 58.5% are below.
43.5% are above or equal to 12/8 close (20 days ago), 56.5% are below.
49.6% are above or equal to 12/7 close (21 days ago), 50.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170109 10:16 am ET)
20d: 5.4% new highs, 8.4% new lows
21d: 5.4% new highs, 7.7% new lows
42d: 3.3% new highs, 1.0% new lows
63d: 1.9% new highs, 0.9% new lows
126d: 0.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170109 10:16 am ET)
2-day: 25.6% above, 74.4% below
3-day: 29.2% above, 70.8% below
4-day: 31.9% above, 68.1% below
5-day: 42.1% above, 57.9% below
8-day: 54.9% above, 45.1% below
10-day: 53.3% above, 46.7% below
20-day: 50.9% above, 49.1% below
50-day: 74.3% above, 25.7% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170109 10:16 am ET)
HEAL(44): 0.23% Top=HCA THC CNC UHS NUVA CYH ZBH EW ….. MOH BKD IRWD UNH ANTM VWR AET DVA=Bottom (Health)
ELEC(45): 0.12% Top=NVDA PI AMAT AMD LRCX MU SWKS ON ….. WAT TRMB KEYS FSLR GRMN CSIQ CREE AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.03% Top=WOOF GPN VNTV FDC TRU G MA INFO ….. AL KBR URI R RBA ZTO CAR WTW=Bottom (Diversified Services)
LEIS(33): -0.09% Top=SBUX BLMN WYNN WEN DNKN SONC JACK RCL ….. WYN TXRH MTN HLT EAT CMG SHAK BYD=Bottom (Leisure)
CHEM(24): -0.14% Top=DOW DD APD HUN PX CC EMN AXTA ….. MOS ASH IFF WLK GRA PAH CF RPM=Bottom (Chemicals/Fertilizers)
COHW(34): -0.20% Top=SSYS WDC AAPL FNSR PSTG ACIA QCOM CDW ….. PANW BBRY JNPR BCE TDS HRS ANET VG=Bottom (Computer Hardware/Telecom)
COSW(75): -0.23% Top=NTES TSS ORCL YELP NTNX ATHM TWTR IT ….. FFIV SPLK ATVI ADSK VIPS RHT MBLY MANH=Bottom (Computer Software/Internet)
RETA(61): -0.23% Top=AEO GPS FINL BID ASNA BBY DSW MELI ….. CASY WBA KSS PIR SIG JCP ETSY SHLD=Bottom (Retail & Specialty Retail)
META(29): -0.28% Top=AGI CDE SSRI AG RGLD ABX TECK FNV ….. CCJ AA CNX X SLCA AKS CENX CMC=Bottom (Metals & Mining)
REAL(97): -0.46% Top=NRF CLNY NYRT AGNC VER NRZ CYS OUT ….. AMH KRC RLJ BDN HST DRH SLG SC=Bottom (Real Estate)
MANU(33): -0.52% Top=DDD ROK ATI EMR DHR MHK SWK PH ….. PNR DCI TEX DOV AOS CFX KMT MRC=Bottom (Manufacturing)
CONS(49): -0.62% Top=GPK KATE AVY CRI PAY SKX PBI UAA ….. CCK WHR ENR EPC TUP CHD BC FOSL=Bottom (Consumer)
MATE(23): -0.71% Top=WY MLM WM VMC DHI RSG FAST MDR ….. TOL DAR FLR KBH PWR OC CAA TPH=Bottom (Materials & Construction)
TRAN(25): -0.97% Top=LUV AAL SAVE ALK JBLU EXPD DAL FDX ….. TRN JBHT GWR NAT CP NSC KSU BRS=Bottom (Transportation)
INSU(31): -1.01% Top=HIG MET TRV AGO AFL BRO WLTW AFSI ….. LNC FAF FNF CNO CLGX MBI MTG RDN=Bottom (Insurance)
FINA(85): -1.05% Top=NSAM KKR AXP EFX AMP WU JPM ICE ….. WETF OMF NAVI LM WBS HOMB ZION WDR=Bottom (Banks/Financials)
ENER(90): -1.90% Top=BAS VVV REN MMP SPN CXO BPL SLB ….. SM SWN RIG RICE RRC ETE EPE CRC=Bottom (Energy)

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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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