daytrend

01/09/2017

Filed under: Market Stats — daytrend @ 2:48 pm

Market Stats at 2:48 pm ET
by daytrend on 20170109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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

COMPARED TO YESTERDAY’S RANGE (20170109 2:48 pm ET)
11.5% of stocks are above yesterday’s high.
30.4% are above yesterday’s midpoint. (69.6% are below.)
41.4% are below yesterday’s low.
47.1% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND (20170109 2:48 pm ET)
30.5% of stocks are above today’s open. (68.7% are below).
22.7% of stocks are above today’s open and yesterday’s close.
64.2% are below both.
4.5% 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 2:48 pm ET)
3.4% of stocks are in the top 10% of today’s range.
8.7% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
24.9% are in the bottom 10%.

GAIN (20170109 2:48 pm ET)
28.7% of stocks are above yesterday’s close. (71.3% are below.)
1.0% are up 4.5% or more. 2.0% are down 4.5% or more.
1.1% are up 3.5% or more. 4.9% are down 3.5% or more.
55.2% are between +1% and -1%.

RSI on DAILY (20170109 2:48 pm ET)
2-day: >=95:6.5%…>=90:9.6%…>=80:14.7%…>=50:35.0%…<=20:29.1%…<=10:11.5%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.5%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:62.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170109 2:48 pm ET)
11.5% above previous 1 highs, 41.4% below previous 1 lows
8.7% above previous 2 highs, 29.7% below previous 2 lows
7.6% above previous 3 highs, 22.6% below previous 3 lows
7.3% above previous 4 highs, 14.7% below previous 4 lows
7.0% above previous 5 highs, 12.2% below previous 5 lows
7.0% above previous 6 highs, 11.5% below previous 6 lows
6.7% above previous 7 highs, 11.4% below previous 7 lows
6.7% above previous 8 highs, 11.1% below previous 8 lows
6.6% above previous 9 highs, 10.7% below previous 9 lows
6.3% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170109 2:48 pm ET)
28.7% are above or equal to 1/6 close (1 days ago), 71.3% are below.
33.9% are above or equal to 1/5 close (2 days ago), 66.1% are below.
33.2% are above or equal to 1/4 close (3 days ago), 66.8% are below.
54.6% are above or equal to 1/3 close (4 days ago), 45.4% are below.
66.4% are above or equal to 12/30 close (5 days ago), 33.6% are below.
61.4% are above or equal to 12/29 close (6 days ago), 38.6% are below.
60.3% are above or equal to 12/28 close (7 days ago), 39.7% are below.
45.4% are above or equal to 12/27 close (8 days ago), 54.6% are below.
49.3% are above or equal to 12/23 close (9 days ago), 50.7% are below.
51.6% are above or equal to 12/22 close (10 days ago), 48.4% are below.
47.4% are above or equal to 12/21 close (11 days ago), 52.6% are below.
44.4% are above or equal to 12/20 close (12 days ago), 55.6% are below.
50.7% are above or equal to 12/19 close (13 days ago), 49.3% are below.
55.8% are above or equal to 12/16 close (14 days ago), 44.2% are below.
52.7% are above or equal to 12/15 close (15 days ago), 47.3% are below.
56.8% are above or equal to 12/14 close (16 days ago), 43.2% are below.
44.9% are above or equal to 12/13 close (17 days ago), 55.1% are below.
47.5% are above or equal to 12/12 close (18 days ago), 52.5% are below.
41.8% are above or equal to 12/9 close (19 days ago), 58.2% are below.
43.1% are above or equal to 12/8 close (20 days ago), 56.9% 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 2:48 pm ET)
20d: 9.5% new highs, 10.4% new lows
21d: 9.4% new highs, 9.3% new lows
42d: 6.2% new highs, 1.3% new lows
63d: 3.9% new highs, 1.2% new lows
126d: 2.1% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170109 2:48 pm ET)
2-day: 27.2% above, 72.8% below
3-day: 30.5% above, 69.5% below
4-day: 30.6% above, 69.4% below
5-day: 36.9% above, 63.1% below
8-day: 52.3% above, 47.7% below
10-day: 49.7% above, 50.3% below
20-day: 49.2% above, 50.8% below
50-day: 74.6% above, 25.4% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170109 2:48 pm ET)
HEAL(44): 0.83% Top=THC ACHC HCA IRWD UHS CYH RMD ZBH ….. MOH UNH ABT PRXL DXCM AET ANTM DVA=Bottom (Health)
COSW(75): 0.12% Top=NTNX NTES NUAN ZEN VEEV YELP ATHM ORCL ….. ACN NCR VMW DOX HPE RHT MBLY MANH=Bottom (Computer Software/Internet)
ELEC(45): -0.04% Top=NVDA CY AMAT ON SPWR IDTI MU LRCX ….. APH PI CREE FIT GRMN AMBA TEL AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): -0.05% Top=CC APD OLN DD DOW PPG CF MON ….. MOS FMC GRA ASH CE EMN RPM WLK=Bottom (Chemicals/Fertilizers)
LEIS(33): -0.19% Top=BLMN SBUX WEN EXPE JACK LVS WYNN DNKN ….. STAY CMG SEAS TXRH EAT MTN BYD SHAK=Bottom (Leisure)
COHW(34): -0.20% Top=SSYS ACIA WDC PSTG AAPL COMM ZAYO VRSN ….. CDW FNSR ARRS JNPR HRS HPQ TDS ANET=Bottom (Computer Hardware/Telecom)
MANU(33): -0.36% Top=DDD ITT DHR ROK ATI MFS EMR MHK ….. DCI ETN DE DOV KMT CFX PNR MRC=Bottom (Manufacturing)
RETA(60): -0.40% Top=AEO BID GPS BIG W BBY BABA KAR ….. M RH URBN SIG DKS JCP SHLD ETSY=Bottom (Retail & Specialty Retail)
MATE(23): -0.40% Top=SUM WY DHI PHM KBH USG MDR MLM ….. WM VMC MAS RSG WCN FLR TPH PWR=Bottom (Materials & Construction)
META(29): -0.53% Top=SSRI AGI AG CDE RGLD PAAS FNV ABX ….. STLD CNX SLCA AA AKS CENX X CMC=Bottom (Metals & Mining)
CONS(49): -0.72% Top=PAY KATE CRI PKG BERY NWL GPK AVY ….. COH OI WWW TPX WHR TUP FOSL CCK=Bottom (Consumer)
DISV(42): -0.79% Top=GPN CXW ATHN TRU AMN FDC ADS RRD ….. JEC ACM AL ZTO RBA URI CAR WTW=Bottom (Diversified Services)
REAL(97): -0.86% Top=LHO SHO OUT RLGY VTR NYRT HTA PEB ….. RPAI AMH AKR CBL SKT BRX SLG BDN=Bottom (Real Estate)
FINA(85): -0.93% Top=KKR OMF SEIC OZRK BOFI AXP JPM ETFC ….. PACW SIVB WBS AMG LM WETF TROW WDR=Bottom (Banks/Financials)
TRAN(25): -1.15% Top=AAL JBLU ALK LUV DAL EXPD SAVE UAL ….. XPO TRN NAT GWR CP KSU NSC BRS=Bottom (Transportation)
INSU(31): -1.26% Top=AIG PRU FAF WLTW BRO AON FNF PGR ….. AJG CINF ORI CLGX MBI CNO MTG RDN=Bottom (Insurance)
ENER(90): -2.21% Top=BAS SPN VVV SE EPD DO PAA XEC ….. WPX RICE CRZO SWN CRC EPE ETE SN=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 2:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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