daytrend

01/10/2017

Filed under: Market Stats — daytrend @ 11:56 am

Market Stats at 11:56 am ET
by daytrend on 20170110. 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 (20170110 11:56 am ET)
34.6% of stocks are above yesterday’s high.
64.9% are above yesterday’s midpoint. (35.1% are below.)
11.0% are below yesterday’s low.
54.4% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
41.2% of stocks with today’s low < yesterday’s low. (58.8% greater than).

EVIDENCE OF INTRADAY TREND (20170110 11:56 am ET)
72.7% of stocks are above today’s open. (26.3% are below).
69.1% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
5.5% of stocks opened above yesterday’s high.
59.6% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170110 11:56 am ET)
30.0% of stocks are in the top 10% of today’s range.
49.0% are in the top 20%.
80.0% are in the top half. 20.0% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20170110 11:56 am ET)
75.5% of stocks are above yesterday’s close. (24.5% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
3.2% are up 3.5% or more. 1.1% are down 3.5% or more.
54.7% are between +1% and -1%.

RSI on DAILY (20170110 11:56 am ET)
2-day: >=95:7.2%…>=90:12.4%…>=80:25.0%…>=50:63.8%…<=20:12.2%…<=10:4.4%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:70.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170110 11:56 am ET)
34.6% above previous 1 highs, 11.0% below previous 1 lows
21.0% above previous 2 highs, 9.3% below previous 2 lows
16.1% above previous 3 highs, 7.4% below previous 3 lows
14.3% above previous 4 highs, 5.2% below previous 4 lows
13.5% above previous 5 highs, 3.4% below previous 5 lows
13.5% above previous 6 highs, 2.4% below previous 6 lows
13.2% above previous 7 highs, 1.9% below previous 7 lows
11.9% above previous 8 highs, 1.8% below previous 8 lows
11.1% above previous 9 highs, 1.8% below previous 9 lows
11.0% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170110 11:56 am ET)
75.5% are above or equal to 1/9 close (1 days ago), 24.5% are below.
51.2% are above or equal to 1/6 close (2 days ago), 48.8% are below.
51.6% are above or equal to 1/5 close (3 days ago), 48.4% are below.
43.5% are above or equal to 1/4 close (4 days ago), 56.5% are below.
66.6% are above or equal to 1/3 close (5 days ago), 33.4% are below.
75.4% are above or equal to 12/30 close (6 days ago), 24.6% are below.
72.0% are above or equal to 12/29 close (7 days ago), 28.0% are below.
70.8% are above or equal to 12/28 close (8 days ago), 29.2% are below.
54.4% are above or equal to 12/27 close (9 days ago), 45.6% are below.
59.9% are above or equal to 12/23 close (10 days ago), 40.1% are below.
62.5% are above or equal to 12/22 close (11 days ago), 37.5% are below.
56.0% are above or equal to 12/21 close (12 days ago), 44.0% are below.
52.5% are above or equal to 12/20 close (13 days ago), 47.5% are below.
60.2% are above or equal to 12/19 close (14 days ago), 39.8% are below.
64.9% are above or equal to 12/16 close (15 days ago), 35.1% are below.
62.2% are above or equal to 12/15 close (16 days ago), 37.8% are below.
64.1% are above or equal to 12/14 close (17 days ago), 35.9% are below.
53.3% are above or equal to 12/13 close (18 days ago), 46.7% are below.
53.7% are above or equal to 12/12 close (19 days ago), 46.3% are below.
48.8% are above or equal to 12/9 close (20 days ago), 51.2% are below.
49.2% are above or equal to 12/8 close (21 days ago), 50.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170110 11:56 am ET)
20d: 8.8% new highs, 6.7% new lows
21d: 8.5% new highs, 6.0% new lows
42d: 5.8% new highs, 0.7% new lows
63d: 4.0% new highs, 0.5% new lows
126d: 3.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170110 11:56 am ET)
2-day: 74.3% above, 25.7% below
3-day: 61.9% above, 38.1% below
4-day: 58.7% above, 41.3% below
5-day: 52.4% above, 47.6% below
8-day: 63.7% above, 36.3% below
10-day: 64.6% above, 35.4% below
20-day: 62.4% above, 37.6% below
50-day: 77.6% above, 22.4% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170110 11:56 am ET)
META(29): 2.57% Top=CLF TECK FCX CCJ AKS AA CENX X ….. PAAS GG SLW FMSA NEM CMC ABX TAHO=Bottom (Metals & Mining)
TRAN(25): 1.45% Top=ALK UAL SAVE JBLU DAL LUV SWFT AAL ….. TRN KSU EXPD CHRW NSC FDX UPS BRS=Bottom (Transportation)
RETA(60): 1.19% Top=W KORS PIR BIG ETSY BABA ANF URBN ….. WFM AMZN NFLX M EBAY TLRD JCP SHLD=Bottom (Retail & Specialty Retail)
LEIS(33): 1.14% Top=CMG TXRH JACK LVS SEAS RCL WYNN DPZ ….. MCD SONC SBUX MAR EXPE HLT SHAK ARMK=Bottom (Leisure)
HEAL(44): 1.12% Top=ZBH DXCM BSX ANTM NUVA MOH BDX SYK ….. DGX MD HLS VWR XRAY ACHC BKD HRC=Bottom (Health)
MANU(33): 1.07% Top=KMT TEX CAT ATI CFX CMI BWXT MRC ….. DHR GE ITW ROP XYL AME DE DDD=Bottom (Manufacturing)
COSW(76): 0.94% Top=MDRX ATHM BIDU CERN FEYE NTES WUBA JD ….. ORCL VIPS MSCI EQIX IBM NUAN WDAY ZEN=Bottom (Computer Software/Internet)
DISV(42): 0.91% Top=ZTO YY URI CXW ACM AL MAN WTW ….. CTAS FDC SBAC ADS MYGN GPN ALLE MCO=Bottom (Diversified Services)
MATE(23): 0.89% Top=MDR TPH FLR PWR SUM DHI PHM KBH ….. OC WCN USG RSG WY WM DAR SRCL=Bottom (Materials & Construction)
FINA(85): 0.87% Top=VOYA WETF AXP UMPQ WAL NAVI TCB LM ….. GS PSEC WU AMG CBOE LAZ APO BX=Bottom (Banks/Financials)
INSU(31): 0.79% Top=RDN MBI LNC PGR AGO ALL ORI PRU ….. AFSI AON L TRV CLGX FAF FNF AXS=Bottom (Insurance)
ELEC(45): 0.76% Top=OCLR CGNX AYI QRVO SWKS AVGO TER PI ….. KLAC NVDA FTV LRCX FSLR WAT XLNX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(49): 0.63% Top=GIL LULU OI SKX FOSL KS WWW PVH ….. KMB BLL PG CL CLX EL CHD PAY=Bottom (Consumer)
CHEM(24): 0.52% Top=CC HUN OLN CE PAH EMN IFF WLK ….. MON ALB DOW SHW GRA AXTA MOS CF=Bottom (Chemicals/Fertilizers)
COHW(34): 0.38% Top=CDW SSYS FNSR VG TMUS HPQ ANET ZAYO ….. HRS MSI PSTG S TDC VRSN CCI ACIA=Bottom (Computer Hardware/Telecom)
ENER(90): 0.26% Top=SWN CVI PBF DK REN PE RICE HFC ….. HAL SXL CRC EPD SPN EPE HLX WMB=Bottom (Energy)
REAL(98): -0.01% Top=GEO CLNY NRF PEB ALLY CSAL SHO DRH ….. AGNC SLG NLY PLD CBL HCP HCN VTR=Bottom (Real Estate)

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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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