daytrend

01/10/2017

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 1:17 pm ET
by daytrend on 20170110. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170110 1:17 pm ET)
32.6% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
14.3% are below yesterday’s low.
53.2% are inside yesterday’s range.
50.5% of stocks with today’s high > yesterday’s high. (49.5% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND (20170110 1:17 pm ET)
66.3% of stocks are above today’s open. (32.9% are below).
63.3% of stocks are above today’s open and yesterday’s close.
26.5% are below both.
5.5% of stocks opened above yesterday’s high.
59.5% 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 1:17 pm ET)
11.5% of stocks are in the top 10% of today’s range.
29.5% are in the top 20%.
68.5% are in the top half. 31.5% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20170110 1:17 pm ET)
70.7% of stocks are above yesterday’s close. (29.3% are below.)
2.3% are up 4.5% or more. 0.7% are down 4.5% or more.
3.4% are up 3.5% or more. 1.1% are down 3.5% or more.
57.2% are between +1% and -1%.

RSI on DAILY (20170110 1:17 pm ET)
2-day: >=95:7.2%…>=90:12.3%…>=80:24.4%…>=50:59.3%…<=20:15.2%…<=10:5.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:69.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170110 1:17 pm ET)
32.6% above previous 1 highs, 14.3% below previous 1 lows
20.0% above previous 2 highs, 11.3% below previous 2 lows
14.4% above previous 3 highs, 8.9% below previous 3 lows
13.3% above previous 4 highs, 7.0% below previous 4 lows
12.7% above previous 5 highs, 4.1% below previous 5 lows
12.7% above previous 6 highs, 3.2% below previous 6 lows
12.4% above previous 7 highs, 2.7% below previous 7 lows
11.3% above previous 8 highs, 2.6% below previous 8 lows
10.9% above previous 9 highs, 2.4% below previous 9 lows
10.7% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170110 1:17 pm ET)
70.7% are above or equal to 1/9 close (1 days ago), 29.3% are below.
47.8% are above or equal to 1/6 close (2 days ago), 52.2% are below.
49.1% are above or equal to 1/5 close (3 days ago), 50.9% are below.
40.7% are above or equal to 1/4 close (4 days ago), 59.3% are below.
64.4% are above or equal to 1/3 close (5 days ago), 35.6% are below.
73.8% are above or equal to 12/30 close (6 days ago), 26.2% are below.
70.0% are above or equal to 12/29 close (7 days ago), 30.0% are below.
69.8% are above or equal to 12/28 close (8 days ago), 30.2% are below.
53.4% are above or equal to 12/27 close (9 days ago), 46.6% are below.
59.3% are above or equal to 12/23 close (10 days ago), 40.7% are below.
60.6% are above or equal to 12/22 close (11 days ago), 39.4% are below.
55.5% are above or equal to 12/21 close (12 days ago), 44.5% are below.
50.2% are above or equal to 12/20 close (13 days ago), 49.8% are below.
57.8% are above or equal to 12/19 close (14 days ago), 42.2% are below.
65.1% are above or equal to 12/16 close (15 days ago), 34.9% are below.
61.0% are above or equal to 12/15 close (16 days ago), 39.0% are below.
62.8% are above or equal to 12/14 close (17 days ago), 37.2% are below.
52.1% are above or equal to 12/13 close (18 days ago), 47.9% are below.
52.6% are above or equal to 12/12 close (19 days ago), 47.4% are below.
47.7% are above or equal to 12/9 close (20 days ago), 52.3% are below.
47.0% are above or equal to 12/8 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170110 1:17 pm ET)
20d: 9.8% new highs, 6.8% new lows
21d: 9.5% new highs, 6.2% new lows
42d: 6.6% new highs, 0.7% new lows
63d: 4.5% new highs, 0.5% new lows
126d: 3.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170110 1:17 pm ET)
2-day: 69.6% above, 30.4% below
3-day: 56.1% above, 43.9% below
4-day: 53.3% above, 46.7% below
5-day: 50.6% above, 49.4% below
8-day: 60.9% above, 39.1% below
10-day: 62.4% above, 37.6% below
20-day: 60.1% above, 39.9% below
50-day: 77.4% above, 22.6% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170110 1:17 pm ET)
META(29): 2.20% Top=CLF TECK CCJ CENX FCX AKS AA CNX ….. SSRI FMSA PAAS GG SLW NEM ABX TAHO=Bottom (Metals & Mining)
HEAL(43): 1.73% Top=BKD ZBH DXCM BSX ANTM SYK NUVA THC ….. AET HCA MD ACHC UNH VWR HLS XRAY=Bottom (Health)
RETA(60): 1.47% Top=W ETSY KORS ANF BABA BIG PIR GES ….. SHLD AMZN KAR M TLRD NFLX EBAY JCP=Bottom (Retail & Specialty Retail)
TRAN(25): 1.23% Top=ALK SAVE UAL DAL JBLU LUV AAL SWFT ….. XPO CHRW NSC KSU EXPD FDX UPS BRS=Bottom (Transportation)
LEIS(33): 1.08% Top=CMG TXRH WYNN LVS RCL MGM SEAS JACK ….. MAR STAY MCD SBUX SONC HLT ARMK SHAK=Bottom (Leisure)
MANU(33): 0.99% Top=KMT CFX TEX CAT MRC CMI IR ATI ….. MHK GE AGCO ITW DE ROP XYL DDD=Bottom (Manufacturing)
DISV(42): 0.86% Top=YY ZTO CXW URI ACM AL RHI WTW ….. CTAS SBAC MYGN RRD ADS GPN ALLE MCO=Bottom (Diversified Services)
FINA(85): 0.77% Top=WETF VOYA AXP NAVI BAC LM COF TCB ….. NDAQ PYPL WU PSEC CBOE BOFI APO BX=Bottom (Banks/Financials)
COSW(76): 0.74% Top=MDRX ATHM JD CERN IT YHOO FEYE NTES ….. ORCL GWRE EQIX MSCI IBM WDAY ZEN NUAN=Bottom (Computer Software/Internet)
INSU(31): 0.69% Top=PGR MBI AGO RDN ALL LNC AIG CNO ….. TRV AFL AON AXS AFSI CLGX FAF FNF=Bottom (Insurance)
ELEC(45): 0.64% Top=OCLR AYI QRVO CGNX PI SWKS AVGO TER ….. KLAC LRCX WAT HIMX AMD NVDA XLNX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): 0.62% Top=TPH FLR MDR PHM CAA KBH DHI MLM ….. USG RSG MAS WM OC WY SRCL DAR=Bottom (Materials & Construction)
CONS(49): 0.59% Top=OI LULU GIL FOSL SKX WWW PVH COH ….. BLL PG EPC EL CL CHD CLX PAY=Bottom (Consumer)
CHEM(24): 0.32% Top=CC HUN OLN CE PAH EMN ASH IFF ….. DD GRA SHW AXTA MOS DOW ALB CF=Bottom (Chemicals/Fertilizers)
COHW(34): 0.12% Top=TMUS CDW FNSR VG ANET ZAYO PANW HPQ ….. HRS MSI S TDC PSTG VRSN CCI ACIA=Bottom (Computer Hardware/Telecom)
ENER(90): 0.05% Top=SWN RICE REN GPOR DK PE HES RRC ….. BPL SXL EPD SPN CRC EPE HLX WMB=Bottom (Energy)
REAL(98): -0.27% Top=GEO SC ALLY CSAL CLNY PEB DEI NRF ….. SLG EXR GGP PLD HCP CBL 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 1:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: