daytrend

01/10/2017

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 1:49 pm ET
by daytrend on 20170110. 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 (20170110 1:49 pm ET)
27.5% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
17.5% are below yesterday’s low.
55.1% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20170110 1:49 pm ET)
58.4% of stocks are above today’s open. (39.7% are below).
55.7% of stocks are above today’s open and yesterday’s close.
31.3% 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 1:49 pm ET)
7.0% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20170110 1:49 pm ET)
65.7% of stocks are above yesterday’s close. (34.3% are below.)
2.3% are up 4.5% or more. 0.9% are down 4.5% or more.
3.1% are up 3.5% or more. 1.2% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20170110 1:49 pm ET)
2-day: >=95:6.5%…>=90:11.5%…>=80:21.9%…>=50:53.4%…<=20:20.5%…<=10:7.6%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:60.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:67.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170110 1:49 pm ET)
27.5% above previous 1 highs, 17.5% below previous 1 lows
17.5% above previous 2 highs, 14.5% below previous 2 lows
13.7% above previous 3 highs, 11.6% below previous 3 lows
12.3% above previous 4 highs, 9.2% below previous 4 lows
11.7% above previous 5 highs, 5.9% below previous 5 lows
11.7% above previous 6 highs, 4.5% below previous 6 lows
11.4% above previous 7 highs, 3.8% below previous 7 lows
10.7% above previous 8 highs, 3.7% below previous 8 lows
10.4% above previous 9 highs, 3.5% below previous 9 lows
10.3% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170110 1:49 pm ET)
65.7% are above or equal to 1/9 close (1 days ago), 34.3% are below.
43.6% are above or equal to 1/6 close (2 days ago), 56.4% are below.
46.2% are above or equal to 1/5 close (3 days ago), 53.8% are below.
37.7% are above or equal to 1/4 close (4 days ago), 62.3% are below.
60.8% are above or equal to 1/3 close (5 days ago), 39.2% are below.
70.6% are above or equal to 12/30 close (6 days ago), 29.4% are below.
67.4% are above or equal to 12/29 close (7 days ago), 32.6% are below.
68.0% are above or equal to 12/28 close (8 days ago), 32.0% are below.
50.5% are above or equal to 12/27 close (9 days ago), 49.5% are below.
56.7% are above or equal to 12/23 close (10 days ago), 43.3% are below.
58.5% are above or equal to 12/22 close (11 days ago), 41.5% are below.
52.6% are above or equal to 12/21 close (12 days ago), 47.4% are below.
47.4% are above or equal to 12/20 close (13 days ago), 52.6% are below.
55.3% are above or equal to 12/19 close (14 days ago), 44.7% are below.
62.9% are above or equal to 12/16 close (15 days ago), 37.1% are below.
60.3% are above or equal to 12/15 close (16 days ago), 39.7% are below.
61.9% are above or equal to 12/14 close (17 days ago), 38.1% are below.
50.8% are above or equal to 12/13 close (18 days ago), 49.2% are below.
50.8% are above or equal to 12/12 close (19 days ago), 49.2% are below.
45.4% are above or equal to 12/9 close (20 days ago), 54.6% are below.
44.7% are above or equal to 12/8 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170110 1:49 pm ET)
20d: 9.9% new highs, 7.3% new lows
21d: 9.6% new highs, 6.7% new lows
42d: 6.7% new highs, 1.0% new lows
63d: 4.5% new highs, 0.7% new lows
126d: 3.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170110 1:49 pm ET)
2-day: 63.9% above, 36.1% below
3-day: 50.9% above, 49.1% below
4-day: 47.9% above, 52.1% below
5-day: 45.3% above, 54.7% below
8-day: 56.8% above, 43.2% below
10-day: 58.7% above, 41.3% below
20-day: 58.1% above, 41.9% below
50-day: 75.6% above, 24.4% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170110 1:49 pm ET)
META(29): 1.98% Top=CLF TECK CCJ AKS FCX AA CENX CNX ….. SLCA SLW GG CMC FMSA NEM ABX TAHO=Bottom (Metals & Mining)
HEAL(43): 1.61% Top=BKD ZBH DXCM BSX ANTM SYK NUVA BDX ….. AET PKI VWR UNH XRAY HCA ACHC HLS=Bottom (Health)
RETA(60): 1.23% Top=W KORS ETSY BABA PIR URBN BIG GNC ….. KAR BID SHLD M NFLX TLRD EBAY JCP=Bottom (Retail & Specialty Retail)
LEIS(33): 1.00% Top=CMG TXRH WYNN LVS SEAS RCL JACK BLMN ….. MAR SBUX STAY MCD SONC SHAK ARMK HLT=Bottom (Leisure)
TRAN(25): 1.00% Top=ALK UAL SAVE DAL LUV JBLU AAL SWFT ….. KSU EXPD CHRW NSC XPO FDX UPS BRS=Bottom (Transportation)
MANU(33): 0.74% Top=KMT CFX TEX CAT BWXT CMI IR EMR ….. MHK GE ITW ROP DE XYL AGCO DDD=Bottom (Manufacturing)
DISV(42): 0.66% Top=CXW ZTO YY ACM URI AL RHI CAR ….. FDC G SBAC ADS RRD GPN ALLE MCO=Bottom (Diversified Services)
COSW(76): 0.63% Top=MDRX ATHM CERN JD YHOO WUBA NTES BIDU ….. SQ EQIX GWRE IBM MSCI WDAY ZEN NUAN=Bottom (Computer Software/Internet)
FINA(85): 0.60% Top=VOYA WETF AXP NAVI BAC COF NSAM LM ….. GS PYPL CBOE PSEC WU APO BX OMF=Bottom (Banks/Financials)
ELEC(44): 0.59% Top=PI AYI OCLR QRVO CGNX SWKS AVGO TER ….. DLB WAT KLAC LRCX NVDA AMD XLNX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.58% Top=PGR AIG ALL AGO RDN MBI ORI HIG ….. BRO AFSI AON AFL AXS CLGX FAF FNF=Bottom (Insurance)
CONS(49): 0.41% Top=OI LULU GIL FOSL PVH SKX COH WWW ….. PG MAT EPC EL CL CLX CHD PAY=Bottom (Consumer)
MATE(23): 0.28% Top=TPH FLR PHM CAA MDR PWR DHI MLM ….. VMC MAS USG WM SRCL OC WY DAR=Bottom (Materials & Construction)
CHEM(24): 0.03% Top=CC OLN HUN CE PAH EMN IFF POT ….. PX DD FMC AXTA GRA DOW ALB CF=Bottom (Chemicals/Fertilizers)
COHW(34): -0.15% Top=CDW TMUS FNSR VG ZAYO PANW ANET HPQ ….. WDC HRS TDC MSI PSTG CCI VRSN ACIA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.42% Top=GEO CLNY SC ALLY NRF CSAL PEB DEI ….. AGNC GGP NLY PLD HCP HCN CBL VTR=Bottom (Real Estate)
ENER(90): -0.49% Top=SWN DPM PE RICE GPOR HES MDU XEC ….. SXL EPD ATW SPN CRC EPE HLX WMB=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 1:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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