daytrend

01/11/2017

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 10:39 am ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.

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 (20170111 10:39 am ET)
18.4% of stocks are above yesterday’s high.
55.3% are above yesterday’s midpoint. (44.7% are below.)
14.0% are below yesterday’s low.
67.6% are inside yesterday’s range.
34.7% of stocks with today’s high > yesterday’s high. (65.3% less than).
32.8% of stocks with today’s low < yesterday’s low. (67.2% greater than).

EVIDENCE OF INTRADAY TREND (20170111 10:39 am ET)
56.7% of stocks are above today’s open. (41.4% are below).
47.6% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
6.8% of stocks opened above yesterday’s high.
51.1% of stocks opened above yesterday’s close. (42.8% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 10:39 am ET)
17.1% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
60.1% are in the top half. 39.9% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20170111 10:39 am ET)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
75.5% are between +1% and -1%.

RSI on DAILY (20170111 10:39 am ET)
2-day: >=95:6.4%…>=90:13.2%…>=80:23.5%…>=50:55.7%…<=20:17.6%…<=10:8.3%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:60.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:66.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 10:39 am ET)
18.4% above previous 1 highs, 14.0% below previous 1 lows
14.9% above previous 2 highs, 11.2% below previous 2 lows
11.9% above previous 3 highs, 10.0% below previous 3 lows
10.2% above previous 4 highs, 9.1% below previous 4 lows
9.3% above previous 5 highs, 7.8% below previous 5 lows
8.9% above previous 6 highs, 5.2% below previous 6 lows
8.9% above previous 7 highs, 4.7% below previous 7 lows
8.7% above previous 8 highs, 3.9% below previous 8 lows
8.0% above previous 9 highs, 3.6% below previous 9 lows
7.6% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 10:39 am ET)
58.3% are above or equal to 1/10 close (1 days ago), 41.7% are below.
62.6% are above or equal to 1/9 close (2 days ago), 37.4% are below.
45.8% are above or equal to 1/6 close (3 days ago), 54.2% are below.
46.1% are above or equal to 1/5 close (4 days ago), 53.9% are below.
40.0% are above or equal to 1/4 close (5 days ago), 60.0% are below.
61.3% are above or equal to 1/3 close (6 days ago), 38.7% are below.
70.4% are above or equal to 12/30 close (7 days ago), 29.6% are below.
68.1% are above or equal to 12/29 close (8 days ago), 31.9% are below.
67.5% are above or equal to 12/28 close (9 days ago), 32.5% are below.
52.5% are above or equal to 12/27 close (10 days ago), 47.5% are below.
57.5% are above or equal to 12/23 close (11 days ago), 42.5% are below.
58.5% are above or equal to 12/22 close (12 days ago), 41.5% are below.
54.2% are above or equal to 12/21 close (13 days ago), 45.8% are below.
50.5% are above or equal to 12/20 close (14 days ago), 49.5% are below.
57.4% are above or equal to 12/19 close (15 days ago), 42.6% are below.
63.0% are above or equal to 12/16 close (16 days ago), 37.0% are below.
59.6% are above or equal to 12/15 close (17 days ago), 40.4% are below.
61.9% are above or equal to 12/14 close (18 days ago), 38.1% are below.
50.8% are above or equal to 12/13 close (19 days ago), 49.2% are below.
51.5% are above or equal to 12/12 close (20 days ago), 48.5% are below.
45.8% are above or equal to 12/9 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 10:39 am ET)
20d: 8.4% new highs, 5.8% new lows
21d: 8.1% new highs, 5.5% new lows
42d: 5.9% new highs, 1.3% new lows
63d: 4.4% new highs, 1.1% new lows
126d: 3.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 10:39 am ET)
2-day: 56.2% above, 43.8% below
3-day: 62.6% above, 37.4% below
4-day: 55.3% above, 44.7% below
5-day: 50.7% above, 49.3% below
8-day: 55.6% above, 44.4% below
10-day: 60.3% above, 39.7% below
20-day: 57.6% above, 42.4% below
50-day: 75.4% above, 24.6% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 10:39 am ET)
TRAN(25): 0.87% Top=BRS UAL NAT GWR CSX ALK UNP EXPD ….. AAL CHRW SWFT FDX DAL CP WAB SAVE=Bottom (Transportation)
HEAL(44): 0.72% Top=BKD PRXL DXCM THC LH CYH SYK ACHC ….. EW TMO BSX IRWD COO DVA XRAY IART=Bottom (Health)
COSW(75): 0.69% Top=WDAY ATHM ZEN FEYE PFPT NOW NTNX FTNT ….. MDRX MSCI SQ XRX BIDU NTES WUBA VIPS=Bottom (Computer Software/Internet)
CHEM(24): 0.67% Top=ALB PAH CF CC EMN CE HUN AXTA ….. GRA MON IFF APD DOW ASH PPG PX=Bottom (Chemicals/Fertilizers)
MANU(34): 0.67% Top=KMT CFX DOV ITT PH ROP BWXT PNR ….. DE ITW TEX HON MHK MWA TTC ATI=Bottom (Manufacturing)
MATE(23): 0.41% Top=SRCL FAST MDR KBH MAS DAR CAA TOL ….. WY WM PWR TPH VMC FLR SUM WCN=Bottom (Materials & Construction)
ENER(88): 0.41% Top=ATW RDC WPZ RIG DPM REN NOV DO ….. QEP MUR EGN MTDR COG CPE PE RSPP=Bottom (Energy)
ELEC(48): 0.34% Top=SPWR FSLR CSIQ SIMO MSCC MCHP MU SWKS ….. CGNX NVDA AMAT AMD HIMX BRKR PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.21% Top=ORI RDN AGO MET PRU AFL TRV CNO ….. AIG MMC L XL AJG TMK BRO AON=Bottom (Insurance)
COHW(34): 0.12% Top=ACIA WDC PANW CDW NTAP SSYS FNSR CIEN ….. ARRS VG VZ T S BCE PSTG JNPR=Bottom (Computer Hardware/Telecom)
DISV(42): 0.10% Top=AL CAR AMN WTW R FDC FLT HRB ….. ADS GPN BAH ZTO RBA CXW YY MYGN=Bottom (Diversified Services)
FINA(85): 0.06% Top=HBAN HOMB WETF VLY AXP WAL WBS USB ….. KKR TD CIT RF SLM AMP C SYF=Bottom (Banks/Financials)
LEIS(33): -0.10% Top=GPRO LQ DPZ MCD MAR DRI SHAK WYN ….. RCL YUM BYD EXPE MGM LVS WYNN DNKN=Bottom (Leisure)
REAL(100): -0.14% Top=SRC HPT QTS DRH LHO COR CBL OUT ….. KRC GEO AVB EXR CUBE MGP MAA PSA=Bottom (Real Estate)
CONS(49): -0.37% Top=GPK PKG BC ENR OI TUP FBHS PAY ….. GT RL PVH MAT LULU VFC GIL FOSL=Bottom (Consumer)
RETA(60): -0.44% Top=WBA KMX AAP BID GNC RH TSCO CPRT ….. BURL JWN KSS TLRD CHS URBN FINL SIG=Bottom (Retail & Specialty Retail)
META(29): -0.64% Top=TECK CCJ CLF FCX FMSA SLCA AA ARNC ….. CDE RGLD SLW ABX TAHO NEM AG SSRI=Bottom (Metals & Mining)

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 10:39 am 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

Blog at WordPress.com.

%d bloggers like this: