daytrend

01/11/2017

Filed under: Market Stats — daytrend @ 2:16 pm

Market Stats at 2:15 pm ET
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170111 2:15 pm ET)
22.6% of stocks are above yesterday’s high.
59.2% are above yesterday’s midpoint. (40.8% are below.)
12.8% are below yesterday’s low.
64.6% are inside yesterday’s range.
44.5% of stocks with today’s high > yesterday’s high. (55.5% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170111 2:15 pm ET)
58.2% of stocks are above today’s open. (40.0% are below).
50.5% of stocks are above today’s open and yesterday’s close.
33.2% are below both.
6.8% of stocks opened above yesterday’s high.
51.2% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 2:15 pm ET)
13.3% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
62.2% are in the top half. 37.8% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20170111 2:15 pm ET)
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
2.4% are up 3.5% or more. 0.9% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20170111 2:15 pm ET)
2-day: >=95:6.3%…>=90:13.1%…>=80:24.3%…>=50:59.1%…<=20:14.8%…<=10:6.7%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:62.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 2:15 pm ET)
22.6% above previous 1 highs, 12.8% below previous 1 lows
17.0% above previous 2 highs, 9.7% below previous 2 lows
13.3% above previous 3 highs, 8.4% below previous 3 lows
11.2% above previous 4 highs, 6.7% below previous 4 lows
10.0% above previous 5 highs, 5.6% below previous 5 lows
9.4% above previous 6 highs, 4.3% below previous 6 lows
9.4% above previous 7 highs, 3.3% below previous 7 lows
9.1% above previous 8 highs, 2.9% below previous 8 lows
8.4% above previous 9 highs, 2.8% below previous 9 lows
7.8% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 2:15 pm ET)
59.4% are above or equal to 1/10 close (1 days ago), 40.6% are below.
65.0% are above or equal to 1/9 close (2 days ago), 35.0% are below.
45.7% are above or equal to 1/6 close (3 days ago), 54.3% are below.
48.8% are above or equal to 1/5 close (4 days ago), 51.2% are below.
42.3% are above or equal to 1/4 close (5 days ago), 57.7% are below.
64.0% are above or equal to 1/3 close (6 days ago), 36.0% are below.
70.3% are above or equal to 12/30 close (7 days ago), 29.7% are below.
68.1% are above or equal to 12/29 close (8 days ago), 31.9% are below.
68.4% are above or equal to 12/28 close (9 days ago), 31.6% are below.
53.2% are above or equal to 12/27 close (10 days ago), 46.8% are below.
57.7% are above or equal to 12/23 close (11 days ago), 42.3% are below.
58.5% are above or equal to 12/22 close (12 days ago), 41.5% are below.
55.0% are above or equal to 12/21 close (13 days ago), 45.0% are below.
52.7% are above or equal to 12/20 close (14 days ago), 47.3% are below.
58.9% are above or equal to 12/19 close (15 days ago), 41.1% are below.
63.4% are above or equal to 12/16 close (16 days ago), 36.6% are below.
60.9% are above or equal to 12/15 close (17 days ago), 39.1% are below.
64.4% are above or equal to 12/14 close (18 days ago), 35.6% are below.
51.3% are above or equal to 12/13 close (19 days ago), 48.7% are below.
52.2% are above or equal to 12/12 close (20 days ago), 47.8% are below.
46.4% are above or equal to 12/9 close (21 days ago), 53.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 2:15 pm ET)
20d: 10.2% new highs, 6.7% new lows
21d: 10.0% new highs, 6.4% new lows
42d: 7.2% new highs, 1.7% new lows
63d: 5.6% new highs, 1.2% new lows
126d: 5.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 2:15 pm ET)
2-day: 57.5% above, 42.5% below
3-day: 64.0% above, 36.0% below
4-day: 56.1% above, 43.9% below
5-day: 52.6% above, 47.4% below
8-day: 58.5% above, 41.5% below
10-day: 61.6% above, 38.4% below
20-day: 59.1% above, 40.9% below
50-day: 76.3% above, 23.7% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 2:15 pm ET)
ENER(88): 1.26% Top=ATW WPZ RDC RIG REN DPM COP WLL ….. RES EGN MTDR RSPP COG BAS PE HLX=Bottom (Energy)
CHEM(24): 1.14% Top=ALB CF CC EMN CE PAH POT FMC ….. IFF APD GRA RPM MON PPG ASH OLN=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.87% Top=BRS ALK NAT UAL GWR CNI CSX EXPD ….. SWFT CHRW UPS AAL FDX WAB TRN SAVE=Bottom (Transportation)
MANU(34): 0.85% Top=KMT CFX DOV PH ITT ROK ROP BWXT ….. AME HON SWK MHK TTC MWA DDD ATI=Bottom (Manufacturing)
MATE(23): 0.70% Top=KBH MDR SRCL FAST CAA TPH DHI WM ….. LEN MLM OC FLR WCN DAR VMC SUM=Bottom (Materials & Construction)
COSW(75): 0.43% Top=WDAY SPLK NOW ZEN CRM TEAM PFPT CERN ….. MTCH NTES BIDU TWLO SQ PTC WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.36% Top=TECK CCJ FMSA SLCA AEM CLF AA AGI ….. CNX AG STLD SCCO NEM CMC X SSRI=Bottom (Metals & Mining)
ELEC(47): 0.19% Top=FSLR SIMO SPWR MCHP CSIQ MSCC MU SWKS ….. TER OCLR AVGO BRKR NVDA AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.18% Top=CYH PRXL THC BKD A DXCM LH MD ….. ESRX TMO BSX VWR OPK COO IART IRWD=Bottom (Health)
INSU(31): 0.12% Top=ORI RDN MTG VR AFL PGR PRU MET ….. XL CLGX L WLTW MMC TMK AIG BRO=Bottom (Insurance)
REAL(100): 0.09% Top=HPT CIM CYS SRC SNH CBL COR STOR ….. BXP CLI CUZ MGP CUBE EXR MAA PSA=Bottom (Real Estate)
FINA(85): 0.04% Top=BMO LM AMG PSEC STT IVZ BOFI APO ….. DFS SLM AMP OMF CME RF C SYF=Bottom (Banks/Financials)
DISV(42): 0.03% Top=SBAC AMN WTW RRD CAR R ALLE MAN ….. ULTA ACM BAH RBA KBR ZTO YY MYGN=Bottom (Diversified Services)
LEIS(33): -0.10% Top=GPRO DPZ LQ MAR WEN QSR DRI WYN ….. YUM CMG JACK BYD LVS DNKN WYNN MGM=Bottom (Leisure)
COHW(34): -0.16% Top=ACIA PANW CDW VRSN NTAP CIEN HPQ BBRY ….. ANET ZAYO TMUS VG S STX JNPR PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.51% Top=ENR BLL KS OI EL SEE PKG CCK ….. KATE RL VFC MAT PVH HBI GIL GT=Bottom (Consumer)
RETA(60): -0.83% Top=KMX WBA BID AAP TIF CPRT WMT AN ….. SPLS FINL TLRD CHS SBH BURL PIR SIG=Bottom (Retail & Specialty Retail)

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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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