daytrend

01/11/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Market Stats at 3:00 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 3:00 pm ET)
24.1% of stocks are above yesterday’s high.
59.9% are above yesterday’s midpoint. (40.1% are below.)
13.5% are below yesterday’s low.
62.4% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170111 3:00 pm ET)
59.0% of stocks are above today’s open. (39.4% are below).
51.6% of stocks are above today’s open and yesterday’s close.
32.7% 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 3:00 pm ET)
11.9% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
64.0% are in the top half. 36.0% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20170111 3:00 pm ET)
60.0% of stocks are above yesterday’s close. (40.0% are below.)
1.2% are up 4.5% or more. 0.4% are down 4.5% or more.
2.6% are up 3.5% or more. 0.9% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20170111 3:00 pm ET)
2-day: >=95:6.4%…>=90:13.4%…>=80:25.4%…>=50:58.6%…<=20:15.8%…<=10:7.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 3:00 pm ET)
24.1% above previous 1 highs, 13.5% below previous 1 lows
18.9% above previous 2 highs, 9.7% below previous 2 lows
14.5% above previous 3 highs, 8.3% below previous 3 lows
12.2% above previous 4 highs, 7.2% below previous 4 lows
11.1% above previous 5 highs, 6.6% below previous 5 lows
10.3% above previous 6 highs, 4.7% below previous 6 lows
10.2% above previous 7 highs, 3.8% below previous 7 lows
10.1% above previous 8 highs, 3.3% below previous 8 lows
9.5% above previous 9 highs, 3.2% below previous 9 lows
8.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 3:00 pm ET)
60.0% are above or equal to 1/10 close (1 days ago), 40.0% are below.
65.3% are above or equal to 1/9 close (2 days ago), 34.7% are below.
47.0% are above or equal to 1/6 close (3 days ago), 53.0% are below.
49.1% are above or equal to 1/5 close (4 days ago), 50.9% are below.
42.0% are above or equal to 1/4 close (5 days ago), 58.0% are below.
63.7% are above or equal to 1/3 close (6 days ago), 36.3% are below.
70.3% are above or equal to 12/30 close (7 days ago), 29.7% are below.
67.9% are above or equal to 12/29 close (8 days ago), 32.1% are below.
68.4% are above or equal to 12/28 close (9 days ago), 31.6% are below.
52.6% are above or equal to 12/27 close (10 days ago), 47.4% are below.
58.2% are above or equal to 12/23 close (11 days ago), 41.8% are below.
58.9% are above or equal to 12/22 close (12 days ago), 41.1% are below.
55.1% are above or equal to 12/21 close (13 days ago), 44.9% are below.
52.1% are above or equal to 12/20 close (14 days ago), 47.9% are below.
58.5% are above or equal to 12/19 close (15 days ago), 41.5% are below.
63.3% are above or equal to 12/16 close (16 days ago), 36.7% are below.
61.1% are above or equal to 12/15 close (17 days ago), 38.9% are below.
63.0% are above or equal to 12/14 close (18 days ago), 37.0% are below.
51.1% are above or equal to 12/13 close (19 days ago), 48.9% are below.
51.9% are above or equal to 12/12 close (20 days ago), 48.1% are below.
47.0% are above or equal to 12/9 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 3:00 pm ET)
20d: 11.2% new highs, 6.7% new lows
21d: 10.8% new highs, 6.4% new lows
42d: 7.7% new highs, 1.8% new lows
63d: 5.8% new highs, 1.2% new lows
126d: 5.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 3:00 pm ET)
2-day: 58.6% above, 41.4% below
3-day: 64.6% above, 35.4% below
4-day: 55.5% above, 44.5% below
5-day: 54.1% above, 45.9% below
8-day: 58.6% above, 41.4% below
10-day: 61.7% above, 38.3% below
20-day: 59.5% above, 40.5% below
50-day: 76.3% above, 23.7% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 3:00 pm ET)
CHEM(24): 1.21% Top=ALB CC CF PAH EMN CE POT FMC ….. HUN APD DD RPM MON PPG ASH OLN=Bottom (Chemicals/Fertilizers)
ENER(88): 1.15% Top=ATW RIG RDC REN WPZ DO DPM NBR ….. VVV PDCE MTDR COG HLX BAS RSPP PE=Bottom (Energy)
TRAN(25): 0.86% Top=BRS ALK NAT UAL CNI GWR CSX EXPD ….. SWFT KSU UPS AAL FDX TRN WAB SAVE=Bottom (Transportation)
MANU(34): 0.77% Top=KMT CFX DOV ITT PH BWXT ROP ETN ….. HON AME SWK MHK TTC MWA DDD ATI=Bottom (Manufacturing)
MATE(23): 0.72% Top=KBH SRCL MDR FAST CAA DHI TPH WM ….. MLM OC LEN PWR WCN FLR VMC SUM=Bottom (Materials & Construction)
COSW(75): 0.62% Top=WDAY NTNX SPLK NOW PFPT CRM TEAM ZEN ….. TSS XRX BIDU NCR HPE PTC WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.48% Top=TECK CCJ SLCA FMSA CLF AEM AA AGI ….. AG ABX STLD SCCO NEM X CMC SSRI=Bottom (Metals & Mining)
HEAL(43): 0.29% Top=CYH BKD PRXL THC MD DXCM A LH ….. BSX OPK ESRX TMO VWR COO IART IRWD=Bottom (Health)
ELEC(47): 0.22% Top=FSLR SIMO SPWR MCHP CSIQ MSCC MU CAVM ….. FLEX AVGO BRKR OCLR NVDA AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.14% Top=ORI VR RDN PGR MTG AGO MET AFL ….. AJG WLTW MMC TMK CLGX L BRO AIG=Bottom (Insurance)
FINA(85): 0.12% Top=LM BMO IVZ APO STT PSEC WAL AMG ….. BLK CFG DFS CME RF SLM C SYF=Bottom (Banks/Financials)
DISV(42): 0.10% Top=SBAC AMN CAR RRD WTW MAN R ALLE ….. ADS ULTA ACM BAH RBA KBR YY MYGN=Bottom (Diversified Services)
LEIS(33): 0.02% Top=DPZ GPRO LQ MAR QSR WEN H SHAK ….. YUM JACK BYD BLMN LVS DNKN MGM WYNN=Bottom (Leisure)
REAL(100): -0.07% Top=HPT CIM SRC SNH KRG OUT COR HCP ….. PEB CLI BXP MGP CUBE EXR MAA PSA=Bottom (Real Estate)
COHW(34): -0.15% Top=ACIA VRSN PANW BBRY HPQ CDW NTAP CCI ….. COMM ANET VG S STX TMUS JNPR PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.50% Top=BLL ENR KS SEE OI CCK EL BC ….. SKX KATE PVH WWW COTY HBI GT GIL=Bottom (Consumer)
RETA(60): -0.68% Top=AAP WBA BID JCP KMX TIF CPRT NFLX ….. TLRD FINL CHS SPLS SBH BURL SIG PIR=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 3:00 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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