daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 10:12 am ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

COMPARED TO YESTERDAY’S RANGE (20170112 10:12 am ET)
4.7% of stocks are above yesterday’s high.
21.8% are above yesterday’s midpoint. (78.2% are below.)
41.2% are below yesterday’s low.
54.1% are inside yesterday’s range.
24.8% of stocks with today’s high > yesterday’s high. (75.2% less than).
53.0% of stocks with today’s low < yesterday’s low. (47.0% greater than).

EVIDENCE OF INTRADAY TREND (20170112 10:12 am ET)
11.6% of stocks are above today’s open. (87.5% are below).
6.1% of stocks are above today’s open and yesterday’s close.
83.1% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 10:12 am ET)
0.9% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
11.0% are in the top half. 89.0% of stocks are in the bottom half of today’s range.
63.4% are in the bottom 20%.
35.7% are in the bottom 10%.

GAIN (20170112 10:12 am ET)
11.1% of stocks are above yesterday’s close. (88.9% are below.)
0.1% are up 4.5% or more. 0.9% are down 4.5% or more.
0.1% are up 3.5% or more. 1.8% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20170112 10:12 am ET)
2-day: >=95:0.9%…>=90:2.6%…>=80:5.3%…>=50:19.7%…<=20:34.3%…<=10:15.5%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 10:12 am ET)
4.7% above previous 1 highs, 41.2% below previous 1 lows
3.5% above previous 2 highs, 28.4% below previous 2 lows
2.7% above previous 3 highs, 23.6% below previous 3 lows
2.0% above previous 4 highs, 20.4% below previous 4 lows
1.8% above previous 5 highs, 17.9% below previous 5 lows
1.8% above previous 6 highs, 16.3% below previous 6 lows
1.7% above previous 7 highs, 13.0% below previous 7 lows
1.6% above previous 8 highs, 10.5% below previous 8 lows
1.6% above previous 9 highs, 9.1% below previous 9 lows
1.5% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 10:12 am ET)
11.1% are above or equal to 1/11 close (1 days ago), 88.9% are below.
29.7% are above or equal to 1/10 close (2 days ago), 70.3% are below.
42.2% are above or equal to 1/9 close (3 days ago), 57.8% are below.
31.1% are above or equal to 1/6 close (4 days ago), 68.9% are below.
35.0% are above or equal to 1/5 close (5 days ago), 65.0% are below.
32.6% are above or equal to 1/4 close (6 days ago), 67.4% are below.
49.1% are above or equal to 1/3 close (7 days ago), 50.9% are below.
58.8% are above or equal to 12/30 close (8 days ago), 41.2% are below.
56.5% are above or equal to 12/29 close (9 days ago), 43.5% are below.
56.4% are above or equal to 12/28 close (10 days ago), 43.6% are below.
41.7% are above or equal to 12/27 close (11 days ago), 58.3% are below.
46.6% are above or equal to 12/23 close (12 days ago), 53.4% are below.
48.6% are above or equal to 12/22 close (13 days ago), 51.4% are below.
45.3% are above or equal to 12/21 close (14 days ago), 54.7% are below.
39.8% are above or equal to 12/20 close (15 days ago), 60.2% are below.
45.5% are above or equal to 12/19 close (16 days ago), 54.5% are below.
52.0% are above or equal to 12/16 close (17 days ago), 48.0% are below.
50.6% are above or equal to 12/15 close (18 days ago), 49.4% are below.
54.0% are above or equal to 12/14 close (19 days ago), 46.0% are below.
42.1% are above or equal to 12/13 close (20 days ago), 57.9% are below.
43.9% are above or equal to 12/12 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 10:12 am ET)
20d: 4.8% new highs, 7.3% new lows
21d: 4.0% new highs, 7.1% new lows
42d: 2.7% new highs, 1.7% new lows
63d: 2.0% new highs, 0.6% new lows
126d: 2.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 10:12 am ET)
2-day: 10.2% above, 89.8% below
3-day: 18.8% above, 81.2% below
4-day: 24.6% above, 75.4% below
5-day: 25.3% above, 74.7% below
8-day: 31.5% above, 68.5% below
10-day: 40.5% above, 59.5% below
20-day: 43.8% above, 56.2% below
50-day: 69.9% above, 30.1% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 10:12 am ET)
META(29): 0.47% Top=CENX ABX CCJ AA GG SSRI AEM PAAS ….. CLF ARNC FCX FMSA CMC STLD X AKS=Bottom (Metals & Mining)
TRAN(23): -0.60% Top=SAVE CNI DAL CP XPO UPS UAL ALK ….. KSU NSC GWR SWFT FDX WAB TRN JBLU=Bottom (Transportation)
ENER(88): -0.69% Top=QEP AR PE NFX ECA CLR CRC SWN ….. MTDR HFC VLO PBF HLX NBR DK HES=Bottom (Energy)
RETA(59): -0.69% Top=TIF BBY GPS GME AMZN M KORS BURL ….. FINL ETSY ANF CHS BID GNC W PIR=Bottom (Retail & Specialty Retail)
LEIS(33): -0.75% Top=DRI TXRH MCD DPZ WEN WYN STAY DNKN ….. MAR SONC MGM LQ BLMN CCL SEAS WYNN=Bottom (Leisure)
REAL(98): -0.78% Top=BAM HTA DDR WRI SKT NNN OHI NYRT ….. LPT CUZ RLJ DRH PSA LHO PEB HST=Bottom (Real Estate)
HEAL(44): -0.80% Top=BKD ELGX ACHC CNC HLS THC TMO DVA ….. HOLX EW BAX IRWD IART ZBH A CYH=Bottom (Health)
CONS(49): -0.84% Top=EL CL ENR CLX KATE PVH COTY GIL ….. FOSL VFC TPX WWW GT FBHS PAY KS=Bottom (Consumer)
CHEM(24): -0.87% Top=WLK DD DOW FMC PX IFF GRA ALB ….. CE ASH MON POT EMN MOS OLN CC=Bottom (Chemicals/Fertilizers)
DISV(42): -0.97% Top=YY KBR ATHN RBA G ROL MA LDOS ….. SBAC AL TRU HRB URI ACM ZTO CAR=Bottom (Diversified Services)
COHW(34): -1.20% Top=ACIA FNSR T BCE VZ ZAYO CCI HRS ….. ANET TDS SSYS PANW S STX WDC PSTG=Bottom (Computer Hardware/Telecom)
INSU(31): -1.26% Top=CLGX MMC AFSI WLTW TMK AXS VR AGO ….. MET ORI RDN LNC PRU CNO MTG CINF=Bottom (Insurance)
COSW(75): -1.28% Top=CSRA TEAM NTNX ZEN TRI DOX SABR IT ….. DATA CRM ATHM VEEV NOW MTCH WDAY SPLK=Bottom (Computer Software/Internet)
FINA(85): -1.41% Top=CLNS BMO TD APO PSEC ARCC BX LAZ ….. OMF BEN SLM HOMB UMPQ WETF VOYA PNC=Bottom (Banks/Financials)
MANU(34): -1.42% Top=DHR TTC DE AME AGCO BWXT HON SWK ….. MRC TEX DOV MWA DDD KMT ATI CFX=Bottom (Manufacturing)
MATE(23): -1.56% Top=FLR FAST PWR RSG WM WCN WY OC ….. CAA MDR DHI USG TOL TPH MAS KBH=Bottom (Materials & Construction)
ELEC(46): -1.98% Top=MXL FTV AYI OCLR TEL DLB WAT KLAC ….. NVDA IDTI MSCC SPWR MU CRUS SWKS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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