daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 10:29 am

Market Stats at 10:28 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 10:28 am ET)
5.5% of stocks are above yesterday’s high.
23.5% are above yesterday’s midpoint. (76.5% are below.)
42.6% are below yesterday’s low.
51.9% are inside yesterday’s range.
25.0% of stocks with today’s high > yesterday’s high. (75.0% less than).
57.8% of stocks with today’s low < yesterday’s low. (42.2% greater than).

EVIDENCE OF INTRADAY TREND (20170112 10:28 am ET)
12.7% of stocks are above today’s open. (86.4% are below).
6.7% of stocks are above today’s open and yesterday’s close.
80.5% 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 10:28 am ET)
1.6% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
50.7% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20170112 10:28 am ET)
13.2% of stocks are above yesterday’s close. (86.8% are below.)
0.2% are up 4.5% or more. 0.9% are down 4.5% or more.
0.4% are up 3.5% or more. 1.6% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY (20170112 10:28 am ET)
2-day: >=95:1.0%…>=90:2.7%…>=80:5.8%…>=50:21.7%…<=20:33.9%…<=10:16.6%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 10:28 am ET)
5.5% above previous 1 highs, 42.6% below previous 1 lows
4.2% above previous 2 highs, 31.0% below previous 2 lows
3.4% above previous 3 highs, 24.7% below previous 3 lows
2.1% above previous 4 highs, 22.3% below previous 4 lows
1.7% above previous 5 highs, 19.5% below previous 5 lows
1.7% above previous 6 highs, 17.7% below previous 6 lows
1.7% above previous 7 highs, 13.6% below previous 7 lows
1.6% above previous 8 highs, 10.6% below previous 8 lows
1.6% above previous 9 highs, 9.1% below previous 9 lows
1.5% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 10:28 am ET)
13.2% are above or equal to 1/11 close (1 days ago), 86.8% are below.
30.5% are above or equal to 1/10 close (2 days ago), 69.5% are below.
43.0% are above or equal to 1/9 close (3 days ago), 57.0% are below.
31.6% are above or equal to 1/6 close (4 days ago), 68.4% are below.
34.3% are above or equal to 1/5 close (5 days ago), 65.7% are below.
33.8% are above or equal to 1/4 close (6 days ago), 66.2% are below.
50.1% are above or equal to 1/3 close (7 days ago), 49.9% are below.
60.1% are above or equal to 12/30 close (8 days ago), 39.9% are below.
56.7% are above or equal to 12/29 close (9 days ago), 43.3% are below.
57.4% are above or equal to 12/28 close (10 days ago), 42.6% are below.
43.0% are above or equal to 12/27 close (11 days ago), 57.0% are below.
46.5% are above or equal to 12/23 close (12 days ago), 53.5% are below.
48.5% are above or equal to 12/22 close (13 days ago), 51.5% are below.
45.5% are above or equal to 12/21 close (14 days ago), 54.5% are below.
39.9% are above or equal to 12/20 close (15 days ago), 60.1% are below.
46.4% are above or equal to 12/19 close (16 days ago), 53.6% are below.
52.3% are above or equal to 12/16 close (17 days ago), 47.7% are below.
50.9% are above or equal to 12/15 close (18 days ago), 49.1% are below.
54.2% are above or equal to 12/14 close (19 days ago), 45.8% are below.
42.0% are above or equal to 12/13 close (20 days ago), 58.0% are below.
44.1% are above or equal to 12/12 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 10:28 am ET)
20d: 4.8% new highs, 8.7% new lows
21d: 4.0% new highs, 8.2% new lows
42d: 2.7% new highs, 2.2% new lows
63d: 2.0% new highs, 1.0% new lows
126d: 2.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 10:28 am ET)
2-day: 12.2% above, 87.8% below
3-day: 21.1% above, 78.9% below
4-day: 25.9% above, 74.1% below
5-day: 26.1% above, 73.9% below
8-day: 32.3% above, 67.7% below
10-day: 41.4% above, 58.6% below
20-day: 44.7% above, 55.3% below
50-day: 70.3% above, 29.7% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 10:28 am ET)
META(29): 0.37% Top=CENX CCJ AA ABX GG SSRI NEM PAAS ….. NUE FMSA ARNC FCX CMC STLD X AKS=Bottom (Metals & Mining)
ENER(88): -0.34% Top=PE CRC QEP AR NFX ECA CLR EOG ….. PAA HLX HFC VLO NBR PBF DK HES=Bottom (Energy)
CHEM(24): -0.73% Top=WLK FMC DD DOW PX PPG ALB IFF ….. ASH RPM PAH CF EMN OLN MOS CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.75% Top=TIF BBY GME M AMZN GPS KSS WFM ….. BIG CPRT FINL CHS ETSY BID PIR W=Bottom (Retail & Specialty Retail)
TRAN(23): -0.79% Top=CNI NSC CSX UNP CP JBHT XPO CHRW ….. LUV ALK FDX WAB UAL TRN DAL JBLU=Bottom (Transportation)
HEAL(44): -0.82% Top=ELGX BKD CNC ANTM UNH TMO HLS AET ….. HOLX EW NUVA ZBH IRWD A IART CYH=Bottom (Health)
LEIS(33): -0.85% Top=DRI MCD TXRH DNKN HLT WEN EAT WYN ….. MTN LQ SONC CCL BLMN MGM SEAS WYNN=Bottom (Leisure)
REAL(98): -0.87% Top=BAM NLY DDR CLNY NRF WRI HTA SPG ….. EXR ARE PSA DRH LHO SC PEB HST=Bottom (Real Estate)
CONS(49): -0.89% Top=EL CL KATE CLX PVH ENR GIL COTY ….. BERY LEG PKG WWW TPX PAY GT KS=Bottom (Consumer)
DISV(42): -0.97% Top=YY ATHN KBR G MA CXW FISV ADS ….. AL URI HRB TRU ZTO AMN CAR ACM=Bottom (Diversified Services)
COHW(34): -1.16% Top=ACIA FNSR BCE T VZ ZAYO CCI HRS ….. TDS PANW ANET STX SSYS WDC S PSTG=Bottom (Computer Hardware/Telecom)
INSU(31): -1.27% Top=CLGX MMC VR WLTW XL AXS AFSI AFL ….. MET RDN ORI LNC PRU CNO MTG CINF=Bottom (Insurance)
MANU(34): -1.30% Top=DHR DE SWK AME TTC GE BWXT HON ….. ITW XYL DOV MWA CFX ATI KMT DDD=Bottom (Manufacturing)
COSW(75): -1.33% Top=TEAM NTNX CSRA DOX TRI ZEN CERN TSS ….. DATA PFPT NOW VEEV ATHM MTCH WDAY SPLK=Bottom (Computer Software/Internet)
MATE(23): -1.45% Top=FAST FLR RSG PWR WM OC WY WCN ….. SUM CAA SRCL TPH TOL DAR USG KBH=Bottom (Materials & Construction)
FINA(85): -1.47% Top=CLNS TD BMO PSEC APO LAZ PYPL BX ….. WDR EV HOMB OZRK OMF UMPQ WETF PNC=Bottom (Banks/Financials)
ELEC(46): -1.74% Top=MXL FTV TEL OCLR KLAC WAT AYI BRKR ….. CREE IDTI MSCC MU SWKS SPWR CRUS 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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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