daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 11:07 am ET
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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

COMPARED TO YESTERDAY’S RANGE (20170112 11:07 am ET)
5.3% of stocks are above yesterday’s high.
23.8% are above yesterday’s midpoint. (76.2% are below.)
47.1% are below yesterday’s low.
47.7% are inside yesterday’s range.
26.0% of stocks with today’s high > yesterday’s high. (74.0% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 11:07 am ET)
13.3% of stocks are above today’s open. (85.1% are below).
8.7% of stocks are above today’s open and yesterday’s close.
81.1% are below both.
13.3% of stocks opened above yesterday’s high.
30.0% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 11:07 am ET)
3.9% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
52.4% are in the bottom 20%.
32.9% are in the bottom 10%.

GAIN (20170112 11:07 am ET)
14.1% of stocks are above yesterday’s close. (85.9% are below.)
0.1% are up 4.5% or more. 1.5% are down 4.5% or more.
0.4% are up 3.5% or more. 2.9% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY (20170112 11:07 am ET)
2-day: >=95:0.7%…>=90:2.0%…>=80:5.4%…>=50:21.4%…<=20:36.4%…<=10:14.7%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 11:07 am ET)
5.3% above previous 1 highs, 47.1% below previous 1 lows
3.8% above previous 2 highs, 34.0% below previous 2 lows
2.8% above previous 3 highs, 26.9% below previous 3 lows
1.8% above previous 4 highs, 23.2% below previous 4 lows
1.6% above previous 5 highs, 20.4% below previous 5 lows
1.6% above previous 6 highs, 18.7% below previous 6 lows
1.6% above previous 7 highs, 14.8% below previous 7 lows
1.5% above previous 8 highs, 12.6% below previous 8 lows
1.5% above previous 9 highs, 11.4% below previous 9 lows
1.5% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 11:07 am ET)
14.1% are above or equal to 1/11 close (1 days ago), 85.9% are below.
28.9% are above or equal to 1/10 close (2 days ago), 71.1% are below.
37.8% are above or equal to 1/9 close (3 days ago), 62.2% are below.
29.7% are above or equal to 1/6 close (4 days ago), 70.3% are below.
30.7% are above or equal to 1/5 close (5 days ago), 69.3% are below.
32.2% are above or equal to 1/4 close (6 days ago), 67.8% are below.
47.8% are above or equal to 1/3 close (7 days ago), 52.2% are below.
56.6% are above or equal to 12/30 close (8 days ago), 43.4% are below.
53.4% are above or equal to 12/29 close (9 days ago), 46.6% are below.
53.9% are above or equal to 12/28 close (10 days ago), 46.1% are below.
41.4% are above or equal to 12/27 close (11 days ago), 58.6% are below.
45.2% are above or equal to 12/23 close (12 days ago), 54.8% are below.
47.4% are above or equal to 12/22 close (13 days ago), 52.6% are below.
43.5% are above or equal to 12/21 close (14 days ago), 56.5% are below.
38.8% are above or equal to 12/20 close (15 days ago), 61.2% are below.
45.6% are above or equal to 12/19 close (16 days ago), 54.4% are below.
51.0% are above or equal to 12/16 close (17 days ago), 49.0% are below.
48.8% are above or equal to 12/15 close (18 days ago), 51.2% are below.
52.0% are above or equal to 12/14 close (19 days ago), 48.0% are below.
40.7% are above or equal to 12/13 close (20 days ago), 59.3% are below.
40.7% are above or equal to 12/12 close (21 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 11:07 am ET)
20d: 5.3% new highs, 10.9% new lows
21d: 4.5% new highs, 10.4% new lows
42d: 2.9% new highs, 2.8% new lows
63d: 2.1% new highs, 1.3% new lows
126d: 2.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 11:07 am ET)
2-day: 13.1% above, 86.9% below
3-day: 20.5% above, 79.5% below
4-day: 24.7% above, 75.3% below
5-day: 23.1% above, 76.9% below
8-day: 31.1% above, 68.9% below
10-day: 39.0% above, 61.0% below
20-day: 43.2% above, 56.8% below
50-day: 68.5% above, 31.5% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 11:07 am ET)
META(30): 0.34% Top=CENX SSRI HL ABX CCJ AA PAAS NEM ….. CLF ARNC FMSA FCX CMC STLD X AKS=Bottom (Metals & Mining)
REAL(98): -0.30% Top=DDR HTA COR SRC O MAC WRI DOC ….. CUZ RLJ CBG LHO DRH PEB HST SC=Bottom (Real Estate)
HEAL(44): -0.73% Top=BKD ELGX CNC ANTM ACHC DVA AET UNH ….. HOLX IART VWR BAX A STE NUVA CYH=Bottom (Health)
ENER(88): -0.84% Top=PE QEP AR RRC NFX SWN RES EOG ….. HFC SPN MTDR PBF DK HLX NBR HES=Bottom (Energy)
LEIS(33): -1.00% Top=DRI TXRH MCD WEN DNKN BYD EAT GPRO ….. LQ MTN RCL MGM CCL SONC WYNN SEAS=Bottom (Leisure)
RETA(59): -1.00% Top=TIF BBY GME AMZN CVS COST GPS M ….. FINL CHS W SHLD TLRD PIR BID ETSY=Bottom (Retail & Specialty Retail)
CONS(49): -1.02% Top=KATE EL CL CLX ENR PVH NWL KMB ….. IP LEG WRK PKG PAY TPX GT KS=Bottom (Consumer)
CHEM(24): -1.09% Top=WLK PX DD DOW AXTA FMC IFF PPG ….. CE MON POT CF MOS EMN OLN CC=Bottom (Chemicals/Fertilizers)
DISV(42): -1.25% Top=ATHN FISV G MA VNTV YY KBR MYGN ….. R TRU AL AMN URI ZTO ACM CAR=Bottom (Diversified Services)
COSW(75): -1.28% Top=TEAM ZEN CERN EQIX TSS CSRA TWLO DOX ….. NATI NCR VEEV DATA NOW WDAY VIPS ATHM=Bottom (Computer Software/Internet)
COHW(34): -1.28% Top=ACIA T BCE FNSR VZ CCI HRS ZAYO ….. TDS PSTG PANW CIEN SSYS S WDC STX=Bottom (Computer Hardware/Telecom)
TRAN(23): -1.53% Top=CSX JBHT CHRW NSC CP UPS EXPD CNI ….. ALK SAVE LUV UAL TRN DAL AAL JBLU=Bottom (Transportation)
INSU(31): -1.55% Top=CLGX MMC VR AXS WLTW AFL XL AFSI ….. UNM MET RDN PRU LNC CNO MTG CINF=Bottom (Insurance)
MATE(23): -1.76% Top=FLR FAST RSG WM TPH PWR LEN PHM ….. MAS SRCL SUM MDR TOL USG DAR KBH=Bottom (Materials & Construction)
MANU(34): -1.83% Top=AME DHR BWXT SWK GE HON MHK TTC ….. XYL MRC DDD MWA TEX CFX CMI KMT=Bottom (Manufacturing)
FINA(85): -1.95% Top=CLNS PSEC LM LAZ ARCC CME TD PYPL ….. OMF EWBC OZRK UMPQ SIVB WDR WETF PNC=Bottom (Banks/Financials)
ELEC(46): -1.99% Top=OCLR FTV MXL AYI JBL DLB BRKR TEL ….. IDTI CY MSCC CRUS MU SWKS SPWR 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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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