daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 12:02 pm

Market Stats at 12:02 pm 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 12:02 pm ET)
5.9% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
41.5% are below yesterday’s low.
52.6% are inside yesterday’s range.
28.2% of stocks with today’s high > yesterday’s high. (71.8% less than).
64.1% of stocks with today’s low < yesterday’s low. (35.9% greater than).

EVIDENCE OF INTRADAY TREND (20170112 12:02 pm ET)
18.7% of stocks are above today’s open. (80.4% are below).
12.0% of stocks are above today’s open and yesterday’s close.
74.3% 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 12:02 pm ET)
2.8% of stocks are in the top 10% of today’s range.
7.5% are in the top 20%.
29.4% are in the top half. 70.6% of stocks are in the bottom half of today’s range.
32.2% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170112 12:02 pm ET)
19.0% of stocks are above yesterday’s close. (81.0% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.2% are up 3.5% or more. 3.3% are down 3.5% or more.
50.1% are between +1% and -1%.

RSI on DAILY (20170112 12:02 pm ET)
2-day: >=95:1.1%…>=90:2.2%…>=80:6.4%…>=50:24.2%…<=20:32.9%…<=10:12.7%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 12:02 pm ET)
5.9% above previous 1 highs, 41.5% below previous 1 lows
4.0% above previous 2 highs, 30.5% below previous 2 lows
3.4% above previous 3 highs, 23.6% below previous 3 lows
2.1% above previous 4 highs, 20.7% below previous 4 lows
2.0% above previous 5 highs, 18.5% below previous 5 lows
2.0% above previous 6 highs, 17.3% below previous 6 lows
2.0% above previous 7 highs, 13.8% below previous 7 lows
1.8% above previous 8 highs, 11.4% below previous 8 lows
1.8% above previous 9 highs, 10.5% below previous 9 lows
1.7% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 12:02 pm ET)
19.0% are above or equal to 1/11 close (1 days ago), 81.0% are below.
33.2% are above or equal to 1/10 close (2 days ago), 66.8% are below.
40.9% are above or equal to 1/9 close (3 days ago), 59.1% are below.
32.4% are above or equal to 1/6 close (4 days ago), 67.6% are below.
34.5% are above or equal to 1/5 close (5 days ago), 65.5% are below.
33.9% are above or equal to 1/4 close (6 days ago), 66.1% are below.
49.1% are above or equal to 1/3 close (7 days ago), 50.9% are below.
58.6% are above or equal to 12/30 close (8 days ago), 41.4% are below.
54.1% are above or equal to 12/29 close (9 days ago), 45.9% are below.
55.2% are above or equal to 12/28 close (10 days ago), 44.8% are below.
43.3% are above or equal to 12/27 close (11 days ago), 56.7% are below.
46.3% are above or equal to 12/23 close (12 days ago), 53.7% are below.
48.5% are above or equal to 12/22 close (13 days ago), 51.5% are below.
45.2% are above or equal to 12/21 close (14 days ago), 54.8% are below.
40.4% are above or equal to 12/20 close (15 days ago), 59.6% are below.
45.8% are above or equal to 12/19 close (16 days ago), 54.2% are below.
52.4% are above or equal to 12/16 close (17 days ago), 47.6% are below.
49.9% are above or equal to 12/15 close (18 days ago), 50.1% are below.
53.0% are above or equal to 12/14 close (19 days ago), 47.0% are below.
41.7% are above or equal to 12/13 close (20 days ago), 58.3% are below.
42.0% are above or equal to 12/12 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 12:02 pm ET)
20d: 5.8% new highs, 12.1% new lows
21d: 4.9% new highs, 11.6% new lows
42d: 3.3% new highs, 2.9% new lows
63d: 2.3% new highs, 1.3% new lows
126d: 2.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 12:02 pm ET)
2-day: 17.6% above, 82.4% below
3-day: 24.0% above, 76.0% below
4-day: 28.0% above, 72.0% below
5-day: 26.9% above, 73.1% below
8-day: 34.0% above, 66.0% below
10-day: 40.5% above, 59.5% below
20-day: 44.1% above, 55.9% below
50-day: 71.6% above, 28.4% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 12:02 pm ET)
META(29): -0.18% Top=CENX SSRI AA SCCO ABX CCJ PAAS NEM ….. CLF ARNC FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.36% Top=KIM AMH DDR O WRI BAM OHI SRC ….. EXR CUZ LHO DRH PSA HST SC CBG=Bottom (Real Estate)
ENER(88): -0.62% Top=QEP RRC PE AR COG NFX SN RES ….. PBF HLX DVN EGN DK NBR MTDR HES=Bottom (Energy)
HEAL(44): -0.62% Top=BKD ELGX CNC ANTM AET HRC BSX TMO ….. VWR BAX NUVA DXCM STE A IART CYH=Bottom (Health)
RETA(59): -0.66% Top=TIF BBY GPS AMZN M BBBY AEO JWN ….. MELI TLRD W ETSY CHS PIR BID SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.72% Top=EL CL KATE PVH CCK CLX SKX NWL ….. AVY LEG IP WRK GT PAY PKG KS=Bottom (Consumer)
LEIS(33): -0.88% Top=DRI TXRH BYD SHAK MCD EXPE DNKN GPRO ….. MTN MAR WYNN MGM LQ SONC CCL SEAS=Bottom (Leisure)
CHEM(24): -0.89% Top=WLK PX PAH DOW AXTA DD ASH PPG ….. CF GRA MON CE MOS EMN OLN CC=Bottom (Chemicals/Fertilizers)
COHW(34): -0.93% Top=ACIA FNSR T BCE VZ VG CCI BBRY ….. TDS PANW PSTG STX HPQ CIEN WDC S=Bottom (Computer Hardware/Telecom)
COSW(75): -1.07% Top=TEAM ZEN CERN TSS TWLO EQIX FB SHOP ….. MTCH XRX VEEV NCR NTES ATHM WDAY SPLK=Bottom (Computer Software/Internet)
DISV(42): -1.15% Top=ATHN MCO MYGN YY G FISV MA VNTV ….. TRU CTAS AL URI AMN ZTO CAR ACM=Bottom (Diversified Services)
TRAN(23): -1.20% Top=CSX CNI SAVE JBHT CP NSC KSU CHRW ….. WAB FDX TRN LUV AAL DAL SWFT JBLU=Bottom (Transportation)
INSU(31): -1.53% Top=CLGX VR MMC AFL AXS MBI WLTW AJG ….. RDN ORI MET MTG PRU LNC CNO CINF=Bottom (Insurance)
MATE(23): -1.54% Top=FAST TPH FLR PHM RSG DHI LEN WM ….. MAS SRCL MDR MLM USG SUM DAR KBH=Bottom (Materials & Construction)
MANU(34): -1.65% Top=AME SWK DHR BWXT MHK HON GE AGCO ….. ITW TEX IR XYL MWA MRC CFX KMT=Bottom (Manufacturing)
ELEC(46): -1.67% Top=MXL FTV OCLR AYI TEL JBL DLB FSLR ….. SPWR IDTI SIMO MSCC MU CRUS SWKS AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): -1.92% Top=CLNS PYPL PSEC LAZ EFX TD CME LM ….. ZION NAVI HOMB EWBC UMPQ OZRK PNC BOFI=Bottom (Banks/Financials)

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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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