daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 12:54 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 12:54 pm ET)
8.3% of stocks are above yesterday’s high.
34.6% are above yesterday’s midpoint. (65.4% are below.)
31.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
64.4% of stocks with today’s low < yesterday’s low. (35.6% greater than).

EVIDENCE OF INTRADAY TREND (20170112 12:54 pm ET)
27.1% of stocks are above today’s open. (71.4% are below).
16.6% of stocks are above today’s open and yesterday’s close.
66.1% 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 12:54 pm ET)
10.4% of stocks are in the top 10% of today’s range.
19.2% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170112 12:54 pm ET)
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.7% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20170112 12:54 pm ET)
2-day: >=95:1.5%…>=90:3.3%…>=80:7.8%…>=50:30.7%…<=20:23.7%…<=10:10.2%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 12:54 pm ET)
8.3% above previous 1 highs, 31.7% below previous 1 lows
5.6% above previous 2 highs, 21.2% below previous 2 lows
4.7% above previous 3 highs, 17.0% below previous 3 lows
3.5% above previous 4 highs, 14.9% below previous 4 lows
3.2% above previous 5 highs, 13.7% below previous 5 lows
3.2% above previous 6 highs, 12.5% below previous 6 lows
3.1% above previous 7 highs, 9.5% below previous 7 lows
2.8% above previous 8 highs, 8.4% below previous 8 lows
2.7% above previous 9 highs, 7.5% below previous 9 lows
2.6% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 12:54 pm ET)
23.9% are above or equal to 1/11 close (1 days ago), 76.1% are below.
38.8% are above or equal to 1/10 close (2 days ago), 61.2% are below.
49.4% are above or equal to 1/9 close (3 days ago), 50.6% are below.
35.7% are above or equal to 1/6 close (4 days ago), 64.3% are below.
40.4% are above or equal to 1/5 close (5 days ago), 59.6% are below.
37.0% are above or equal to 1/4 close (6 days ago), 63.0% are below.
52.8% are above or equal to 1/3 close (7 days ago), 47.2% are below.
62.5% are above or equal to 12/30 close (8 days ago), 37.5% are below.
58.6% are above or equal to 12/29 close (9 days ago), 41.4% are below.
58.9% are above or equal to 12/28 close (10 days ago), 41.1% are below.
45.3% are above or equal to 12/27 close (11 days ago), 54.7% are below.
48.7% are above or equal to 12/23 close (12 days ago), 51.3% are below.
51.8% are above or equal to 12/22 close (13 days ago), 48.2% are below.
48.2% are above or equal to 12/21 close (14 days ago), 51.8% are below.
44.1% are above or equal to 12/20 close (15 days ago), 55.9% are below.
49.8% are above or equal to 12/19 close (16 days ago), 50.2% are below.
56.2% are above or equal to 12/16 close (17 days ago), 43.8% are below.
53.4% are above or equal to 12/15 close (18 days ago), 46.6% are below.
56.3% are above or equal to 12/14 close (19 days ago), 43.7% are below.
44.7% are above or equal to 12/13 close (20 days ago), 55.3% are below.
46.0% are above or equal to 12/12 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 12:54 pm ET)
20d: 6.1% new highs, 12.4% new lows
21d: 5.3% new highs, 11.9% new lows
42d: 3.7% new highs, 3.1% new lows
63d: 2.4% new highs, 1.3% new lows
126d: 2.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 12:54 pm ET)
2-day: 22.3% above, 77.7% below
3-day: 29.7% above, 70.3% below
4-day: 35.3% above, 64.7% below
5-day: 35.1% above, 64.9% below
8-day: 39.7% above, 60.3% below
10-day: 46.0% above, 54.0% below
20-day: 48.5% above, 51.5% below
50-day: 72.7% above, 27.3% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 12:54 pm ET)
META(29): 0.07% Top=CENX AA SCCO SSRI CCJ FNV ABX PAAS ….. SLCA NUE FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.05% Top=BAM KIM OHI WRI DDR O HTA MAA ….. CUBE PSA PEB LHO DRH CBG SC HST=Bottom (Real Estate)
HEAL(44): -0.32% Top=ELGX BKD HLS HRC CNC ANTM DVA BSX ….. VWR HOLX STE DXCM NUVA A IART CYH=Bottom (Health)
CHEM(24): -0.41% Top=PAH WLK PX AXTA ALB CF DOW HUN ….. MOS APD GRA CE MON EMN OLN CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.55% Top=TIF BBY AMZN GPS BBBY SIG GME M ….. URBN FINL MELI TLRD CHS BID PIR SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.58% Top=EL CL SKX CCK KATE NWL PVH TUP ….. LEG BERY AVY WRK GT PKG PAY KS=Bottom (Consumer)
COHW(34): -0.58% Top=ACIA FNSR T BCE VZ CCI VG ZAYO ….. STX COMM PANW PSTG CIEN WDC S HPQ=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.61% Top=SAVE CSX CNI JBHT NSC CP UNP ALK ….. WAB UAL TRN FDX AAL LUV SWFT JBLU=Bottom (Transportation)
LEIS(33): -0.66% Top=BYD TXRH DRI WEN MCD SHAK EXPE GPRO ….. H WYNN MTN LQ SEAS CCL MGM SONC=Bottom (Leisure)
COSW(75): -0.67% Top=TEAM ZEN IT CERN CSRA TSS EQIX CDK ….. NTES XRX MDRX NATI WDAY VIPS SPLK ATHM=Bottom (Computer Software/Internet)
DISV(42): -0.71% Top=ATHN MCO YY MYGN MA FISV SBAC VNTV ….. CTAS CXW AL CAR URI ZTO AMN ACM=Bottom (Diversified Services)
ENER(88): -0.80% Top=CRC RRC QEP AR COG SN PE RES ….. DVN DK MTDR HLX XEC NBR EGN HES=Bottom (Energy)
MATE(23): -1.19% Top=FAST FLR TPH LEN RSG PHM OC WM ….. TOL MLM MAS USG SUM MDR DAR KBH=Bottom (Materials & Construction)
ELEC(46): -1.19% Top=MXL OCLR GRMN AYI TEL FTV JBL DLB ….. IDTI SWKS MU CRUS SPWR MSCC SIMO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -1.26% Top=CLGX MMC VR AFL AXS WLTW MBI AON ….. AIG MET ORI MTG PRU LNC CNO CINF=Bottom (Insurance)
MANU(34): -1.35% Top=AME SWK BWXT DE GE AGCO TTC DHR ….. FLS IR CMI XYL MRC KMT MWA CFX=Bottom (Manufacturing)
FINA(85): -1.49% Top=PYPL CME CLNS LAZ PSEC LM ICE EFX ….. PNC EWBC ZION NAVI SIVB OZRK UMPQ 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 12:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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