daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 1:27 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 1:27 pm ET)
9.5% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
28.8% are below yesterday’s low.
61.7% are inside yesterday’s range.
30.7% of stocks with today’s high > yesterday’s high. (69.3% less than).
64.5% of stocks with today’s low < yesterday’s low. (35.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 1:27 pm ET)
28.8% of stocks are above today’s open. (69.9% are below).
19.1% of stocks are above today’s open and yesterday’s close.
63.6% 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 1:27 pm ET)
10.6% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170112 1:27 pm ET)
26.4% of stocks are above yesterday’s close. (73.6% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20170112 1:27 pm ET)
2-day: >=95:1.7%…>=90:3.8%…>=80:10.3%…>=50:32.8%…<=20:24.2%…<=10:10.0%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:58.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 1:27 pm ET)
9.5% above previous 1 highs, 28.8% below previous 1 lows
6.5% above previous 2 highs, 19.1% below previous 2 lows
5.5% above previous 3 highs, 15.2% below previous 3 lows
4.0% above previous 4 highs, 13.2% below previous 4 lows
3.7% above previous 5 highs, 12.0% below previous 5 lows
3.7% above previous 6 highs, 10.8% below previous 6 lows
3.4% above previous 7 highs, 8.7% below previous 7 lows
3.2% above previous 8 highs, 7.7% below previous 8 lows
3.1% above previous 9 highs, 6.6% below previous 9 lows
2.8% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 1:27 pm ET)
26.4% are above or equal to 1/11 close (1 days ago), 73.6% are below.
39.7% are above or equal to 1/10 close (2 days ago), 60.3% are below.
49.9% are above or equal to 1/9 close (3 days ago), 50.1% are below.
36.7% are above or equal to 1/6 close (4 days ago), 63.3% are below.
41.0% are above or equal to 1/5 close (5 days ago), 59.0% are below.
37.3% are above or equal to 1/4 close (6 days ago), 62.7% are below.
53.7% are above or equal to 1/3 close (7 days ago), 46.3% are below.
63.3% are above or equal to 12/30 close (8 days ago), 36.7% are below.
59.6% are above or equal to 12/29 close (9 days ago), 40.4% are below.
59.0% are above or equal to 12/28 close (10 days ago), 41.0% are below.
45.7% are above or equal to 12/27 close (11 days ago), 54.3% are below.
49.1% are above or equal to 12/23 close (12 days ago), 50.9% are below.
51.8% are above or equal to 12/22 close (13 days ago), 48.2% are below.
47.9% are above or equal to 12/21 close (14 days ago), 52.1% are below.
44.7% are above or equal to 12/20 close (15 days ago), 55.3% are below.
49.9% are above or equal to 12/19 close (16 days ago), 50.1% are below.
56.8% are above or equal to 12/16 close (17 days ago), 43.2% are below.
53.7% are above or equal to 12/15 close (18 days ago), 46.3% are below.
57.3% are above or equal to 12/14 close (19 days ago), 42.7% are below.
45.2% are above or equal to 12/13 close (20 days ago), 54.8% are below.
45.8% are above or equal to 12/12 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 1:27 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 1:27 pm ET)
2-day: 25.1% above, 74.9% below
3-day: 32.4% above, 67.6% below
4-day: 36.7% above, 63.3% below
5-day: 36.5% above, 63.5% below
8-day: 40.6% above, 59.4% below
10-day: 48.3% above, 51.7% below
20-day: 48.3% above, 51.7% below
50-day: 73.3% above, 26.7% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 1:27 pm ET)
META(29): 0.22% Top=CENX AA SCCO SSRI ABX PAAS CCJ FNV ….. ARNC NUE FMSA FCX STLD CMC X AKS=Bottom (Metals & Mining)
REAL(98): -0.09% Top=BAM KIM EQR OHI WRI O DDR HTA ….. LHO PSA CUBE PEB DRH SC CBG HST=Bottom (Real Estate)
HEAL(44): -0.28% Top=ELGX BKD HRC CNC HLS ANTM DVA BSX ….. HOLX BAX STE NUVA DXCM A IART CYH=Bottom (Health)
CHEM(24): -0.32% Top=PAH WLK HUN PX AXTA CF FMC DOW ….. GRA APD MOS CE MON EMN OLN CC=Bottom (Chemicals/Fertilizers)
RETA(59): -0.44% Top=TIF SIG BBY AMZN BBBY GPS CASY DSW ….. FINL LB ANF MELI CHS BID PIR SHLD=Bottom (Retail & Specialty Retail)
CONS(49): -0.48% Top=EL KATE CCK SKX CL NWL PBI PVH ….. IP BERY AVY WRK GT PKG PAY KS=Bottom (Consumer)
TRAN(23): -0.53% Top=SAVE CNI CP NSC JBHT CSX UNP CHRW ….. FDX DAL TRN AAL SWFT UAL LUV JBLU=Bottom (Transportation)
COHW(34): -0.55% Top=ACIA FNSR T BCE VZ ZAYO CCI VG ….. COMM PANW STX PSTG CIEN WDC HPQ S=Bottom (Computer Hardware/Telecom)
COSW(75): -0.61% Top=TEAM ZEN IT CERN CDK TSS EQIX CSRA ….. NCR NATI WDAY MDRX NTES VIPS ATHM SPLK=Bottom (Computer Software/Internet)
DISV(42): -0.63% Top=ATHN MCO YY MYGN WTW MA G FISV ….. RRD CTAS CXW URI CAR AMN ZTO ACM=Bottom (Diversified Services)
LEIS(33): -0.68% Top=BYD TXRH DRI MCD WEN GPRO DNKN SHAK ….. STAY MTN HLT LQ SEAS SONC MGM CCL=Bottom (Leisure)
ENER(88): -0.76% Top=CRC RRC AR QEP SN RES RIG PE ….. OII MTDR DVN HLX XEC NBR EGN HES=Bottom (Energy)
MATE(23): -0.85% Top=FAST TPH FLR LEN PHM OC RSG CAA ….. TOL MAS MLM USG KBH SUM MDR DAR=Bottom (Materials & Construction)
ELEC(46): -1.13% Top=MXL OCLR AYI GRMN JBL FTV TEL TRMB ….. NVDA CRUS SWKS MSCC MU AMD SPWR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -1.21% Top=AME SWK BWXT DE TTC ITT DHR AGCO ….. DOV FLS CMI XYL CFX KMT MRC MWA=Bottom (Manufacturing)
INSU(31): -1.28% Top=CLGX MMC VR AFL MBI AXS WLTW AON ….. FNF MET ORI MTG LNC PRU CNO CINF=Bottom (Insurance)
FINA(85): -1.45% Top=LM CME PYPL PSEC CLNS LAZ ICE TD ….. PACW HOMB WAL SIVB PNC 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 1:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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