daytrend

01/12/2017

Filed under: Market Stats — daytrend @ 3:12 pm

Market Stats at 3:11 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 3:11 pm ET)
14.4% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
21.9% are below yesterday’s low.
63.6% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
64.5% of stocks with today’s low < yesterday’s low. (35.5% greater than).

EVIDENCE OF INTRADAY TREND (20170112 3:11 pm ET)
38.4% of stocks are above today’s open. (60.8% are below).
26.4% of stocks are above today’s open and yesterday’s close.
55.4% 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 3:11 pm ET)
9.1% of stocks are in the top 10% of today’s range.
24.8% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170112 3:11 pm ET)
33.0% of stocks are above yesterday’s close. (67.0% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.7% are up 3.5% or more. 1.6% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170112 3:11 pm ET)
2-day: >=95:2.9%…>=90:7.0%…>=80:15.1%…>=50:39.3%…<=20:19.3%…<=10:8.6%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:55.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 3:11 pm ET)
14.4% above previous 1 highs, 21.9% below previous 1 lows
10.5% above previous 2 highs, 14.6% below previous 2 lows
8.2% above previous 3 highs, 10.6% below previous 3 lows
5.9% above previous 4 highs, 9.2% below previous 4 lows
5.0% above previous 5 highs, 8.7% below previous 5 lows
4.5% above previous 6 highs, 7.8% below previous 6 lows
4.3% above previous 7 highs, 6.2% below previous 7 lows
4.3% above previous 8 highs, 5.8% below previous 8 lows
3.9% above previous 9 highs, 5.4% below previous 9 lows
3.8% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 3:11 pm ET)
33.0% are above or equal to 1/11 close (1 days ago), 67.0% are below.
47.0% are above or equal to 1/10 close (2 days ago), 53.0% are below.
56.2% are above or equal to 1/9 close (3 days ago), 43.8% are below.
41.1% are above or equal to 1/6 close (4 days ago), 58.9% are below.
44.8% are above or equal to 1/5 close (5 days ago), 55.2% are below.
41.1% are above or equal to 1/4 close (6 days ago), 58.9% are below.
56.8% are above or equal to 1/3 close (7 days ago), 43.2% are below.
65.1% are above or equal to 12/30 close (8 days ago), 34.9% are below.
63.5% are above or equal to 12/29 close (9 days ago), 36.5% are below.
62.9% are above or equal to 12/28 close (10 days ago), 37.1% are below.
48.5% are above or equal to 12/27 close (11 days ago), 51.5% are below.
51.9% are above or equal to 12/23 close (12 days ago), 48.1% are below.
54.1% are above or equal to 12/22 close (13 days ago), 45.9% are below.
50.6% are above or equal to 12/21 close (14 days ago), 49.4% are below.
47.5% are above or equal to 12/20 close (15 days ago), 52.5% are below.
53.4% are above or equal to 12/19 close (16 days ago), 46.6% are below.
59.2% are above or equal to 12/16 close (17 days ago), 40.8% are below.
56.8% are above or equal to 12/15 close (18 days ago), 43.2% are below.
59.7% are above or equal to 12/14 close (19 days ago), 40.3% are below.
47.5% are above or equal to 12/13 close (20 days ago), 52.5% are below.
49.9% are above or equal to 12/12 close (21 days ago), 50.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 3:11 pm ET)
20d: 7.0% new highs, 12.6% new lows
21d: 6.4% new highs, 12.1% new lows
42d: 4.3% new highs, 3.2% new lows
63d: 3.1% new highs, 1.3% new lows
126d: 2.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 3:11 pm ET)
2-day: 31.6% above, 68.4% below
3-day: 39.3% above, 60.7% below
4-day: 44.8% above, 55.2% below
5-day: 41.9% above, 58.1% below
8-day: 45.2% above, 54.8% below
10-day: 52.3% above, 47.7% below
20-day: 53.1% above, 46.9% below
50-day: 74.3% above, 25.7% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 3:11 pm ET)
REAL(98): 0.09% Top=BAM OHI O KIM HTA AMH DDR EQR ….. PEB HST LHO PSA EXR CBG SC CUBE=Bottom (Real Estate)
CHEM(24): -0.00% Top=PAH WLK ALB FMC PX DD CF AXTA ….. ASH APD POT MON EMN IFF CC OLN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.07% Top=ELGX BKD CNC HRC ANTM HLS BSX DVA ….. BAX IRWD NUVA A HOLX DXCM CYH IART=Bottom (Health)
CONS(49): -0.24% Top=HAS KATE CCK PBI SKX EL OI CL ….. IP LEG LULU VFC GT PKG KS PAY=Bottom (Consumer)
DISV(42): -0.27% Top=YY ATHN WTW MCO FISV MYGN MA G ….. CTAS TRU AL URI ZTO CAR AMN ACM=Bottom (Diversified Services)
COSW(75): -0.30% Top=TEAM ZEN CERN CDK CSRA TSS GRUB SYMC ….. MSFT BIDU VIPS NATI WDAY NTES SPLK ATHM=Bottom (Computer Software/Internet)
RETA(59): -0.31% Top=TIF AMZN BBY KR GPS DSW CASY BBBY ….. FINL ETSY ANF MELI BID CHS PIR SHLD=Bottom (Retail & Specialty Retail)
TRAN(23): -0.32% Top=KSU SAVE CSX NSC CP UNP JBHT CNI ….. DAL AAL FDX TRN UAL LUV SWFT JBLU=Bottom (Transportation)
COHW(34): -0.33% Top=FNSR ACIA VG T BCE VZ ZAYO VRSN ….. STX PSTG TDS HPQ WDC CIEN S ARRS=Bottom (Computer Hardware/Telecom)
LEIS(33): -0.49% Top=DRI TXRH WEN BYD MCD DNKN GPRO EXPE ….. MAR LQ MGM MTN CCL SEAS QSR SONC=Bottom (Leisure)
MATE(23): -0.50% Top=FAST OC TPH LEN PHM KBH FLR DHI ….. TOL WY MAS USG WCN MDR SUM DAR=Bottom (Materials & Construction)
ENER(88): -0.50% Top=CRC AR RES RRC QEP ATW SN PE ….. WPX MTDR DVN DK XEC EGN NBR HES=Bottom (Energy)
META(29): -0.70% Top=CENX AA SCCO CCJ FNV ABX CNX GG ….. AG AGI TAHO CMC STLD FCX X AKS=Bottom (Metals & Mining)
ELEC(46): -0.82% Top=AYI PI MXL TEL JBL TRMB OCLR FTV ….. NVDA SWKS CRUS MU MSCC SPWR AMD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.94% Top=AME DDD ATI SWK DHR BWXT GE MHK ….. MFS DCI XYL TEX CFX KMT MWA MRC=Bottom (Manufacturing)
INSU(31): -1.00% Top=MBI MMC CLGX VR XL WLTW AON AJG ….. AFSI FAF MTG LNC ORI PRU CNO CINF=Bottom (Insurance)
FINA(85): -1.12% Top=LM PYPL LAZ CME PSEC EFX KKR CLNS ….. PACW EWBC HOMB FNB WAL OZRK PNC UMPQ=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 3:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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