daytrend

01/13/2017

Filed under: Market Stats — daytrend @ 10:18 am

Market Stats at 10:18 am ET
by daytrend on 20170113. 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 (20170113 10:18 am ET)
36.6% of stocks are above yesterday’s high.
76.0% are above yesterday’s midpoint. (24.0% are below.)
4.4% are below yesterday’s low.
59.0% are inside yesterday’s range.
65.4% of stocks with today’s high > yesterday’s high. (34.6% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20170113 10:18 am ET)
63.2% of stocks are above today’s open. (33.1% are below).
57.7% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 10:18 am ET)
10.3% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
13.7% are in the bottom 10%.

GAIN (20170113 10:18 am ET)
67.8% of stocks are above yesterday’s close. (32.2% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.0% are up 3.5% or more. 0.1% are down 3.5% or more.
72.1% are between +1% and -1%.

RSI on DAILY (20170113 10:18 am ET)
2-day: >=95:6.2%…>=90:13.0%…>=80:25.9%…>=50:63.7%…<=20:11.2%…<=10:5.1%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:65.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:70.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 10:18 am ET)
36.6% above previous 1 highs, 4.4% below previous 1 lows
24.2% above previous 2 highs, 2.6% below previous 2 lows
20.0% above previous 3 highs, 2.1% below previous 3 lows
17.7% above previous 4 highs, 1.7% below previous 4 lows
14.4% above previous 5 highs, 1.7% below previous 5 lows
12.2% above previous 6 highs, 1.6% below previous 6 lows
10.6% above previous 7 highs, 1.5% below previous 7 lows
9.7% above previous 8 highs, 1.5% below previous 8 lows
9.7% above previous 9 highs, 1.2% below previous 9 lows
9.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 10:18 am ET)
67.8% are above or equal to 1/12 close (1 days ago), 32.2% are below.
55.6% are above or equal to 1/11 close (2 days ago), 44.4% are below.
63.0% are above or equal to 1/10 close (3 days ago), 37.0% are below.
65.6% are above or equal to 1/9 close (4 days ago), 34.4% are below.
54.5% are above or equal to 1/6 close (5 days ago), 45.5% are below.
53.9% are above or equal to 1/5 close (6 days ago), 46.1% are below.
49.8% are above or equal to 1/4 close (7 days ago), 50.2% are below.
66.7% are above or equal to 1/3 close (8 days ago), 33.3% are below.
71.9% are above or equal to 12/30 close (9 days ago), 28.1% are below.
69.6% are above or equal to 12/29 close (10 days ago), 30.4% are below.
72.2% are above or equal to 12/28 close (11 days ago), 27.8% are below.
57.5% are above or equal to 12/27 close (12 days ago), 42.5% are below.
61.4% are above or equal to 12/23 close (13 days ago), 38.6% are below.
61.9% are above or equal to 12/22 close (14 days ago), 38.1% are below.
57.5% are above or equal to 12/21 close (15 days ago), 42.5% are below.
54.5% are above or equal to 12/20 close (16 days ago), 45.5% are below.
60.6% are above or equal to 12/19 close (17 days ago), 39.4% are below.
66.0% are above or equal to 12/16 close (18 days ago), 34.0% are below.
63.3% are above or equal to 12/15 close (19 days ago), 36.7% are below.
64.7% are above or equal to 12/14 close (20 days ago), 35.3% are below.
53.9% are above or equal to 12/13 close (21 days ago), 46.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 10:18 am ET)
20d: 13.9% new highs, 2.1% new lows
21d: 13.4% new highs, 2.1% new lows
42d: 9.8% new highs, 1.0% new lows
63d: 7.3% new highs, 0.4% new lows
126d: 6.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 10:18 am ET)
2-day: 66.3% above, 33.7% below
3-day: 61.9% above, 38.1% below
4-day: 62.6% above, 37.4% below
5-day: 64.4% above, 35.6% below
8-day: 57.1% above, 42.9% below
10-day: 62.8% above, 37.2% below
20-day: 63.3% above, 36.7% below
50-day: 76.0% above, 24.0% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 10:18 am ET)
FINA(85): 1.48% Top=EWBC WAL WFC RF OZRK CFR PNC PACW ….. ARCC ICE BX JNS NDAQ WU FHN EFX=Bottom (Banks/Financials)
MANU(34): 1.11% Top=CFX KMT TTC MRC DDD TEX PNR DOV ….. BWXT DE MFS DHR MHK EMR SWK GE=Bottom (Manufacturing)
INSU(30): 0.99% Top=CNO LNC PRU UNM MET XL ORI TMK ….. AON PGR AFL AJG MMC RDN FNF WLTW=Bottom (Insurance)
ELEC(46): 0.93% Top=SIMO FSLR SPWR LRCX WAT FTV CAVM CGNX ….. TXN INTC PI MCHP OCLR MU AYI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.82% Top=DXCM CYH RMD IRWD NUVA DVA PKI COO ….. BDX BAX VWR ACHC BCR BKD ELGX EW=Bottom (Health)
TRAN(23): 0.52% Top=GWR KSU TRN DAL EXPD SWFT JBLU UAL ….. ALK JBHT CP LUV CHRW AAL NSC CSX=Bottom (Transportation)
COSW(76): 0.46% Top=GRUB MBLY CHKP FB VEEV ATHM EA CSC ….. BIDU NOW ADBE SSNC CERN SPLK TEAM NTNX=Bottom (Computer Software/Internet)
MATE(23): 0.44% Top=OC SUM USG MDR PWR VMC TPH RSG ….. WCN MAS DAR LEN DHI CAA SRCL KBH=Bottom (Materials & Construction)
COHW(34): 0.44% Top=CIEN ZAYO SSYS S BBRY ANET PANW TMUS ….. LVLT VRSN VZ VG HRS ARRS CTL ACIA=Bottom (Computer Hardware/Telecom)
DISV(42): 0.37% Top=WTW CAR AMN ACM FLT URI ROL CXW ….. BAH GPN HRB VNTV KBR ATHN RBA ZTO=Bottom (Diversified Services)
META(29): 0.36% Top=X AKS CCJ CENX STLD CDE AG PAAS ….. CNX AEM SSRI NEM GG ABX FCX AGI=Bottom (Metals & Mining)
CHEM(24): 0.32% Top=CC HUN IFF WLK OLN AXTA PAH ASH ….. CE PX DOW PPG SHW POT DD EMN=Bottom (Chemicals/Fertilizers)
CONS(49): 0.17% Top=WWW BC KS FOSL COTY WRK PAY PKG ….. COH BERY BLL VFC KATE UAA SEE PVH=Bottom (Consumer)
ENER(89): 0.11% Top=SN AR ENLK VVV HES WPZ MDU CVI ….. CPE SWN ECA PBF OAS SM FTI CRC=Bottom (Energy)
RETA(59): 0.10% Top=GNC NFLX TIF KR SFM RH WFM CHS ….. M DLTR WMT JWN GPS JCP SHLD GME=Bottom (Retail & Specialty Retail)
LEIS(33): -0.03% Top=GPRO MTN MGM HLT CMG MAR H WEN ….. SHAK CCL JACK RCL DPZ SONC TXRH BLMN=Bottom (Leisure)
REAL(98): -0.24% Top=ALLY CSAL EQC PEB RLGY HST GEO JLL ….. GGP MAA SKT O HCP CBL TWO VER=Bottom (Real Estate)

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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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