daytrend

01/13/2017

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 11:02 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 11:02 am ET)
39.0% of stocks are above yesterday’s high.
78.4% are above yesterday’s midpoint. (21.6% are below.)
4.9% are below yesterday’s low.
56.1% are inside yesterday’s range.
67.6% of stocks with today’s high > yesterday’s high. (32.4% less than).
13.9% of stocks with today’s low < yesterday’s low. (86.1% greater than).

EVIDENCE OF INTRADAY TREND (20170113 11:02 am ET)
68.9% of stocks are above today’s open. (29.3% are below).
62.0% of stocks are above today’s open and yesterday’s close.
21.4% 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 11:02 am ET)
13.4% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
12.5% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20170113 11:02 am ET)
72.1% of stocks are above yesterday’s close. (27.9% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.2% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY (20170113 11:02 am ET)
2-day: >=95:7.0%…>=90:13.8%…>=80:27.5%…>=50:66.3%…<=20:9.5%…<=10:4.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:65.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:70.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 11:02 am ET)
39.0% above previous 1 highs, 4.9% below previous 1 lows
25.9% above previous 2 highs, 3.5% below previous 2 lows
20.5% above previous 3 highs, 3.1% below previous 3 lows
17.6% above previous 4 highs, 2.6% below previous 4 lows
14.9% above previous 5 highs, 2.6% below previous 5 lows
12.7% above previous 6 highs, 2.0% below previous 6 lows
11.2% above previous 7 highs, 1.8% below previous 7 lows
10.4% above previous 8 highs, 1.7% below previous 8 lows
10.3% above previous 9 highs, 1.5% below previous 9 lows
10.3% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 11:02 am ET)
72.1% are above or equal to 1/12 close (1 days ago), 27.9% are below.
58.1% are above or equal to 1/11 close (2 days ago), 41.9% are below.
64.5% are above or equal to 1/10 close (3 days ago), 35.5% are below.
67.2% are above or equal to 1/9 close (4 days ago), 32.8% are below.
54.2% are above or equal to 1/6 close (5 days ago), 45.8% are below.
54.8% are above or equal to 1/5 close (6 days ago), 45.2% are below.
49.3% are above or equal to 1/4 close (7 days ago), 50.7% are below.
66.6% are above or equal to 1/3 close (8 days ago), 33.4% are below.
72.4% are above or equal to 12/30 close (9 days ago), 27.6% are below.
70.9% are above or equal to 12/29 close (10 days ago), 29.1% are below.
71.5% are above or equal to 12/28 close (11 days ago), 28.5% are below.
57.5% are above or equal to 12/27 close (12 days ago), 42.5% are below.
61.9% are above or equal to 12/23 close (13 days ago), 38.1% are below.
62.3% are above or equal to 12/22 close (14 days ago), 37.7% are below.
58.2% are above or equal to 12/21 close (15 days ago), 41.8% are below.
55.7% are above or equal to 12/20 close (16 days ago), 44.3% are below.
60.8% are above or equal to 12/19 close (17 days ago), 39.2% are below.
65.6% are above or equal to 12/16 close (18 days ago), 34.4% are below.
63.2% are above or equal to 12/15 close (19 days ago), 36.8% are below.
65.5% are above or equal to 12/14 close (20 days ago), 34.5% are below.
53.5% are above or equal to 12/13 close (21 days ago), 46.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 11:02 am ET)
20d: 14.7% new highs, 2.7% new lows
21d: 14.2% new highs, 2.7% new lows
42d: 10.3% new highs, 1.5% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 6.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 11:02 am ET)
2-day: 70.2% above, 29.8% below
3-day: 65.6% above, 34.4% below
4-day: 66.3% above, 33.7% below
5-day: 66.0% above, 34.0% below
8-day: 57.7% above, 42.3% below
10-day: 63.8% above, 36.2% below
20-day: 63.1% above, 36.9% below
50-day: 77.1% above, 22.9% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 11:02 am ET)
ELEC(46): 1.16% Top=FSLR SIMO SPWR LRCX WAT FTV QRVO CAVM ….. DLB INTC MCHP MU AYI OCLR AMD PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 1.12% Top=RF ZION EWBC NAVI CFR BOFI WFC VOYA ….. CME WU ICE BX NDAQ JNS EFX FHN=Bottom (Banks/Financials)
MANU(34): 1.08% Top=CFX MRC DDD TTC KMT PNR TEX AOS ….. BWXT MHK DE DHR MFS SWK GE EMR=Bottom (Manufacturing)
HEAL(44): 1.03% Top=DXCM CYH RMD IART NUVA PKI DVA XRAY ….. DGX LH UNH BCR VWR BDX ELGX EW=Bottom (Health)
INSU(30): 0.86% Top=CNO UNM PRU LNC XL AGO MET HIG ….. AJG AXS AFL CLGX RDN FNF VR WLTW=Bottom (Insurance)
META(29): 0.84% Top=CENX CDE CCJ X PAAS TECK CLF AG ….. TAHO AEM SSRI NEM GG ABX FCX AGI=Bottom (Metals & Mining)
COSW(76): 0.69% Top=GRUB ATHM CHKP MBLY CSC FEYE XRX FB ….. ADBE SHOP INTU BIDU TEAM ADP NTNX SPLK=Bottom (Computer Software/Internet)
MATE(23): 0.63% Top=OC SUM MDR PWR TPH USG VMC DAR ….. CAA MAS DHI LEN FAST MLM SRCL KBH=Bottom (Materials & Construction)
COHW(34): 0.55% Top=CIEN ZAYO SSYS PANW BBRY ANET QCOM STX ….. VZ T TMUS AAPL CTL HRS ACIA ARRS=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.54% Top=GWR KSU SWFT WAB TRN EXPD CNI XPO ….. SAVE JBHT NSC ALK CSX CHRW LUV AAL=Bottom (Transportation)
DISV(42): 0.40% Top=WTW AMN ROL CAR ACM FLT URI JEC ….. ULTA KBR HRB BAH ALLE RBA ZTO ATHN=Bottom (Diversified Services)
CONS(49): 0.20% Top=WWW PAY KS BC FOSL COTY OI WRK ….. CRI UAA BLL GPK KATE SEE VFC PVH=Bottom (Consumer)
ENER(89): 0.17% Top=SN ENLK REN HES MPLX VVV MDU SPN ….. CPE SWN NFX PTEN HLX SM OAS CRC=Bottom (Energy)
CHEM(24): 0.12% Top=CC IFF WLK PAH AXTA OLN HUN ASH ….. PPG CE DOW DD EMN POT MOS CF=Bottom (Chemicals/Fertilizers)
RETA(59): 0.07% Top=NFLX TIF GNC SFM RH KR CHS ANF ….. WMT PIR SHLD W JWN BURL JCP GME=Bottom (Retail & Specialty Retail)
REAL(98): 0.03% Top=CSAL EQC PEB CBG RLGY JLL CUZ GEO ….. MAA GGP SKT O CUBE TWO CBL HCP=Bottom (Real Estate)
LEIS(33): 0.00% Top=GPRO MTN MGM WYN QSR H LQ MAR ….. DPZ DRI RCL EAT JACK BLMN TXRH SONC=Bottom (Leisure)

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 11:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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