daytrend

01/13/2017

Filed under: Market Stats — daytrend @ 12:19 pm

Market Stats at 12:18 pm 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 12:18 pm ET)
33.0% of stocks are above yesterday’s high.
73.8% are above yesterday’s midpoint. (26.2% are below.)
6.4% are below yesterday’s low.
60.6% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND (20170113 12:18 pm ET)
58.2% of stocks are above today’s open. (39.4% are below).
52.6% of stocks are above today’s open and yesterday’s close.
28.7% 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 12:18 pm ET)
5.6% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
16.3% are in the bottom 10%.

GAIN (20170113 12:18 pm ET)
65.0% of stocks are above yesterday’s close. (35.0% are below.)
1.1% are up 4.5% or more. 0.1% are down 4.5% or more.
1.6% are up 3.5% or more. 0.2% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20170113 12:18 pm ET)
2-day: >=95:6.6%…>=90:13.3%…>=80:24.7%…>=50:60.5%…<=20:12.2%…<=10:5.4%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:62.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:68.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 12:18 pm ET)
33.0% above previous 1 highs, 6.4% below previous 1 lows
22.9% above previous 2 highs, 3.9% below previous 2 lows
18.0% above previous 3 highs, 3.4% below previous 3 lows
15.8% above previous 4 highs, 3.3% below previous 4 lows
13.7% above previous 5 highs, 3.3% below previous 5 lows
11.9% above previous 6 highs, 2.8% below previous 6 lows
10.9% above previous 7 highs, 2.8% below previous 7 lows
10.4% above previous 8 highs, 2.1% below previous 8 lows
10.3% above previous 9 highs, 1.7% below previous 9 lows
10.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 12:18 pm ET)
65.0% are above or equal to 1/12 close (1 days ago), 35.0% are below.
51.2% are above or equal to 1/11 close (2 days ago), 48.8% are below.
60.3% are above or equal to 1/10 close (3 days ago), 39.7% are below.
63.1% are above or equal to 1/9 close (4 days ago), 36.9% are below.
50.9% are above or equal to 1/6 close (5 days ago), 49.1% are below.
51.5% are above or equal to 1/5 close (6 days ago), 48.5% are below.
47.6% are above or equal to 1/4 close (7 days ago), 52.4% are below.
63.7% are above or equal to 1/3 close (8 days ago), 36.3% are below.
69.8% are above or equal to 12/30 close (9 days ago), 30.2% are below.
68.7% are above or equal to 12/29 close (10 days ago), 31.3% are below.
68.1% are above or equal to 12/28 close (11 days ago), 31.9% are below.
54.2% are above or equal to 12/27 close (12 days ago), 45.8% are below.
58.4% are above or equal to 12/23 close (13 days ago), 41.6% are below.
59.4% are above or equal to 12/22 close (14 days ago), 40.6% are below.
55.6% are above or equal to 12/21 close (15 days ago), 44.4% are below.
52.8% are above or equal to 12/20 close (16 days ago), 47.2% are below.
58.3% are above or equal to 12/19 close (17 days ago), 41.7% are below.
62.7% are above or equal to 12/16 close (18 days ago), 37.3% are below.
60.4% are above or equal to 12/15 close (19 days ago), 39.6% are below.
63.4% are above or equal to 12/14 close (20 days ago), 36.6% are below.
52.6% are above or equal to 12/13 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 12:18 pm ET)
20d: 16.0% new highs, 2.7% new lows
21d: 15.4% new highs, 2.7% new lows
42d: 11.1% new highs, 1.5% new lows
63d: 8.4% new highs, 0.7% new lows
126d: 7.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 12:18 pm ET)
2-day: 63.7% above, 36.3% below
3-day: 58.3% above, 41.7% below
4-day: 58.6% above, 41.4% below
5-day: 60.8% above, 39.2% below
8-day: 53.3% above, 46.7% below
10-day: 60.3% above, 39.7% below
20-day: 59.8% above, 40.2% below
50-day: 76.2% above, 23.8% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 12:18 pm ET)
HEAL(44): 1.14% Top=DXCM CYH RMD COO PKI ABT BSX STE ….. ESRX AET LH EW VWR DGX BKD ELGX=Bottom (Health)
MANU(34): 1.13% Top=CFX DDD MRC TTC KMT PNR AOS MWA ….. DHR CAT BWXT MFS SWK DE GE EMR=Bottom (Manufacturing)
META(29): 1.03% Top=CENX CCJ CDE AG TECK PAAS CNX SLW ….. CMC STLD ABX NUE FCX AKS CLF AGI=Bottom (Metals & Mining)
ELEC(46): 0.97% Top=SIMO FSLR WAT QRVO CAVM SPWR MXL LRCX ….. INTC DLB PI NVDA MCHP AYI MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.76% Top=ATHM GRUB MBLY CHKP CSC TRIP VEEV FEYE ….. TWTR INTU ADBE BIDU SSNC ADP IBM SPLK=Bottom (Computer Software/Internet)
FINA(85): 0.56% Top=WETF NAVI OZRK BOFI VOYA CFR ZION EWBC ….. AMTD AXP PNC KKR EFX JNS OMF FHN=Bottom (Banks/Financials)
COHW(34): 0.49% Top=SSYS CIEN ZAYO PANW ANET BBRY QCOM STX ….. VRSN TDS AAPL VZ T TMUS ACIA ARRS=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.49% Top=GWR KSU SWFT WAB CNI XPO TRN ALK ….. CSX UPS JBLU FDX JBHT CHRW LUV AAL=Bottom (Transportation)
INSU(30): 0.39% Top=CNO XL PRU UNM MET LNC HIG AON ….. CINF CLGX MTG FAF L FNF VR WLTW=Bottom (Insurance)
DISV(42): 0.37% Top=WTW SBAC ROL YY FLT RRD TRU CAR ….. BAH ALLE LDOS GPN CTAS ATHN ZTO RBA=Bottom (Diversified Services)
MATE(23): 0.22% Top=OC SUM USG PWR WCN VMC TPH FLR ….. WM MLM CAA LEN SRCL DHI DAR KBH=Bottom (Materials & Construction)
RETA(59): 0.11% Top=GNC SFM TIF NFLX RH KR ETSY WFM ….. DKS BURL W GPS PIR JWN JCP GME=Bottom (Retail & Specialty Retail)
LEIS(33): 0.10% Top=MTN EXPE GPRO QSR MGM BYD STAY LQ ….. MCD DPZ JACK SONC DRI RCL EAT BLMN=Bottom (Leisure)
CONS(49): 0.05% Top=WWW FOSL KS COTY PAY BC OI PBI ….. NWL UAA KATE VFC SEE GPK BLL PVH=Bottom (Consumer)
REAL(98): -0.04% Top=GEO PEB CSAL CBG LHO EQC OUT HST ….. HCP MAA EQR EXR PSA CBL CUBE SC=Bottom (Real Estate)
ENER(89): -0.08% Top=SN AR REN VVV ENLK MPLX WPX SHLX ….. WLL EGN OAS PTEN HLX PBF SM CRC=Bottom (Energy)
CHEM(24): -0.14% Top=CC IFF WLK OLN MON PAH GRA HUN ….. PPG POT CE EMN DOW MOS DD CF=Bottom (Chemicals/Fertilizers)

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 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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