daytrend

01/13/2017

Filed under: Market Stats — daytrend @ 1:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170113 1:04 pm ET)
38.3% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
6.4% are below yesterday’s low.
55.4% are inside yesterday’s range.
70.2% of stocks with today’s high > yesterday’s high. (29.8% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20170113 1:04 pm ET)
65.6% of stocks are above today’s open. (32.2% are below).
60.5% of stocks are above today’s open and yesterday’s close.
23.8% 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 1:04 pm ET)
11.7% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20170113 1:04 pm ET)
70.8% of stocks are above yesterday’s close. (29.2% are below.)
1.0% 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.
66.5% are between +1% and -1%.

RSI on DAILY (20170113 1:04 pm ET)
2-day: >=95:7.5%…>=90:14.5%…>=80:29.1%…>=50:64.8%…<=20:10.9%…<=10:4.5%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:64.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 1:04 pm ET)
38.3% above previous 1 highs, 6.4% below previous 1 lows
26.4% above previous 2 highs, 3.3% below previous 2 lows
21.4% above previous 3 highs, 2.7% below previous 3 lows
19.1% above previous 4 highs, 2.2% below previous 4 lows
15.9% above previous 5 highs, 2.2% below previous 5 lows
13.1% above previous 6 highs, 2.0% below previous 6 lows
12.1% above previous 7 highs, 2.0% below previous 7 lows
11.4% above previous 8 highs, 1.8% below previous 8 lows
11.4% above previous 9 highs, 1.6% below previous 9 lows
11.2% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 1:04 pm ET)
70.8% are above or equal to 1/12 close (1 days ago), 29.2% are below.
55.5% are above or equal to 1/11 close (2 days ago), 44.5% are below.
63.6% are above or equal to 1/10 close (3 days ago), 36.4% are below.
66.4% are above or equal to 1/9 close (4 days ago), 33.6% are below.
54.2% are above or equal to 1/6 close (5 days ago), 45.8% are below.
53.1% are above or equal to 1/5 close (6 days ago), 46.9% are below.
48.8% are above or equal to 1/4 close (7 days ago), 51.2% are below.
65.8% are above or equal to 1/3 close (8 days ago), 34.2% are below.
71.9% are above or equal to 12/30 close (9 days ago), 28.1% are below.
69.9% are above or equal to 12/29 close (10 days ago), 30.1% are below.
70.7% are above or equal to 12/28 close (11 days ago), 29.3% are below.
56.2% are above or equal to 12/27 close (12 days ago), 43.8% are below.
60.5% are above or equal to 12/23 close (13 days ago), 39.5% are below.
61.2% are above or equal to 12/22 close (14 days ago), 38.8% are below.
58.1% are above or equal to 12/21 close (15 days ago), 41.9% are below.
54.8% are above or equal to 12/20 close (16 days ago), 45.2% are below.
59.5% are above or equal to 12/19 close (17 days ago), 40.5% are below.
64.2% are above or equal to 12/16 close (18 days ago), 35.8% are below.
62.7% are above or equal to 12/15 close (19 days ago), 37.3% are below.
63.9% are above or equal to 12/14 close (20 days ago), 36.1% are below.
54.0% are above or equal to 12/13 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 1:04 pm ET)
20d: 16.6% new highs, 3.1% new lows
21d: 16.0% new highs, 3.1% new lows
42d: 11.7% new highs, 1.6% new lows
63d: 8.9% new highs, 0.9% new lows
126d: 7.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 1:04 pm ET)
2-day: 69.1% above, 30.9% below
3-day: 64.1% above, 35.9% below
4-day: 65.6% above, 34.4% below
5-day: 66.3% above, 33.7% below
8-day: 57.5% above, 42.5% below
10-day: 62.3% above, 37.7% below
20-day: 62.0% above, 38.0% below
50-day: 77.5% above, 22.5% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 1:04 pm ET)
HEAL(44): 1.29% Top=DXCM CYH RMD PKI COO ABT BSX NUVA ….. AET LH ESRX UNH BCR VWR DGX ELGX=Bottom (Health)
MANU(34): 1.18% Top=CFX DDD MRC TTC KMT PNR AOS TEX ….. ATI HON DHR DE MFS BWXT GE EMR=Bottom (Manufacturing)
ELEC(46): 1.12% Top=SIMO FSLR QRVO MXL WAT SPWR CAVM FTV ….. AYI INTC MCHP NVDA OCLR PI MU AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.94% Top=ATHM GRUB MBLY CSC TRIP CHKP FEYE IAC ….. TEAM SSNC BIDU ADBE CERN IBM SPLK TWLO=Bottom (Computer Software/Internet)
FINA(85): 0.90% Top=OZRK WETF CFR NAVI VOYA EWBC ZION PACW ….. TD OMF BX AXP JNS EFX KKR FHN=Bottom (Banks/Financials)
META(29): 0.76% Top=CENX CCJ CDE AG TECK PAAS CNX SCCO ….. AKS TAHO NEM GG ABX FCX CLF AGI=Bottom (Metals & Mining)
TRAN(23): 0.64% Top=GWR KSU SWFT TRN XPO WAB CNI EXPD ….. UAL UPS JBLU JBHT FDX CHRW LUV AAL=Bottom (Transportation)
COHW(34): 0.61% Top=SSYS CIEN VG PANW ZAYO ANET QCOM STX ….. HPQ AAPL FNSR TDS VZ T TMUS ACIA=Bottom (Computer Hardware/Telecom)
INSU(30): 0.56% Top=CNO UNM LNC PRU XL MET TMK AON ….. PGR ORI TRV MTG L VR FNF WLTW=Bottom (Insurance)
DISV(42): 0.53% Top=WTW ROL TRU ACM CXW CAR R RHI ….. ALLE CTAS LDOS GPN KBR ATHN ZTO RBA=Bottom (Diversified Services)
MATE(23): 0.35% Top=OC SUM PWR USG WCN VMC MDR TPH ….. SRCL FAST WM CAA LEN DHI DAR KBH=Bottom (Materials & Construction)
RETA(59): 0.27% Top=SFM GNC RH NFLX TIF ETSY KR CHS ….. DKS WMT SIG PIR JWN JCP W GME=Bottom (Retail & Specialty Retail)
CONS(49): 0.23% Top=WWW FOSL KS PBI PAY BC COTY OI ….. NWL UAA VFC KATE SEE GPK BLL PVH=Bottom (Consumer)
LEIS(33): 0.21% Top=MTN EXPE GPRO QSR MGM LQ STAY H ….. SONC WYNN MCD DRI RCL JACK EAT BLMN=Bottom (Leisure)
REAL(98): 0.02% Top=GEO CBG PEB CUZ LHO OUT EQC KRC ….. EQR HCP AMT PSA CBL EXR CUBE SC=Bottom (Real Estate)
CHEM(24): -0.03% Top=CC IFF OLN PAH WLK MON ASH ALB ….. EMN PPG POT MOS CE DOW DD CF=Bottom (Chemicals/Fertilizers)
ENER(89): -0.11% Top=SN REN AR WPX VVV ENLK COP SPN ….. CPE DO ATW PTEN MPC OAS PBF CRC=Bottom (Energy)

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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: