daytrend

01/13/2017

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 2:09 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 2:09 pm ET)
34.0% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
7.2% are below yesterday’s low.
58.8% are inside yesterday’s range.
70.8% of stocks with today’s high > yesterday’s high. (29.2% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20170113 2:09 pm ET)
59.7% of stocks are above today’s open. (38.5% are below).
53.9% of stocks are above today’s open and yesterday’s close.
28.0% 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 2:09 pm ET)
5.4% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
45.7% are in the top half. 54.3% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20170113 2:09 pm ET)
67.0% of stocks are above yesterday’s close. (33.0% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.8% 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 2:09 pm ET)
2-day: >=95:7.1%…>=90:13.1%…>=80:25.7%…>=50:62.0%…<=20:12.5%…<=10:4.6%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:63.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:69.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 2:09 pm ET)
34.0% above previous 1 highs, 7.2% below previous 1 lows
23.1% above previous 2 highs, 4.4% below previous 2 lows
18.0% above previous 3 highs, 3.5% below previous 3 lows
15.9% above previous 4 highs, 3.1% below previous 4 lows
13.6% above previous 5 highs, 3.1% below previous 5 lows
11.4% above previous 6 highs, 2.7% below previous 6 lows
10.3% above previous 7 highs, 2.6% below previous 7 lows
9.8% above previous 8 highs, 2.3% below previous 8 lows
9.7% above previous 9 highs, 2.3% below previous 9 lows
9.5% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 2:09 pm ET)
67.0% are above or equal to 1/12 close (1 days ago), 33.0% are below.
53.7% are above or equal to 1/11 close (2 days ago), 46.3% are below.
60.4% are above or equal to 1/10 close (3 days ago), 39.6% are below.
65.0% are above or equal to 1/9 close (4 days ago), 35.0% are below.
51.8% are above or equal to 1/6 close (5 days ago), 48.2% are below.
52.4% are above or equal to 1/5 close (6 days ago), 47.6% are below.
47.4% are above or equal to 1/4 close (7 days ago), 52.6% are below.
64.9% are above or equal to 1/3 close (8 days ago), 35.1% are below.
70.8% are above or equal to 12/30 close (9 days ago), 29.2% are below.
69.1% are above or equal to 12/29 close (10 days ago), 30.9% are below.
69.6% are above or equal to 12/28 close (11 days ago), 30.4% are below.
55.6% are above or equal to 12/27 close (12 days ago), 44.4% are below.
59.0% are above or equal to 12/23 close (13 days ago), 41.0% are below.
60.4% are above or equal to 12/22 close (14 days ago), 39.6% are below.
56.1% are above or equal to 12/21 close (15 days ago), 43.9% are below.
53.8% are above or equal to 12/20 close (16 days ago), 46.2% are below.
58.1% are above or equal to 12/19 close (17 days ago), 41.9% are below.
63.1% are above or equal to 12/16 close (18 days ago), 36.9% are below.
62.1% are above or equal to 12/15 close (19 days ago), 37.9% are below.
63.4% are above or equal to 12/14 close (20 days ago), 36.6% are below.
52.7% are above or equal to 12/13 close (21 days ago), 47.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 2:09 pm ET)
20d: 17.0% new highs, 3.1% new lows
21d: 16.4% new highs, 3.1% new lows
42d: 12.1% new highs, 1.7% new lows
63d: 9.3% new highs, 0.9% new lows
126d: 7.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 2:09 pm ET)
2-day: 64.9% above, 35.1% below
3-day: 60.6% above, 39.4% below
4-day: 60.3% above, 39.7% below
5-day: 62.7% above, 37.3% below
8-day: 54.5% above, 45.5% below
10-day: 61.2% above, 38.8% below
20-day: 60.4% above, 39.6% below
50-day: 76.5% above, 23.5% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 2:09 pm ET)
MANU(34): 1.14% Top=CFX DDD MRC TTC PNR KMT TEX DOV ….. MHK DE AGCO DHR MFS BWXT GE EMR=Bottom (Manufacturing)
HEAL(44): 1.14% Top=DXCM CYH RMD PKI COO XRAY NUVA BSX ….. OPK BCR ESRX ACHC DGX UNH VWR ELGX=Bottom (Health)
ELEC(46): 1.04% Top=MXL QRVO SIMO FSLR WAT CAVM SPWR FTV ….. TXN MCHP INTC NVDA PI MU AMD OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.86% Top=GRUB ATHM MBLY FEYE CHKP CSC ZEN TRIP ….. ADBE TWTR BIDU CERN IBM TEAM SPLK ATVI=Bottom (Computer Software/Internet)
META(29): 0.79% Top=CENX CCJ AG CDE PAAS TECK SLW SCCO ….. NEM FCX GG ABX NUE AKS CLF AGI=Bottom (Metals & Mining)
FINA(85): 0.71% Top=OZRK CFR NAVI BOFI WETF ZION PACW EWBC ….. PNC BAC AXP EFX WDR KKR JNS FHN=Bottom (Banks/Financials)
TRAN(23): 0.65% Top=KSU XPO GWR SWFT ALK WAB CNI TRN ….. UAL JBLU UNP JBHT LUV FDX CHRW AAL=Bottom (Transportation)
COHW(34): 0.56% Top=SSYS CIEN VG ZAYO ANET PANW S BBRY ….. AAPL T TMUS VZ TDS HPQ ACIA FNSR=Bottom (Computer Hardware/Telecom)
DISV(42): 0.45% Top=WTW CXW ROL TRU ACM MAN RHI FLT ….. LDOS G CTAS KBR ALLE ATHN ZTO RBA=Bottom (Diversified Services)
INSU(30): 0.44% Top=CNO PRU XL LNC AON MET UNM TMK ….. AFL ORI MTG L AFSI FNF VR WLTW=Bottom (Insurance)
MATE(23): 0.30% Top=OC SUM USG PWR VMC FLR MDR WCN ….. WM TOL FAST LEN CAA DHI DAR KBH=Bottom (Materials & Construction)
CONS(49): 0.07% Top=WWW KS FOSL OI PBI BC PAY HBI ….. LULU UAA SEE BLL VFC GPK KATE PVH=Bottom (Consumer)
LEIS(33): 0.04% Top=MTN EXPE QSR LQ DNKN H HLT MAR ….. DRI TXRH DPZ RCL JACK WYNN EAT BLMN=Bottom (Leisure)
RETA(59): 0.02% Top=GNC SFM NFLX TIF RH KR MELI ETSY ….. TGT GPS JWN JCP PIR W SIG GME=Bottom (Retail & Specialty Retail)
CHEM(24): 0.00% Top=CC IFF PAH WLK MON ASH OLN SHW ….. APD MOS EMN PPG DOW CE DD CF=Bottom (Chemicals/Fertilizers)
REAL(98): -0.03% Top=GEO PEB CUZ EQC OUT CSAL CBG LHO ….. HR HCP EQR PSA EXR CUBE CBL SC=Bottom (Real Estate)
ENER(89): -0.20% Top=SN REN SHLX COP VVV ENLK BWP AR ….. MPC PBF RDC ATW PTEN OAS CRC DO=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 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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