daytrend

01/17/2017

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 9:36 am ET
by daytrend on 20170117. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

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

COMPARED TO YESTERDAY’S RANGE (20170117 9:36 am ET)
12.5% of stocks are above yesterday’s high.
33.4% are above yesterday’s midpoint. (66.6% are below.)
36.4% are below yesterday’s low.
51.0% are inside yesterday’s range.
26.0% of stocks with today’s high > yesterday’s high. (74.0% less than).
45.9% of stocks with today’s low < yesterday’s low. (54.1% greater than).

EVIDENCE OF INTRADAY TREND (20170117 9:36 am ET)
30.2% of stocks are above today’s open. (68.2% are below).
22.7% of stocks are above today’s open and yesterday’s close.
57.7% are below both.
9.1% of stocks opened above yesterday’s high.
38.7% of stocks opened above yesterday’s close. (57.3% opened below yesterday’s close).
21.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170117 9:36 am ET)
6.5% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
25.6% are in the top half. 74.4% of stocks are in the bottom half of today’s range.
50.1% are in the bottom 20%.
37.2% are in the bottom 10%.

GAIN (20170117 9:36 am ET)
34.5% of stocks are above yesterday’s close. (65.5% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
2.2% are up 3.5% or more. 1.1% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20170117 9:36 am ET)
2-day: >=95:3.4%…>=90:6.6%…>=80:13.4%…>=50:37.7%…<=20:21.7%…<=10:7.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:53.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170117 9:36 am ET)
12.5% above previous 1 highs, 36.4% below previous 1 lows
9.0% above previous 2 highs, 9.8% below previous 2 lows
7.6% above previous 3 highs, 8.6% below previous 3 lows
6.1% above previous 4 highs, 7.5% below previous 4 lows
5.6% above previous 5 highs, 6.3% below previous 5 lows
5.0% above previous 6 highs, 5.9% below previous 6 lows
3.9% above previous 7 highs, 5.3% below previous 7 lows
3.2% above previous 8 highs, 5.2% below previous 8 lows
3.1% above previous 9 highs, 4.3% below previous 9 lows
3.1% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170117 9:36 am ET)
34.5% are above or equal to 1/13 close (1 days ago), 65.5% are below.
43.3% are above or equal to 1/12 close (2 days ago), 56.7% are below.
41.5% are above or equal to 1/11 close (3 days ago), 58.5% are below.
51.0% are above or equal to 1/10 close (4 days ago), 49.0% are below.
54.0% are above or equal to 1/9 close (5 days ago), 46.0% are below.
45.2% are above or equal to 1/6 close (6 days ago), 54.8% are below.
46.3% are above or equal to 1/5 close (7 days ago), 53.7% are below.
42.8% are above or equal to 1/4 close (8 days ago), 57.2% are below.
57.9% are above or equal to 1/3 close (9 days ago), 42.1% are below.
64.8% are above or equal to 12/30 close (10 days ago), 35.2% are below.
62.8% are above or equal to 12/29 close (11 days ago), 37.2% are below.
62.9% are above or equal to 12/28 close (12 days ago), 37.1% are below.
51.4% are above or equal to 12/27 close (13 days ago), 48.6% are below.
53.3% are above or equal to 12/23 close (14 days ago), 46.7% are below.
54.8% are above or equal to 12/22 close (15 days ago), 45.2% are below.
51.0% are above or equal to 12/21 close (16 days ago), 49.0% are below.
47.4% are above or equal to 12/20 close (17 days ago), 52.6% are below.
53.0% are above or equal to 12/19 close (18 days ago), 47.0% are below.
57.1% are above or equal to 12/16 close (19 days ago), 42.9% are below.
54.6% are above or equal to 12/15 close (20 days ago), 45.4% are below.
57.7% are above or equal to 12/14 close (21 days ago), 42.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170117 9:36 am ET)
20d: 3.9% new highs, 3.9% new lows
21d: 3.4% new highs, 3.6% new lows
42d: 2.7% new highs, 0.9% new lows
63d: 1.2% new highs, 0.4% new lows
126d: 1.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170117 9:36 am ET)
2-day: 33.4% above, 66.6% below
3-day: 36.8% above, 63.2% below
4-day: 37.5% above, 62.5% below
5-day: 43.2% above, 56.8% below
8-day: 46.0% above, 54.0% below
10-day: 47.5% above, 52.5% below
20-day: 52.8% above, 47.2% below
50-day: 74.5% above, 25.5% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170117 9:36 am ET)
RETA(59): 1.60% Top=MIK SHLD JCP ANF ETSY FINL DLTR GPS ….. BABA KAR KMX AMZN MELI CPRT BID TIF=Bottom (Retail & Specialty Retail)
META(30): 1.02% Top=AEM CDE PAAS ABX AGI GG AG RGLD ….. CENX FCX CMC AA X TECK ARNC AKS=Bottom (Metals & Mining)
ENER(89): 0.79% Top=NBL PBF REN SN EGN TSO VLO CPE ….. DO RRC BBG VVV SWN MDU COG HLX=Bottom (Energy)
CONS(48): 0.44% Top=PVH RL MAT WWW HBI COH CRI VFC ….. GT PBI ECL IP SEE OI PKG WRK=Bottom (Consumer)
REAL(96): 0.02% Top=PDM MAA O VTR SPG HCN GLPI MAC ….. RLJ PEB HPT DRH ALLY LHO HST OUT=Bottom (Real Estate)
LEIS(33): -0.37% Top=BYD SEAS EXPE TXRH LVS QSR SIX DRI ….. DPZ SHAK SONC WEN LQ CMG BLMN EAT=Bottom (Leisure)
TRAN(23): -0.53% Top=KSU WAB SWFT AAL XPO JBHT GWR LUV ….. CSX DAL EXPD ALK UNP TRN JBLU FDX=Bottom (Transportation)
DISV(41): -0.56% Top=MCO ZTO CXW ULTA INFO WTW YY HRB ….. CAR ATHN MAN FDC JEC MYGN ADS AMN=Bottom (Diversified Services)
CHEM(24): -0.66% Top=ALB MON MOS IFF POT WLK APD PX ….. OLN DOW RPM CC PPG HUN ASH CE=Bottom (Chemicals/Fertilizers)
COHW(34): -0.74% Top=S TMUS STX BCE CCI VZ ARRS AAPL ….. MSI PANW ACIA FNSR CIEN VG COMM ANET=Bottom (Computer Hardware/Telecom)
COSW(76): -0.79% Top=TRIP NTNX SHOP VIPS VMW FIS ATVI JD ….. CDK YELP WDAY PFPT PTC SPLK ATHM ZEN=Bottom (Computer Software/Internet)
MATE(23): -0.82% Top=WCN WY WM RSG MDR DHI SRCL CAA ….. PHM MAS DAR OC FLR TPH SUM USG=Bottom (Materials & Construction)
MANU(34): -0.89% Top=MFS ATI HON BWXT CMI AGCO GE CAT ….. DCI ITT FLS AOS MRC SWK CFX KMT=Bottom (Manufacturing)
INSU(30): -0.91% Top=FNF TRV CINF CLGX VR WLTW ALL MMC ….. TMK AJG MET UNM MTG LNC RDN CNO=Bottom (Insurance)
ELEC(46): -1.00% Top=QRVO FIT FLEX PI INTC GRMN TEL XLNX ….. IDTI LRCX CAVM GLW JBL NVDA MXL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): -1.04% Top=HCA ESRX DXCM BSX UHS STE IART ALGN ….. ACHC MOH ANTM MD CYH ELGX IRWD RMD=Bottom (Health)
FINA(85): -1.65% Top=AXP JNS BMO CLNS CBOE PYPL PSEC WU ….. EWBC SIVB WAL SNV NAVI OMF OZRK CMA=Bottom (Banks/Financials)

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 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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