daytrend

01/17/2017

Filed under: Market Stats — daytrend @ 10:02 am

Market Stats at 10:02 am ET
by daytrend on 20170117. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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

COMPARED TO YESTERDAY’S RANGE (20170117 10:02 am ET)
16.8% of stocks are above yesterday’s high.
38.8% are above yesterday’s midpoint. (61.2% are below.)
35.2% are below yesterday’s low.
48.0% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
52.6% of stocks with today’s low < yesterday’s low. (47.4% greater than).

EVIDENCE OF INTRADAY TREND (20170117 10:02 am ET)
40.2% of stocks are above today’s open. (57.4% are below).
30.3% of stocks are above today’s open and yesterday’s close.
50.4% are below both.
9.1% of stocks opened above yesterday’s high.
38.6% of stocks opened above yesterday’s close. (57.2% opened below yesterday’s close).
21.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170117 10:02 am ET)
5.3% of stocks are in the top 10% of today’s range.
13.0% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
31.5% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20170117 10:02 am ET)
38.6% of stocks are above yesterday’s close. (61.4% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 2.0% are down 3.5% or more.
58.9% are between +1% and -1%.

RSI on DAILY (20170117 10:02 am ET)
2-day: >=95:4.3%…>=90:8.2%…>=80:19.0%…>=50:43.1%…<=20:21.7%…<=10:6.7%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:53.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:60.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170117 10:02 am ET)
16.8% above previous 1 highs, 35.2% below previous 1 lows
13.2% above previous 2 highs, 12.0% below previous 2 lows
11.4% above previous 3 highs, 10.8% below previous 3 lows
8.3% above previous 4 highs, 10.0% below previous 4 lows
7.0% above previous 5 highs, 8.3% below previous 5 lows
5.4% above previous 6 highs, 8.0% below previous 6 lows
4.2% above previous 7 highs, 7.5% below previous 7 lows
3.7% above previous 8 highs, 6.9% below previous 8 lows
3.3% above previous 9 highs, 6.0% below previous 9 lows
3.3% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170117 10:02 am ET)
38.6% are above or equal to 1/13 close (1 days ago), 61.4% are below.
49.0% are above or equal to 1/12 close (2 days ago), 51.0% are below.
43.3% are above or equal to 1/11 close (3 days ago), 56.7% are below.
53.1% are above or equal to 1/10 close (4 days ago), 46.9% are below.
56.0% are above or equal to 1/9 close (5 days ago), 44.0% are below.
44.2% are above or equal to 1/6 close (6 days ago), 55.8% are below.
46.2% are above or equal to 1/5 close (7 days ago), 53.8% are below.
44.4% are above or equal to 1/4 close (8 days ago), 55.6% are below.
58.3% are above or equal to 1/3 close (9 days ago), 41.7% are below.
65.0% are above or equal to 12/30 close (10 days ago), 35.0% are below.
61.6% are above or equal to 12/29 close (11 days ago), 38.4% are below.
62.0% are above or equal to 12/28 close (12 days ago), 38.0% are below.
52.0% are above or equal to 12/27 close (13 days ago), 48.0% are below.
53.8% are above or equal to 12/23 close (14 days ago), 46.2% are below.
54.9% are above or equal to 12/22 close (15 days ago), 45.1% are below.
50.5% are above or equal to 12/21 close (16 days ago), 49.5% are below.
47.7% are above or equal to 12/20 close (17 days ago), 52.3% are below.
53.2% are above or equal to 12/19 close (18 days ago), 46.8% are below.
57.8% are above or equal to 12/16 close (19 days ago), 42.2% are below.
54.5% are above or equal to 12/15 close (20 days ago), 45.5% are below.
56.4% are above or equal to 12/14 close (21 days ago), 43.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170117 10:02 am ET)
20d: 6.0% new highs, 5.8% new lows
21d: 5.3% new highs, 5.1% new lows
42d: 3.8% new highs, 1.1% new lows
63d: 1.8% new highs, 0.5% new lows
126d: 1.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170117 10:02 am ET)
2-day: 37.9% above, 62.1% below
3-day: 43.3% above, 56.7% below
4-day: 43.3% above, 56.7% below
5-day: 45.6% above, 54.4% below
8-day: 46.8% above, 53.2% below
10-day: 49.9% above, 50.1% below
20-day: 53.2% above, 46.8% below
50-day: 73.8% above, 26.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170117 10:02 am ET)
RETA(59): 1.42% Top=MIK PIR SHLD JCP DLTR ETSY GPS GME ….. BURL KMX BABA NFLX AMZN CPRT BID TIF=Bottom (Retail & Specialty Retail)
META(30): 1.20% Top=AGI ABX CDE PAAS AG RGLD HL AEM ….. AA NUE CNX FCX CMC TECK CCJ ARNC=Bottom (Metals & Mining)
ENER(89): 0.50% Top=PBF NBL REN BAS SN CVI QEP TSO ….. COP HLX GPOR SM RRC COG LPI SWN=Bottom (Energy)
CONS(48): 0.46% Top=RL PVH MAT HBI FOSL COH VFC WWW ….. TPX OI SEE PBI SKX IP PKG WRK=Bottom (Consumer)
REAL(97): 0.36% Top=NNN O SRC PDM HCP DLR AGNC VTR ….. DRH SLG LHO HST JLL CBG ALLY OUT=Bottom (Real Estate)
LEIS(33): -0.29% Top=GPRO BYD LVS WYNN EXPE TXRH JACK SHAK ….. RCL CCL EAT LQ SONC DNKN BLMN WEN=Bottom (Leisure)
DISV(41): -0.33% Top=ZTO MCO WTW INFO CXW YY ULTA SBAC ….. CTAS MYGN RHI JEC AMN ATHN FDC ADS=Bottom (Diversified Services)
COHW(34): -0.58% Top=S TDS TMUS CCI STX BCE AAPL VZ ….. MSI HRS CIEN FNSR ACIA VG COMM ANET=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.63% Top=THC DXCM HCA CYH UHS ACHC XRAY CNC ….. PKI AET UNH ANTM RMD OPK ELGX IRWD=Bottom (Health)
INSU(30): -0.65% Top=CLGX CINF TRV VR FNF FAF AFL AFSI ….. TMK MTG PRU MET UNM RDN LNC CNO=Bottom (Insurance)
MATE(23): -0.65% Top=SRCL KBH MDR WCN WY DAR TPH WM ….. TOL PHM PWR SUM FLR MLM VMC USG=Bottom (Materials & Construction)
TRAN(23): -0.66% Top=KSU WAB UAL LUV CHRW GWR CNI SWFT ….. TRN NSC CP FDX CSX ALK XPO UNP=Bottom (Transportation)
COSW(76): -0.69% Top=NTNX JD NTES VMW FIS SHOP VIPS EQIX ….. YELP NOW PFPT SINA PTC SPLK ATHM ZEN=Bottom (Computer Software/Internet)
CHEM(24): -0.73% Top=ALB MON WLK IFF MOS ASH POT GRA ….. PAH CE PPG DOW DD CC HUN CF=Bottom (Chemicals/Fertilizers)
ELEC(46): -1.08% Top=FIT ADI FLEX SPWR DLB QRVO GRMN INTC ….. CAVM ON TER MSCC CGNX AYI AMBA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -1.16% Top=ATI HON MHK BWXT AGCO GE CMI DE ….. PH DDD DOV TEX ITT MRC CFX KMT=Bottom (Manufacturing)
FINA(85): -2.06% Top=JNS BMO AXP EFX PSEC CBOE CLNS WU ….. SNV EWBC WAL SIVB RF OZRK CMA NAVI=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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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