daytrend

01/17/2017

Filed under: Market Stats — daytrend @ 3:41 pm

Market Stats at 3:40 pm 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 3:40 pm ET)
19.9% of stocks are above yesterday’s high.
38.6% are above yesterday’s midpoint. (61.4% are below.)
40.3% are below yesterday’s low.
39.8% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
61.4% of stocks with today’s low < yesterday’s low. (38.6% greater than).

EVIDENCE OF INTRADAY TREND (20170117 3:40 pm ET)
39.8% of stocks are above today’s open. (58.7% are below).
32.8% of stocks are above today’s open and yesterday’s close.
51.8% 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 3:40 pm ET)
6.0% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
36.3% are in the top half. 63.7% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20170117 3:40 pm ET)
40.3% of stocks are above yesterday’s close. (59.7% are below.)
1.2% are up 4.5% or more. 1.7% are down 4.5% or more.
1.8% are up 3.5% or more. 5.3% are down 3.5% or more.
47.8% are between +1% and -1%.

RSI on DAILY (20170117 3:40 pm ET)
2-day: >=95:5.1%…>=90:11.4%…>=80:21.0%…>=50:42.0%…<=20:26.3%…<=10:8.7%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:53.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170117 3:40 pm ET)
19.9% above previous 1 highs, 40.3% below previous 1 lows
16.7% above previous 2 highs, 18.0% below previous 2 lows
13.7% above previous 3 highs, 16.1% below previous 3 lows
11.6% above previous 4 highs, 14.7% below previous 4 lows
8.9% above previous 5 highs, 13.5% below previous 5 lows
7.2% above previous 6 highs, 12.9% below previous 6 lows
6.3% above previous 7 highs, 12.0% below previous 7 lows
6.0% above previous 8 highs, 10.9% below previous 8 lows
6.0% above previous 9 highs, 8.9% below previous 9 lows
5.8% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170117 3:40 pm ET)
40.3% are above or equal to 1/13 close (1 days ago), 59.7% are below.
45.6% are above or equal to 1/12 close (2 days ago), 54.4% are below.
42.3% are above or equal to 1/11 close (3 days ago), 57.7% are below.
51.5% are above or equal to 1/10 close (4 days ago), 48.5% are below.
54.5% are above or equal to 1/9 close (5 days ago), 45.5% are below.
42.6% are above or equal to 1/6 close (6 days ago), 57.4% are below.
45.1% are above or equal to 1/5 close (7 days ago), 54.9% are below.
42.6% are above or equal to 1/4 close (8 days ago), 57.4% are below.
57.6% are above or equal to 1/3 close (9 days ago), 42.4% are below.
62.7% are above or equal to 12/30 close (10 days ago), 37.3% are below.
60.2% are above or equal to 12/29 close (11 days ago), 39.8% are below.
61.3% are above or equal to 12/28 close (12 days ago), 38.7% are below.
50.4% are above or equal to 12/27 close (13 days ago), 49.6% are below.
54.2% are above or equal to 12/23 close (14 days ago), 45.8% are below.
54.7% are above or equal to 12/22 close (15 days ago), 45.3% are below.
50.0% are above or equal to 12/21 close (16 days ago), 50.0% are below.
46.1% are above or equal to 12/20 close (17 days ago), 53.9% are below.
51.5% are above or equal to 12/19 close (18 days ago), 48.5% are below.
55.5% are above or equal to 12/16 close (19 days ago), 44.5% are below.
52.9% are above or equal to 12/15 close (20 days ago), 47.1% are below.
54.7% are above or equal to 12/14 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170117 3:40 pm ET)
20d: 10.5% new highs, 10.2% new lows
21d: 9.6% new highs, 9.1% new lows
42d: 7.1% new highs, 2.6% new lows
63d: 3.9% new highs, 0.9% new lows
126d: 2.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170117 3:40 pm ET)
2-day: 39.5% above, 60.5% below
3-day: 41.7% above, 58.3% below
4-day: 40.3% above, 59.7% below
5-day: 43.6% above, 56.4% below
8-day: 45.2% above, 54.8% below
10-day: 47.2% above, 52.8% below
20-day: 51.7% above, 48.3% below
50-day: 72.8% above, 27.2% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170117 3:40 pm ET)
ENER(89): 0.94% Top=SN NBL BAS REN PBF EGN RES WPX ….. MDU COP COG FANG FTI SM LPI SWN=Bottom (Energy)
RETA(59): 0.84% Top=MIK JCP W DLTR KORS GME DSW CVS ….. NFLX GNC AAP BURL KMX AMZN CPRT TIF=Bottom (Retail & Specialty Retail)
CONS(48): 0.82% Top=PVH MAT CRI RL TUP HBI WWW COTY ….. SKX TPX IP FL PAY WRK PKG PBI=Bottom (Consumer)
META(30): 0.71% Top=PAAS GG AGI AG FMSA SSRI ABX HL ….. CLF AA X CMC ARNC CNX AKS TECK=Bottom (Metals & Mining)
REAL(97): 0.48% Top=SNH NNN STOR PDM SRC AMT MAA PSA ….. CONE HST LHO RLGY CBL CBG ALLY JLL=Bottom (Real Estate)
HEAL(44): -0.03% Top=THC CYH HCA ESRX BKD UHS COO STE ….. AET UNH ANTM PKI RMD ELGX OPK IRWD=Bottom (Health)
DISV(41): -0.33% Top=WTW INFO MCO CXW RRD SBAC YY ULTA ….. FDC JEC AL ACM RBA R ADS MYGN=Bottom (Diversified Services)
MATE(23): -0.39% Top=KBH MDR DAR SRCL TPH FAST MAS DHI ….. RSG WCN VMC OC SUM PWR USG FLR=Bottom (Materials & Construction)
INSU(30): -0.53% Top=FNF WLTW TRV VR CLGX AFL HIG AON ….. RDN AXS TMK PRU MET UNM CNO LNC=Bottom (Insurance)
LEIS(33): -0.72% Top=WYNN LVS GPRO MCD SEAS BYD MGM SBUX ….. DPZ H WYN LQ MTN BLMN WEN SONC=Bottom (Leisure)
COSW(76): -0.96% Top=SHOP NTES CERN FIS JD MDRX GRUB EQIX ….. IT ATHM PFPT VEEV ADSK PTC SPLK ZEN=Bottom (Computer Software/Internet)
CHEM(24): -0.99% Top=ALB MON IFF PX ASH SHW APD AXTA ….. DOW CE RPM CC HUN PAH OLN CF=Bottom (Chemicals/Fertilizers)
COHW(34): -1.06% Top=CCI PSTG TDS CTL BCE AAPL WDC LVLT ….. JNPR MSI ACIA VG CIEN QCOM COMM ANET=Bottom (Computer Hardware/Telecom)
MANU(34): -1.27% Top=ATI GE MHK DHR AGCO ITW PNR MWA ….. DOV ROK TEX MFS ITT KMT CFX MRC=Bottom (Manufacturing)
TRAN(23): -1.35% Top=WAB KSU CHRW UPS UAL FDX ALK EXPD ….. UNP GWR SAVE SWFT CSX TRN NSC XPO=Bottom (Transportation)
ELEC(46): -1.88% Top=DLB WAT MXL INTC BRKR FLEX CREE APH ….. CRUS IDTI KEYS MSCC OCLR AMBA PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): -2.70% Top=BMO EFX PSEC AXP CBOE PYPL ARCC TD ….. ZION FITB SIVB WETF CFG RF NAVI 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 3:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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