daytrend

01/18/2017

Filed under: Market Stats — daytrend @ 11:22 am

Market Stats at 11:21 am ET
by daytrend on 20170118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20170118 11:21 am ET)
17.4% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
15.5% are below yesterday’s low.
67.1% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND (20170118 11:21 am ET)
52.7% of stocks are above today’s open. (45.7% are below).
46.2% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
8.1% of stocks opened above yesterday’s high.
60.8% of stocks opened above yesterday’s close. (34.7% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170118 11:21 am ET)
16.3% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
12.6% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20170118 11:21 am ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 0.9% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20170118 11:21 am ET)
2-day: >=95:5.0%…>=90:11.0%…>=80:21.9%…>=50:51.5%…<=20:18.0%…<=10:7.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:57.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170118 11:21 am ET)
17.4% above previous 1 highs, 15.5% below previous 1 lows
11.7% above previous 2 highs, 11.9% below previous 2 lows
11.0% above previous 3 highs, 8.4% below previous 3 lows
9.6% above previous 4 highs, 6.7% below previous 4 lows
8.1% above previous 5 highs, 5.7% below previous 5 lows
6.5% above previous 6 highs, 5.2% below previous 6 lows
5.3% above previous 7 highs, 4.9% below previous 7 lows
4.4% above previous 8 highs, 4.8% below previous 8 lows
4.2% above previous 9 highs, 4.6% below previous 9 lows
4.2% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170118 11:21 am ET)
60.8% are above or equal to 1/17 close (1 days ago), 39.2% are below.
45.3% are above or equal to 1/13 close (2 days ago), 54.7% are below.
53.4% are above or equal to 1/12 close (3 days ago), 46.6% are below.
46.6% are above or equal to 1/11 close (4 days ago), 53.4% are below.
53.9% are above or equal to 1/10 close (5 days ago), 46.1% are below.
58.1% are above or equal to 1/9 close (6 days ago), 41.9% are below.
47.3% are above or equal to 1/6 close (7 days ago), 52.7% are below.
47.3% are above or equal to 1/5 close (8 days ago), 52.7% are below.
45.3% are above or equal to 1/4 close (9 days ago), 54.7% are below.
60.6% are above or equal to 1/3 close (10 days ago), 39.4% are below.
65.9% are above or equal to 12/30 close (11 days ago), 34.1% are below.
64.5% are above or equal to 12/29 close (12 days ago), 35.5% are below.
63.1% are above or equal to 12/28 close (13 days ago), 36.9% are below.
51.8% are above or equal to 12/27 close (14 days ago), 48.2% are below.
55.8% are above or equal to 12/23 close (15 days ago), 44.2% are below.
57.6% are above or equal to 12/22 close (16 days ago), 42.4% are below.
53.0% are above or equal to 12/21 close (17 days ago), 47.0% are below.
49.3% are above or equal to 12/20 close (18 days ago), 50.7% are below.
54.9% are above or equal to 12/19 close (19 days ago), 45.1% are below.
58.9% are above or equal to 12/16 close (20 days ago), 41.1% are below.
56.7% are above or equal to 12/15 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170118 11:21 am ET)
20d: 9.2% new highs, 11.5% new lows
21d: 9.2% new highs, 11.1% new lows
42d: 6.7% new highs, 3.4% new lows
63d: 3.7% new highs, 1.6% new lows
126d: 2.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170118 11:21 am ET)
2-day: 59.2% above, 40.8% below
3-day: 49.4% above, 50.6% below
4-day: 52.0% above, 48.0% below
5-day: 49.0% above, 51.0% below
8-day: 53.1% above, 46.9% below
10-day: 50.7% above, 49.3% below
20-day: 56.4% above, 43.6% below
50-day: 71.4% above, 28.6% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170118 11:21 am ET)
META(30): 1.07% Top=AKS CMC X AA STLD PAAS NUE CENX ….. ARNC ABX FMSA AG CNX SSRI FNV CCJ=Bottom (Metals & Mining)
INSU(30): 0.96% Top=MTG FAF FNF CNO UNM LNC HIG PRU ….. AJG MET AFSI AIG AON AFL BRO CLGX=Bottom (Insurance)
MANU(34): 0.64% Top=ATI DDD SWK EMR AGCO MRC DCI MHK ….. PNR ETN IR MFS GE MWA BWXT CAT=Bottom (Manufacturing)
MATE(24): 0.56% Top=FAST VMC MLM SUM EXP PHM RSG FLR ….. DHI KBH TPH LEN USG SRCL WCN OC=Bottom (Materials & Construction)
ELEC(46): 0.51% Top=CGNX MSCC MCHP FLEX AVGO CAVM JBL SWKS ….. IDTI BRKR AMBA AYI FIT FSLR SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(34): 0.43% Top=TMUS WDC COMM CIEN QCOM TDC ANET S ….. VG T BCE PSTG VZ ZAYO TDS PANW=Bottom (Computer Hardware/Telecom)
DISV(41): 0.39% Top=CAR URI JEC ZTO MAN GPN AL YY ….. FISV SERV G MCO KBR RRD VRSK WTW=Bottom (Diversified Services)
REAL(93): 0.27% Top=LPT GEO STAG SHO DRE FR CONE ARE ….. GPT WRI VER NNN CSAL RLGY PSA CBL=Bottom (Real Estate)
TRAN(23): 0.23% Top=AAL SAVE UPS FDX EXPD CHRW TRN GWR ….. DAL CNI CP JBHT LUV ALK JBLU CSX=Bottom (Transportation)
CHEM(24): 0.11% Top=HUN CC PAH AXTA DD RPM EMN OLN ….. SHW PX MOS GRA WLK CF ALB POT=Bottom (Chemicals/Fertilizers)
LEIS(33): 0.04% Top=STAY WYN LQ SEAS RCL CCL HLT SIX ….. QSR EXPE ARMK MGM DNKN CMG SHAK GPRO=Bottom (Leisure)
FINA(85): 0.03% Top=JNS CIT BAC PFG CMA SNV MS SLM ….. CLNS BOFI WDR OZRK BK C OMF NTRS=Bottom (Banks/Financials)
COSW(75): -0.02% Top=ZEN NOW CTXS NCR ATHM ADSK XRX TEAM ….. FEYE NUAN BIDU WUBA TWLO VIPS NTES NTNX=Bottom (Computer Software/Internet)
ENER(89): -0.07% Top=SN KOS LPI RRC GPOR BAS DK CVI ….. CRZO RIG FTI DO OII SXL ETP ETE=Bottom (Energy)
CONS(48): -0.13% Top=ENR GIL CL BERY PKG PAY OI WRK ….. RL UAA WWW FOSL PVH CRI VFC HBI=Bottom (Consumer)
HEAL(44): -0.43% Top=ACHC IART ELGX MOH IRWD COO OPK NUVA ….. HCA RMD VWR HLS XRAY THC UNH CYH=Bottom (Health)
RETA(59): -0.82% Top=SHLD ETSY BID GME ORLY AAP FINL WFM ….. JWN JCP KSS GPS DLTR M PIR TGT=Bottom (Retail & Specialty Retail)

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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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