daytrend

01/18/2017

Filed under: Market Stats — daytrend @ 11:54 am

Market Stats at 11:54 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 11:54 am ET)
21.7% of stocks are above yesterday’s high.
53.4% are above yesterday’s midpoint. (46.6% are below.)
12.9% are below yesterday’s low.
65.4% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20170118 11:54 am ET)
56.5% of stocks are above today’s open. (42.1% are below).
49.4% of stocks are above today’s open and yesterday’s close.
28.9% 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 11:54 am ET)
20.1% of stocks are in the top 10% of today’s range.
35.7% are in the top 20%.
68.0% are in the top half. 32.0% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170118 11:54 am ET)
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 0.6% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20170118 11:54 am ET)
2-day: >=95:5.8%…>=90:12.2%…>=80:23.6%…>=50:55.3%…<=20:15.5%…<=10:7.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:59.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170118 11:54 am ET)
21.7% above previous 1 highs, 12.9% below previous 1 lows
13.8% above previous 2 highs, 10.1% below previous 2 lows
13.2% above previous 3 highs, 7.4% below previous 3 lows
11.7% above previous 4 highs, 6.2% below previous 4 lows
10.0% above previous 5 highs, 5.5% below previous 5 lows
8.1% above previous 6 highs, 5.0% below previous 6 lows
6.7% above previous 7 highs, 5.0% below previous 7 lows
5.8% above previous 8 highs, 5.0% below previous 8 lows
5.5% above previous 9 highs, 4.8% below previous 9 lows
5.4% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170118 11:54 am ET)
63.7% are above or equal to 1/17 close (1 days ago), 36.3% are below.
48.2% are above or equal to 1/13 close (2 days ago), 51.8% are below.
55.0% are above or equal to 1/12 close (3 days ago), 45.0% are below.
48.3% are above or equal to 1/11 close (4 days ago), 51.7% are below.
56.2% are above or equal to 1/10 close (5 days ago), 43.8% are below.
60.3% are above or equal to 1/9 close (6 days ago), 39.7% are below.
48.8% are above or equal to 1/6 close (7 days ago), 51.2% are below.
49.5% are above or equal to 1/5 close (8 days ago), 50.5% are below.
46.6% are above or equal to 1/4 close (9 days ago), 53.4% are below.
62.3% are above or equal to 1/3 close (10 days ago), 37.7% are below.
68.2% are above or equal to 12/30 close (11 days ago), 31.8% are below.
65.3% are above or equal to 12/29 close (12 days ago), 34.7% are below.
64.2% are above or equal to 12/28 close (13 days ago), 35.8% are below.
53.3% are above or equal to 12/27 close (14 days ago), 46.7% are below.
57.1% are above or equal to 12/23 close (15 days ago), 42.9% are below.
58.3% are above or equal to 12/22 close (16 days ago), 41.7% are below.
53.7% are above or equal to 12/21 close (17 days ago), 46.3% are below.
50.5% are above or equal to 12/20 close (18 days ago), 49.5% are below.
55.4% are above or equal to 12/19 close (19 days ago), 44.6% are below.
59.1% are above or equal to 12/16 close (20 days ago), 40.9% are below.
57.3% are above or equal to 12/15 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170118 11:54 am ET)
20d: 10.0% new highs, 11.5% new lows
21d: 10.0% new highs, 11.1% new lows
42d: 6.9% new highs, 3.4% new lows
63d: 3.9% new highs, 1.6% new lows
126d: 3.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170118 11:54 am ET)
2-day: 62.6% above, 37.4% below
3-day: 53.1% above, 46.9% below
4-day: 55.5% above, 44.5% below
5-day: 51.1% above, 48.9% below
8-day: 55.5% above, 44.5% below
10-day: 53.2% above, 46.8% below
20-day: 58.3% above, 41.7% below
50-day: 74.4% above, 25.6% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170118 11:54 am ET)
META(30): 1.17% Top=AA AKS X CMC PAAS STLD NUE CENX ….. ARNC FMSA CNX ABX SSRI FNV AG CCJ=Bottom (Metals & Mining)
INSU(30): 1.00% Top=FAF MTG FNF CNO LNC UNM RDN HIG ….. WLTW MET AIG AON AFSI BRO CLGX AFL=Bottom (Insurance)
MANU(34): 0.89% Top=ATI DDD SWK MRC EMR AGCO ROP DCI ….. CMI DOV AOS PNR GE BWXT MWA CAT=Bottom (Manufacturing)
ELEC(46): 0.59% Top=CGNX MCHP AVGO AMD MSCC SWKS FLEX CAVM ….. GRMN BRKR AYI FIT AMBA SPWR FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.49% Top=FAST VMC MLM SUM EXP MAS PHM RSG ….. DHI TPH LEN KBH WCN SRCL USG OC=Bottom (Materials & Construction)
DISV(41): 0.46% Top=CAR URI JEC YY ZTO FDC ATHN AL ….. FISV G KBR HRB RRD MYGN VRSK WTW=Bottom (Diversified Services)
COHW(34): 0.39% Top=WDC TMUS TDC QCOM CIEN COMM SSYS STX ….. CDW T ZAYO VZ PSTG TDS BCE PANW=Bottom (Computer Hardware/Telecom)
TRAN(23): 0.32% Top=AAL UPS FDX KSU EXPD WAB SAVE XPO ….. JBHT ALK DAL LUV CNI CP JBLU CSX=Bottom (Transportation)
REAL(93): 0.31% Top=LPT SLG STAG DRE BDN GEO SHO DLR ….. ALLY VER NNN CSAL WRI PSA RLGY CBL=Bottom (Real Estate)
CHEM(24): 0.28% Top=CC HUN AXTA DD PAH CE EMN RPM ….. PX FMC WLK GRA MOS CF ALB POT=Bottom (Chemicals/Fertilizers)
LEIS(33): 0.20% Top=STAY WYN LQ SEAS HLT SIX WEN MTN ….. DNKN SONC ARMK EXPE QSR CMG SHAK GPRO=Bottom (Leisure)
ENER(89): 0.13% Top=LPI KOS GPOR RRC CRC BAS SN RICE ….. CVE ATW SU RIG SXL ETE ETP DO=Bottom (Energy)
CONS(48): 0.04% Top=ENR GIL PAY BERY OI CL PKG WRK ….. MAT PVH WWW FOSL UAA CRI VFC HBI=Bottom (Consumer)
COSW(75): 0.01% Top=CTXS NOW ZEN NCR ATHM ADSK GRUB IAC ….. BIDU FEYE CHKP WUBA TWLO VIPS NTES NTNX=Bottom (Computer Software/Internet)
FINA(85): -0.00% Top=JNS PFG BAC CIT SLM SNV APO CMA ….. BOFI GS OZRK OMF BK C CLNS NTRS=Bottom (Banks/Financials)
HEAL(44): -0.25% Top=ACHC ELGX IART COO OPK IRWD BKD MD ….. HLS RMD DXCM THC VWR XRAY UNH CYH=Bottom (Health)
RETA(59): -0.35% Top=ETSY SHLD FINL GME MIK SIG ORLY AAP ….. JCP NFLX LOW 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 11:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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