daytrend

01/18/2017

Filed under: Market Stats — daytrend @ 12:26 pm

Market Stats at 12:26 pm 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 12:26 pm ET)
19.0% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
16.5% are below yesterday’s low.
64.5% are inside yesterday’s range.
38.1% of stocks with today’s high > yesterday’s high. (61.9% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20170118 12:26 pm ET)
52.1% of stocks are above today’s open. (46.8% are below).
44.1% of stocks are above today’s open and yesterday’s close.
34.0% 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 12:26 pm ET)
6.0% of stocks are in the top 10% of today’s range.
18.7% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
14.9% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20170118 12:26 pm ET)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.0% are down 3.5% or more.
71.3% are between +1% and -1%.

RSI on DAILY (20170118 12:26 pm ET)
2-day: >=95:5.3%…>=90:10.7%…>=80:22.3%…>=50:51.1%…<=20:20.4%…<=10:8.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:57.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170118 12:26 pm ET)
19.0% above previous 1 highs, 16.5% below previous 1 lows
13.1% above previous 2 highs, 13.5% below previous 2 lows
12.4% above previous 3 highs, 10.1% below previous 3 lows
11.2% above previous 4 highs, 8.4% below previous 4 lows
9.2% above previous 5 highs, 7.6% below previous 5 lows
7.4% above previous 6 highs, 7.0% below previous 6 lows
6.0% above previous 7 highs, 7.0% below previous 7 lows
5.3% above previous 8 highs, 6.8% below previous 8 lows
5.2% above previous 9 highs, 6.2% below previous 9 lows
4.9% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170118 12:26 pm ET)
58.4% are above or equal to 1/17 close (1 days ago), 41.6% are below.
45.1% are above or equal to 1/13 close (2 days ago), 54.9% are below.
52.3% are above or equal to 1/12 close (3 days ago), 47.7% are below.
45.4% are above or equal to 1/11 close (4 days ago), 54.6% are below.
53.8% are above or equal to 1/10 close (5 days ago), 46.2% are below.
57.0% are above or equal to 1/9 close (6 days ago), 43.0% are below.
46.6% are above or equal to 1/6 close (7 days ago), 53.4% are below.
47.2% are above or equal to 1/5 close (8 days ago), 52.8% are below.
45.8% are above or equal to 1/4 close (9 days ago), 54.2% are below.
60.5% are above or equal to 1/3 close (10 days ago), 39.5% are below.
66.1% are above or equal to 12/30 close (11 days ago), 33.9% are below.
63.5% are above or equal to 12/29 close (12 days ago), 36.5% are below.
63.2% are above or equal to 12/28 close (13 days ago), 36.8% are below.
52.1% are above or equal to 12/27 close (14 days ago), 47.9% are below.
55.7% are above or equal to 12/23 close (15 days ago), 44.3% are below.
56.8% are above or equal to 12/22 close (16 days ago), 43.2% are below.
51.5% are above or equal to 12/21 close (17 days ago), 48.5% are below.
48.5% are above or equal to 12/20 close (18 days ago), 51.5% are below.
54.9% are above or equal to 12/19 close (19 days ago), 45.1% are below.
57.4% are above or equal to 12/16 close (20 days ago), 42.6% are below.
55.4% are above or equal to 12/15 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170118 12:26 pm ET)
20d: 10.3% new highs, 11.6% new lows
21d: 10.3% new highs, 11.2% new lows
42d: 7.0% 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 12:26 pm ET)
2-day: 56.2% above, 43.8% below
3-day: 47.5% above, 52.5% below
4-day: 50.2% above, 49.8% below
5-day: 47.7% above, 52.3% below
8-day: 52.8% above, 47.2% below
10-day: 50.2% above, 49.8% below
20-day: 55.5% above, 44.5% below
50-day: 71.7% above, 28.3% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170118 12:26 pm ET)
META(30): 1.04% Top=AKS AA X CMC STLD CENX PAAS NUE ….. FMSA ARNC AEM ABX SSRI FNV AG CCJ=Bottom (Metals & Mining)
INSU(30): 0.87% Top=FAF MTG FNF HIG CNO RDN AGO L ….. ORI AON MET AIG AFSI CLGX AFL BRO=Bottom (Insurance)
MANU(34): 0.81% Top=ATI SWK MRC DDD EMR ROP AGCO ITT ….. CFX ROK AOS PNR GE BWXT MWA CAT=Bottom (Manufacturing)
DISV(41): 0.50% Top=YY URI CAR ZTO ATHN JEC FDC AL ….. FISV AMN RRD VRSK HRB KBR MYGN WTW=Bottom (Diversified Services)
ELEC(46): 0.42% Top=CGNX SWKS MCHP AVGO CAVM FLEX AMD QRVO ….. DLB BRKR AYI FIT AMBA FSLR SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.35% Top=FAST VMC MLM SUM RSG MAS EXP DAR ….. SRCL DHI USG TPH WCN LEN OC KBH=Bottom (Materials & Construction)
REAL(93): 0.31% Top=GEO CONE STAG LPT SHO DRE COR PLD ….. GPT WRI NNN VER CSAL PSA RLGY CBL=Bottom (Real Estate)
COHW(34): 0.25% Top=WDC TMUS QCOM TDC CIEN COMM STX HRS ….. CDW T ZAYO VZ PSTG PANW TDS BCE=Bottom (Computer Hardware/Telecom)
COSW(75): 0.12% Top=ZEN CTXS NOW SPLK GRUB NCR ADSK ATHM ….. TRI FEYE CHKP WUBA VIPS TWLO NTES NTNX=Bottom (Computer Software/Internet)
TRAN(23): 0.10% Top=AAL UPS EXPD SAVE FDX SWFT WAB CHRW ….. ALK NSC DAL LUV CNI CP JBLU CSX=Bottom (Transportation)
LEIS(33): 0.05% Top=STAY WYN HLT SIX LQ SEAS SBUX MTN ….. BLMN MGM ARMK WYNN BYD CMG SHAK GPRO=Bottom (Leisure)
CHEM(24): 0.02% Top=CC HUN AXTA CE PPG PAH EMN RPM ….. FMC OLN GRA WLK CF MOS ALB POT=Bottom (Chemicals/Fertilizers)
FINA(85): -0.21% Top=JNS CIT PFG NAVI BAC APO SNV CME ….. OZRK BMO GS BK OMF C CLNS NTRS=Bottom (Banks/Financials)
ENER(89): -0.23% Top=GPOR KOS LPI RRC BAS RICE PXD VLO ….. FTI RIG ATW CVE ETP SXL DO ETE=Bottom (Energy)
CONS(48): -0.30% Top=GIL ENR BERY CL PAY SEE PKG CHD ….. RL UAA FOSL CRI HBI PVH WWW VFC=Bottom (Consumer)
HEAL(44): -0.43% Top=ACHC ELGX IART COO BKD NUVA DGX MD ….. PKI HLS VWR RMD THC XRAY UNH CYH=Bottom (Health)
RETA(59): -0.82% Top=ETSY GME WFM SIG KR EBAY ORLY MIK ….. KSS LOW JCP 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 12:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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