daytrend

01/19/2017

Filed under: Market Stats — daytrend @ 10:43 am

Market Stats at 10:42 am ET
by daytrend on 20170119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 810.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170119 10:42 am ET)
17.2% of stocks are above yesterday’s high.
51.1% are above yesterday’s midpoint. (48.9% are below.)
16.5% are below yesterday’s low.
66.3% are inside yesterday’s range.
45.2% of stocks with today’s high > yesterday’s high. (54.8% less than).
32.1% of stocks with today’s low < yesterday’s low. (67.9% greater than).

EVIDENCE OF INTRADAY TREND (20170119 10:42 am ET)
37.5% of stocks are above today’s open. (60.7% are below).
28.9% of stocks are above today’s open and yesterday’s close.
50.9% are below both.
18.4% of stocks opened above yesterday’s high.
49.0% of stocks opened above yesterday’s close. (45.7% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170119 10:42 am ET)
5.8% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
37.9% are in the top half. 62.1% of stocks are in the bottom half of today’s range.
26.8% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20170119 10:42 am ET)
40.5% of stocks are above yesterday’s close. (59.5% are below.)
1.1% are up 4.5% or more. 0.4% are down 4.5% or more.
1.9% are up 3.5% or more. 0.7% are down 3.5% or more.
74.8% are between +1% and -1%.

RSI on DAILY (20170119 10:42 am ET)
2-day: >=95:2.8%…>=90:5.8%…>=80:13.5%…>=50:41.9%…<=20:17.5%…<=10:7.3%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:55.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170119 10:42 am ET)
17.2% above previous 1 highs, 16.5% below previous 1 lows
9.9% above previous 2 highs, 9.3% below previous 2 lows
6.7% above previous 3 highs, 6.2% below previous 3 lows
6.5% above previous 4 highs, 4.1% below previous 4 lows
6.0% above previous 5 highs, 3.6% below previous 5 lows
5.9% above previous 6 highs, 3.1% below previous 6 lows
5.7% above previous 7 highs, 2.7% below previous 7 lows
4.9% above previous 8 highs, 2.5% below previous 8 lows
4.7% above previous 9 highs, 2.3% below previous 9 lows
4.6% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170119 10:42 am ET)
40.5% are above or equal to 1/18 close (1 days ago), 59.5% are below.
52.6% are above or equal to 1/17 close (2 days ago), 47.4% are below.
43.3% are above or equal to 1/13 close (3 days ago), 56.7% are below.
51.6% are above or equal to 1/12 close (4 days ago), 48.4% are below.
46.4% are above or equal to 1/11 close (5 days ago), 53.6% are below.
52.3% are above or equal to 1/10 close (6 days ago), 47.7% are below.
56.2% are above or equal to 1/9 close (7 days ago), 43.8% are below.
45.9% are above or equal to 1/6 close (8 days ago), 54.1% are below.
46.9% are above or equal to 1/5 close (9 days ago), 53.1% are below.
45.4% are above or equal to 1/4 close (10 days ago), 54.6% are below.
60.6% are above or equal to 1/3 close (11 days ago), 39.4% are below.
66.0% are above or equal to 12/30 close (12 days ago), 34.0% are below.
65.7% are above or equal to 12/29 close (13 days ago), 34.3% are below.
64.2% are above or equal to 12/28 close (14 days ago), 35.8% are below.
53.3% are above or equal to 12/27 close (15 days ago), 46.7% are below.
55.7% are above or equal to 12/23 close (16 days ago), 44.3% are below.
57.2% are above or equal to 12/22 close (17 days ago), 42.8% are below.
52.2% are above or equal to 12/21 close (18 days ago), 47.8% are below.
48.3% are above or equal to 12/20 close (19 days ago), 51.7% are below.
54.6% are above or equal to 12/19 close (20 days ago), 45.4% are below.
58.6% are above or equal to 12/16 close (21 days ago), 41.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170119 10:42 am ET)
20d: 9.3% new highs, 4.0% new lows
21d: 9.3% new highs, 3.8% new lows
42d: 6.0% new highs, 1.7% new lows
63d: 5.3% new highs, 0.6% new lows
126d: 4.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170119 10:42 am ET)
2-day: 38.8% above, 61.2% below
3-day: 46.3% above, 53.7% below
4-day: 42.1% above, 57.9% below
5-day: 45.4% above, 54.6% below
8-day: 50.4% above, 49.6% below
10-day: 48.9% above, 51.1% below
20-day: 55.7% above, 44.3% below
50-day: 72.0% above, 28.0% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170119 10:42 am ET)
TRAN(23): 1.63% Top=CSX NSC CP UNP ALK TRN GWR UAL ….. DAL KSU FDX EXPD UPS CHRW CNI JBHT=Bottom (Transportation)
COHW(34): 0.75% Top=FNSR SSYS ACIA S HPQ TMUS CIEN PANW ….. HRS VRSN ARRS QCOM CCI WDC STX VG=Bottom (Computer Hardware/Telecom)
MANU(34): 0.65% Top=DDD EMR MRC BWXT MHK CFX FLS XYL ….. ROP AGCO HON MFS MWA DHR TEX ATI=Bottom (Manufacturing)
COSW(74): 0.36% Top=CHKP MBLY PTC ZEN FTNT NUAN JD TWLO ….. CSRA BIDU TWTR CTXS CERN MANH MDRX WUBA=Bottom (Computer Software/Internet)
ELEC(46): 0.31% Top=OCLR AMD NVDA DLB AMAT FTV FSLR SNPS ….. IDTI WAT ON FIT MU PI CGNX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.10% Top=OC EXP TOL WY MLM MAS LEN CAA ….. FLR TPH VMC PWR USG DAR SRCL FAST=Bottom (Materials & Construction)
LEIS(34): 0.03% Top=MAR H STAY LQ HLT WYN MGM MTN ….. BLMN CMG EXPE RCL QSR SONC EAT YUMC=Bottom (Leisure)
CHEM(24): -0.09% Top=FMC ALB CF POT WLK PPG AXTA MOS ….. ASH IFF HUN EMN RPM SHW OLN CC=Bottom (Chemicals/Fertilizers)
ENER(89): -0.15% Top=NOV FANG COG NBR GPOR MUR KOS BAS ….. EGN WPX VLO SWN XOM PBF TSO PAA=Bottom (Energy)
FINA(86): -0.16% Top=SLM WETF WU SCHW JNS BEN AMG SIVB ….. MS WDR KEY BOFI NAVI BBT BK APO=Bottom (Banks/Financials)
INSU(29): -0.22% Top=MTG RDN AGO CNO PGR ORI MET LNC ….. AON AFL TRV PRU CINF AXS FAF HIG=Bottom (Insurance)
DISV(41): -0.32% Top=URI FDC ULTA ALLE GPN ZTO MCO AL ….. MAN AMN YY RRD SBAC FLT WTW RBA=Bottom (Diversified Services)
CONS(48): -0.39% Top=VFC FBHS HBI ENR NKE UAA COH MAT ….. WWW GIL CL SKX PBI BERY PVH KATE=Bottom (Consumer)
RETA(59): -0.44% Top=NFLX SHLD KMX MIK JCP M GME LOW ….. WSM DSW SBH ANF FINL RH SFM GNC=Bottom (Retail & Specialty Retail)
META(30): -0.45% Top=CCJ CENX SLCA FMSA SLW AG ARNC FCX ….. GG NUE CMC STLD CLF TAHO AKS X=Bottom (Metals & Mining)
REAL(92): -0.72% Top=OUT QTS SC ALLY BXMT DLR CLI CONE ….. CBL VER SRC STOR CSAL MPW HPT SNH=Bottom (Real Estate)
HEAL(43): -0.75% Top=UNH VWR PKI PRXL EW CNC AET BDX ….. BKD ELGX IRWD ACHC THC CYH ALGN OPK=Bottom (Health)

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 10:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: