daytrend

01/19/2017

Filed under: Market Stats — daytrend @ 12:36 pm

Market Stats at 12:35 pm ET
by daytrend on 20170119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 809.

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

COMPARED TO YESTERDAY’S RANGE (20170119 12:35 pm ET)
12.2% of stocks are above yesterday’s high.
39.9% are above yesterday’s midpoint. (60.1% are below.)
25.0% are below yesterday’s low.
62.8% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
41.8% of stocks with today’s low < yesterday’s low. (58.2% greater than).

EVIDENCE OF INTRADAY TREND (20170119 12:35 pm ET)
26.8% of stocks are above today’s open. (72.1% are below).
20.3% of stocks are above today’s open and yesterday’s close.
65.1% are below both.
18.4% of stocks opened above yesterday’s high.
49.1% of stocks opened above yesterday’s close. (45.6% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170119 12:35 pm ET)
3.2% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
24.2% are in the top half. 75.8% of stocks are in the bottom half of today’s range.
42.9% are in the bottom 20%.
24.1% are in the bottom 10%.

GAIN (20170119 12:35 pm ET)
28.2% of stocks are above yesterday’s close. (71.8% are below.)
1.2% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 1.1% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20170119 12:35 pm ET)
2-day: >=95:2.6%…>=90:5.3%…>=80:12.1%…>=50:30.8%…<=20:27.1%…<=10:10.3%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:48.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170119 12:35 pm ET)
12.2% above previous 1 highs, 25.0% below previous 1 lows
8.5% above previous 2 highs, 17.3% below previous 2 lows
6.1% above previous 3 highs, 13.8% below previous 3 lows
5.9% above previous 4 highs, 9.0% below previous 4 lows
5.4% above previous 5 highs, 7.9% below previous 5 lows
5.1% above previous 6 highs, 7.5% below previous 6 lows
4.7% above previous 7 highs, 6.9% below previous 7 lows
3.7% above previous 8 highs, 6.4% below previous 8 lows
3.6% above previous 9 highs, 6.3% below previous 9 lows
3.5% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170119 12:35 pm ET)
28.2% are above or equal to 1/18 close (1 days ago), 71.8% are below.
45.6% are above or equal to 1/17 close (2 days ago), 54.4% are below.
35.4% are above or equal to 1/13 close (3 days ago), 64.6% are below.
41.7% are above or equal to 1/12 close (4 days ago), 58.3% are below.
39.4% are above or equal to 1/11 close (5 days ago), 60.6% are below.
47.8% are above or equal to 1/10 close (6 days ago), 52.2% are below.
49.3% are above or equal to 1/9 close (7 days ago), 50.7% are below.
40.2% are above or equal to 1/6 close (8 days ago), 59.8% are below.
42.3% are above or equal to 1/5 close (9 days ago), 57.7% are below.
41.3% are above or equal to 1/4 close (10 days ago), 58.7% are below.
55.7% are above or equal to 1/3 close (11 days ago), 44.3% are below.
62.5% are above or equal to 12/30 close (12 days ago), 37.5% are below.
60.2% are above or equal to 12/29 close (13 days ago), 39.8% are below.
60.9% are above or equal to 12/28 close (14 days ago), 39.1% are below.
48.8% are above or equal to 12/27 close (15 days ago), 51.2% are below.
52.2% are above or equal to 12/23 close (16 days ago), 47.8% are below.
53.2% are above or equal to 12/22 close (17 days ago), 46.8% are below.
50.2% are above or equal to 12/21 close (18 days ago), 49.8% are below.
45.6% are above or equal to 12/20 close (19 days ago), 54.4% are below.
50.4% are above or equal to 12/19 close (20 days ago), 49.6% are below.
54.8% are above or equal to 12/16 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170119 12:35 pm ET)
20d: 10.3% new highs, 6.4% new lows
21d: 10.3% new highs, 5.9% new lows
42d: 6.8% new highs, 2.6% new lows
63d: 5.8% new highs, 0.9% new lows
126d: 4.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170119 12:35 pm ET)
2-day: 26.7% above, 73.3% below
3-day: 34.6% above, 65.4% below
4-day: 31.9% above, 68.1% below
5-day: 34.2% above, 65.8% below
8-day: 39.9% above, 60.1% below
10-day: 40.5% above, 59.5% below
20-day: 48.9% above, 51.1% below
50-day: 68.2% above, 31.8% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170119 12:35 pm ET)
TRAN(23): 1.24% Top=CSX CP NSC UNP TRN GWR ALK EXPD ….. CHRW WAB DAL KSU XPO JBLU CNI JBHT=Bottom (Transportation)
COHW(34): 0.45% Top=FNSR ACIA S TMUS PANW HPQ SSYS ANET ….. VG BCE HRS BBRY TDC WDC CCI STX=Bottom (Computer Hardware/Telecom)
COSW(74): 0.36% Top=CHKP PTC MBLY NUAN FTNT JD FEYE ZEN ….. MSCI TSS XRX CERN MANH TWTR TRIP MDRX=Bottom (Computer Software/Internet)
MANU(34): 0.30% Top=DDD MRC EMR BWXT XYL MHK IR FLS ….. HON AME ITT ROP AOS DHR TEX ATI=Bottom (Manufacturing)
ELEC(46): -0.16% Top=OCLR NVDA AMD AMAT DLB AVGO FTV XLNX ….. PI CY TRMB MU SPWR FIT CGNX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): -0.20% Top=OC TOL MLM EXP PWR WCN FAST FLR ….. KBH PHM DHI SRCL USG MDR VMC TPH=Bottom (Materials & Construction)
LEIS(34): -0.22% Top=MAR H WYN STAY HLT LQ DPZ ARMK ….. SIX WYNN SEAS BLMN SONC EAT TXRH YUMC=Bottom (Leisure)
ENER(89): -0.32% Top=COG BAS FANG SN PE GPOR MUR NOV ….. DK XOM HES CVI EGN FTI OKS WPX=Bottom (Energy)
INSU(29): -0.50% Top=MTG AON AGO RDN PGR AJG WLTW AIG ….. ORI FNF L PRU CINF AXS FAF HIG=Bottom (Insurance)
CHEM(24): -0.60% Top=FMC ALB AXTA WLK PPG MON CF DD ….. IFF EMN SHW MOS RPM OLN HUN CC=Bottom (Chemicals/Fertilizers)
DISV(41): -0.62% Top=GPN FDC MCO TRU ALLE ULTA SERV V ….. ACM SBAC CAR RBA CXW WTW MYGN RRD=Bottom (Diversified Services)
FINA(86): -0.74% Top=WU SLM SCHW MTB WFC CFR CBOE USB ….. KEY OMF NAVI OZRK BK TCB APO WDR=Bottom (Banks/Financials)
CONS(48): -0.83% Top=VFC FBHS HBI MAT NKE CHD LEG HAS ….. PVH NWL BERY TPX FOSL CRI PBI KATE=Bottom (Consumer)
HEAL(43): -0.86% Top=ANTM AET UNH VWR MOH CNC EW PRXL ….. MD HLS ACHC THC ALGN OPK ELGX CYH=Bottom (Health)
META(29): -0.97% Top=CCJ CENX SLCA FMSA ARNC ABX FNV SLW ….. CDE NUE TAHO CLF STLD CMC AKS X=Bottom (Metals & Mining)
REAL(92): -1.10% Top=CONE COR QTS NRF AGNC PLD BXMT CLI ….. SRC VER OHI GGP CSAL CBL HPT SNH=Bottom (Real Estate)
RETA(59): -1.12% Top=NFLX KMX PIR MIK EBAY CVS AMZN LOW ….. SPLS ANF FINL URBN WSM RH DSW GNC=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 12:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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