daytrend

01/20/2017

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 9:38 am ET
by daytrend on 20170120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 802.

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

COMPARED TO YESTERDAY’S RANGE (20170120 9:38 am ET)
20.4% of stocks are above yesterday’s high.
64.2% are above yesterday’s midpoint. (35.8% are below.)
2.4% are below yesterday’s low.
77.2% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
9.4% of stocks with today’s low < yesterday’s low. (90.6% greater than).

EVIDENCE OF INTRADAY TREND (20170120 9:38 am ET)
72.2% of stocks are above today’s open. (24.8% are below).
69.7% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
11.3% of stocks opened above yesterday’s high.
76.8% of stocks opened above yesterday’s close. (19.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170120 9:38 am ET)
16.2% of stocks are in the top 10% of today’s range.
30.2% are in the top 20%.
69.1% are in the top half. 30.9% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20170120 9:38 am ET)
86.4% of stocks are above yesterday’s close. (13.6% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.6% are up 3.5% or more. 0.0% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY (20170120 9:38 am ET)
2-day: >=95:4.0%…>=90:8.9%…>=80:21.2%…>=50:66.0%…<=20:7.5%…<=10:2.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:58.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:63.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170120 9:38 am ET)
20.4% above previous 1 highs, 2.4% below previous 1 lows
13.8% above previous 2 highs, 1.9% below previous 2 lows
9.7% above previous 3 highs, 1.6% below previous 3 lows
7.0% above previous 4 highs, 1.6% below previous 4 lows
6.2% above previous 5 highs, 1.0% below previous 5 lows
5.7% above previous 6 highs, 0.9% below previous 6 lows
5.4% above previous 7 highs, 0.9% below previous 7 lows
5.0% above previous 8 highs, 0.9% below previous 8 lows
4.5% above previous 9 highs, 0.9% below previous 9 lows
4.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170120 9:38 am ET)
86.4% are above or equal to 1/19 close (1 days ago), 13.6% are below.
50.6% are above or equal to 1/18 close (2 days ago), 49.4% are below.
58.4% are above or equal to 1/17 close (3 days ago), 41.6% are below.
47.1% are above or equal to 1/13 close (4 days ago), 52.9% are below.
54.0% are above or equal to 1/12 close (5 days ago), 46.0% are below.
47.6% are above or equal to 1/11 close (6 days ago), 52.4% are below.
54.0% are above or equal to 1/10 close (7 days ago), 46.0% are below.
56.6% are above or equal to 1/9 close (8 days ago), 43.4% are below.
47.6% are above or equal to 1/6 close (9 days ago), 52.4% are below.
47.9% are above or equal to 1/5 close (10 days ago), 52.1% are below.
47.6% are above or equal to 1/4 close (11 days ago), 52.4% are below.
60.5% are above or equal to 1/3 close (12 days ago), 39.5% are below.
66.5% are above or equal to 12/30 close (13 days ago), 33.5% are below.
64.8% are above or equal to 12/29 close (14 days ago), 35.2% are below.
64.5% are above or equal to 12/28 close (15 days ago), 35.5% are below.
52.1% are above or equal to 12/27 close (16 days ago), 47.9% are below.
56.0% are above or equal to 12/23 close (17 days ago), 44.0% are below.
56.9% are above or equal to 12/22 close (18 days ago), 43.1% are below.
53.4% are above or equal to 12/21 close (19 days ago), 46.6% are below.
50.6% are above or equal to 12/20 close (20 days ago), 49.4% are below.
54.6% are above or equal to 12/19 close (21 days ago), 45.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170120 9:38 am ET)
20d: 5.4% new highs, 1.9% new lows
21d: 5.4% new highs, 1.9% new lows
42d: 3.7% new highs, 0.9% new lows
63d: 3.1% new highs, 0.5% new lows
126d: 2.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170120 9:38 am ET)
2-day: 85.4% above, 14.6% below
3-day: 65.5% above, 34.5% below
4-day: 61.0% above, 39.0% below
5-day: 55.1% above, 44.9% below
8-day: 53.7% above, 46.3% below
10-day: 53.6% above, 46.4% below
20-day: 57.4% above, 42.6% below
50-day: 70.8% above, 29.2% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170120 9:38 am ET)
ELEC(46): 1.48% Top=SWKS CRUS QRVO SIMO AVGO MU PI FSLR ….. GRMN DLB KLAC FTV WAT BRKR CGNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(23): 1.32% Top=CF WLK OLN MOS CC POT IFF PAH ….. DOW DD HUN APD SHW PX ASH MON=Bottom (Chemicals/Fertilizers)
ENER(87): 1.25% Top=RDC CRC SN ATW OAS WLL BAS RES ….. FTI VLO MDU WMB TEP VVV SWN SLB=Bottom (Energy)
MATE(24): 0.76% Top=SUM FAST EXP PWR CAA KBH USG DHI ….. OC FLR DAR WCN SRCL RSG WM WY=Bottom (Materials & Construction)
COHW(33): 0.74% Top=QCOM WDC CDW NTAP COMM T ANET BBRY ….. HRS ACIA AAPL VRSN PANW S VG FNSR=Bottom (Computer Hardware/Telecom)
CONS(47): 0.72% Top=PG COTY SKX CL ENR FOSL IP GT ….. COH CRI WHR PVH BLL BERY UAA GPK=Bottom (Consumer)
INSU(30): 0.65% Top=AIG LNC UNM AFL RDN L PRU CINF ….. PGR BRO MMC WLTW AGO AXS AJG AON=Bottom (Insurance)
RETA(58): 0.60% Top=DKS TLRD JWN GPS GNC JCP BID WSM ….. WMT HD CVS TGT WFM ETSY BBY SHLD=Bottom (Retail & Specialty Retail)
DISV(42): 0.58% Top=AMN TAL CXW WTW AL MA RHI PAYX ….. FDC TRU HRB ADS JEC ULTA ALLE RBA=Bottom (Diversified Services)
LEIS(34): 0.53% Top=RCL DPZ WEN EXPE WYN WYNN MGM BLMN ….. QSR MCD LQ SHAK EAT SBUX MTN CMG=Bottom (Leisure)
FINA(87): 0.53% Top=CFG HOMB SYF SBNY OZRK WDR SLM CMA ….. CLNS OMF PBCT EFX TCB LAZ AXP WU=Bottom (Banks/Financials)
COSW(74): 0.45% Top=NTES ADSK NOW IT SQ MDRX YHOO TRIP ….. TSS EA XRX IAC PTC TEAM WUBA MTCH=Bottom (Computer Software/Internet)
HEAL(43): 0.41% Top=CYH ANTM THC RMD HRC ALGN PRXL ABT ….. VWR LH DVA ESRX COO IART ACHC DGX=Bottom (Health)
META(29): 0.31% Top=SLCA FMSA CCJ X AKS CENX TECK CMC ….. AA NEM PAAS SSRI RGLD AG AGI TAHO=Bottom (Metals & Mining)
TRAN(23): 0.22% Top=KSU UNP LUV XPO DAL TRN CNI AAL ….. SAVE JBHT EXPD SWFT GWR CP NSC CSX=Bottom (Transportation)
MANU(34): 0.19% Top=MRC TEX CFX CAT KMT SWK AME TTC ….. IR BWXT CMI PNR MFS DDD GE ATI=Bottom (Manufacturing)
REAL(88): 0.12% Top=GEO BAM PEB SC LHO AMT BRX DRH ….. STOR HCN MAA SPG PSA CBL EXR CUBE=Bottom (Real Estate)

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 9:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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