daytrend

01/20/2017

Filed under: Market Stats — daytrend @ 10:04 am

Market Stats at 10:04 am ET
by daytrend on 20170120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 804.

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

COMPARED TO YESTERDAY’S RANGE (20170120 10:04 am ET)
19.8% of stocks are above yesterday’s high.
58.8% are above yesterday’s midpoint. (41.2% are below.)
5.6% are below yesterday’s low.
74.6% are inside yesterday’s range.
37.6% of stocks with today’s high > yesterday’s high. (62.4% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND (20170120 10:04 am ET)
59.7% of stocks are above today’s open. (37.3% are below).
56.7% of stocks are above today’s open and yesterday’s close.
19.4% are below both.
11.3% of stocks opened above yesterday’s high.
76.6% 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 10:04 am ET)
13.4% of stocks are in the top 10% of today’s range.
22.9% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20170120 10:04 am ET)
77.7% of stocks are above yesterday’s close. (22.3% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.7% are up 3.5% or more. 0.1% are down 3.5% or more.
76.6% are between +1% and -1%.

RSI on DAILY (20170120 10:04 am ET)
2-day: >=95:3.7%…>=90:9.2%…>=80:20.8%…>=50:60.7%…<=20:13.6%…<=10:5.0%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:58.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170120 10:04 am ET)
19.8% above previous 1 highs, 5.6% below previous 1 lows
14.2% above previous 2 highs, 4.5% below previous 2 lows
11.2% above previous 3 highs, 3.7% below previous 3 lows
8.6% above previous 4 highs, 3.5% below previous 4 lows
7.5% above previous 5 highs, 2.6% below previous 5 lows
6.7% above previous 6 highs, 2.4% below previous 6 lows
6.5% above previous 7 highs, 2.4% below previous 7 lows
6.0% above previous 8 highs, 2.1% below previous 8 lows
5.7% above previous 9 highs, 2.0% below previous 9 lows
5.5% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170120 10:04 am ET)
77.7% are above or equal to 1/19 close (1 days ago), 22.3% are below.
46.3% are above or equal to 1/18 close (2 days ago), 53.7% are below.
56.5% are above or equal to 1/17 close (3 days ago), 43.5% are below.
45.4% are above or equal to 1/13 close (4 days ago), 54.6% are below.
52.7% are above or equal to 1/12 close (5 days ago), 47.3% are below.
47.5% are above or equal to 1/11 close (6 days ago), 52.5% are below.
55.1% are above or equal to 1/10 close (7 days ago), 44.9% are below.
58.0% are above or equal to 1/9 close (8 days ago), 42.0% are below.
47.8% are above or equal to 1/6 close (9 days ago), 52.2% are below.
47.4% are above or equal to 1/5 close (10 days ago), 52.6% are below.
46.1% are above or equal to 1/4 close (11 days ago), 53.9% are below.
59.6% are above or equal to 1/3 close (12 days ago), 40.4% are below.
65.7% are above or equal to 12/30 close (13 days ago), 34.3% are below.
63.7% are above or equal to 12/29 close (14 days ago), 36.3% are below.
63.6% are above or equal to 12/28 close (15 days ago), 36.4% are below.
52.5% are above or equal to 12/27 close (16 days ago), 47.5% are below.
55.7% are above or equal to 12/23 close (17 days ago), 44.3% are below.
57.1% are above or equal to 12/22 close (18 days ago), 42.9% are below.
52.2% are above or equal to 12/21 close (19 days ago), 47.8% are below.
49.9% are above or equal to 12/20 close (20 days ago), 50.1% are below.
54.0% are above or equal to 12/19 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170120 10:04 am ET)
20d: 7.6% new highs, 3.0% new lows
21d: 7.5% new highs, 2.9% new lows
42d: 5.2% new highs, 1.2% new lows
63d: 4.2% new highs, 0.7% new lows
126d: 3.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170120 10:04 am ET)
2-day: 76.1% above, 23.9% below
3-day: 59.0% above, 41.0% below
4-day: 56.7% above, 43.3% below
5-day: 51.7% above, 48.3% below
8-day: 51.7% above, 48.3% below
10-day: 52.2% above, 47.8% below
20-day: 56.2% above, 43.8% below
50-day: 68.3% above, 31.7% below
200-day: 71.3% above, 28.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170120 10:04 am ET)
CHEM(23): 1.46% Top=CF WLK MOS POT OLN FMC PAH CC ….. ASH IFF DOW APD MON SHW ALB PX=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.29% Top=SWKS CRUS QRVO PI AVGO MU IDTI CAVM ….. DLB FTV NVDA WAT BRKR CGNX FIT OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.15% Top=ATW RES CRC SN LPI CXO OAS NFX ….. WPZ EEP PBF WMB ENLK VLO KOS SLB=Bottom (Energy)
LEIS(34): 0.56% Top=MGM RCL WYN MAR H BLMN DPZ GPRO ….. ARMK SHAK SBUX EAT QSR LQ SONC CMG=Bottom (Leisure)
FINA(87): 0.53% Top=CFG WDR SBNY OZRK STI USB BEN HOMB ….. SCHW AMTD PBCT CLNS AXP LAZ WU EFX=Bottom (Banks/Financials)
COHW(33): 0.48% Top=T WDC QCOM STX VZ TMUS CCI BBRY ….. TDC VRSN HPQ CIEN S VG FNSR ACIA=Bottom (Computer Hardware/Telecom)
MATE(24): 0.42% Top=SUM FAST VMC MLM EXP MDR SRCL FLR ….. KBH WCN LEN PHM TPH TOL WY MAS=Bottom (Materials & Construction)
CONS(47): 0.40% Top=PG IP COTY WRK SKX GT CL PKG ….. PAY HBI BC KMB RL COH UAA GPK=Bottom (Consumer)
HEAL(43): 0.38% Top=ANTM BAX MOH CYH RMD ALGN CNC ABT ….. EW PKI VWR PRXL IART BKD OPK ELGX=Bottom (Health)
META(30): 0.38% Top=SLCA FMSA SLW CCJ CMC AEM ARNC GG ….. AA CENX AKS AG SSRI AGI CNX CLF=Bottom (Metals & Mining)
DISV(42): 0.37% Top=TAL CXW AMN INFO RHI PAYX ZTO MCO ….. TRU G MYGN WTW HRB YY RBA ALLE=Bottom (Diversified Services)
INSU(30): 0.36% Top=UNM AIG LNC ALL AFL HIG ORI L ….. XL BRO AJG CLGX AGO MTG WLTW AON=Bottom (Insurance)
REAL(89): 0.34% Top=GEO BAM DFT SNH LHO CONE HPT DRH ….. RLGY PSA GGP MAC AGNC EXR CBL CUBE=Bottom (Real Estate)
MANU(34): 0.32% Top=TEX CAT CFX ETN DE DOV AME ROK ….. DCI PNR HON BWXT MFS DDD GE ATI=Bottom (Manufacturing)
TRAN(23): 0.19% Top=KSU UNP TRN AAL UPS CHRW CNI DAL ….. ALK FDX JBLU SWFT WAB NSC CP CSX=Bottom (Transportation)
RETA(58): 0.18% Top=GNC NFLX JWN CHS WBA MIK DKS SPLS ….. CVS ANF PIR TGT DSW SBH ETSY BBY=Bottom (Retail & Specialty Retail)
COSW(74): 0.12% Top=ADSK ZEN NOW SQ CHKP NTES VMW IBM ….. MDRX PTC TWLO MTCH TWTR IAC VIPS WUBA=Bottom (Computer Software/Internet)

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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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