daytrend

01/20/2017

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 10:12 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 10:12 am ET)
20.6% of stocks are above yesterday’s high.
59.5% are above yesterday’s midpoint. (40.5% are below.)
5.2% are below yesterday’s low.
74.1% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND (20170120 10:12 am ET)
60.4% of stocks are above today’s open. (37.2% are below).
58.1% of stocks are above today’s open and yesterday’s close.
18.9% 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 10:12 am ET)
13.3% of stocks are in the top 10% of today’s range.
26.4% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
20.8% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN (20170120 10:12 am ET)
78.4% of stocks are above yesterday’s close. (21.6% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
0.6% are up 3.5% or more. 0.1% are down 3.5% or more.
73.5% are between +1% and -1%.

RSI on DAILY (20170120 10:12 am ET)
2-day: >=95:4.4%…>=90:9.2%…>=80:20.1%…>=50:60.3%…<=20:13.4%…<=10:5.0%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:57.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170120 10:12 am ET)
20.6% above previous 1 highs, 5.2% below previous 1 lows
14.3% above previous 2 highs, 4.2% below previous 2 lows
11.7% above previous 3 highs, 3.5% below previous 3 lows
8.7% above previous 4 highs, 3.1% below previous 4 lows
7.3% above previous 5 highs, 2.6% below previous 5 lows
6.7% above previous 6 highs, 2.2% below previous 6 lows
6.6% above previous 7 highs, 2.1% below previous 7 lows
5.8% above previous 8 highs, 1.9% below previous 8 lows
5.3% above previous 9 highs, 1.9% below previous 9 lows
5.0% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170120 10:12 am ET)
78.4% are above or equal to 1/19 close (1 days ago), 21.6% are below.
47.3% are above or equal to 1/18 close (2 days ago), 52.7% are below.
56.7% are above or equal to 1/17 close (3 days ago), 43.3% are below.
45.5% are above or equal to 1/13 close (4 days ago), 54.5% are below.
52.6% are above or equal to 1/12 close (5 days ago), 47.4% are below.
48.5% are above or equal to 1/11 close (6 days ago), 51.5% are below.
54.9% are above or equal to 1/10 close (7 days ago), 45.1% are below.
58.8% are above or equal to 1/9 close (8 days ago), 41.2% are below.
47.6% are above or equal to 1/6 close (9 days ago), 52.4% are below.
48.5% are above or equal to 1/5 close (10 days ago), 51.5% are below.
47.0% are above or equal to 1/4 close (11 days ago), 53.0% are below.
59.7% are above or equal to 1/3 close (12 days ago), 40.3% are below.
66.0% are above or equal to 12/30 close (13 days ago), 34.0% are below.
63.9% are above or equal to 12/29 close (14 days ago), 36.1% are below.
63.7% are above or equal to 12/28 close (15 days ago), 36.3% are below.
52.9% are above or equal to 12/27 close (16 days ago), 47.1% are below.
55.7% are above or equal to 12/23 close (17 days ago), 44.3% are below.
56.7% are above or equal to 12/22 close (18 days ago), 43.3% are below.
52.4% are above or equal to 12/21 close (19 days ago), 47.6% are below.
49.9% are above or equal to 12/20 close (20 days ago), 50.1% 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 10:12 am ET)
20d: 7.8% new highs, 3.4% new lows
21d: 7.7% new highs, 3.2% new lows
42d: 5.5% new highs, 1.5% new lows
63d: 4.6% new highs, 0.9% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170120 10:12 am ET)
2-day: 76.7% above, 23.3% below
3-day: 59.8% above, 40.2% below
4-day: 58.0% above, 42.0% below
5-day: 52.7% above, 47.3% below
8-day: 52.2% above, 47.8% below
10-day: 52.9% above, 47.1% below
20-day: 55.3% above, 44.7% below
50-day: 68.3% above, 31.7% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170120 10:12 am ET)
CHEM(23): 1.66% Top=CF MOS POT WLK OLN FMC CC PPG ….. APD ASH DD IFF MON DOW SHW ALB=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.36% Top=SWKS CRUS QRVO PI AVGO IDTI MU MSCC ….. MXL NVDA FTV OCLR WAT BRKR FIT CGNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.05% Top=CXO NFX BAS MTDR OAS CRC LPI SN ….. ETP WMB EEP VLO ENLK WPZ KOS SLB=Bottom (Energy)
FINA(87): 0.64% Top=CFG SBNY OZRK WDR STI HBAN USB HOMB ….. APO BK CLNS PBCT LAZ AXP WU EFX=Bottom (Banks/Financials)
META(30): 0.57% Top=SLCA GG SLW AEM SCCO CMC FMSA FNV ….. PAAS CCJ AKS CENX AGI CLF CNX AA=Bottom (Metals & Mining)
COHW(33): 0.54% Top=T WDC QCOM STX COMM VZ BBRY CCI ….. ANET JNPR CIEN HPQ S VG FNSR ACIA=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.49% Top=RCL MGM WYN DPZ MAR BLMN H GPRO ….. ARMK SBUX SHAK EAT QSR LQ SONC CMG=Bottom (Leisure)
INSU(30): 0.45% Top=UNM LNC AIG ALL HIG RDN AFL MET ….. AJG BRO XL AGO WLTW MTG CLGX AON=Bottom (Insurance)
CONS(47): 0.45% Top=PG COTY IP WRK SKX CL GT CLX ….. BC HBI PAY BLL RL COH UAA GPK=Bottom (Consumer)
DISV(42): 0.41% Top=TAL AMN CXW PAYX ZTO RHI INFO MAN ….. G TRU RBA ATHN WTW HRB YY ALLE=Bottom (Diversified Services)
HEAL(43): 0.37% Top=ANTM MOH CNC CYH BAX ALGN RMD HCA ….. IRWD XRAY IART PRXL DXCM OPK BKD ELGX=Bottom (Health)
MATE(24): 0.35% Top=SUM VMC EXP MLM FAST MDR FLR OC ….. TOL DAR LEN KBH PHM MAS WY TPH=Bottom (Materials & Construction)
MANU(34): 0.34% Top=TEX CAT CFX DE TTC ETN ITT AGCO ….. PNR DHR HON BWXT MFS DDD GE ATI=Bottom (Manufacturing)
REAL(89): 0.29% Top=GEO DFT BAM CONE SNH LHO DLR HPT ….. SLG VNO GGP PSA AGNC EXR CBL CUBE=Bottom (Real Estate)
RETA(58): 0.26% Top=GNC NFLX JWN MIK SPLS DKS WSM GPS ….. CVS BURL TGT DSW BBY SBH PIR ETSY=Bottom (Retail & Specialty Retail)
TRAN(23): 0.16% Top=KSU UNP UAL TRN DAL LUV AAL UPS ….. ALK XPO SWFT WAB FDX CP NSC CSX=Bottom (Transportation)
COSW(74): 0.09% Top=ADSK SQ IBM TEAM NTES VMW ORCL NOW ….. MBLY PTC MDRX TWTR TWLO VIPS IAC 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 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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