daytrend

01/23/2017

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 10:44 am ET
by daytrend on 20170123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 800.

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

COMPARED TO YESTERDAY’S RANGE (20170123 10:44 am ET)
12.9% of stocks are above yesterday’s high.
36.1% are above yesterday’s midpoint. (63.9% are below.)
30.4% are below yesterday’s low.
56.8% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
49.0% of stocks with today’s low < yesterday’s low. (51.0% greater than).

EVIDENCE OF INTRADAY TREND (20170123 10:44 am ET)
39.4% of stocks are above today’s open. (59.5% are below).
26.4% of stocks are above today’s open and yesterday’s close.
55.6% are below both.
5.6% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170123 10:44 am ET)
5.4% of stocks are in the top 10% of today’s range.
11.9% are in the top 20%.
33.4% are in the top half. 66.6% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
14.0% are in the bottom 10%.

GAIN (20170123 10:44 am ET)
31.6% of stocks are above yesterday’s close. (68.4% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.1% are up 3.5% or more. 1.5% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20170123 10:44 am ET)
2-day: >=95:2.5%…>=90:5.1%…>=80:13.6%…>=50:38.3%…<=20:25.6%…<=10:11.9%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:49.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170123 10:44 am ET)
12.9% above previous 1 highs, 30.4% below previous 1 lows
9.4% above previous 2 highs, 18.4% below previous 2 lows
6.5% above previous 3 highs, 13.6% below previous 3 lows
6.0% above previous 4 highs, 11.8% below previous 4 lows
5.4% above previous 5 highs, 11.1% below previous 5 lows
5.3% above previous 6 highs, 10.3% below previous 6 lows
4.9% above previous 7 highs, 9.4% below previous 7 lows
4.8% above previous 8 highs, 8.8% below previous 8 lows
3.9% above previous 9 highs, 8.0% below previous 9 lows
3.6% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170123 10:44 am ET)
31.6% are above or equal to 1/20 close (1 days ago), 68.4% are below.
52.3% are above or equal to 1/19 close (2 days ago), 47.8% are below.
37.9% are above or equal to 1/18 close (3 days ago), 62.1% are below.
48.5% are above or equal to 1/17 close (4 days ago), 51.5% are below.
38.8% are above or equal to 1/13 close (5 days ago), 61.3% are below.
45.3% are above or equal to 1/12 close (6 days ago), 54.8% are below.
41.9% are above or equal to 1/11 close (7 days ago), 58.1% are below.
49.9% are above or equal to 1/10 close (8 days ago), 50.1% are below.
52.6% are above or equal to 1/9 close (9 days ago), 47.4% are below.
44.0% are above or equal to 1/6 close (10 days ago), 56.0% are below.
44.8% are above or equal to 1/5 close (11 days ago), 55.3% are below.
43.6% are above or equal to 1/4 close (12 days ago), 56.4% are below.
54.4% are above or equal to 1/3 close (13 days ago), 45.6% are below.
60.8% are above or equal to 12/30 close (14 days ago), 39.3% are below.
60.0% are above or equal to 12/29 close (15 days ago), 40.0% are below.
59.4% are above or equal to 12/28 close (16 days ago), 40.6% are below.
49.4% are above or equal to 12/27 close (17 days ago), 50.6% are below.
52.0% are above or equal to 12/23 close (18 days ago), 48.0% are below.
53.4% are above or equal to 12/22 close (19 days ago), 46.6% are below.
49.3% are above or equal to 12/21 close (20 days ago), 50.8% are below.
46.1% are above or equal to 12/20 close (21 days ago), 53.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170123 10:44 am ET)
20d: 6.8% new highs, 8.3% new lows
21d: 6.6% new highs, 8.3% new lows
42d: 4.8% new highs, 3.3% new lows
63d: 3.6% new highs, 1.1% new lows
126d: 2.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170123 10:44 am ET)
2-day: 29.9% above, 70.1% below
3-day: 40.6% above, 59.4% below
4-day: 39.1% above, 60.9% below
5-day: 41.0% above, 59.0% below
8-day: 41.3% above, 58.8% below
10-day: 44.8% above, 55.3% below
20-day: 50.9% above, 49.1% below
50-day: 64.1% above, 35.9% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170123 10:44 am ET)
REAL(87): 0.49% Top=EXR CONE STAG CUBE VER ARI PSA GEO ….. BAM KRG CPT EQR RLGY SC HST CBG=Bottom (Real Estate)
META(30): 0.43% Top=TECK CDE SLW AG HL ABX SSRI TAHO ….. CMC ARNC NUE FMSA STLD SLCA X AKS=Bottom (Metals & Mining)
MATE(24): -0.01% Top=DHI PHM CAA KBH MDR LEN WY OC ….. USG MLM FLR PWR VMC EXP DAR SUM=Bottom (Materials & Construction)
CONS(47): -0.04% Top=KATE GPK MAT PKG HBI WWW NWL HAS ….. PVH GIL LULU COTY OI SKX UAA LEG=Bottom (Consumer)
COSW(74): -0.16% Top=NTES VIPS MANH MTCH PTC JD SINA MBLY ….. HPE VMW DATA CTXS CSC MDRX CERN TEAM=Bottom (Computer Software/Internet)
INSU(30): -0.37% Top=FNF ORI AGO FAF AXS XL BRO WLTW ….. CLGX ALL PRU CINF PGR MMC AIG AFL=Bottom (Insurance)
CHEM(24): -0.42% Top=HUN CE PPG SHW FMC AXTA RPM EMN ….. GRA PX IFF APD PAH OLN CC POT=Bottom (Chemicals/Fertilizers)
LEIS(34): -0.43% Top=WYNN CMG WEN DNKN YUMC LVS BLMN BYD ….. YUM MCD DRI SHAK TXRH QSR SONC GPRO=Bottom (Leisure)
FINA(87): -0.49% Top=LM LAZ ARCC NYCB PSEC FRC KKR CLNS ….. SCHW EV BK WETF AMTD SIVB CIT BOFI=Bottom (Banks/Financials)
DISV(42): -0.49% Top=CXW ALLE AL ATHN KBR YY VNTV V ….. RHI LDOS GPN URI RBA AMN WTW TAL=Bottom (Diversified Services)
ELEC(45): -0.58% Top=WAT SWKS QRVO PI NVDA GRMN CGNX LRCX ….. CY MRVL APH CREE SIMO AMBA SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(57): -0.64% Top=JCP BABA MELI HD GME KORS LOW NFLX ….. SPLS KR DKS TLRD SFM AAP PIR ORLY=Bottom (Retail & Specialty Retail)
HEAL(42): -0.69% Top=MD PKI PRXL VAR ZBH AET ALGN BCR ….. BSX XRAY ANTM UHS THC CNC CYH OPK=Bottom (Health)
MANU(33): -0.70% Top=MHK AOS TTC DE BWXT SWK AGCO AME ….. DOV DCI GE TEX MRC KMT ATI DDD=Bottom (Manufacturing)
TRAN(24): -1.08% Top=CSX CHRW FDX UPS JBHT SWFT CP GWR ….. EXPD TRN LUV JBLU DAL UAL KSU NAT=Bottom (Transportation)
COHW(33): -1.16% Top=S TMUS T HRS CTL CCI LVLT AAPL ….. SSYS HPQ CIEN WDC STX ANET FNSR QCOM=Bottom (Computer Hardware/Telecom)
ENER(87): -1.24% Top=COG SN CVI PAA VVV WMB DPM PAGP ….. NBR SPN HAL CVE PTEN DO ATW HLX=Bottom (Energy)

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 10:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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