daytrend

01/23/2017

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 11:56 am ET
by daytrend on 20170123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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

COMPARED TO YESTERDAY’S RANGE (20170123 11:56 am ET)
11.1% of stocks are above yesterday’s high.
29.5% are above yesterday’s midpoint. (70.5% are below.)
40.9% are below yesterday’s low.
47.9% are inside yesterday’s range.
33.2% of stocks with today’s high > yesterday’s high. (66.8% less than).
57.2% of stocks with today’s low < yesterday’s low. (42.8% greater than).

EVIDENCE OF INTRADAY TREND (20170123 11:56 am ET)
30.7% of stocks are above today’s open. (68.0% are below).
20.6% of stocks are above today’s open and yesterday’s close.
64.5% are below both.
5.6% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (66.2% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170123 11:56 am ET)
2.2% of stocks are in the top 10% of today’s range.
6.4% 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.
46.7% are in the bottom 20%.
27.6% are in the bottom 10%.

GAIN (20170123 11:56 am ET)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 1.9% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY (20170123 11:56 am ET)
2-day: >=95:1.9%…>=90:4.0%…>=80:12.1%…>=50:31.1%…<=20:31.5%…<=10:14.6%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:44.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170123 11:56 am ET)
11.1% above previous 1 highs, 40.9% below previous 1 lows
7.7% above previous 2 highs, 27.0% below previous 2 lows
5.6% above previous 3 highs, 21.1% below previous 3 lows
5.1% above previous 4 highs, 18.4% below previous 4 lows
4.4% above previous 5 highs, 16.7% below previous 5 lows
4.0% above previous 6 highs, 14.2% below previous 6 lows
3.7% above previous 7 highs, 12.7% below previous 7 lows
3.7% above previous 8 highs, 11.9% below previous 8 lows
3.0% above previous 9 highs, 10.9% below previous 9 lows
2.9% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170123 11:56 am ET)
25.0% are above or equal to 1/20 close (1 days ago), 75.0% are below.
46.1% are above or equal to 1/19 close (2 days ago), 53.9% are below.
33.3% are above or equal to 1/18 close (3 days ago), 66.7% are below.
42.6% are above or equal to 1/17 close (4 days ago), 57.4% are below.
35.2% are above or equal to 1/13 close (5 days ago), 64.8% are below.
40.9% are above or equal to 1/12 close (6 days ago), 59.1% are below.
37.8% are above or equal to 1/11 close (7 days ago), 62.2% are below.
45.4% are above or equal to 1/10 close (8 days ago), 54.6% are below.
48.3% are above or equal to 1/9 close (9 days ago), 51.7% are below.
41.2% are above or equal to 1/6 close (10 days ago), 58.8% are below.
42.2% are above or equal to 1/5 close (11 days ago), 57.8% are below.
40.9% are above or equal to 1/4 close (12 days ago), 59.1% are below.
52.6% are above or equal to 1/3 close (13 days ago), 47.4% are below.
58.7% are above or equal to 12/30 close (14 days ago), 41.3% are below.
57.4% are above or equal to 12/29 close (15 days ago), 42.6% are below.
56.6% are above or equal to 12/28 close (16 days ago), 43.4% are below.
47.9% are above or equal to 12/27 close (17 days ago), 52.1% are below.
50.6% are above or equal to 12/23 close (18 days ago), 49.4% are below.
51.4% are above or equal to 12/22 close (19 days ago), 48.6% are below.
47.4% are above or equal to 12/21 close (20 days ago), 52.6% are below.
44.2% are above or equal to 12/20 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170123 11:56 am ET)
20d: 7.7% new highs, 10.7% new lows
21d: 7.6% new highs, 10.7% new lows
42d: 5.1% new highs, 4.1% new lows
63d: 4.0% new highs, 1.4% new lows
126d: 2.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170123 11:56 am ET)
2-day: 23.7% above, 76.3% below
3-day: 33.6% above, 66.4% below
4-day: 32.7% above, 67.3% below
5-day: 33.7% above, 66.3% below
8-day: 35.5% above, 64.5% below
10-day: 39.1% above, 60.9% below
20-day: 46.2% above, 53.8% below
50-day: 61.4% above, 38.6% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170123 11:56 am ET)
META(30): 0.79% Top=CDE AG HL TECK ABX AEM TAHO SLW ….. CMC ARNC STLD NUE SLCA X FMSA AKS=Bottom (Metals & Mining)
REAL(87): 0.25% Top=EXR ARI NLY CONE VER O GGP NNN ….. AMH KRG EQR SC CPT HST RLGY CBG=Bottom (Real Estate)
CONS(47): -0.18% Top=KATE MAT PKG GPK HBI COH NWL BMS ….. PBI FOSL PVH LEG COTY SKX UAA OI=Bottom (Consumer)
CHEM(24): -0.37% Top=HUN CE PPG SHW AXTA FMC ALB MOS ….. DD GRA PAH APD IFF OLN POT CC=Bottom (Chemicals/Fertilizers)
COSW(74): -0.46% Top=NTNX VIPS NTES MANH MBLY JD PTC EQIX ….. PFPT SQ VEEV AKAM TEAM CERN MDRX CSC=Bottom (Computer Software/Internet)
MATE(24): -0.49% Top=DHI PHM WY WCN OC CAA KBH TPH ….. DAR VMC SRCL FLR PWR USG EXP SUM=Bottom (Materials & Construction)
LEIS(34): -0.66% Top=WYNN DNKN YUMC CMG WYN MTN CCL SBUX ….. DPZ DRI SEAS BYD QSR MCD SONC GPRO=Bottom (Leisure)
INSU(30): -0.67% Top=FNF ORI XL AXS AJG AGO WLTW TRV ….. LNC AFL HIG PRU AIG MTG CLGX RDN=Bottom (Insurance)
ELEC(45): -0.68% Top=WAT SWKS PI QRVO OCLR AMD NVDA LRCX ….. APH MRVL CREE CY SIMO SPWR AMBA FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(57): -0.68% Top=MELI BABA HD GME LOW SHLD JCP BBY ….. TLRD FINL ANF DKS PIR AAP ORLY SFM=Bottom (Retail & Specialty Retail)
DISV(42): -0.78% Top=CXW ATHN MYGN ALLE VNTV MCO KBR AL ….. MAN JEC GPN RHI ACM AMN WTW TAL=Bottom (Diversified Services)
FINA(87): -0.81% Top=LM LAZ KKR NYCB ARCC CLNS FRC STI ….. WDR FNB UMPQ SBNY CIT SIVB BOFI WETF=Bottom (Banks/Financials)
HEAL(43): -0.99% Top=ZBH BCR ALGN DVA PKI VAR HRC DXCM ….. HLS ESRX CNC BKD UHS MOH OPK CYH=Bottom (Health)
COHW(33): -1.03% Top=S TMUS T CCI HRS CSCO AAPL JNPR ….. NTAP WDC HPQ CDW STX SSYS FNSR QCOM=Bottom (Computer Hardware/Telecom)
MANU(33): -1.05% Top=MHK AOS DE BWXT TTC AGCO ITW SWK ….. ITT XYL ATI TEX KMT MRC GE DDD=Bottom (Manufacturing)
ENER(87): -1.44% Top=SN COG PAA DK CXO WMB PDCE DPM ….. CVE RIG HAL HLX PTEN DO ATW SPN=Bottom (Energy)
TRAN(24): -1.66% Top=CSX CHRW CNI CP UPS FDX JBHT SWFT ….. TRN AAL LUV KSU DAL JBLU UAL NAT=Bottom (Transportation)

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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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