daytrend

01/27/2016

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 1:09 pm ET
by daytrend on 20160127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 985.

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

COMPARED TO YESTERDAY’S RANGE (20160127 1:09 pm ET)
39.0% of stocks are above yesterday’s high.
76.2% are above yesterday’s midpoint. (23.8% are below.)
7.6% are below yesterday’s low.
53.4% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND (20160127 1:09 pm ET)
64.9% of stocks are above today’s open. (34.1% are below).
54.1% of stocks are above today’s open and yesterday’s close.
31.5% are below both.
5.3% of stocks opened above yesterday’s high.
18.7% of stocks opened above yesterday’s close. (77.8% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160127 1:09 pm ET)
8.2% of stocks are in the top 10% of today’s range.
27.3% are in the top 20%.
70.2% are in the top half. 29.8% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160127 1:09 pm ET)
57.8% of stocks are above yesterday’s close. (42.2% are below.)
3.4% are up 4.5% or more. 1.8% are down 4.5% or more.
6.4% are up 3.5% or more. 4.0% are down 3.5% or more.
48.4% are between +1% and -1%.

RSI on DAILY (20160127 1:09 pm ET)
2-day: >=95:4.3%…>=90:10.2%…>=80:29.2%…>=50:73.7%…<=20:5.5%…<=10:2.2%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:35.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:22.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160127 1:09 pm ET)
39.0% above previous 1 highs, 7.6% below previous 1 lows
29.3% above previous 2 highs, 5.7% below previous 2 lows
20.2% above previous 3 highs, 5.0% below previous 3 lows
18.8% above previous 4 highs, 2.8% below previous 4 lows
18.6% above previous 5 highs, 1.1% below previous 5 lows
14.8% above previous 6 highs, 1.1% below previous 6 lows
14.2% above previous 7 highs, 1.1% below previous 7 lows
11.3% above previous 8 highs, 1.1% below previous 8 lows
8.0% above previous 9 highs, 1.1% below previous 9 lows
7.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160127 1:09 pm ET)
57.8% are above or equal to 1/26 close (1 days ago), 42.2% are below.
84.8% are above or equal to 1/25 close (2 days ago), 15.2% are below.
57.8% are above or equal to 1/22 close (3 days ago), 42.2% are below.
80.8% are above or equal to 1/21 close (4 days ago), 19.2% are below.
82.5% are above or equal to 1/20 close (5 days ago), 17.5% are below.
75.1% are above or equal to 1/19 close (6 days ago), 24.9% are below.
66.6% are above or equal to 1/15 close (7 days ago), 33.4% are below.
45.3% are above or equal to 1/14 close (8 days ago), 54.7% are below.
57.5% are above or equal to 1/13 close (9 days ago), 42.5% are below.
34.6% are above or equal to 1/12 close (10 days ago), 65.4% are below.
38.9% are above or equal to 1/11 close (11 days ago), 61.1% are below.
35.8% are above or equal to 1/8 close (12 days ago), 64.2% are below.
27.8% are above or equal to 1/7 close (13 days ago), 72.2% are below.
18.2% are above or equal to 1/6 close (14 days ago), 81.8% are below.
11.6% are above or equal to 1/5 close (15 days ago), 88.4% are below.
14.4% are above or equal to 1/4 close (16 days ago), 85.6% are below.
11.1% are above or equal to 12/31 close (17 days ago), 88.9% are below.
9.3% are above or equal to 12/30 close (18 days ago), 90.7% are below.
7.8% are above or equal to 12/29 close (19 days ago), 92.2% are below.
10.1% are above or equal to 12/28 close (20 days ago), 89.9% are below.
10.1% are above or equal to 12/24 close (21 days ago), 89.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160127 1:09 pm ET)
20d: 3.1% new highs, 2.3% new lows
21d: 3.1% new highs, 2.3% new lows
42d: 2.0% new highs, 2.0% new lows
63d: 1.3% new highs, 1.7% new lows
126d: 1.0% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160127 1:09 pm ET)
2-day: 56.9% above, 43.1% below
3-day: 78.5% above, 21.5% below
4-day: 70.8% above, 29.2% below
5-day: 75.9% above, 24.1% below
8-day: 78.2% above, 21.8% below
10-day: 69.9% above, 30.1% below
20-day: 28.3% above, 71.7% below
50-day: 15.0% above, 85.0% below
200-day: 16.6% above, 83.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160127 1:09 pm ET)
FINA(111): 1.86% Top=TCBI CFR PB CFG ZION COF OZRK HBAN ….. APO PSEC OAK JNS HAWK KKR STT OMF=Bottom (Banks/Financials)
INSU(35): 1.30% Top=MTG RDN MBI PGR L LNC ALL VR ….. AWH AJG CLGX AIG ORI FNF FAF BRO=Bottom (Insurance)
CHEM(28): 1.24% Top=HUN PAH AXLL CF POT OLN FMC SHW ….. RPM EMN ASH IFF VAL ALB AXTA GRA=Bottom (Chemicals/Fertilizers)
ENER(92): 1.12% Top=HES UNT RES NBR MRO PTEN LPI CLR ….. ENLK WES WPZ GEL WMB PAA ETE PAGP=Bottom (Energy)
MANU(51): 0.92% Top=TEX ATI DDD KMT MIDD ITW JKS ATU ….. CR RS MRC WWD DCI CRS AOS JOY=Bottom (Manufacturing)
META(16): 0.67% Top=CNX RGLD NEM SLCA GG STLD SCCO CCJ ….. AA FNV ABX NUE AEM SLW CMC X=Bottom (Metals & Mining)
HEAL(60): 0.56% Top=CYH THC BKD SYK ZLTQ KND CNC VAR ….. PRXL CPHD AET KANG INCR NVRO ANTM ADPT=Bottom (Health)
MATE(31): 0.34% Top=MTZ EXP KBH AWI FAST MLM MAS CVA ….. MDC CLH FLR PHM DHI TOL USG DAR=Bottom (Materials & Construction)
TRAN(35): 0.33% Top=HA FDX UAL VA NSC CNI KEX AAL ….. SAVE LUV XPO GWR NAT KNX WERN HTLD=Bottom (Transportation)
COHW(42): 0.28% Top=MSI SMCI UBNT SSYS ANET HPQ CRAY VZ ….. OLED NTAP EGHT SYNA KN BRCD ARRS AAPL=Bottom (Computer Hardware/Telecom)
RETA(72): 0.24% Top=JCP W KORS SPLS KR GME SFM DLTR ….. KAR LAD PAG CPRT ABG NFLX BLDR SAH=Bottom (Retail & Specialty Retail)
CONS(67): 0.22% Top=COH WRK UA GT PKG BERY COTY UFS ….. NKE WWW SCS BLL PAY ICON DECK TUP=Bottom (Consumer)
ELEC(51): 0.06% Top=TER CRUS GLW MLNX HIMX FIT SPWR TXN ….. CREE TSL JBL MTSI SWKS IPHI INVN QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(41): -0.49% Top=BYD MGM SIX QUNR LVS PNRA CMG MCD ….. DNKN TVPT CAKE LQ DRII EXPE QSR SHAK=Bottom (Leisure)
COSW(99): -0.59% Top=CVLT SSNC CA TWTR MSCI WUBA CSC NTES ….. DATA QLIK JD PFPT PAYC LC VMW TSS=Bottom (Computer Software/Internet)
DISV(56): -0.70% Top=EEFT XRS GMT JEC RCII WOOF VRSK RBA ….. CATM AL SCOR LDOS APOL PCLN BAH DV=Bottom (Diversified Services)
REAL(98): -1.03% Top=NRF NRZ ALLY STOR BAM TREE SRC ARR ….. WPG CBL EDR SNH OHI HCP HCN SC=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 1:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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