daytrend

01/28/2016

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 10:31 am ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 981.

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

COMPARED TO YESTERDAY’S RANGE (20160128 10:31 am ET)
5.3% of stocks are above yesterday’s high.
29.6% are above yesterday’s midpoint. (70.4% are below.)
30.0% are below yesterday’s low.
64.7% are inside yesterday’s range.
34.6% of stocks with today’s high > yesterday’s high. (65.4% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20160128 10:31 am ET)
13.6% of stocks are above today’s open. (85.3% are below).
11.9% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 10:31 am ET)
0.2% of stocks are in the top 10% of today’s range.
1.7% are in the top 20%.
10.5% are in the top half. 89.5% of stocks are in the bottom half of today’s range.
77.1% are in the bottom 20%.
66.7% are in the bottom 10%.

GAIN (20160128 10:31 am ET)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
1.9% are up 4.5% or more. 4.1% are down 4.5% or more.
3.4% are up 3.5% or more. 7.1% are down 3.5% or more.
51.8% are between +1% and -1%.

RSI on DAILY (20160128 10:31 am ET)
2-day: >=95:1.3%…>=90:3.5%…>=80:13.9%…>=50:43.6%…<=20:21.1%…<=10:10.6%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:25.6%…<=20:3.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:16.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 10:31 am ET)
5.3% above previous 1 highs, 30.0% below previous 1 lows
5.1% above previous 2 highs, 21.5% below previous 2 lows
4.5% above previous 3 highs, 19.2% below previous 3 lows
3.9% above previous 4 highs, 17.9% below previous 4 lows
3.8% above previous 5 highs, 13.4% below previous 5 lows
3.8% above previous 6 highs, 7.2% below previous 6 lows
3.5% above previous 7 highs, 7.1% below previous 7 lows
3.5% above previous 8 highs, 6.8% below previous 8 lows
3.0% above previous 9 highs, 6.8% below previous 9 lows
1.7% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 10:31 am ET)
43.0% are above or equal to 1/27 close (1 days ago), 57.0% are below.
27.8% are above or equal to 1/26 close (2 days ago), 72.2% are below.
62.2% are above or equal to 1/25 close (3 days ago), 37.8% are below.
36.5% are above or equal to 1/22 close (4 days ago), 63.5% are below.
62.9% are above or equal to 1/21 close (5 days ago), 37.1% are below.
66.0% are above or equal to 1/20 close (6 days ago), 34.0% are below.
58.4% are above or equal to 1/19 close (7 days ago), 41.6% are below.
53.1% are above or equal to 1/15 close (8 days ago), 46.9% are below.
34.9% are above or equal to 1/14 close (9 days ago), 65.1% are below.
45.3% are above or equal to 1/13 close (10 days ago), 54.7% are below.
26.8% are above or equal to 1/12 close (11 days ago), 73.2% are below.
29.4% are above or equal to 1/11 close (12 days ago), 70.6% are below.
29.3% are above or equal to 1/8 close (13 days ago), 70.7% are below.
22.3% are above or equal to 1/7 close (14 days ago), 77.7% are below.
13.7% are above or equal to 1/6 close (15 days ago), 86.3% are below.
9.6% are above or equal to 1/5 close (16 days ago), 90.4% are below.
11.8% are above or equal to 1/4 close (17 days ago), 88.2% are below.
10.1% are above or equal to 12/31 close (18 days ago), 89.9% are below.
8.5% are above or equal to 12/30 close (19 days ago), 91.5% are below.
6.8% are above or equal to 12/29 close (20 days ago), 93.2% are below.
8.8% are above or equal to 12/28 close (21 days ago), 91.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 10:31 am ET)
20d: 2.2% new highs, 7.7% new lows
21d: 2.2% new highs, 7.7% new lows
42d: 1.0% new highs, 7.4% new lows
63d: 0.3% new highs, 6.2% new lows
126d: 0.1% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 10:31 am ET)
2-day: 41.7% above, 58.3% below
3-day: 31.4% above, 68.6% below
4-day: 47.1% above, 52.9% below
5-day: 43.4% above, 56.6% below
8-day: 54.8% above, 45.2% below
10-day: 51.0% above, 49.0% below
20-day: 22.7% above, 77.3% below
50-day: 11.8% above, 88.2% below
200-day: 14.4% above, 85.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 10:31 am ET)
ENER(91): 1.88% Top=MTDR CRR MPLX HES PE HP CPE NBR ….. MDU WES AR RIG RRC RES ENLK VLO=Bottom (Energy)
MATE(31): 0.33% Top=MTH FAST FLR CVA BIN DY USG KBH ….. MAS WY CLH MLM MTZ AWI OC DAR=Bottom (Materials & Construction)
REAL(99): 0.30% Top=DFT DLR HTS RLJ BXMT BAM SRC PSA ….. PCL GGP CBG RLGY ESS NRF ALLY SC=Bottom (Real Estate)
INSU(35): 0.18% Top=RDN FAF CNO CINF AWH AFSI CLGX MTG ….. AXS WLTW AON AJG PRU LNC MBI PGR=Bottom (Insurance)
FINA(112): 0.03% Top=BOKF CFR BOFI TCBI PB BXS HBHC ZION ….. BX ECPG LPLA EWBC OMF DFS SEIC AMP=Bottom (Banks/Financials)
CONS(64): -0.07% Top=UA BMS COLM COH SCS VFC TUP COTY ….. NWL SEE ICON BERY WRK OI BC HAR=Bottom (Consumer)
ELEC(51): -0.31% Top=CRUS MLNX CAVM SCTY LRCX INVN SWKS AMBA ….. CSIQ QRVO NVDA BRKR WAT TER MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.48% Top=WLK MEOH ALB EMN CE POL VAL APD ….. DOW ASH POT CF MOS PAH AXLL HUN=Bottom (Chemicals/Fertilizers)
MANU(51): -0.52% Top=MRC BGG ITW PH CAT BWXT GGG EMR ….. SNA ROK ZBRA SEDG DDD IEX TEX SWK=Bottom (Manufacturing)
LEIS(39): -0.72% Top=DNKN CAKE LVS CMG DRI BYD SBUX YUM ….. WYN HLT MAR BWLD DRII QUNR CCL RCL=Bottom (Leisure)
RETA(72): -1.12% Top=AMZN RH ORLY BID BLDR PLCE BURL FRAN ….. LAD ABG ASNA SIG KMX PAG AN EBAY=Bottom (Retail & Specialty Retail)
COHW(43): -1.14% Top=EFII CCI WDC BCE VRSN SYNA NTAP EGHT ….. ANET STX CIEN PANW SMCI ARRS QCOM JNPR=Bottom (Computer Hardware/Telecom)
DISV(56): -1.43% Top=XRS VNTV RRD MYGN JEC CATM WEX ACM ….. R WOOF SCOR LDOS CAR WTW ADS URI=Bottom (Diversified Services)
COSW(99): -1.53% Top=FB CTXS GOOG CHKP DOX IHS LNKD GDDY ….. FEYE WDAY VIPS CSOD TEAM SPLK NOW NTCT=Bottom (Computer Software/Internet)
META(16): -1.60% Top=SLCA CCJ STLD SCCO FNV CMC AEM NEM ….. AA GG NUE CNX SLW RGLD ABX X=Bottom (Metals & Mining)
TRAN(35): -1.66% Top=TK KSU CP CNI CSX UNP NAT CHRW ….. DAL HA SWFT AAL JBLU SAVE KNX KEX=Bottom (Transportation)
HEAL(59): -2.47% Top=HTWR HCA AMSG XRAY KANG OPK MOH ADPT ….. TMO CPHD PKI NVRO CNC PODD HOLX ABT=Bottom (Health)

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 10:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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