daytrend

01/28/2016

Filed under: Market Stats — daytrend @ 12:36 pm

Market Stats at 12:36 pm ET
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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

COMPARED TO YESTERDAY’S RANGE (20160128 12:36 pm ET)
18.2% of stocks are above yesterday’s high.
50.4% are above yesterday’s midpoint. (49.6% are below.)
19.2% are below yesterday’s low.
62.5% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
42.9% of stocks with today’s low < yesterday’s low. (57.1% greater than).

EVIDENCE OF INTRADAY TREND (20160128 12:36 pm ET)
37.3% of stocks are above today’s open. (61.9% are below).
35.6% of stocks are above today’s open and yesterday’s close.
34.2% 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 12:36 pm ET)
15.8% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
50.2% are in the top half. 49.8% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160128 12:36 pm ET)
64.0% of stocks are above yesterday’s close. (36.0% are below.)
6.7% are up 4.5% or more. 2.4% are down 4.5% or more.
9.4% are up 3.5% or more. 4.4% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20160128 12:36 pm ET)
2-day: >=95:2.5%…>=90:10.0%…>=80:27.4%…>=50:59.1%…<=20:16.0%…<=10:7.4%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:33.3%…<=20:2.3%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 12:36 pm ET)
18.2% above previous 1 highs, 19.2% below previous 1 lows
15.6% above previous 2 highs, 14.0% below previous 2 lows
14.5% above previous 3 highs, 13.3% below previous 3 lows
12.3% above previous 4 highs, 12.7% below previous 4 lows
11.9% above previous 5 highs, 9.6% below previous 5 lows
11.8% above previous 6 highs, 5.0% below previous 6 lows
10.3% above previous 7 highs, 5.0% below previous 7 lows
10.2% above previous 8 highs, 4.8% below previous 8 lows
8.9% above previous 9 highs, 4.8% below previous 9 lows
7.2% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 12:36 pm ET)
64.0% are above or equal to 1/27 close (1 days ago), 36.0% are below.
45.5% are above or equal to 1/26 close (2 days ago), 54.5% are below.
70.1% are above or equal to 1/25 close (3 days ago), 29.9% are below.
48.5% are above or equal to 1/22 close (4 days ago), 51.5% are below.
69.2% are above or equal to 1/21 close (5 days ago), 30.8% are below.
70.9% are above or equal to 1/20 close (6 days ago), 29.1% are below.
65.8% are above or equal to 1/19 close (7 days ago), 34.2% are below.
58.9% are above or equal to 1/15 close (8 days ago), 41.1% are below.
41.2% are above or equal to 1/14 close (9 days ago), 58.8% are below.
51.9% are above or equal to 1/13 close (10 days ago), 48.1% are below.
33.3% are above or equal to 1/12 close (11 days ago), 66.7% are below.
35.3% are above or equal to 1/11 close (12 days ago), 64.7% are below.
33.2% are above or equal to 1/8 close (13 days ago), 66.8% are below.
26.7% are above or equal to 1/7 close (14 days ago), 73.3% are below.
17.0% are above or equal to 1/6 close (15 days ago), 83.0% are below.
11.8% are above or equal to 1/5 close (16 days ago), 88.2% are below.
14.4% are above or equal to 1/4 close (17 days ago), 85.6% are below.
11.7% are above or equal to 12/31 close (18 days ago), 88.3% are below.
10.4% are above or equal to 12/30 close (19 days ago), 89.6% are below.
8.6% are above or equal to 12/29 close (20 days ago), 91.4% are below.
11.2% are above or equal to 12/28 close (21 days ago), 88.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 12:36 pm ET)
20d: 3.2% new highs, 9.2% new lows
21d: 3.2% new highs, 9.2% new lows
42d: 1.6% new highs, 8.9% new lows
63d: 0.9% new highs, 7.3% new lows
126d: 0.7% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 12:36 pm ET)
2-day: 63.3% above, 36.7% below
3-day: 52.6% above, 47.4% below
4-day: 60.6% above, 39.4% below
5-day: 56.9% above, 43.1% below
8-day: 64.7% above, 35.3% below
10-day: 60.9% above, 39.1% below
20-day: 30.4% above, 69.6% below
50-day: 14.0% above, 86.0% below
200-day: 16.6% above, 83.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 12:36 pm ET)
ENER(91): 4.29% Top=CPE CRZO MTDR PTEN EGN DVN UNT HES ….. NOV WNR MPC INT OII ENLK MDU VLO=Bottom (Energy)
MATE(31): 1.06% Top=MTH FLR FAST DY PHM CVA MTZ PWR ….. WY SRCL CLH DHI MAS MLM AWI DAR=Bottom (Materials & Construction)
INSU(35): 0.99% Top=RDN CNO UNM FAF ALL CINF WLTW XL ….. MMC AFSI PGR AON FNF AIG LNC AJG=Bottom (Insurance)
FINA(112): 0.96% Top=PB CFR BOFI BXS BOKF HBHC OZRK TCBI ….. LPLA AMP OMF AXP EWBC BX DFS SEIC=Bottom (Banks/Financials)
CONS(64): 0.87% Top=UA BMS COH COLM DECK WWW TUP GIII ….. HBI PKG ENR CCK SEE OI BC HAR=Bottom (Consumer)
REAL(99): 0.78% Top=DLR DFT BAM EPR SRC ARR DRH OFC ….. PEI OHI WPG ESS CBL SC NRF ALLY=Bottom (Real Estate)
LEIS(39): 0.71% Top=DNKN WEN LVS WYNN CAKE CMG BYD SBUX ….. H BWLD WYN DRII HLT MAR CCL RCL=Bottom (Leisure)
MANU(51): 0.61% Top=CAT JOY MRC ITW BGG LECO DOV CMI ….. ROK SEDG ATI JKS ZBRA IEX TEX SWK=Bottom (Manufacturing)
CHEM(28): 0.41% Top=WLK ALB VAL EMN OLN POL CE AXLL ….. FMC POT AXTA CF PAH GRA ASH HUN=Bottom (Chemicals/Fertilizers)
META(16): 0.31% Top=SLCA STLD CCJ NEM NUE SCCO GG CNX ….. AEM AA CMC ABX FNV SLW RGLD X=Bottom (Metals & Mining)
ELEC(51): 0.30% Top=CRUS MLNX SCTY CAVM SWKS AMBA LRCX HIMX ….. AYI TSL BRKR WAT INVN TER MU CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(99): -0.05% Top=FB DATA CTXS GOOG IHS DOX CHKP SSNC ….. LC GRUB VIPS CYBR SPLK TEAM NOW NTCT=Bottom (Computer Software/Internet)
RETA(72): -0.21% Top=AMZN NFLX W ORLY BURL BID CHS GPS ….. SAH SIG KMX ABG LAD PAG AN EBAY=Bottom (Retail & Specialty Retail)
COHW(43): -0.26% Top=EFII WDC VRSN CCI SYNA BBRY TDC BCE ….. KN RCI ADTN ANET ARRS PANW QCOM JNPR=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.43% Top=TK KSU CNI CP STNG TRN GBX CSX ….. AAL LUV SAVE DAL SWFT KNX KEX JBLU=Bottom (Transportation)
DISV(56): -0.54% Top=XRS KBR SERV AHS SCOR APOL VNTV MMS ….. TMH AAN WOOF ATHN CAR WTW ADS URI=Bottom (Diversified Services)
HEAL(59): -1.73% Top=HTWR HCA INCR AMSG XRAY DGX MOH HYH ….. VAR CYH KND TMO CNC ADPT 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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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