daytrend

01/31/2017

Filed under: Market Stats — daytrend @ 4:03 pm

Closing Stats
by daytrend on 20170131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 814.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170131 Closing)
29.7% of stocks are above yesterday’s high.
59.1% are above yesterday’s midpoint. (40.9% are below.)
11.4% are below yesterday’s low.
58.8% are inside yesterday’s range.
48.4% of stocks with today’s high > yesterday’s high. (51.6% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND (20170131 Closing)
59.7% of stocks are above today’s open. (39.6% are below).
50.4% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
8.1% of stocks opened above yesterday’s high.
36.1% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 Closing)
23.2% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20170131 Closing)
55.9% of stocks are above yesterday’s close. (44.1% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
3.3% are up 3.5% or more. 1.1% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20170131 Closing)
2-day: >=95:2.3%…>=90:4.9%…>=80:14.1%…>=50:38.6%…<=20:31.6%…<=10:15.1%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:51.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 Closing)
29.7% above previous 1 highs, 11.4% below previous 1 lows
13.8% above previous 2 highs, 10.6% below previous 2 lows
9.5% above previous 3 highs, 9.7% below previous 3 lows
8.1% above previous 4 highs, 8.7% below previous 4 lows
7.0% above previous 5 highs, 5.9% below previous 5 lows
6.9% above previous 6 highs, 4.5% below previous 6 lows
6.5% above previous 7 highs, 4.5% below previous 7 lows
5.9% above previous 8 highs, 4.2% below previous 8 lows
5.8% above previous 9 highs, 3.8% below previous 9 lows
5.3% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 Closing)
55.9% are above or equal to 1/30 close (1 days ago), 44.1% are below.
34.8% are above or equal to 1/27 close (2 days ago), 65.2% are below.
28.4% are above or equal to 1/26 close (3 days ago), 71.6% are below.
27.4% are above or equal to 1/25 close (4 days ago), 72.6% are below.
40.0% are above or equal to 1/24 close (5 days ago), 60.0% are below.
59.0% are above or equal to 1/23 close (6 days ago), 41.0% are below.
58.0% are above or equal to 1/20 close (7 days ago), 42.0% are below.
62.2% are above or equal to 1/19 close (8 days ago), 37.8% are below.
53.9% are above or equal to 1/18 close (9 days ago), 46.1% are below.
56.0% are above or equal to 1/17 close (10 days ago), 44.0% are below.
52.1% are above or equal to 1/13 close (11 days ago), 47.9% are below.
54.4% are above or equal to 1/12 close (12 days ago), 45.6% are below.
52.2% are above or equal to 1/11 close (13 days ago), 47.8% are below.
57.2% are above or equal to 1/10 close (14 days ago), 42.8% are below.
58.1% are above or equal to 1/9 close (15 days ago), 41.9% are below.
53.3% are above or equal to 1/6 close (16 days ago), 46.7% are below.
53.2% are above or equal to 1/5 close (17 days ago), 46.8% are below.
50.2% are above or equal to 1/4 close (18 days ago), 49.8% are below.
60.6% are above or equal to 1/3 close (19 days ago), 39.4% are below.
64.1% are above or equal to 12/30 close (20 days ago), 35.9% are below.
63.1% are above or equal to 12/29 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 Closing)
20d: 7.4% new highs, 11.4% new lows
21d: 7.2% new highs, 11.3% new lows
42d: 5.9% new highs, 6.9% new lows
63d: 3.9% new highs, 2.0% new lows
126d: 2.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 Closing)
2-day: 55.2% above, 44.8% below
3-day: 40.7% above, 59.3% below
4-day: 34.2% above, 65.8% below
5-day: 30.0% above, 70.0% below
8-day: 41.5% above, 58.5% below
10-day: 46.9% above, 53.1% below
20-day: 52.6% above, 47.4% below
50-day: 60.7% above, 39.3% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 Closing)
HEAL(45): 1.47% Top=TMO ELGX PRAH CYH VWR IRWD A PKI ….. BCR ABMD UNH VAR ANTM UHS RMD EW=Bottom (Health)
META(30): 1.43% Top=AG PAAS SLW FNV NEM SSRI RGLD SLCA ….. SCCO AKS AA X CMC NUE STLD CNX=Bottom (Metals & Mining)
RETA(58): 0.87% Top=TLRD CHS GES DSW ANF BIG DLTR LB ….. LOW AMZN EBAY TSCO DKS ETSY SIG SBH=Bottom (Retail & Specialty Retail)
REAL(90): 0.66% Top=ALLY CBL GGP WPG SPG SKT NNN SC ….. BDN RLJ LHO OFC FCH AGNC PEB NRZ=Bottom (Real Estate)
COSW(77): 0.54% Top=FEYE TWTR PFPT NTNX WUBA VIPS HPE LC ….. ACN GOOG IBM MSFT ADP MSCI TSS MBLY=Bottom (Computer Software/Internet)
COHW(33): 0.50% Top=COMM TMUS PANW HPQ S JNPR VIAV CCI ….. ACIA AAPL QCOM CSCO ARRS VZ VRSN MSI=Bottom (Computer Hardware/Telecom)
ENER(88): 0.23% Top=NBR HLX SPN COP FANG WMB PTEN BHI ….. CVI VVV DK RRC TSO VLO RICE SM=Bottom (Energy)
CONS(50): 0.03% Top=COH KATE GT FOSL NWL TUP COTY WWW ….. IP OI WRK FBHS HAS ECL TPX UAA=Bottom (Consumer)
DISV(43): -0.05% Top=MYGN RHI RRD TAL ATHN WTW YY ZTO ….. VNTV V TRU JEC URI HRB MA CAR=Bottom (Diversified Services)
INSU(28): -0.12% Top=MTG FNF RDN ORI CINF AON FAF XL ….. ALL BRO MET AIG AGO LNC MBI CNO=Bottom (Insurance)
CHEM(25): -0.14% Top=CC MOS PAH ASH POT CE OLN AGU ….. DD PX DOW APD HUN IFF PPG ALB=Bottom (Chemicals/Fertilizers)
FINA(87): -0.27% Top=BOFI NDAQ LAZ CBOE SLM UMPQ APO FNB ….. MS CIT COF WAL JPM SYF PSEC GS=Bottom (Banks/Financials)
LEIS(32): -0.34% Top=ARMK CMG SHAK TXRH H BLMN STAY DPZ ….. YUMC EAT MGM WYNN SONC SBUX WEN SEAS=Bottom (Leisure)
MANU(33): -0.36% Top=DHR ATI ROP AOS ETN DDD TTC MHK ….. GE ROK CFX CAT ITW MRC FLS PNR=Bottom (Manufacturing)
MATE(24): -0.48% Top=DAR USG SRCL MDR PHM WY WCN KBH ….. FLR CAA SUM LEN VMC PWR MLM DHI=Bottom (Materials & Construction)
ELEC(46): -0.54% Top=SPWR GRMN OCLR MXL AYI TRMB JBL APH ….. AVGO FLEX AMD MSCC MCHP TXN ON IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.99% Top=JBLU SAVE TK JBHT LUV WAB CNI ALK ….. XPO AAL EXPD UAL NSC FDX CSX UPS=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 1:55 pm ET
by daytrend on 20170131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170131 1:55 pm ET)
17.2% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
20.0% are below yesterday’s low.
62.7% are inside yesterday’s range.
40.1% of stocks with today’s high > yesterday’s high. (59.9% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20170131 1:55 pm ET)
42.1% of stocks are above today’s open. (57.4% are below).
30.4% of stocks are above today’s open and yesterday’s close.
53.9% are below both.
8.1% of stocks opened above yesterday’s high.
36.2% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 1:55 pm ET)
7.4% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
26.2% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20170131 1:55 pm ET)
34.8% of stocks are above yesterday’s close. (65.2% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.4% are up 3.5% or more. 1.7% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20170131 1:55 pm ET)
2-day: >=95:1.6%…>=90:3.2%…>=80:8.0%…>=50:24.5%…<=20:47.0%…<=10:25.0%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:44.0%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 1:55 pm ET)
17.2% above previous 1 highs, 20.0% below previous 1 lows
8.1% above previous 2 highs, 18.3% below previous 2 lows
6.4% above previous 3 highs, 17.2% below previous 3 lows
5.3% above previous 4 highs, 15.5% below previous 4 lows
4.4% above previous 5 highs, 10.9% below previous 5 lows
4.4% above previous 6 highs, 8.6% below previous 6 lows
4.2% above previous 7 highs, 8.2% below previous 7 lows
3.9% above previous 8 highs, 7.5% below previous 8 lows
3.6% above previous 9 highs, 7.4% below previous 9 lows
3.6% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 1:55 pm ET)
34.8% are above or equal to 1/30 close (1 days ago), 65.2% are below.
24.5% are above or equal to 1/27 close (2 days ago), 75.5% are below.
20.4% are above or equal to 1/26 close (3 days ago), 79.6% are below.
20.4% are above or equal to 1/25 close (4 days ago), 79.6% are below.
32.0% are above or equal to 1/24 close (5 days ago), 68.0% are below.
52.9% are above or equal to 1/23 close (6 days ago), 47.1% are below.
50.1% are above or equal to 1/20 close (7 days ago), 49.9% are below.
56.9% are above or equal to 1/19 close (8 days ago), 43.1% are below.
48.6% are above or equal to 1/18 close (9 days ago), 51.4% are below.
51.5% are above or equal to 1/17 close (10 days ago), 48.5% are below.
47.7% are above or equal to 1/13 close (11 days ago), 52.3% are below.
50.7% are above or equal to 1/12 close (12 days ago), 49.3% are below.
48.2% are above or equal to 1/11 close (13 days ago), 51.8% are below.
52.2% are above or equal to 1/10 close (14 days ago), 47.8% are below.
54.2% are above or equal to 1/9 close (15 days ago), 45.8% are below.
49.0% are above or equal to 1/6 close (16 days ago), 51.0% are below.
49.0% are above or equal to 1/5 close (17 days ago), 51.0% are below.
46.9% are above or equal to 1/4 close (18 days ago), 53.1% are below.
57.6% are above or equal to 1/3 close (19 days ago), 42.4% are below.
61.9% are above or equal to 12/30 close (20 days ago), 38.1% are below.
61.3% are above or equal to 12/29 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 1:55 pm ET)
20d: 5.7% new highs, 10.8% new lows
21d: 5.5% new highs, 10.7% new lows
42d: 4.6% new highs, 6.6% new lows
63d: 2.8% new highs, 2.0% new lows
126d: 1.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 1:55 pm ET)
2-day: 33.8% above, 66.2% below
3-day: 26.7% above, 73.3% below
4-day: 22.5% above, 77.5% below
5-day: 21.4% above, 78.6% below
8-day: 30.4% above, 69.6% below
10-day: 36.2% above, 63.8% below
20-day: 47.0% above, 53.0% below
50-day: 57.4% above, 42.6% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 1:55 pm ET)
REAL(90): 0.96% Top=ALLY CBL GGP SPG NNN WPG LPT DDR ….. NLY CIM PEB RLGY LHO FCH AGNC NRZ=Bottom (Real Estate)
HEAL(45): 0.73% Top=TMO ELGX PRAH ZBH A CYH IRWD VWR ….. VAR RMD ABMD ESRX ACHC THC ANTM UHS=Bottom (Health)
META(30): 0.65% Top=AG PAAS SLW FNV NEM SSRI AEM RGLD ….. SCCO AA AKS X CMC NUE STLD CNX=Bottom (Metals & Mining)
COSW(77): -0.10% Top=TWTR NTNX FEYE ATHM MDRX VIPS PFPT LC ….. CTXS JD IBM MSFT MSCI CDNS TWLO MBLY=Bottom (Computer Software/Internet)
COHW(33): -0.27% Top=S PANW TMUS CCI T COMM CDW BCE ….. ACIA BBRY PSTG CIEN HRS VRSN MSI ARRS=Bottom (Computer Hardware/Telecom)
RETA(58): -0.43% Top=TLRD CHS BIG DSW GES KORS LB ANF ….. KMX TSCO W SIG SBH GNC DKS ETSY=Bottom (Retail & Specialty Retail)
ENER(88): -0.54% Top=HLX SPN FANG WMB COP NBR PTEN KOS ….. HFC PBF DK RRC TSO RICE VLO SM=Bottom (Energy)
DISV(43): -0.63% Top=MYGN SBAC ATHN TAL WTW RHI AMN RRD ….. TRU V VNTV CAR JEC HRB MA URI=Bottom (Diversified Services)
FINA(87): -0.69% Top=BOFI NDAQ CBOE APO LAZ PBCT UMPQ CME ….. JPM SIVB ETFC COF NAVI SYF GS CIT=Bottom (Banks/Financials)
CHEM(25): -0.71% Top=CC CE MOS ASH CF PAH MON OLN ….. APD WLK RPM GRA IFF ALB PPG HUN=Bottom (Chemicals/Fertilizers)
INSU(28): -0.71% Top=FNF CINF ORI RDN FAF MTG CLGX TRV ….. AIG PRU AGO UNM MET LNC CNO MBI=Bottom (Insurance)
CONS(50): -0.75% Top=COH TUP SPB KATE COTY NWL GT GIL ….. ECL SEE HAS WRK FBHS OI TPX UAA=Bottom (Consumer)
LEIS(32): -0.88% Top=CMG H DPZ ARMK STAY SIX SHAK BLMN ….. SEAS WYNN YUMC QSR SBUX SONC WEN GPRO=Bottom (Leisure)
MANU(33): -0.99% Top=DHR ROP TTC DE MWA MHK AOS ETN ….. GE MRC ITT ITW KMT CFX FLS PNR=Bottom (Manufacturing)
MATE(24): -1.11% Top=DAR WY USG SRCL WCN WM RSG MDR ….. FLR CAA PWR VMC SUM LEN DHI MLM=Bottom (Materials & Construction)
ELEC(45): -1.28% Top=PI GRMN AYI MXL WAT APH TRMB CAVM ….. SWKS XLNX MCHP MSCC TXN AMD ON IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -1.46% Top=WAB JBHT CNI CP KSU SAVE TK CHRW ….. CSX DAL EXPD AAL FDX XPO UAL UPS=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 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 10:09 am ET
by daytrend on 20170131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170131 10:09 am ET)
12.3% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
17.8% are below yesterday’s low.
69.9% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20170131 10:09 am ET)
35.4% of stocks are above today’s open. (62.9% are below).
22.9% of stocks are above today’s open and yesterday’s close.
58.5% are below both.
8.1% of stocks opened above yesterday’s high.
36.2% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 10:09 am ET)
9.6% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
35.2% are in the top half. 64.8% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20170131 10:09 am ET)
27.9% of stocks are above yesterday’s close. (72.1% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.5% are up 3.5% or more. 1.1% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170131 10:09 am ET)
2-day: >=95:1.5%…>=90:2.5%…>=80:6.0%…>=50:19.6%…<=20:49.3%…<=10:24.8%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.8%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 10:09 am ET)
12.3% above previous 1 highs, 17.8% below previous 1 lows
6.6% above previous 2 highs, 16.6% below previous 2 lows
4.7% above previous 3 highs, 15.7% below previous 3 lows
3.9% above previous 4 highs, 14.3% below previous 4 lows
3.1% above previous 5 highs, 10.9% below previous 5 lows
3.1% above previous 6 highs, 8.6% below previous 6 lows
3.0% above previous 7 highs, 8.2% below previous 7 lows
2.7% above previous 8 highs, 7.7% below previous 8 lows
2.7% above previous 9 highs, 7.5% below previous 9 lows
2.6% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 10:09 am ET)
27.9% are above or equal to 1/30 close (1 days ago), 72.1% are below.
19.7% are above or equal to 1/27 close (2 days ago), 80.3% are below.
19.7% are above or equal to 1/26 close (3 days ago), 80.3% are below.
18.3% are above or equal to 1/25 close (4 days ago), 81.7% are below.
32.2% are above or equal to 1/24 close (5 days ago), 67.8% are below.
51.0% are above or equal to 1/23 close (6 days ago), 49.0% are below.
49.8% are above or equal to 1/20 close (7 days ago), 50.2% are below.
56.0% are above or equal to 1/19 close (8 days ago), 44.0% are below.
49.2% are above or equal to 1/18 close (9 days ago), 50.8% are below.
51.2% are above or equal to 1/17 close (10 days ago), 48.8% are below.
46.0% are above or equal to 1/13 close (11 days ago), 54.0% are below.
49.7% are above or equal to 1/12 close (12 days ago), 50.3% are below.
47.2% are above or equal to 1/11 close (13 days ago), 52.8% are below.
51.9% are above or equal to 1/10 close (14 days ago), 48.1% are below.
54.1% are above or equal to 1/9 close (15 days ago), 45.9% are below.
48.5% are above or equal to 1/6 close (16 days ago), 51.5% are below.
47.7% are above or equal to 1/5 close (17 days ago), 52.3% are below.
46.5% are above or equal to 1/4 close (18 days ago), 53.5% are below.
57.2% are above or equal to 1/3 close (19 days ago), 42.8% are below.
61.7% are above or equal to 12/30 close (20 days ago), 38.3% are below.
61.3% are above or equal to 12/29 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 10:09 am ET)
20d: 4.1% new highs, 8.5% new lows
21d: 3.9% new highs, 8.4% new lows
42d: 3.1% new highs, 4.8% new lows
63d: 2.0% new highs, 1.6% new lows
126d: 1.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 10:09 am ET)
2-day: 27.2% above, 72.8% below
3-day: 21.5% above, 78.5% below
4-day: 18.7% above, 81.3% below
5-day: 17.8% above, 82.2% below
8-day: 29.9% above, 70.1% below
10-day: 36.9% above, 63.1% below
20-day: 46.6% above, 53.4% below
50-day: 59.2% above, 40.8% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 10:09 am ET)
META(30): 0.67% Top=SSRI SLW PAAS AG FNV AEM GG NEM ….. ARNC CLF CMC AKS STLD X NUE CNX=Bottom (Metals & Mining)
HEAL(45): 0.60% Top=TMO ZBH A CYH IRWD PRAH PKI ELGX ….. UHS XRAY MOH OPK ANTM HCA UNH HLS=Bottom (Health)
REAL(90): 0.51% Top=GGP CBL ALLY SPG NNN UDR VER LPT ….. TWO LHO AGNC PEB MFA CIM FCH NRZ=Bottom (Real Estate)
COHW(33): -0.20% Top=S TMUS PANW CTL CCI TDC LVLT BCE ….. WDC FNSR QCOM CIEN HRS NTAP STX HPQ=Bottom (Computer Hardware/Telecom)
FINA(87): -0.30% Top=BOFI WDR CBOE NDAQ FII CME LAZ JNS ….. BKU ETFC COF NAVI PFG PSEC WETF CIT=Bottom (Banks/Financials)
COSW(77): -0.41% Top=FEYE TWTR MDRX ATVI CERN OTEX NTNX CHKP ….. TWLO HPE FFIV YELP JD MBLY SPLK XRX=Bottom (Computer Software/Internet)
INSU(28): -0.47% Top=CINF FNF TRV AFSI ORI RDN MTG BRO ….. HIG UNM L AGO LNC MBI MET CNO=Bottom (Insurance)
MATE(24): -0.57% Top=SRCL WCN WY PHM USG WM RSG OC ….. MAS CAA TPH PWR LEN SUM FLR DHI=Bottom (Materials & Construction)
DISV(43): -0.61% Top=BAH MYGN SBAC ADS AMN RBA YY ATHN ….. CAR AL JEC R HRB URI MAN MA=Bottom (Diversified Services)
LEIS(32): -0.64% Top=CMG LVS EAT STAY MGM YUM QSR DRI ….. DNKN EXPE WYN RCL CCL SEAS WEN GPRO=Bottom (Leisure)
ENER(88): -0.77% Top=SPN SN DCP FANG PTEN WMB REN RES ….. HFC RRC PBF DK RICE TSO VLO SM=Bottom (Energy)
CHEM(25): -0.77% Top=CF AXTA POT AGU EMN ASH MON CC ….. SHW DD WLK DOW GRA PPG HUN IFF=Bottom (Chemicals/Fertilizers)
RETA(58): -0.91% Top=CVS KR CASY ORLY DLTR BIG LB KORS ….. PAG SPLS KSS ANF GPS DKS SBH ETSY=Bottom (Retail & Specialty Retail)
CONS(50): -0.97% Top=LEG PKG COH TUP SPB CL ENR NWL ….. WWW HBI NKE SKX OI VFC TPX UAA=Bottom (Consumer)
MANU(33): -1.08% Top=DHR ROP TTC MHK HON AME MWA TEX ….. ATI BWXT XYL CMI DDD ITT KMT PNR=Bottom (Manufacturing)
ELEC(45): -1.23% Top=WAT AYI SIMO PI SNPS TRMB GRMN DLB ….. TXN XLNX MSCC TER MCHP ON CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -1.32% Top=JBHT CNI CP UNP CHRW KSU SAVE WAB ….. DAL SWFT UAL EXPD FDX TRN XPO UPS=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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 9:43 am ET
by daytrend on 20170131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170131 9:43 am ET)
12.3% of stocks are above yesterday’s high.
51.9% are above yesterday’s midpoint. (48.1% are below.)
10.1% are below yesterday’s low.
77.6% are inside yesterday’s range.
28.7% of stocks with today’s high > yesterday’s high. (71.3% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND (20170131 9:43 am ET)
49.2% of stocks are above today’s open. (49.8% are below).
30.5% of stocks are above today’s open and yesterday’s close.
43.3% are below both.
8.1% of stocks opened above yesterday’s high.
36.2% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 9:43 am ET)
7.1% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
45.0% are in the top half. 55.0% of stocks are in the bottom half of today’s range.
27.9% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170131 9:43 am ET)
38.3% of stocks are above yesterday’s close. (61.7% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
79.0% are between +1% and -1%.

RSI on DAILY (20170131 9:43 am ET)
2-day: >=95:1.5%…>=90:2.6%…>=80:5.9%…>=50:22.0%…<=20:39.6%…<=10:19.1%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.1%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 9:43 am ET)
12.3% above previous 1 highs, 10.1% below previous 1 lows
4.8% above previous 2 highs, 9.5% below previous 2 lows
3.6% above previous 3 highs, 9.2% below previous 3 lows
3.0% above previous 4 highs, 8.7% below previous 4 lows
2.1% above previous 5 highs, 6.9% below previous 5 lows
2.1% above previous 6 highs, 6.2% below previous 6 lows
2.1% above previous 7 highs, 5.8% below previous 7 lows
2.1% above previous 8 highs, 5.7% below previous 8 lows
2.1% above previous 9 highs, 5.4% below previous 9 lows
2.0% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 9:43 am ET)
38.3% are above or equal to 1/30 close (1 days ago), 61.7% are below.
22.0% are above or equal to 1/27 close (2 days ago), 78.0% are below.
21.2% are above or equal to 1/26 close (3 days ago), 78.8% are below.
20.2% are above or equal to 1/25 close (4 days ago), 79.8% are below.
35.4% are above or equal to 1/24 close (5 days ago), 64.6% are below.
53.9% are above or equal to 1/23 close (6 days ago), 46.1% are below.
52.6% are above or equal to 1/20 close (7 days ago), 47.4% are below.
57.3% are above or equal to 1/19 close (8 days ago), 42.7% are below.
51.0% are above or equal to 1/18 close (9 days ago), 49.0% are below.
52.6% are above or equal to 1/17 close (10 days ago), 47.4% are below.
49.6% are above or equal to 1/13 close (11 days ago), 50.4% are below.
51.9% are above or equal to 1/12 close (12 days ago), 48.1% are below.
49.8% are above or equal to 1/11 close (13 days ago), 50.2% are below.
54.0% are above or equal to 1/10 close (14 days ago), 46.0% are below.
56.0% are above or equal to 1/9 close (15 days ago), 44.0% are below.
51.0% are above or equal to 1/6 close (16 days ago), 49.0% are below.
49.9% are above or equal to 1/5 close (17 days ago), 50.1% are below.
48.5% are above or equal to 1/4 close (18 days ago), 51.5% are below.
57.9% are above or equal to 1/3 close (19 days ago), 42.1% are below.
62.5% are above or equal to 12/30 close (20 days ago), 37.5% are below.
62.2% are above or equal to 12/29 close (21 days ago), 37.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 9:43 am ET)
20d: 3.3% new highs, 6.2% new lows
21d: 3.2% new highs, 6.0% new lows
42d: 2.7% new highs, 3.8% new lows
63d: 1.6% new highs, 1.6% new lows
126d: 1.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 9:43 am ET)
2-day: 36.7% above, 63.3% below
3-day: 23.5% above, 76.5% below
4-day: 19.6% above, 80.4% below
5-day: 17.7% above, 82.3% below
8-day: 35.2% above, 64.8% below
10-day: 41.5% above, 58.5% below
20-day: 50.1% above, 49.9% below
50-day: 59.2% above, 40.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 9:43 am ET)
META(30): 1.04% Top=PAAS SLW SSRI SLCA AG AEM NEM FNV ….. ARNC CLF CMC STLD AKS NUE X CNX=Bottom (Metals & Mining)
HEAL(45): 0.32% Top=TMO CYH A ZBH AET THC HCA PKI ….. BCR UNH HRC ESRX ALGN MOH ELGX OPK=Bottom (Health)
REAL(90): 0.25% Top=ALLY GGP SPG UDR NNN SC LPT AMH ….. STWD LHO PEB AGNC MFA FCH CIM NRZ=Bottom (Real Estate)
INSU(28): 0.20% Top=UNM RDN ORI PRU BRO LNC AFL CNO ….. AON HIG PGR AJG L ALL MMC CLGX=Bottom (Insurance)
FINA(87): 0.20% Top=BOFI CBOE AMG RF ZION LAZ CFG KEY ….. COF ETFC BX KKR PSEC APO WETF CLNS=Bottom (Banks/Financials)
CHEM(25): -0.08% Top=OLN CC EMN AXTA ASH FMC POT CE ….. WLK MOS IFF DD PX PAH PPG DOW=Bottom (Chemicals/Fertilizers)
COHW(33): -0.11% Top=S TMUS CDW COMM CTL CCI LVLT BCE ….. BBRY MSI NTAP QCOM CIEN HPQ PSTG FNSR=Bottom (Computer Hardware/Telecom)
MATE(24): -0.12% Top=SRCL RSG WM PHM VMC WY PWR USG ….. FLR TOL MAS KBH LEN MDR DHI TPH=Bottom (Materials & Construction)
DISV(43): -0.19% Top=MAN SBAC BAH AMN RBA RHI ROL KBR ….. FDC GPN CAR ULTA V HRB URI MA=Bottom (Diversified Services)
MANU(33): -0.42% Top=DHR TEX TTC ATI IR ROP AME HON ….. FLS DOV DCI CAT KMT MRC DDD PNR=Bottom (Manufacturing)
COSW(77): -0.45% Top=FEYE MDRX TWTR ATVI CRM SABR TRI OTEX ….. MBLY NOW ZEN TWLO YELP WDAY SPLK XRX=Bottom (Computer Software/Internet)
LEIS(32): -0.46% Top=CMG YUM DRI STAY LVS MCD SIX HLT ….. MGM WEN SEAS BLMN WYNN RCL EXPE GPRO=Bottom (Leisure)
ENER(88): -0.79% Top=SPN PAGP PAA WMB FANG SE EEP PDCE ….. DK PBF ATW TSO RRC RICE VLO SM=Bottom (Energy)
TRAN(25): -0.84% Top=JBHT CNI GWR UNP CP CHRW SAVE LUV ….. EXPD NAT TK AAL TRN XPO FDX UPS=Bottom (Transportation)
CONS(50): -0.86% Top=PKG LEG TUP COH WRK KS SPB GPK ….. OI HBI CRI RL SKX NKE VFC UAA=Bottom (Consumer)
ELEC(45): -0.87% Top=WAT AYI PI JBL APH DLB FLEX GRMN ….. CAVM MCHP SWKS CRUS FSLR ON SPWR IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): -1.01% Top=CASY WFM KR CVS GES ORLY GME DSW ….. M TLRD W GPS ETSY SPLS DKS SBH=Bottom (Retail & Specialty Retail)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

01/30/2017

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 Closing)
6.0% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
47.7% are below yesterday’s low.
46.2% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
87.0% of stocks with today’s low < yesterday’s low. (13.0% greater than).

EVIDENCE OF INTRADAY TREND (20170130 Closing)
34.4% of stocks are above today’s open. (64.9% are below).
19.2% of stocks are above today’s open and yesterday’s close.
63.1% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 Closing)
19.9% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20170130 Closing)
22.3% of stocks are above yesterday’s close. (77.7% are below.)
0.2% are up 4.5% or more. 3.0% are down 4.5% or more.
0.4% are up 3.5% or more. 5.9% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20170130 Closing)
2-day: >=95:2.6%…>=90:3.2%…>=80:6.3%…>=50:22.6%…<=20:39.7%…<=10:17.7%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:50.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:56.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 Closing)
6.0% above previous 1 highs, 47.7% below previous 1 lows
3.1% above previous 2 highs, 41.9% below previous 2 lows
1.7% above previous 3 highs, 34.1% below previous 3 lows
1.7% above previous 4 highs, 21.3% below previous 4 lows
1.7% above previous 5 highs, 16.4% below previous 5 lows
1.7% above previous 6 highs, 14.0% below previous 6 lows
1.7% above previous 7 highs, 13.2% below previous 7 lows
1.7% above previous 8 highs, 12.4% below previous 8 lows
1.7% above previous 9 highs, 12.3% below previous 9 lows
1.7% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 Closing)
22.3% are above or equal to 1/27 close (1 days ago), 77.7% are below.
22.3% are above or equal to 1/26 close (2 days ago), 77.7% are below.
20.5% are above or equal to 1/25 close (3 days ago), 79.5% are below.
38.6% are above or equal to 1/24 close (4 days ago), 61.4% are below.
56.1% are above or equal to 1/23 close (5 days ago), 43.9% are below.
53.0% are above or equal to 1/20 close (6 days ago), 47.0% are below.
59.4% are above or equal to 1/19 close (7 days ago), 40.6% are below.
51.9% are above or equal to 1/18 close (8 days ago), 48.1% are below.
53.6% are above or equal to 1/17 close (9 days ago), 46.4% are below.
51.3% are above or equal to 1/13 close (10 days ago), 48.7% are below.
53.5% are above or equal to 1/12 close (11 days ago), 46.5% are below.
51.4% are above or equal to 1/11 close (12 days ago), 48.6% are below.
54.7% are above or equal to 1/10 close (13 days ago), 45.3% are below.
57.2% are above or equal to 1/9 close (14 days ago), 42.8% are below.
51.4% are above or equal to 1/6 close (15 days ago), 48.6% are below.
50.4% are above or equal to 1/5 close (16 days ago), 49.6% are below.
49.9% are above or equal to 1/4 close (17 days ago), 50.1% are below.
59.0% are above or equal to 1/3 close (18 days ago), 41.0% are below.
63.3% are above or equal to 12/30 close (19 days ago), 36.7% are below.
62.5% are above or equal to 12/29 close (20 days ago), 37.5% are below.
63.5% are above or equal to 12/28 close (21 days ago), 36.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 Closing)
20d: 3.1% new highs, 18.6% new lows
21d: 3.0% new highs, 18.3% new lows
42d: 2.7% new highs, 10.1% new lows
63d: 2.1% new highs, 2.8% new lows
126d: 2.0% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 Closing)
2-day: 20.9% above, 79.1% below
3-day: 21.0% above, 79.0% below
4-day: 18.0% above, 82.0% below
5-day: 22.8% above, 77.2% below
8-day: 42.1% above, 57.9% below
10-day: 46.6% above, 53.4% below
20-day: 52.6% above, 47.4% below
50-day: 61.1% above, 38.9% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 Closing)
RETA(57): 0.31% Top=TLRD JWN KSS CHS BBY RH DLTR DKS ….. EBAY BABA MIK WFM SFM ETSY TIF W=Bottom (Retail & Specialty Retail)
LEIS(32): -0.43% Top=GPRO EAT DPZ DRI DNKN CMG BLMN MCD ….. YUMC QSR SIX BYD H MGM STAY LQ=Bottom (Leisure)
COSW(77): -0.48% Top=FEYE TWTR VIPS MSCI MANH CTXS LN EQIX ….. MDRX HPE CSRA OTEX WDAY GOOG WUBA NTNX=Bottom (Computer Software/Internet)
INSU(28): -0.63% Top=MTG CLGX FAF AFL FNF HIG ALL RDN ….. AON LNC MET PGR AJG AGO BRO MBI=Bottom (Insurance)
MATE(24): -0.73% Top=PHM USG FAST WCN MDR WM MAS RSG ….. TOL TPH KBH SRCL MLM DAR SUM VMC=Bottom (Materials & Construction)
FINA(87): -0.74% Top=AMG LM WDR OMF WETF DFS AXP STT ….. OZRK FNB PBCT TROW CLNS CFR TCB WBS=Bottom (Banks/Financials)
REAL(90): -0.75% Top=CBL AMH HCP SC SNH HCN VTR PDM ….. LHO PEB RLJ SHO FCH HST NRZ DRH=Bottom (Real Estate)
DISV(43): -0.78% Top=ADS MAN G GPN INFO URI SBAC VRSK ….. WTW KBR ACM AMN CAR RRD MYGN BAH=Bottom (Diversified Services)
CONS(50): -0.81% Top=WHR PVH TUP HBI CRI VFC COH HAS ….. BERY KATE FOSL PKG KS WWW COTY TPX=Bottom (Consumer)
COHW(33): -0.84% Top=COMM STX NTAP HPQ VG BCE PANW CCI ….. S MSI BBRY TMUS FNSR ARRS VIAV ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -0.97% Top=HON MHK SWK ITW CMI BWXT ROP GE ….. ATI EMR ITT DOV FLS CAT MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.02% Top=CAVM SWKS XLNX QRVO MU TER MCHP MXL ….. CREE TRMB MSCC SPWR WAT OCLR GRMN FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): -1.09% Top=TAHO NEM ABX CDE AEM AKS SSRI GG ….. AGI SLCA CCJ STLD TECK FMSA CNX CLF=Bottom (Metals & Mining)
CHEM(25): -1.22% Top=PPG EMN SHW AXTA ASH APD IFF PX ….. GRA WLK DOW OLN FMC DD HUN CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.44% Top=ESRX BKD ANTM IRWD PRXL PRAH ABT BSX ….. DGX OPK ABMD MOH ELGX THC CYH VAR=Bottom (Health)
TRAN(25): -1.64% Top=KSU JBHT EXPD NAT NSC LUV CNI SAVE ….. SWFT CP XPO TRN UAL DAL AAL TK=Bottom (Transportation)
ENER(88): -2.91% Top=TSO VLO HFC PBF KOS VVV MDU PSX ….. COG DO RRC RIG RDC ATW HK EEP=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:28 pm

Market Stats at 2:27 pm ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 2:27 pm ET)
4.6% of stocks are above yesterday’s high.
19.8% are above yesterday’s midpoint. (80.2% are below.)
53.3% are below yesterday’s low.
42.2% are inside yesterday’s range.
11.2% of stocks with today’s high > yesterday’s high. (88.8% less than).
86.6% of stocks with today’s low < yesterday’s low. (13.4% greater than).

EVIDENCE OF INTRADAY TREND (20170130 2:27 pm ET)
27.4% of stocks are above today’s open. (71.3% are below).
15.5% of stocks are above today’s open and yesterday’s close.
70.2% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 2:27 pm ET)
17.6% of stocks are in the top 10% of today’s range.
27.1% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170130 2:27 pm ET)
17.2% of stocks are above yesterday’s close. (82.8% are below.)
0.0% are up 4.5% or more. 3.0% are down 4.5% or more.
0.5% are up 3.5% or more. 6.5% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20170130 2:27 pm ET)
2-day: >=95:2.2%…>=90:2.7%…>=80:4.2%…>=50:18.2%…<=20:44.5%…<=10:19.6%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:48.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:54.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 2:27 pm ET)
4.6% above previous 1 highs, 53.3% below previous 1 lows
2.1% above previous 2 highs, 47.1% below previous 2 lows
1.1% above previous 3 highs, 38.7% below previous 3 lows
1.1% above previous 4 highs, 24.2% below previous 4 lows
1.1% above previous 5 highs, 17.6% below previous 5 lows
1.1% above previous 6 highs, 15.3% below previous 6 lows
1.1% above previous 7 highs, 14.4% below previous 7 lows
1.1% above previous 8 highs, 13.3% below previous 8 lows
1.1% above previous 9 highs, 13.0% below previous 9 lows
1.1% above previous 10 highs, 12.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 2:27 pm ET)
17.2% are above or equal to 1/27 close (1 days ago), 82.8% are below.
19.9% are above or equal to 1/26 close (2 days ago), 80.1% are below.
17.5% are above or equal to 1/25 close (3 days ago), 82.5% are below.
35.7% are above or equal to 1/24 close (4 days ago), 64.3% are below.
53.8% are above or equal to 1/23 close (5 days ago), 46.2% are below.
51.0% are above or equal to 1/20 close (6 days ago), 49.0% are below.
58.1% are above or equal to 1/19 close (7 days ago), 41.9% are below.
50.1% are above or equal to 1/18 close (8 days ago), 49.9% are below.
51.7% are above or equal to 1/17 close (9 days ago), 48.3% are below.
49.3% are above or equal to 1/13 close (10 days ago), 50.7% are below.
51.4% are above or equal to 1/12 close (11 days ago), 48.6% are below.
49.9% are above or equal to 1/11 close (12 days ago), 50.1% are below.
53.9% are above or equal to 1/10 close (13 days ago), 46.1% are below.
56.2% are above or equal to 1/9 close (14 days ago), 43.8% are below.
50.1% are above or equal to 1/6 close (15 days ago), 49.9% are below.
49.9% are above or equal to 1/5 close (16 days ago), 50.1% are below.
48.3% are above or equal to 1/4 close (17 days ago), 51.7% are below.
58.5% are above or equal to 1/3 close (18 days ago), 41.5% are below.
62.7% are above or equal to 12/30 close (19 days ago), 37.3% are below.
61.9% are above or equal to 12/29 close (20 days ago), 38.1% are below.
62.9% are above or equal to 12/28 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 2:27 pm ET)
20d: 2.5% new highs, 18.3% new lows
21d: 2.3% new highs, 18.0% new lows
42d: 2.1% new highs, 10.1% new lows
63d: 1.5% new highs, 2.8% new lows
126d: 1.4% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 2:27 pm ET)
2-day: 16.5% above, 83.5% below
3-day: 17.7% above, 82.3% below
4-day: 15.1% above, 84.9% below
5-day: 18.3% above, 81.7% below
8-day: 38.5% above, 61.5% below
10-day: 43.4% above, 56.6% below
20-day: 51.4% above, 48.6% below
50-day: 59.8% above, 40.2% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 2:27 pm ET)
RETA(57): 0.25% Top=TLRD JWN DLTR BBY PIR DKS DSW CVS ….. SIG NFLX EBAY BABA GNC WFM TIF SFM=Bottom (Retail & Specialty Retail)
COSW(77): -0.59% Top=FEYE TWTR VIPS MANH MSCI EQIX CTXS EA ….. SINA HPE LC MDRX OTEX GOOG WDAY NTNX=Bottom (Computer Software/Internet)
LEIS(32): -0.60% Top=GPRO EAT BLMN CMG DPZ DRI DNKN TXRH ….. CCL SIX YUMC QSR MGM H STAY LQ=Bottom (Leisure)
INSU(28): -0.82% Top=MTG CLGX RDN FNF FAF ALL AFL HIG ….. UNM PGR AGO MET AJG LNC BRO MBI=Bottom (Insurance)
REAL(90): -0.84% Top=CBL SC HCP AMH SNH HCN VTR ARI ….. FCH RLJ CBG PEB LHO SHO DRH HST=Bottom (Real Estate)
FINA(87): -0.85% Top=AMG OMF LM WETF WDR DFS AXP SEIC ….. PBCT BAC BKU CLNS CFR TROW TCB WBS=Bottom (Banks/Financials)
DISV(43): -0.88% Top=ADS FISV G MAN INFO GPN YY SBAC ….. AMN JEC KBR RRD MYGN ACM CAR BAH=Bottom (Diversified Services)
MATE(24): -0.91% Top=PHM USG WCN RSG WM MDR MAS OC ….. SRCL TPH FLR TOL DAR MLM SUM VMC=Bottom (Materials & Construction)
CONS(50): -0.97% Top=HBI PVH WHR CRI COH TUP VFC RL ….. BLL PKG AVY BERY KS WWW COTY TPX=Bottom (Consumer)
COHW(33): -0.98% Top=NTAP STX COMM ANET VG CCI BCE PANW ….. S MSI BBRY FNSR ARRS TMUS VIAV ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -1.14% Top=HON MHK SWK BWXT CMI GE ITW AOS ….. KMT ITT DOV FLS CAT ATI MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.15% Top=CAVM PI TER SWKS QRVO MU FLEX MXL ….. WAT CREE MSCC TRMB SPWR GRMN OCLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -1.38% Top=SHW EMN PPG AXTA ASH IFF MON APD ….. POT OLN DOW DD PAH AGU HUN CF=Bottom (Chemicals/Fertilizers)
META(30): -1.52% Top=NEM ABX TAHO AEM CDE SSRI GG FNV ….. CMC TECK FMSA X STLD CCJ CLF CNX=Bottom (Metals & Mining)
HEAL(45): -1.57% Top=BKD ESRX ANTM ABT PRXL PRAH IRWD BSX ….. HLS HRC DGX DVA ELGX CYH THC VAR=Bottom (Health)
TRAN(25): -1.77% Top=KSU JBHT EXPD SAVE UNP CNI GWR NAT ….. XPO FDX CP TRN DAL UAL AAL TK=Bottom (Transportation)
ENER(88): -3.08% Top=HFC TSO VLO PBF VVV MDU KOS PAGP ….. DO RIG RRC ATW SN RDC HK EEP=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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:43 pm

Market Stats at 12:43 pm ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 12:43 pm ET)
2.3% of stocks are above yesterday’s high.
13.4% are above yesterday’s midpoint. (86.6% are below.)
63.0% are below yesterday’s low.
34.7% are inside yesterday’s range.
9.3% of stocks with today’s high > yesterday’s high. (90.7% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).

EVIDENCE OF INTRADAY TREND (20170130 12:43 pm ET)
18.9% of stocks are above today’s open. (80.6% are below).
10.3% of stocks are above today’s open and yesterday’s close.
79.5% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 12:43 pm ET)
4.3% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20170130 12:43 pm ET)
11.6% of stocks are above yesterday’s close. (88.4% are below.)
0.0% are up 4.5% or more. 3.0% are down 4.5% or more.
0.1% are up 3.5% or more. 6.8% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY (20170130 12:43 pm ET)
2-day: >=95:0.7%…>=90:1.5%…>=80:2.6%…>=50:11.7%…<=20:50.4%…<=10:23.1%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 12:43 pm ET)
2.3% above previous 1 highs, 63.0% below previous 1 lows
1.2% above previous 2 highs, 55.8% below previous 2 lows
0.4% above previous 3 highs, 45.9% below previous 3 lows
0.2% above previous 4 highs, 29.3% below previous 4 lows
0.2% above previous 5 highs, 21.4% below previous 5 lows
0.2% above previous 6 highs, 18.9% below previous 6 lows
0.2% above previous 7 highs, 17.0% below previous 7 lows
0.2% above previous 8 highs, 15.9% below previous 8 lows
0.2% above previous 9 highs, 15.4% below previous 9 lows
0.2% above previous 10 highs, 15.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 12:43 pm ET)
11.6% are above or equal to 1/27 close (1 days ago), 88.4% are below.
14.8% are above or equal to 1/26 close (2 days ago), 85.2% are below.
14.5% are above or equal to 1/25 close (3 days ago), 85.5% are below.
30.8% are above or equal to 1/24 close (4 days ago), 69.2% are below.
50.4% are above or equal to 1/23 close (5 days ago), 49.6% are below.
49.2% are above or equal to 1/20 close (6 days ago), 50.8% are below.
55.0% are above or equal to 1/19 close (7 days ago), 45.0% are below.
47.7% are above or equal to 1/18 close (8 days ago), 52.3% are below.
50.8% are above or equal to 1/17 close (9 days ago), 49.2% are below.
46.9% are above or equal to 1/13 close (10 days ago), 53.1% are below.
49.4% are above or equal to 1/12 close (11 days ago), 50.6% are below.
46.6% are above or equal to 1/11 close (12 days ago), 53.4% are below.
51.5% are above or equal to 1/10 close (13 days ago), 48.5% are below.
54.0% are above or equal to 1/9 close (14 days ago), 46.0% are below.
49.1% are above or equal to 1/6 close (15 days ago), 50.9% are below.
47.6% are above or equal to 1/5 close (16 days ago), 52.4% are below.
46.5% are above or equal to 1/4 close (17 days ago), 53.5% are below.
56.5% are above or equal to 1/3 close (18 days ago), 43.5% are below.
61.7% are above or equal to 12/30 close (19 days ago), 38.3% are below.
59.8% are above or equal to 12/29 close (20 days ago), 40.2% are below.
60.8% are above or equal to 12/28 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 12:43 pm ET)
20d: 1.8% new highs, 17.7% new lows
21d: 1.7% new highs, 17.5% new lows
42d: 1.5% new highs, 9.7% new lows
63d: 1.0% new highs, 2.7% new lows
126d: 0.9% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 12:43 pm ET)
2-day: 11.4% above, 88.6% below
3-day: 10.9% above, 89.1% below
4-day: 10.9% above, 89.1% below
5-day: 12.8% above, 87.2% below
8-day: 34.4% above, 65.6% below
10-day: 40.2% above, 59.8% below
20-day: 47.5% above, 52.5% below
50-day: 57.8% above, 42.2% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 12:43 pm ET)
RETA(57): -0.12% Top=TLRD PIR GPS CVS DKS CHS JWN KSS ….. EBAY KMX WFM TIF BABA NFLX GNC SFM=Bottom (Retail & Specialty Retail)
LEIS(32): -0.84% Top=EAT GPRO BLMN DNKN DPZ DRI TXRH CMG ….. SIX SHAK MGM YUMC STAY QSR H LQ=Bottom (Leisure)
REAL(90): -0.89% Top=CBL HCP SC GEO SNH HCN VTR BDN ….. STAG FCH CBG HST PEB SHO DRH LHO=Bottom (Real Estate)
COSW(77): -0.97% Top=TWTR FEYE VIPS EQIX CTXS EA NATI LN ….. MDRX OTEX GOOG SINA ADSK WUBA NTNX WDAY=Bottom (Computer Software/Internet)
META(30): -1.10% Top=NEM TAHO ABX AEM SSRI GG FNV RGLD ….. CCJ CMC X FMSA STLD SLCA CNX CLF=Bottom (Metals & Mining)
COHW(33): -1.15% Top=NTAP STX COMM BCE PSTG WDC CCI HRS ….. MSI BBRY S FNSR TMUS ARRS VIAV ACIA=Bottom (Computer Hardware/Telecom)
INSU(28): -1.17% Top=MTG FAF FNF RDN CLGX AFL ALL HIG ….. WLTW PRU CNO MET AJG LNC BRO MBI=Bottom (Insurance)
FINA(87): -1.20% Top=AMG WETF LM OMF AXP TD CME WU ….. FITB PBCT ZION SIVB CFR SBNY WBS TCB=Bottom (Banks/Financials)
DISV(43): -1.37% Top=ADS INFO FISV SCI SBAC VNTV VRSK GPN ….. WTW JEC ACM KBR AMN CAR RRD BAH=Bottom (Diversified Services)
MATE(24): -1.43% Top=WCN RSG WM PHM KBH MAS WY USG ….. LEN DHI FLR TOL DAR MLM SUM VMC=Bottom (Materials & Construction)
CONS(50): -1.49% Top=HBI WHR PVH VFC COH HAS CRI GPK ….. SPB BLL FOSL BERY WWW KS COTY TPX=Bottom (Consumer)
MANU(33): -1.49% Top=HON GE BWXT SWK ITW ROP MHK CMI ….. EMR CAT DOV ITT FLS ATI MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.50% Top=PI QRVO MU CAVM SWKS CGNX KEYS XLNX ….. MSCC WAT TRMB CREE GRMN SPWR OCLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -1.57% Top=SHW EMN IFF PPG APD AXTA ALB MON ….. GRA WLK CC HUN PAH AGU OLN CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.69% Top=ESRX ABT ANTM BKD RMD HCA PRXL BSX ….. HRC MOH DGX DVA ELGX THC CYH VAR=Bottom (Health)
TRAN(25): -2.01% Top=KSU JBHT EXPD NAT UNP CNI CSX SAVE ….. XPO ALK JBLU TRN DAL UAL TK AAL=Bottom (Transportation)
ENER(88): -3.08% Top=PBF VLO HFC TSO PAGP PSX VVV KOS ….. RIG DO FTI ATW RDC HK RRC EEP=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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:18 am

Market Stats at 11:17 am ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 11:17 am ET)
2.1% of stocks are above yesterday’s high.
11.2% are above yesterday’s midpoint. (88.8% are below.)
62.7% are below yesterday’s low.
35.2% are inside yesterday’s range.
7.4% of stocks with today’s high > yesterday’s high. (92.6% less than).
84.2% of stocks with today’s low < yesterday’s low. (15.8% greater than).

EVIDENCE OF INTRADAY TREND (20170130 11:17 am ET)
16.1% of stocks are above today’s open. (83.0% are below).
9.1% of stocks are above today’s open and yesterday’s close.
81.0% are below both.
3.2% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 11:17 am ET)
6.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
30.3% are in the top half. 69.7% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20170130 11:17 am ET)
11.5% of stocks are above yesterday’s close. (88.5% are below.)
0.0% are up 4.5% or more. 4.6% are down 4.5% or more.
0.1% are up 3.5% or more. 9.5% are down 3.5% or more.
39.7% are between +1% and -1%.

RSI on DAILY (20170130 11:17 am ET)
2-day: >=95:0.2%…>=90:1.0%…>=80:1.7%…>=50:10.3%…<=20:51.5%…<=10:23.3%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 11:17 am ET)
2.1% above previous 1 highs, 62.7% below previous 1 lows
1.1% above previous 2 highs, 55.3% below previous 2 lows
0.5% above previous 3 highs, 46.9% below previous 3 lows
0.1% above previous 4 highs, 28.4% below previous 4 lows
0.1% above previous 5 highs, 20.6% below previous 5 lows
0.1% above previous 6 highs, 19.2% below previous 6 lows
0.1% above previous 7 highs, 18.0% below previous 7 lows
0.1% above previous 8 highs, 16.7% below previous 8 lows
0.1% above previous 9 highs, 16.1% below previous 9 lows
0.1% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 11:17 am ET)
11.5% are above or equal to 1/27 close (1 days ago), 88.5% are below.
13.1% are above or equal to 1/26 close (2 days ago), 86.9% are below.
13.5% are above or equal to 1/25 close (3 days ago), 86.5% are below.
29.4% are above or equal to 1/24 close (4 days ago), 70.6% are below.
49.4% are above or equal to 1/23 close (5 days ago), 50.6% are below.
48.0% are above or equal to 1/20 close (6 days ago), 52.0% are below.
55.3% are above or equal to 1/19 close (7 days ago), 44.7% are below.
47.3% are above or equal to 1/18 close (8 days ago), 52.7% are below.
50.6% are above or equal to 1/17 close (9 days ago), 49.4% are below.
45.0% are above or equal to 1/13 close (10 days ago), 55.0% are below.
48.3% are above or equal to 1/12 close (11 days ago), 51.7% are below.
45.4% are above or equal to 1/11 close (12 days ago), 54.6% are below.
51.0% are above or equal to 1/10 close (13 days ago), 49.0% are below.
52.7% are above or equal to 1/9 close (14 days ago), 47.3% are below.
48.2% are above or equal to 1/6 close (15 days ago), 51.8% are below.
46.4% are above or equal to 1/5 close (16 days ago), 53.6% are below.
44.3% are above or equal to 1/4 close (17 days ago), 55.7% are below.
55.2% are above or equal to 1/3 close (18 days ago), 44.8% are below.
61.5% are above or equal to 12/30 close (19 days ago), 38.5% are below.
59.2% are above or equal to 12/29 close (20 days ago), 40.8% are below.
60.3% are above or equal to 12/28 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 11:17 am ET)
20d: 1.2% new highs, 17.1% new lows
21d: 1.1% new highs, 17.0% new lows
42d: 1.0% new highs, 9.6% new lows
63d: 0.6% new highs, 2.6% new lows
126d: 0.6% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 11:17 am ET)
2-day: 11.1% above, 88.9% below
3-day: 9.9% above, 90.1% below
4-day: 9.9% above, 90.1% below
5-day: 12.1% above, 87.9% below
8-day: 31.2% above, 68.8% below
10-day: 37.8% above, 62.2% below
20-day: 46.1% above, 53.9% below
50-day: 57.4% above, 42.6% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 11:17 am ET)
RETA(57): -0.42% Top=PIR TLRD CVS DKS KSS JWN GPS WMT ….. BABA BIG NFLX SFM ETSY ANF W GNC=Bottom (Retail & Specialty Retail)
REAL(90): -0.55% Top=CBL HCP HCN VTR SNH SKT EXR VNO ….. CBG RLJ FCH SHO PEB DRH LHO HST=Bottom (Real Estate)
LEIS(32): -0.81% Top=EAT GPRO WYNN BLMN CMG DPZ DNKN RCL ….. HLT SHAK MGM STAY QSR H YUMC LQ=Bottom (Leisure)
COSW(76): -1.07% Top=FEYE TWTR VIPS EQIX LN MANH EA NATI ….. TWLO OTEX SHOP MDRX ADSK ZEN NTNX WDAY=Bottom (Computer Software/Internet)
COHW(33): -1.08% Top=NTAP STX COMM PSTG BCE CCI HRS HPQ ….. CIEN MSI ZAYO FNSR TMUS ARRS ACIA VIAV=Bottom (Computer Hardware/Telecom)
INSU(28): -1.20% Top=MTG AFL FAF FNF CLGX ALL TRV RDN ….. BRO WLTW MET PRU AGO CNO LNC MBI=Bottom (Insurance)
MATE(24): -1.40% Top=WCN RSG WM SRCL USG PHM WY OC ….. TOL LEN SUM MLM MDR FLR DAR VMC=Bottom (Materials & Construction)
CONS(50): -1.45% Top=WHR VFC PVH COH RL HBI GPK TUP ….. SPB BERY WWW OI KS FOSL COTY TPX=Bottom (Consumer)
FINA(87): -1.49% Top=AMG WETF OMF LM AXP CME TD WU ….. CFR VLY OZRK ZION PACW TCB WBS SIVB=Bottom (Banks/Financials)
META(30): -1.50% Top=NEM ABX AEM SSRI GG AGI SLW TAHO ….. TECK CMC X STLD SLCA CLF CNX FMSA=Bottom (Metals & Mining)
MANU(33): -1.55% Top=HON SWK GE ITW BWXT MWA MHK CMI ….. CAT DOV CFX ITT FLS ATI MRC TEX=Bottom (Manufacturing)
DISV(43): -1.56% Top=ADS INFO SBAC FISV CXW VRSK VNTV YY ….. URI JEC ACM KBR RRD AMN CAR BAH=Bottom (Diversified Services)
ELEC(46): -1.66% Top=CAVM KEYS QRVO APH PI DLB TXN MCHP ….. CRUS GRMN WAT OCLR MSCC SPWR TRMB FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -1.71% Top=ESRX ABT ANTM PRXL RMD BDX BSX HCA ….. HRC A DVA DGX CYH ELGX THC VAR=Bottom (Health)
CHEM(25): -1.97% Top=EMN SHW IFF MON APD ASH PPG AXTA ….. WLK FMC GRA HUN CF OLN CC PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -2.36% Top=CHRW JBHT KSU EXPD SAVE NAT CNI UPS ….. SWFT JBLU XPO DAL TRN UAL AAL TK=Bottom (Transportation)
ENER(88): -3.29% Top=HFC PBF VLO TSO BPL PSX MMP PAGP ….. RIG RICE MUR SN SWN RDC RRC EEP=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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 11:00 am ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 11:00 am ET)
2.5% of stocks are above yesterday’s high.
9.2% are above yesterday’s midpoint. (90.8% are below.)
69.0% are below yesterday’s low.
28.6% are inside yesterday’s range.
7.0% of stocks with today’s high > yesterday’s high. (93.0% less than).
84.0% of stocks with today’s low < yesterday’s low. (16.0% greater than).

EVIDENCE OF INTRADAY TREND (20170130 11:00 am ET)
13.1% of stocks are above today’s open. (86.3% are below).
7.0% of stocks are above today’s open and yesterday’s close.
84.6% are below both.
3.2% of stocks opened above yesterday’s high.
14.2% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 11:00 am ET)
3.1% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
50.9% are in the bottom 20%.
29.6% are in the bottom 10%.

GAIN (20170130 11:00 am ET)
9.6% of stocks are above yesterday’s close. (90.4% are below.)
0.0% are up 4.5% or more. 6.3% are down 4.5% or more.
0.1% are up 3.5% or more. 11.8% are down 3.5% or more.
33.6% are between +1% and -1%.

RSI on DAILY (20170130 11:00 am ET)
2-day: >=95:0.2%…>=90:0.5%…>=80:1.4%…>=50:9.0%…<=20:59.5%…<=10:28.2%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:39.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 11:00 am ET)
2.5% above previous 1 highs, 69.0% below previous 1 lows
1.6% above previous 2 highs, 61.6% below previous 2 lows
0.7% above previous 3 highs, 53.1% below previous 3 lows
0.1% above previous 4 highs, 33.6% below previous 4 lows
0.1% above previous 5 highs, 24.8% below previous 5 lows
0.1% above previous 6 highs, 23.0% below previous 6 lows
0.1% above previous 7 highs, 21.9% below previous 7 lows
0.1% above previous 8 highs, 19.8% below previous 8 lows
0.1% above previous 9 highs, 19.3% below previous 9 lows
0.1% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 11:00 am ET)
9.6% are above or equal to 1/27 close (1 days ago), 90.4% are below.
10.8% are above or equal to 1/26 close (2 days ago), 89.2% are below.
11.9% are above or equal to 1/25 close (3 days ago), 88.1% are below.
25.2% are above or equal to 1/24 close (4 days ago), 74.8% are below.
45.8% are above or equal to 1/23 close (5 days ago), 54.2% are below.
45.1% are above or equal to 1/20 close (6 days ago), 54.9% are below.
52.2% are above or equal to 1/19 close (7 days ago), 47.8% are below.
45.2% are above or equal to 1/18 close (8 days ago), 54.8% are below.
48.8% are above or equal to 1/17 close (9 days ago), 51.2% are below.
43.0% are above or equal to 1/13 close (10 days ago), 57.0% are below.
46.9% are above or equal to 1/12 close (11 days ago), 53.1% are below.
43.6% are above or equal to 1/11 close (12 days ago), 56.4% are below.
49.4% are above or equal to 1/10 close (13 days ago), 50.6% are below.
51.4% are above or equal to 1/9 close (14 days ago), 48.6% are below.
46.3% are above or equal to 1/6 close (15 days ago), 53.7% are below.
45.1% are above or equal to 1/5 close (16 days ago), 54.9% are below.
43.1% are above or equal to 1/4 close (17 days ago), 56.9% are below.
54.4% are above or equal to 1/3 close (18 days ago), 45.6% are below.
60.0% are above or equal to 12/30 close (19 days ago), 40.0% are below.
58.0% are above or equal to 12/29 close (20 days ago), 42.0% are below.
58.9% are above or equal to 12/28 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 11:00 am ET)
20d: 1.2% new highs, 17.0% new lows
21d: 1.1% new highs, 16.9% new lows
42d: 1.0% new highs, 9.5% new lows
63d: 0.6% new highs, 2.6% new lows
126d: 0.6% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 11:00 am ET)
2-day: 9.2% above, 90.8% below
3-day: 7.8% above, 92.2% below
4-day: 8.9% above, 91.1% below
5-day: 10.2% above, 89.8% below
8-day: 27.5% above, 72.5% below
10-day: 34.1% above, 65.9% below
20-day: 43.3% above, 56.7% below
50-day: 55.8% above, 44.2% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 11:00 am ET)
REAL(90): -0.56% Top=CBL HCP HCN SKT SNH VNO EXR VTR ….. CBG RLJ FCH LHO SHO PEB DRH HST=Bottom (Real Estate)
RETA(57): -0.83% Top=WMT CVS PIR TLRD JWN KSS M DKS ….. TIF SIG RH NFLX ANF ETSY W GNC=Bottom (Retail & Specialty Retail)
LEIS(32): -0.97% Top=EAT GPRO BLMN WYNN DPZ CMG MCD DNKN ….. SEAS BYD SHAK MGM YUMC H STAY LQ=Bottom (Leisure)
INSU(28): -1.28% Top=AFL FNF MTG FAF ALL TRV CLGX HIG ….. WLTW BRO AGO PRU MET CNO LNC MBI=Bottom (Insurance)
COHW(33): -1.34% Top=NTAP STX COMM CCI HRS T BCE VZ ….. TMUS S CIEN MSI FNSR ARRS ACIA VIAV=Bottom (Computer Hardware/Telecom)
META(30): -1.37% Top=NEM ABX SSRI AEM TAHO GG FNV AGI ….. AKS CMC STLD X SLCA CLF CNX FMSA=Bottom (Metals & Mining)
COSW(76): -1.38% Top=VIPS FEYE TWTR EQIX ATVI EA AKAM NATI ….. SHOP MDRX YELP TWLO ADSK NTNX ZEN WDAY=Bottom (Computer Software/Internet)
MATE(24): -1.64% Top=WCN RSG WM SRCL PHM WY EXP USG ….. MLM DAR TPH LEN SUM MDR FLR VMC=Bottom (Materials & Construction)
CONS(50): -1.69% Top=WHR VFC PG HBI CLX CL COH CHD ….. KATE OI BERY WWW KS COTY FOSL TPX=Bottom (Consumer)
FINA(87): -1.79% Top=AMG AXP CME OMF TD LM PYPL WETF ….. EWBC ZION OZRK VLY PACW TCB WBS SIVB=Bottom (Banks/Financials)
MANU(33): -1.87% Top=HON SWK BWXT ITW GE ROP MHK MWA ….. KMT CFX DOV FLS ITT ATI MRC TEX=Bottom (Manufacturing)
HEAL(45): -1.89% Top=ESRX ABT BDX ANTM RMD BSX BCR UNH ….. DGX HRC ACHC DVA CYH ELGX THC VAR=Bottom (Health)
DISV(43): -1.92% Top=ADS SBAC FISV INFO VRSK MCO VNTV CXW ….. WTW JEC KBR ACM RRD CAR AMN BAH=Bottom (Diversified Services)
ELEC(46): -2.10% Top=APH CAVM KLAC TXN DLB QRVO PI TEL ….. AMD AMAT OCLR MSCC GRMN SPWR TRMB FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -2.13% Top=SHW IFF EMN MON APD PPG ASH AXTA ….. GRA FMC WLK HUN CF OLN CC PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -2.69% Top=CHRW JBHT EXPD KSU NAT CNI UPS SAVE ….. SWFT JBLU DAL XPO TRN UAL AAL TK=Bottom (Transportation)
ENER(88): -3.75% Top=HFC VLO MMP PBF BPL XOM PSX SE ….. OAS RICE ATW RDC SWN RRC SN EEP=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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 9:42 am ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170130 9:42 am ET)
1.6% of stocks are above yesterday’s high.
12.2% are above yesterday’s midpoint. (87.8% are below.)
54.5% are below yesterday’s low.
43.9% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
71.5% of stocks with today’s low < yesterday’s low. (28.5% greater than).

EVIDENCE OF INTRADAY TREND (20170130 9:42 am ET)
17.2% of stocks are above today’s open. (81.1% are below).
6.4% of stocks are above today’s open and yesterday’s close.
79.2% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 9:42 am ET)
4.7% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
28.9% are in the top half. 71.1% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
21.3% are in the bottom 10%.

GAIN (20170130 9:42 am ET)
8.6% of stocks are above yesterday’s close. (91.4% are below.)
0.0% are up 4.5% or more. 0.7% are down 4.5% or more.
0.0% are up 3.5% or more. 2.2% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY (20170130 9:42 am ET)
2-day: >=95:0.5%…>=90:1.1%…>=80:2.0%…>=50:12.4%…<=20:47.0%…<=10:19.9%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:49.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:55.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 9:42 am ET)
1.6% above previous 1 highs, 54.5% below previous 1 lows
1.0% above previous 2 highs, 45.1% below previous 2 lows
0.6% above previous 3 highs, 35.8% below previous 3 lows
0.4% above previous 4 highs, 20.4% below previous 4 lows
0.4% above previous 5 highs, 15.1% below previous 5 lows
0.4% above previous 6 highs, 14.0% below previous 6 lows
0.4% above previous 7 highs, 13.2% below previous 7 lows
0.4% above previous 8 highs, 11.7% below previous 8 lows
0.4% above previous 9 highs, 11.3% below previous 9 lows
0.4% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 9:42 am ET)
8.6% are above or equal to 1/27 close (1 days ago), 91.4% are below.
15.6% are above or equal to 1/26 close (2 days ago), 84.4% are below.
17.1% are above or equal to 1/25 close (3 days ago), 82.9% are below.
35.4% are above or equal to 1/24 close (4 days ago), 64.6% are below.
56.2% are above or equal to 1/23 close (5 days ago), 43.8% are below.
54.4% are above or equal to 1/20 close (6 days ago), 45.6% are below.
60.9% are above or equal to 1/19 close (7 days ago), 39.1% are below.
52.3% are above or equal to 1/18 close (8 days ago), 47.7% are below.
54.2% are above or equal to 1/17 close (9 days ago), 45.8% are below.
49.9% are above or equal to 1/13 close (10 days ago), 50.1% are below.
52.9% are above or equal to 1/12 close (11 days ago), 47.1% are below.
49.9% are above or equal to 1/11 close (12 days ago), 50.1% are below.
54.5% are above or equal to 1/10 close (13 days ago), 45.5% are below.
56.9% are above or equal to 1/9 close (14 days ago), 43.1% are below.
50.1% are above or equal to 1/6 close (15 days ago), 49.9% are below.
50.9% are above or equal to 1/5 close (16 days ago), 49.1% are below.
48.3% are above or equal to 1/4 close (17 days ago), 51.7% are below.
58.5% are above or equal to 1/3 close (18 days ago), 41.5% are below.
63.2% are above or equal to 12/30 close (19 days ago), 36.8% are below.
61.5% are above or equal to 12/29 close (20 days ago), 38.5% are below.
62.1% are above or equal to 12/28 close (21 days ago), 37.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 9:42 am ET)
20d: 1.0% new highs, 11.9% new lows
21d: 0.9% new highs, 11.6% new lows
42d: 0.9% new highs, 7.0% new lows
63d: 0.6% new highs, 2.1% new lows
126d: 0.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 9:42 am ET)
2-day: 8.4% above, 91.6% below
3-day: 9.5% above, 90.5% below
4-day: 11.1% above, 88.9% below
5-day: 17.0% above, 83.0% below
8-day: 40.0% above, 60.0% below
10-day: 45.6% above, 54.4% below
20-day: 51.4% above, 48.6% below
50-day: 60.9% above, 39.1% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 9:42 am ET)
REAL(90): -0.44% Top=CBL SNH HCN AVB HR PLD CPT HTA ….. RLGY FCH RLJ PEB DRH SHO LHO HST=Bottom (Real Estate)
LEIS(32): -0.50% Top=CMG RCL WYNN MCD LVS EAT DRI YUM ….. H EXPE LQ YUMC SONC BYD SHAK SEAS=Bottom (Leisure)
META(30): -0.59% Top=NEM SSRI ABX AG AGI SLW PAAS HL ….. FCX CMC STLD SLCA CLF X CNX FMSA=Bottom (Metals & Mining)
RETA(57): -0.63% Top=JCP KSS WBA JWN BBY CVS WMT M ….. WFM BIG EBAY W ETSY GNC SFM ANF=Bottom (Retail & Specialty Retail)
INSU(28): -0.85% Top=ALL FNF TRV PGR AJG FAF MMC AFL ….. ORI L UNM MET MBI PRU CNO LNC=Bottom (Insurance)
COSW(77): -0.89% Top=EA AKAM FEYE LN VMW ATVI EQIX CERN ….. PFPT RHT LC ZEN DATA GOOG WDAY TWLO=Bottom (Computer Software/Internet)
COHW(33): -0.91% Top=NTAP VZ T HRS HPQ S STX PSTG ….. TMUS VG ACIA CIEN ARRS FNSR BBRY VIAV=Bottom (Computer Hardware/Telecom)
MANU(33): -1.08% Top=GE SWK HON XYL BWXT ROP ITW CMI ….. PH DOV CFX ATI DDD KMT MRC TEX=Bottom (Manufacturing)
FINA(87): -1.09% Top=AMG AXP CME CBOE NDAQ DFS FII OMF ….. PACW EWBC ISBC WBS VLY CFR PBCT TCB=Bottom (Banks/Financials)
DISV(43): -1.10% Top=YY INFO RBA ADS SBAC VRSK CTAS ULTA ….. LDOS FDC AMN KBR RRD CAR WTW BAH=Bottom (Diversified Services)
HEAL(45): -1.14% Top=ABT UNH BCR COO PKI BSX ESRX SYK ….. OPK DVA BKD ALGN CYH THC ELGX VAR=Bottom (Health)
MATE(24): -1.22% Top=WM RSG WCN OC PWR WY SUM SRCL ….. FLR DAR LEN MDR DHI TPH TOL KBH=Bottom (Materials & Construction)
CHEM(25): -1.23% Top=EMN SHW MON IFF AXTA PPG APD AGU ….. WLK ASH DOW MOS OLN CF HUN PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -1.37% Top=SWFT KSU CSX CNI CHRW EXPD CP JBHT ….. TRN NAT ALK XPO DAL UAL TK AAL=Bottom (Transportation)
ELEC(46): -1.49% Top=QRVO XLNX TXN MU DLB MRVL SNPS APH ….. ON AMKR AMAT GRMN TRMB OCLR SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): -1.52% Top=PG CHD KMB RL CLX WHR CL KATE ….. SKX BERY PAY KS FOSL COTY WWW TPX=Bottom (Consumer)
ENER(88): -1.97% Top=VLO MDU PBF SLB MMP HFC OXY SE ….. RICE SM WLL CLR SWN RRC SN EEP=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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Older Posts »

Blog at WordPress.com.