daytrend

01/20/2017

Filed under: Market Stats — daytrend @ 1:50 pm

Market Stats at 1:49 pm ET
by daytrend on 20170120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 804.

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 (20170120 1:49 pm ET)
18.0% of stocks are above yesterday’s high.
52.4% are above yesterday’s midpoint. (47.6% are below.)
10.6% are below yesterday’s low.
71.4% are inside yesterday’s range.
48.1% of stocks with today’s high > yesterday’s high. (51.9% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND (20170120 1:49 pm ET)
51.0% of stocks are above today’s open. (47.4% are below).
49.8% of stocks are above today’s open and yesterday’s close.
27.1% are below both.
11.3% of stocks opened above yesterday’s high.
76.6% of stocks opened above yesterday’s close. (19.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170120 1:49 pm ET)
7.0% of stocks are in the top 10% of today’s range.
15.2% are in the top 20%.
41.7% are in the top half. 58.3% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170120 1:49 pm ET)
71.6% of stocks are above yesterday’s close. (28.4% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
71.6% are between +1% and -1%.

RSI on DAILY (20170120 1:49 pm ET)
2-day: >=95:4.1%…>=90:8.6%…>=80:19.0%…>=50:55.2%…<=20:15.3%…<=10:7.2%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:56.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170120 1:49 pm ET)
18.0% above previous 1 highs, 10.6% below previous 1 lows
11.9% above previous 2 highs, 8.3% below previous 2 lows
8.1% above previous 3 highs, 6.1% below previous 3 lows
6.8% above previous 4 highs, 5.8% below previous 4 lows
6.1% above previous 5 highs, 4.4% below previous 5 lows
5.8% above previous 6 highs, 3.5% below previous 6 lows
5.6% above previous 7 highs, 3.5% below previous 7 lows
4.9% above previous 8 highs, 3.4% below previous 8 lows
4.6% above previous 9 highs, 3.2% below previous 9 lows
4.5% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170120 1:49 pm ET)
71.6% are above or equal to 1/19 close (1 days ago), 28.4% are below.
43.0% are above or equal to 1/18 close (2 days ago), 57.0% are below.
52.5% are above or equal to 1/17 close (3 days ago), 47.5% are below.
43.5% are above or equal to 1/13 close (4 days ago), 56.5% are below.
49.4% are above or equal to 1/12 close (5 days ago), 50.6% are below.
45.4% are above or equal to 1/11 close (6 days ago), 54.6% are below.
52.2% are above or equal to 1/10 close (7 days ago), 47.8% are below.
56.3% are above or equal to 1/9 close (8 days ago), 43.7% are below.
46.5% are above or equal to 1/6 close (9 days ago), 53.5% are below.
46.5% are above or equal to 1/5 close (10 days ago), 53.5% are below.
44.0% are above or equal to 1/4 close (11 days ago), 56.0% are below.
58.1% are above or equal to 1/3 close (12 days ago), 41.9% are below.
65.0% are above or equal to 12/30 close (13 days ago), 35.0% are below.
63.2% are above or equal to 12/29 close (14 days ago), 36.8% are below.
62.3% are above or equal to 12/28 close (15 days ago), 37.7% are below.
52.0% are above or equal to 12/27 close (16 days ago), 48.0% are below.
54.7% are above or equal to 12/23 close (17 days ago), 45.3% are below.
56.2% are above or equal to 12/22 close (18 days ago), 43.8% are below.
51.9% are above or equal to 12/21 close (19 days ago), 48.1% are below.
49.3% are above or equal to 12/20 close (20 days ago), 50.7% are below.
54.0% are above or equal to 12/19 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170120 1:49 pm ET)
20d: 10.0% new highs, 5.8% new lows
21d: 9.7% new highs, 5.7% new lows
42d: 6.7% new highs, 2.5% new lows
63d: 5.6% new highs, 1.5% new lows
126d: 4.4% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170120 1:49 pm ET)
2-day: 69.2% above, 30.8% below
3-day: 54.7% above, 45.3% below
4-day: 51.7% above, 48.3% below
5-day: 49.3% above, 50.7% below
8-day: 48.4% above, 51.6% below
10-day: 48.8% above, 51.2% below
20-day: 54.9% above, 45.1% below
50-day: 67.7% above, 32.3% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170120 1:49 pm ET)
CHEM(23): 1.14% Top=POT CF MOS WLK CC OLN FMC PPG ….. ALB HUN CE AXTA DOW MON SHW DD=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.04% Top=SWKS CRUS QRVO AVGO MSCC IDTI ON PI ….. SNPS XLNX MXL WAT BRKR CGNX NVDA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 0.91% Top=SLCA GG TAHO SLW CENX SSRI AGI CDE ….. ARNC NEM AKS CNX SCCO AA CLF CCJ=Bottom (Metals & Mining)
ENER(87): 0.74% Top=BAS RDC CRC NOV MTDR ATW RES SN ….. EEP WPZ RICE COG SWN SM WMB KOS=Bottom (Energy)
REAL(89): 0.69% Top=DFT BAM CONE GEO SNH AIV BDN DEI ….. TWO VER SRC CBL AGNC STOR DRE RLGY=Bottom (Real Estate)
MATE(24): 0.57% Top=SUM VMC EXP USG MDR FAST MLM DHI ….. LEN SRCL WM KBH RSG TOL WY DAR=Bottom (Materials & Construction)
FINA(87): 0.42% Top=OZRK OMF CFG SBNY SYF BEN WDR STI ….. AMTD C SCHW AXP CLNS WU PBCT EFX=Bottom (Banks/Financials)
COHW(33): 0.37% Top=WDC COMM NTAP T QCOM CCI PSTG VZ ….. HRS CDW JNPR VG CIEN HPQ ACIA FNSR=Bottom (Computer Hardware/Telecom)
CONS(47): 0.35% Top=PG SKX FOSL WRK IP TPX PVH COTY ….. BC AVY PAY ECL BLL UAA CCK GPK=Bottom (Consumer)
LEIS(34): 0.31% Top=GPRO MTN BLMN DRI SEAS EXPE MGM DPZ ….. ARMK LVS CCL BYD SBUX CMG SONC LQ=Bottom (Leisure)
RETA(58): 0.31% Top=SHLD JWN JCP DKS GNC GPS KSS WSM ….. PIR SBH WMT BBY CVS TGT ETSY WBA=Bottom (Retail & Specialty Retail)
DISV(42): 0.26% Top=CXW AMN FDC TAL MA MCO PAYX INFO ….. JEC ATHN CAR TRU YY HRB ALLE WTW=Bottom (Diversified Services)
TRAN(23): 0.24% Top=KSU LUV UAL DAL AAL SAVE CNI UNP ….. JBHT EXPD TRN FDX WAB SWFT NSC CSX=Bottom (Transportation)
MANU(34): 0.21% Top=TEX DE MWA TTC DOV MHK CAT CFX ….. ATI PNR DHR BWXT HON PH MRC GE=Bottom (Manufacturing)
INSU(30): 0.09% Top=UNM PRU AFL ALL AIG L VR ORI ….. CNO XL AXS AON FNF FAF CLGX AGO=Bottom (Insurance)
COSW(74): 0.05% Top=ADSK TEAM IBM ZEN ORCL CHKP NOW TRI ….. TWTR TWLO MBLY PTC MTCH WUBA IAC VIPS=Bottom (Computer Software/Internet)
HEAL(43): -0.04% Top=CYH MOH HCA ANTM CNC ALGN NUVA RMD ….. ELGX IART OPK EW BKD PRXL HRC DXCM=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 1:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: