daytrend

01/23/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Market Stats at 3:00 pm ET
by daytrend on 20170123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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 (20170123 3:00 pm ET)
19.1% of stocks are above yesterday’s high.
40.3% are above yesterday’s midpoint. (59.7% are below.)
30.2% are below yesterday’s low.
50.7% are inside yesterday’s range.
36.3% of stocks with today’s high > yesterday’s high. (63.7% less than).
60.0% of stocks with today’s low < yesterday’s low. (40.0% greater than).

EVIDENCE OF INTRADAY TREND (20170123 3:00 pm ET)
46.4% of stocks are above today’s open. (51.7% are below).
33.0% of stocks are above today’s open and yesterday’s close.
47.6% are below both.
5.6% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (66.2% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170123 3:00 pm ET)
12.4% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170123 3:00 pm ET)
38.7% of stocks are above yesterday’s close. (61.3% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.2% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20170123 3:00 pm ET)
2-day: >=95:3.7%…>=90:7.5%…>=80:19.5%…>=50:43.7%…<=20:23.7%…<=10:12.7%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:50.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170123 3:00 pm ET)
19.1% above previous 1 highs, 30.2% below previous 1 lows
13.9% above previous 2 highs, 18.9% below previous 2 lows
10.5% above previous 3 highs, 14.6% below previous 3 lows
9.4% above previous 4 highs, 13.2% below previous 4 lows
8.5% above previous 5 highs, 12.6% below previous 5 lows
8.4% above previous 6 highs, 10.4% below previous 6 lows
7.5% above previous 7 highs, 9.4% below previous 7 lows
7.2% above previous 8 highs, 9.0% below previous 8 lows
6.0% above previous 9 highs, 8.4% below previous 9 lows
5.7% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170123 3:00 pm ET)
38.7% are above or equal to 1/20 close (1 days ago), 61.3% are below.
55.8% are above or equal to 1/19 close (2 days ago), 44.2% are below.
40.6% are above or equal to 1/18 close (3 days ago), 59.4% are below.
52.2% are above or equal to 1/17 close (4 days ago), 47.8% are below.
40.7% are above or equal to 1/13 close (5 days ago), 59.3% are below.
45.6% are above or equal to 1/12 close (6 days ago), 54.4% are below.
43.8% are above or equal to 1/11 close (7 days ago), 56.2% are below.
51.3% are above or equal to 1/10 close (8 days ago), 48.7% are below.
53.9% are above or equal to 1/9 close (9 days ago), 46.1% are below.
45.1% are above or equal to 1/6 close (10 days ago), 54.9% are below.
46.1% are above or equal to 1/5 close (11 days ago), 53.9% are below.
43.7% are above or equal to 1/4 close (12 days ago), 56.3% are below.
55.4% are above or equal to 1/3 close (13 days ago), 44.6% are below.
61.8% are above or equal to 12/30 close (14 days ago), 38.2% are below.
60.2% are above or equal to 12/29 close (15 days ago), 39.8% are below.
59.2% are above or equal to 12/28 close (16 days ago), 40.8% are below.
49.6% are above or equal to 12/27 close (17 days ago), 50.4% are below.
52.8% are above or equal to 12/23 close (18 days ago), 47.2% are below.
54.1% are above or equal to 12/22 close (19 days ago), 45.9% are below.
50.6% are above or equal to 12/21 close (20 days ago), 49.4% are below.
47.8% are above or equal to 12/20 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170123 3:00 pm ET)
20d: 9.0% new highs, 11.7% new lows
21d: 8.9% new highs, 11.7% new lows
42d: 6.2% new highs, 4.5% new lows
63d: 4.9% new highs, 1.6% new lows
126d: 3.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170123 3:00 pm ET)
2-day: 37.0% above, 63.0% below
3-day: 47.1% above, 52.9% below
4-day: 44.8% above, 55.2% below
5-day: 46.3% above, 53.7% below
8-day: 43.1% above, 56.9% below
10-day: 46.4% above, 53.6% below
20-day: 51.7% above, 48.3% below
50-day: 64.4% above, 35.6% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170123 3:00 pm ET)
META(30): 1.40% Top=HL CDE ABX AEM AG SLW TECK NEM ….. ARNC CMC STLD NUE X AKS FMSA SLCA=Bottom (Metals & Mining)
REAL(87): 0.67% Top=GGP KRC EXR VER CUBE HTA REG EQY ….. CPT AVB DFT RLGY EQR ALLY HST CBG=Bottom (Real Estate)
CONS(47): 0.16% Top=KATE PKG WRK GPK NWL BERY MAT IP ….. OI PBI LULU FOSL SKX LEG COTY UAA=Bottom (Consumer)
CHEM(24): 0.09% Top=CF HUN CE PPG FMC ASH MOS PAH ….. OLN GRA PX DOW DD IFF APD CC=Bottom (Chemicals/Fertilizers)
ELEC(45): -0.01% Top=PI WAT AMD SWKS QRVO NVDA TXN ON ….. TER TRMB MSCC MXL CREE SPWR AMBA FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): -0.06% Top=DHI WY MDR OC WCN PHM CAA USG ….. DAR FAST TOL WM VMC LEN FLR SRCL=Bottom (Materials & Construction)
COSW(74): -0.06% Top=NTNX MBLY NTES PTC JD VIPS GOOG MANH ….. HPE CSRA SQ AKAM PFPT MDRX CERN CSC=Bottom (Computer Software/Internet)
LEIS(34): -0.11% Top=YUMC WYNN CCL SIX DNKN MTN JACK WYN ….. MCD DRI SONC SEAS BYD LQ SHAK GPRO=Bottom (Leisure)
FINA(87): -0.37% Top=CLNS LM NYCB LAZ PSEC FITB STI BMO ….. DFS SIVB SYF MS UMPQ WU WETF BOFI=Bottom (Banks/Financials)
DISV(42): -0.52% Top=MYGN CAR CXW MCO V AL ULTA ATHN ….. FISV YY ADS GPN G FDC WTW TAL=Bottom (Diversified Services)
INSU(30): -0.53% Top=FNF ORI AXS XL AJG AGO TRV BRO ….. MBI PRU RDN CNO AFL HIG AIG CLGX=Bottom (Insurance)
HEAL(43): -0.56% Top=ALGN ZBH IART ELGX HCA DVA LH THC ….. UHS OPK HLS ESRX BKD CYH AET MOH=Bottom (Health)
COHW(33): -0.59% Top=S TMUS T CSCO HRS ACIA JNPR CCI ….. NTAP ARRS SSYS CDW STX ZAYO FNSR QCOM=Bottom (Computer Hardware/Telecom)
MANU(33): -0.70% Top=MHK DE AOS AGCO BWXT SWK ITW TTC ….. DOV EMR XYL TEX MRC KMT GE DDD=Bottom (Manufacturing)
RETA(57): -0.79% Top=BABA MELI HD GME LOW SHLD AN AMZN ….. RH TLRD GNC ANF AAP ORLY PIR SFM=Bottom (Retail & Specialty Retail)
ENER(87): -1.27% Top=SN PAA ETE TEP DK COG WPZ WMB ….. NBR ENLK RIG DO HLX RES SPN PTEN=Bottom (Energy)
TRAN(24): -1.36% Top=CSX CP CNI GWR FDX JBHT CHRW NSC ….. AAL LUV EXPD KSU TRN DAL UAL NAT=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 3:00 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

Blog at WordPress.com.

%d bloggers like this: