daytrend

01/24/2017

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 10:39 am ET
by daytrend on 20170124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 802.

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

COMPARED TO YESTERDAY’S RANGE (20170124 10:39 am ET)
40.4% of stocks are above yesterday’s high.
74.2% are above yesterday’s midpoint. (25.8% are below.)
6.4% are below yesterday’s low.
53.2% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
13.7% of stocks with today’s low < yesterday’s low. (86.3% greater than).

EVIDENCE OF INTRADAY TREND (20170124 10:39 am ET)
61.3% of stocks are above today’s open. (37.0% are below).
59.9% of stocks are above today’s open and yesterday’s close.
22.9% are below both.
24.1% of stocks opened above yesterday’s high.
80.4% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170124 10:39 am ET)
14.6% of stocks are in the top 10% of today’s range.
26.8% are in the top 20%.
57.9% are in the top half. 42.1% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
8.2% are in the bottom 10%.

GAIN (20170124 10:39 am ET)
75.7% of stocks are above yesterday’s close. (24.3% are below.)
1.7% are up 4.5% or more. 0.1% are down 4.5% or more.
3.4% are up 3.5% or more. 0.5% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170124 10:39 am ET)
2-day: >=95:11.2%…>=90:19.7%…>=80:36.9%…>=50:69.6%…<=20:12.6%…<=10:7.2%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:63.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:64.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170124 10:39 am ET)
40.4% above previous 1 highs, 6.4% below previous 1 lows
30.5% above previous 2 highs, 5.6% below previous 2 lows
25.1% above previous 3 highs, 5.0% below previous 3 lows
23.2% above previous 4 highs, 5.0% below previous 4 lows
20.2% above previous 5 highs, 4.6% below previous 5 lows
17.3% above previous 6 highs, 4.5% below previous 6 lows
16.7% above previous 7 highs, 3.5% below previous 7 lows
16.3% above previous 8 highs, 3.0% below previous 8 lows
16.1% above previous 9 highs, 2.9% below previous 9 lows
15.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170124 10:39 am ET)
75.7% are above or equal to 1/23 close (1 days ago), 24.3% are below.
63.0% are above or equal to 1/20 close (2 days ago), 37.0% are below.
71.2% are above or equal to 1/19 close (3 days ago), 28.8% are below.
57.0% are above or equal to 1/18 close (4 days ago), 43.0% are below.
62.5% are above or equal to 1/17 close (5 days ago), 37.5% are below.
55.2% are above or equal to 1/13 close (6 days ago), 44.8% are below.
58.2% are above or equal to 1/12 close (7 days ago), 41.8% are below.
54.2% are above or equal to 1/11 close (8 days ago), 45.8% are below.
60.5% are above or equal to 1/10 close (9 days ago), 39.5% are below.
63.2% are above or equal to 1/9 close (10 days ago), 36.8% are below.
53.1% are above or equal to 1/6 close (11 days ago), 46.9% are below.
53.1% are above or equal to 1/5 close (12 days ago), 46.9% are below.
51.1% are above or equal to 1/4 close (13 days ago), 48.9% are below.
62.3% are above or equal to 1/3 close (14 days ago), 37.7% are below.
68.0% are above or equal to 12/30 close (15 days ago), 32.0% are below.
66.3% are above or equal to 12/29 close (16 days ago), 33.7% are below.
65.8% are above or equal to 12/28 close (17 days ago), 34.2% are below.
55.1% are above or equal to 12/27 close (18 days ago), 44.9% are below.
58.0% are above or equal to 12/23 close (19 days ago), 42.0% are below.
60.0% are above or equal to 12/22 close (20 days ago), 40.0% are below.
57.7% are above or equal to 12/21 close (21 days ago), 42.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170124 10:39 am ET)
20d: 16.8% new highs, 3.1% new lows
21d: 16.3% new highs, 3.1% new lows
42d: 11.8% new highs, 1.2% new lows
63d: 9.5% new highs, 0.4% new lows
126d: 6.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170124 10:39 am ET)
2-day: 74.7% above, 25.3% below
3-day: 68.7% above, 31.3% below
4-day: 70.4% above, 29.6% below
5-day: 65.8% above, 34.2% below
8-day: 62.1% above, 37.9% below
10-day: 61.3% above, 38.7% below
20-day: 60.5% above, 39.5% below
50-day: 69.0% above, 31.0% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170124 10:39 am ET)
META(30): 2.40% Top=AKS CLF CENX FCX AA TECK X CNX ….. AEM HL SLW FNV AG SLCA TAHO FMSA=Bottom (Metals & Mining)
MATE(24): 2.03% Top=DHI LEN PHM TPH SUM CAA PWR TOL ….. MDR WY SRCL RSG WM WCN DAR FAST=Bottom (Materials & Construction)
MANU(33): 1.76% Top=ATI TEX KMT MRC CFX MHK ITT DDD ….. EMR ROK MWA BWXT HON DE ROP DHR=Bottom (Manufacturing)
CHEM(24): 1.67% Top=CC POT WLK HUN MOS CF DD DOW ….. GRA ASH PX RPM IFF APD MON SHW=Bottom (Chemicals/Fertilizers)
CONS(48): 1.15% Top=KMB KS SKX TPX COH PKG OI TUP ….. GT CL CLX GIL FL NKE COTY KATE=Bottom (Consumer)
ELEC(45): 1.06% Top=OCLR MU CY CRUS AMBA GLW AVGO AMD ….. SPWR KLAC CREE FSLR MSCC PI WAT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 0.81% Top=RICE CVI PAA SM PBF SWN HFC COG ….. HES SLB RIG NBR DCP BAS HLX SPN=Bottom (Energy)
TRAN(24): 0.77% Top=SWFT XPO TRN NSC WAB KSU FDX CSX ….. UNP ALK UPS AAL JBLU CP LUV SAVE=Bottom (Transportation)
LEIS(32): 0.66% Top=GPRO LQ H RCL SONC CMG STAY WYNN ….. MAR ARMK LVS MCD EAT EXPE BLMN TXRH=Bottom (Leisure)
COHW(34): 0.63% Top=ACIA WDC STX HPQ FNSR NTAP VIAV CIEN ….. LVLT TMUS S CTL PSTG T VG VZ=Bottom (Computer Hardware/Telecom)
FINA(87): 0.62% Top=MS CLNS OZRK VOYA CBOE KKR MTB WETF ….. CMA ZION NYCB VLY EFX WU FITB JNS=Bottom (Banks/Financials)
DISV(42): 0.56% Top=ACM JEC URI CAR CXW KBR ALLE FDC ….. LDOS FISV MCO TRU MYGN SBAC ADS AMN=Bottom (Diversified Services)
INSU(29): 0.55% Top=LNC CNO MET XL PRU UNM AJG MMC ….. ORI PGR TRV WLTW AIG MTG FAF CLGX=Bottom (Insurance)
COSW(73): 0.50% Top=YHOO SINA ATHM VIPS VMW DATA IBM JD ….. FEYE TRIP CSRA VEEV MDRX SABR TWTR NTNX=Bottom (Computer Software/Internet)
RETA(58): 0.45% Top=BABA W KMX PIR MELI SHLD BBY ETSY ….. DKS WSM RH TSCO GME EBAY TLRD GNC=Bottom (Retail & Specialty Retail)
REAL(89): -0.08% Top=LHO CONE GEO DLR PEB ARI PSA MPW ….. HTA MFA EQR WPG STOR SKT AVB PLD=Bottom (Real Estate)
HEAL(43): -0.36% Top=RMD HRC ANTM UNH DVA BKD CYH XRAY ….. MD ELGX THC CNC AET TMO IRWD 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 10:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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