daytrend

01/24/2017

Filed under: Market Stats — daytrend @ 12:35 pm

Market Stats at 12:34 pm 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 12:34 pm ET)
55.2% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint. (17.7% are below.)
6.4% are below yesterday’s low.
38.4% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20170124 12:34 pm ET)
75.3% of stocks are above today’s open. (24.1% are below).
73.2% of stocks are above today’s open and yesterday’s close.
15.2% 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 12:34 pm ET)
36.5% of stocks are in the top 10% of today’s range.
52.7% are in the top 20%.
78.8% are in the top half. 21.2% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20170124 12:34 pm ET)
82.7% of stocks are above yesterday’s close. (17.3% are below.)
3.6% are up 4.5% or more. 0.2% are down 4.5% or more.
7.0% are up 3.5% or more. 0.4% are down 3.5% or more.
44.6% are between +1% and -1%.

RSI on DAILY (20170124 12:34 pm ET)
2-day: >=95:13.2%…>=90:27.4%…>=80:46.3%…>=50:77.8%…<=20:9.9%…<=10:6.0%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:67.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170124 12:34 pm ET)
55.2% above previous 1 highs, 6.4% below previous 1 lows
42.4% above previous 2 highs, 5.5% below previous 2 lows
35.2% above previous 3 highs, 5.0% below previous 3 lows
32.3% above previous 4 highs, 4.7% below previous 4 lows
28.9% above previous 5 highs, 4.6% below previous 5 lows
24.3% above previous 6 highs, 4.5% below previous 6 lows
22.9% above previous 7 highs, 3.5% below previous 7 lows
21.7% above previous 8 highs, 3.1% below previous 8 lows
21.2% above previous 9 highs, 3.1% below previous 9 lows
20.3% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170124 12:34 pm ET)
82.7% are above or equal to 1/23 close (1 days ago), 17.3% are below.
72.1% are above or equal to 1/20 close (2 days ago), 27.9% are below.
77.3% are above or equal to 1/19 close (3 days ago), 22.7% are below.
64.6% are above or equal to 1/18 close (4 days ago), 35.4% are below.
67.6% are above or equal to 1/17 close (5 days ago), 32.4% are below.
60.6% are above or equal to 1/13 close (6 days ago), 39.4% are below.
64.3% are above or equal to 1/12 close (7 days ago), 35.7% are below.
60.1% are above or equal to 1/11 close (8 days ago), 39.9% are below.
63.7% are above or equal to 1/10 close (9 days ago), 36.3% are below.
65.8% are above or equal to 1/9 close (10 days ago), 34.2% are below.
56.9% are above or equal to 1/6 close (11 days ago), 43.1% are below.
58.0% are above or equal to 1/5 close (12 days ago), 42.0% are below.
55.9% are above or equal to 1/4 close (13 days ago), 44.1% are below.
65.2% are above or equal to 1/3 close (14 days ago), 34.8% are below.
70.9% are above or equal to 12/30 close (15 days ago), 29.1% are below.
69.6% are above or equal to 12/29 close (16 days ago), 30.4% are below.
69.3% are above or equal to 12/28 close (17 days ago), 30.7% are below.
58.9% are above or equal to 12/27 close (18 days ago), 41.1% are below.
61.7% are above or equal to 12/23 close (19 days ago), 38.3% are below.
64.5% are above or equal to 12/22 close (20 days ago), 35.5% are below.
61.3% are above or equal to 12/21 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170124 12:34 pm ET)
20d: 20.6% new highs, 3.5% new lows
21d: 20.1% new highs, 3.5% new lows
42d: 15.0% new highs, 1.5% new lows
63d: 12.1% new highs, 0.4% new lows
126d: 8.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170124 12:34 pm ET)
2-day: 81.7% above, 18.3% below
3-day: 77.7% above, 22.3% below
4-day: 78.3% above, 21.7% below
5-day: 75.1% above, 24.9% below
8-day: 69.3% above, 30.7% below
10-day: 67.2% above, 32.8% below
20-day: 65.3% above, 34.7% below
50-day: 71.1% above, 28.9% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170124 12:34 pm ET)
MATE(24): 2.69% Top=PWR LEN DHI TPH PHM CAA EXP TOL ….. OC WY RSG WM SRCL DAR WCN FAST=Bottom (Materials & Construction)
MANU(33): 2.62% Top=ATI TEX CFX MRC KMT ITT DDD MHK ….. XYL TTC GE ROP HON MWA DE DHR=Bottom (Manufacturing)
META(30): 2.55% Top=CENX TECK FCX CCJ AA CLF CNX GG ….. CMC AEM FMSA HL SLW AG TAHO AKS=Bottom (Metals & Mining)
CHEM(24): 2.34% Top=POT MOS WLK DD CF CC PAH HUN ….. ASH GRA RPM IFF PX APD MON SHW=Bottom (Chemicals/Fertilizers)
ENER(87): 1.85% Top=RICE CVI SXL ETP SWN ECA MTDR SM ….. EOG SLB DO XOM BAS PXD SPN HLX=Bottom (Energy)
CONS(48): 1.63% Top=PKG KMB COH FOSL SKX KS TPX OI ….. UAA GIL HBI CLX COTY KATE NKE FL=Bottom (Consumer)
ELEC(45): 1.45% Top=OCLR CY GLW AMBA CRUS MU AVGO IDTI ….. CREE KLAC MSCC FSLR SPWR PI WAT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 1.22% Top=FDX XPO GWR SWFT CSX NSC TRN WAB ….. UPS EXPD UAL UNP CP ALK LUV SAVE=Bottom (Transportation)
FINA(87): 1.20% Top=WETF OZRK CLNS SLM MS BOFI HOMB TCB ….. NYCB TROW PYPL AMTD EFX FITB WU JNS=Bottom (Banks/Financials)
COHW(34): 1.15% Top=ACIA WDC STX VIAV HPQ NTAP FNSR CIEN ….. TMUS LVLT S CTL PSTG T VG VZ=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.92% Top=GPRO LQ CMG QSR SONC STAY RCL WYNN ….. BLMN SBUX DNKN H LVS EXPE MCD TXRH=Bottom (Leisure)
DISV(42): 0.87% Top=ACM JEC KBR CXW URI CAR FDC ALLE ….. BAH MA FISV ZTO SBAC ADS YY AMN=Bottom (Diversified Services)
COSW(73): 0.76% Top=DATA YHOO NCR PTC VIPS IBM VMW SINA ….. NOW AKAM MTCH CSRA SQ SABR TWTR FEYE=Bottom (Computer Software/Internet)
RETA(58): 0.70% Top=KMX BABA CHS FINL W PIR ETSY SPLS ….. WSM WFM KR TSCO RH WBA EBAY GNC=Bottom (Retail & Specialty Retail)
INSU(29): 0.60% Top=MET LNC CNO MBI PRU XL L ORI ….. AIG PGR WLTW MTG FNF BRO FAF TRV=Bottom (Insurance)
REAL(89): 0.16% Top=GEO LHO ALLY CIM SHO SC CONE PEB ….. O GGP AVB SKT WPG STOR SRC PLD=Bottom (Real Estate)
HEAL(43): 0.04% Top=RMD HRC UNH ACHC ANTM ZBH NUVA BKD ….. THC CNC AET TMO MD ELGX DXCM IRWD=Bottom (Health)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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