daytrend

01/24/2017

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 1:23 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 1:23 pm ET)
61.3% of stocks are above yesterday’s high.
84.0% are above yesterday’s midpoint. (16.0% are below.)
4.9% are below yesterday’s low.
33.8% are inside yesterday’s range.
73.8% of stocks with today’s high > yesterday’s high. (26.2% less than).
16.5% of stocks with today’s low < yesterday’s low. (83.5% greater than).

EVIDENCE OF INTRADAY TREND (20170124 1:23 pm ET)
78.7% of stocks are above today’s open. (20.4% are below).
76.9% of stocks are above today’s open and yesterday’s close.
13.8% 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 1:23 pm ET)
43.9% of stocks are in the top 10% of today’s range.
60.6% are in the top 20%.
81.9% are in the top half. 18.1% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20170124 1:23 pm ET)
84.7% of stocks are above yesterday’s close. (15.3% are below.)
4.4% are up 4.5% or more. 0.1% are down 4.5% or more.
8.9% are up 3.5% or more. 0.2% are down 3.5% or more.
39.4% are between +1% and -1%.

RSI on DAILY (20170124 1:23 pm ET)
2-day: >=95:14.2%…>=90:28.7%…>=80:50.5%…>=50:80.5%…<=20:7.7%…<=10:4.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:70.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:71.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170124 1:23 pm ET)
61.3% above previous 1 highs, 4.9% below previous 1 lows
48.1% above previous 2 highs, 4.1% below previous 2 lows
41.6% above previous 3 highs, 3.7% below previous 3 lows
39.4% above previous 4 highs, 3.6% below previous 4 lows
35.2% above previous 5 highs, 3.4% below previous 5 lows
28.8% above previous 6 highs, 3.1% below previous 6 lows
27.3% above previous 7 highs, 2.4% below previous 7 lows
25.3% above previous 8 highs, 2.2% below previous 8 lows
24.9% above previous 9 highs, 2.2% below previous 9 lows
23.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170124 1:23 pm ET)
84.7% are above or equal to 1/23 close (1 days ago), 15.3% are below.
76.3% are above or equal to 1/20 close (2 days ago), 23.7% are below.
80.2% are above or equal to 1/19 close (3 days ago), 19.8% are below.
67.1% are above or equal to 1/18 close (4 days ago), 32.9% are below.
69.5% are above or equal to 1/17 close (5 days ago), 30.5% are below.
63.0% are above or equal to 1/13 close (6 days ago), 37.0% are below.
66.0% are above or equal to 1/12 close (7 days ago), 34.0% are below.
62.6% are above or equal to 1/11 close (8 days ago), 37.4% are below.
66.6% are above or equal to 1/10 close (9 days ago), 33.4% are below.
67.7% are above or equal to 1/9 close (10 days ago), 32.3% are below.
58.9% are above or equal to 1/6 close (11 days ago), 41.1% are below.
59.1% are above or equal to 1/5 close (12 days ago), 40.9% are below.
57.0% are above or equal to 1/4 close (13 days ago), 43.0% are below.
66.6% are above or equal to 1/3 close (14 days ago), 33.4% are below.
71.9% are above or equal to 12/30 close (15 days ago), 28.1% are below.
70.8% are above or equal to 12/29 close (16 days ago), 29.2% are below.
70.1% are above or equal to 12/28 close (17 days ago), 29.9% are below.
60.8% are above or equal to 12/27 close (18 days ago), 39.2% are below.
64.1% are above or equal to 12/23 close (19 days ago), 35.9% are below.
66.0% are above or equal to 12/22 close (20 days ago), 34.0% are below.
62.3% are above or equal to 12/21 close (21 days ago), 37.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170124 1:23 pm ET)
20d: 23.9% new highs, 3.5% new lows
21d: 23.3% new highs, 3.5% new lows
42d: 17.3% new highs, 1.5% new lows
63d: 14.1% new highs, 0.4% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170124 1:23 pm ET)
2-day: 83.8% above, 16.2% below
3-day: 80.0% above, 20.0% below
4-day: 80.7% above, 19.3% below
5-day: 77.7% above, 22.3% below
8-day: 72.3% above, 27.7% below
10-day: 70.0% above, 30.0% below
20-day: 68.0% above, 32.0% below
50-day: 72.2% above, 27.8% below
200-day: 71.9% above, 28.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170124 1:23 pm ET)
MATE(24): 3.03% Top=PWR TPH DHI LEN PHM SUM CAA TOL ….. OC WY DAR RSG WM SRCL FAST WCN=Bottom (Materials & Construction)
MANU(33): 2.93% Top=ATI MRC TEX CFX KMT ITT DDD MHK ….. BWXT MWA TTC GE ROP HON DE DHR=Bottom (Manufacturing)
CHEM(24): 2.75% Top=MOS POT WLK PAH CC DD HUN CF ….. CE AXTA IFF ALB PX MON APD SHW=Bottom (Chemicals/Fertilizers)
META(30): 2.66% Top=CENX TECK FCX CLF CCJ CNX AA ARNC ….. AEM PAAS SSRI FNV SLW TAHO AG AKS=Bottom (Metals & Mining)
ENER(87): 1.91% Top=CVI RICE MTDR SWN SXL ETP ECA SM ….. SLB BAS XOM OXY EOG SPN PXD HLX=Bottom (Energy)
CONS(48): 1.76% Top=PKG FOSL KMB TPX OI KS SKX COH ….. UAA COTY GIL HBI FL KATE NKE CLX=Bottom (Consumer)
FINA(87): 1.68% Top=OMF WETF SLM OZRK TCB FHN HOMB SIVB ….. PSEC TROW ARCC PYPL FITB EFX WU JNS=Bottom (Banks/Financials)
ELEC(45): 1.67% Top=OCLR CRUS CY GLW AMBA MU AVGO AMD ….. KLAC CREE PI MSCC FSLR SPWR WAT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 1.39% Top=XPO FDX GWR SWFT NSC CSX TRN WAB ….. EXPD CNI UAL UNP ALK CP LUV SAVE=Bottom (Transportation)
COHW(34): 1.26% Top=ACIA WDC STX VIAV HPQ NTAP FNSR CIEN ….. AAPL CCI LVLT PSTG CTL T VG VZ=Bottom (Computer Hardware/Telecom)
DISV(42): 1.08% Top=ACM JEC KBR CXW URI CAR RRD R ….. BAH VNTV FISV ADS SBAC ZTO YY AMN=Bottom (Diversified Services)
LEIS(32): 0.99% Top=GPRO LQ CMG WEN SONC YUM RCL QSR ….. SIX H YUMC BLMN LVS EXPE MCD TXRH=Bottom (Leisure)
COSW(73): 0.96% Top=PTC YHOO DATA NCR TWLO SINA IBM MANH ….. AKAM CSRA MTCH NTNX SQ TWTR SABR FEYE=Bottom (Computer Software/Internet)
RETA(58): 0.95% Top=BABA CHS FINL MELI KMX W ETSY URBN ….. HD TGT TSCO KR WBA RH EBAY GNC=Bottom (Retail & Specialty Retail)
INSU(29): 0.88% Top=LNC MET CNO MBI PRU UNM L ORI ….. MTG PGR AIG WLTW FNF BRO FAF TRV=Bottom (Insurance)
HEAL(43): 0.31% Top=RMD HRC ACHC UNH ZBH NUVA ANTM XRAY ….. CNC AET ELGX MOH TMO DXCM MD IRWD=Bottom (Health)
REAL(89): 0.16% Top=GEO LHO PEB SC CIM CONE CBG ARI ….. WPG SKT AVB EQR GGP SRC STOR PLD=Bottom (Real Estate)

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 1:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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