daytrend

01/24/2017

Filed under: Market Stats — daytrend @ 2:53 pm

Market Stats at 2:53 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 2:53 pm ET)
63.3% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
4.2% are below yesterday’s low.
32.4% are inside yesterday’s range.
77.8% of stocks with today’s high > yesterday’s high. (22.2% less than).
17.0% of stocks with today’s low < yesterday’s low. (83.0% greater than).

EVIDENCE OF INTRADAY TREND (20170124 2:53 pm ET)
80.2% of stocks are above today’s open. (18.7% are below).
79.1% of stocks are above today’s open and yesterday’s close.
13.1% 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 2:53 pm ET)
35.4% of stocks are in the top 10% of today’s range.
56.9% are in the top 20%.
84.2% are in the top half. 15.8% of stocks are in the bottom half of today’s range.
4.2% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20170124 2:53 pm ET)
85.8% of stocks are above yesterday’s close. (14.2% are below.)
5.5% are up 4.5% or more. 0.1% are down 4.5% or more.
9.7% are up 3.5% or more. 0.4% are down 3.5% or more.
34.4% are between +1% and -1%.

RSI on DAILY (20170124 2:53 pm ET)
2-day: >=95:15.1%…>=90:29.7%…>=80:53.1%…>=50:82.2%…<=20:6.6%…<=10:4.1%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:72.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:73.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170124 2:53 pm ET)
63.3% above previous 1 highs, 4.2% below previous 1 lows
51.2% above previous 2 highs, 3.6% below previous 2 lows
43.8% above previous 3 highs, 3.2% below previous 3 lows
41.3% above previous 4 highs, 3.2% below previous 4 lows
36.5% above previous 5 highs, 3.0% below previous 5 lows
30.8% above previous 6 highs, 2.9% below previous 6 lows
29.7% above previous 7 highs, 2.2% below previous 7 lows
27.8% above previous 8 highs, 2.1% below previous 8 lows
27.1% above previous 9 highs, 2.1% below previous 9 lows
25.7% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170124 2:53 pm ET)
85.8% are above or equal to 1/23 close (1 days ago), 14.2% are below.
78.6% are above or equal to 1/20 close (2 days ago), 21.4% are below.
81.4% are above or equal to 1/19 close (3 days ago), 18.6% are below.
69.1% are above or equal to 1/18 close (4 days ago), 30.9% are below.
70.1% are above or equal to 1/17 close (5 days ago), 29.9% are below.
64.1% are above or equal to 1/13 close (6 days ago), 35.9% are below.
68.2% are above or equal to 1/12 close (7 days ago), 31.8% are below.
64.5% are above or equal to 1/11 close (8 days ago), 35.5% are below.
67.0% are above or equal to 1/10 close (9 days ago), 33.0% are below.
69.6% are above or equal to 1/9 close (10 days ago), 30.4% are below.
60.5% are above or equal to 1/6 close (11 days ago), 39.5% are below.
61.3% are above or equal to 1/5 close (12 days ago), 38.7% are below.
58.2% are above or equal to 1/4 close (13 days ago), 41.8% are below.
67.6% are above or equal to 1/3 close (14 days ago), 32.4% are below.
72.1% are above or equal to 12/30 close (15 days ago), 27.9% are below.
71.2% are above or equal to 12/29 close (16 days ago), 28.8% are below.
72.2% are above or equal to 12/28 close (17 days ago), 27.8% are below.
61.7% are above or equal to 12/27 close (18 days ago), 38.3% are below.
65.3% are above or equal to 12/23 close (19 days ago), 34.7% are below.
66.5% are above or equal to 12/22 close (20 days ago), 33.5% are below.
64.2% are above or equal to 12/21 close (21 days ago), 35.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170124 2:53 pm ET)
20d: 26.6% new highs, 3.7% new lows
21d: 26.2% new highs, 3.7% new lows
42d: 19.5% new highs, 1.6% new lows
63d: 16.1% new highs, 0.4% new lows
126d: 10.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170124 2:53 pm ET)
2-day: 85.3% above, 14.7% below
3-day: 82.7% above, 17.3% below
4-day: 82.2% above, 17.8% below
5-day: 79.6% above, 20.4% below
8-day: 74.8% above, 25.2% below
10-day: 71.9% above, 28.1% below
20-day: 69.6% above, 30.4% below
50-day: 73.2% above, 26.8% below
200-day: 71.7% above, 28.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170124 2:53 pm ET)
MATE(24): 3.17% Top=PWR DHI LEN TPH PHM SUM TOL CAA ….. OC WY DAR SRCL WM RSG FAST WCN=Bottom (Materials & Construction)
MANU(33): 3.16% Top=ATI MRC KMT CFX TEX ITT DDD DOV ….. XYL MWA TTC GE ROP DE HON DHR=Bottom (Manufacturing)
CHEM(24): 3.10% Top=MOS POT PAH WLK CF DD HUN DOW ….. CE AXTA IFF ALB PX APD MON SHW=Bottom (Chemicals/Fertilizers)
ENER(87): 2.09% Top=MTDR CVI RICE HP SXL ETP OII HFC ….. SPN EOG SLB OXY XOM KOS PXD HLX=Bottom (Energy)
CONS(48): 1.96% Top=FOSL TPX SKX PKG KMB COH KS ENR ….. CL UAA HBI CRI NKE GIL CLX FL=Bottom (Consumer)
META(30): 1.91% Top=CENX FCX CCJ TECK CLF CNX ARNC AA ….. PAAS FNV CDE SSRI HL TAHO AG AKS=Bottom (Metals & Mining)
ELEC(45): 1.80% Top=OCLR CY AMD CRUS GLW AMBA MU MRVL ….. AYI MSCC CREE PI SPWR WAT FSLR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): 1.76% Top=OZRK WETF BOFI OMF SLM FHN SIVB HOMB ….. TROW FRC AMTD PSEC FITB EFX WU JNS=Bottom (Banks/Financials)
TRAN(24): 1.56% Top=XPO FDX NSC GWR SWFT JBHT WAB TRN ….. EXPD KSU UNP UAL CP ALK SAVE LUV=Bottom (Transportation)
COHW(34): 1.39% Top=ACIA WDC STX FNSR VIAV NTAP HPQ CIEN ….. TMUS AAPL LVLT CTL PSTG VG T VZ=Bottom (Computer Hardware/Telecom)
COSW(73): 1.30% Top=DATA YHOO NCR PTC CSC SINA VMW IBM ….. SQ MTCH AKAM DOX MBLY TWTR SABR FEYE=Bottom (Computer Software/Internet)
DISV(42): 1.29% Top=ACM JEC KBR RRD CXW URI FDC CAR ….. MA VNTV FISV ADS AMN ZTO SBAC YY=Bottom (Diversified Services)
LEIS(32): 1.23% Top=GPRO CMG LQ WYNN MGM DPZ YUM WEN ….. EXPE DNKN EAT SIX BLMN H TXRH MCD=Bottom (Leisure)
RETA(58): 1.08% Top=BABA FINL ETSY CHS NFLX SIG URBN W ….. TJX HD GME WBA KR EBAY GNC RH=Bottom (Retail & Specialty Retail)
INSU(29): 0.95% Top=MBI CNO LNC MET L PRU ORI UNM ….. FNF CINF WLTW AIG FAF MTG BRO TRV=Bottom (Insurance)
HEAL(43): 0.46% Top=RMD HRC CYH ACHC XRAY BKD ESRX DVA ….. BSX PKI EW AET MD IART TMO MOH=Bottom (Health)
REAL(89): 0.11% Top=GEO SC PEB CIM ARI CONE ALLY CBG ….. AVB DRE SKT GGP SRC EQR 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 2:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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