daytrend

01/25/2017

Filed under: Market Stats — daytrend @ 10:51 am

Market Stats at 10:51 am ET
by daytrend on 20170125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 803.

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

COMPARED TO YESTERDAY’S RANGE (20170125 10:51 am ET)
54.4% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
6.6% are below yesterday’s low.
39.0% are inside yesterday’s range.
78.7% of stocks with today’s high > yesterday’s high. (21.3% less than).
11.3% of stocks with today’s low < yesterday’s low. (88.7% greater than).

EVIDENCE OF INTRADAY TREND (20170125 10:51 am ET)
60.4% of stocks are above today’s open. (37.9% are below).
57.4% of stocks are above today’s open and yesterday’s close.
18.6% are below both.
46.5% of stocks opened above yesterday’s high.
79.7% of stocks opened above yesterday’s close. (17.3% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170125 10:51 am ET)
14.7% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
57.0% are in the top half. 43.0% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170125 10:51 am ET)
78.6% of stocks are above yesterday’s close. (21.4% are below.)
1.5% are up 4.5% or more. 0.9% are down 4.5% or more.
3.2% are up 3.5% or more. 1.5% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20170125 10:51 am ET)
2-day: >=95:23.5%…>=90:40.2%…>=80:60.6%…>=50:83.7%…<=20:4.5%…<=10:2.0%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.4%…>=50:77.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170125 10:51 am ET)
54.4% above previous 1 highs, 6.6% below previous 1 lows
50.1% above previous 2 highs, 4.0% below previous 2 lows
45.0% above previous 3 highs, 2.6% below previous 3 lows
40.8% above previous 4 highs, 2.2% below previous 4 lows
38.1% above previous 5 highs, 2.2% below previous 5 lows
34.6% above previous 6 highs, 2.2% below previous 6 lows
30.6% above previous 7 highs, 2.1% below previous 7 lows
30.1% above previous 8 highs, 1.9% below previous 8 lows
29.1% above previous 9 highs, 1.7% below previous 9 lows
27.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170125 10:51 am ET)
78.6% are above or equal to 1/24 close (1 days ago), 21.4% are below.
85.2% are above or equal to 1/23 close (2 days ago), 14.8% are below.
82.1% are above or equal to 1/20 close (3 days ago), 17.9% are below.
83.8% are above or equal to 1/19 close (4 days ago), 16.2% are below.
74.1% are above or equal to 1/18 close (5 days ago), 25.9% are below.
72.5% are above or equal to 1/17 close (6 days ago), 27.5% are below.
71.1% are above or equal to 1/13 close (7 days ago), 28.9% are below.
72.7% are above or equal to 1/12 close (8 days ago), 27.3% are below.
69.2% are above or equal to 1/11 close (9 days ago), 30.8% are below.
71.7% are above or equal to 1/10 close (10 days ago), 28.3% are below.
73.6% are above or equal to 1/9 close (11 days ago), 26.4% are below.
66.4% are above or equal to 1/6 close (12 days ago), 33.6% are below.
66.6% are above or equal to 1/5 close (13 days ago), 33.4% are below.
61.5% are above or equal to 1/4 close (14 days ago), 38.5% are below.
72.1% are above or equal to 1/3 close (15 days ago), 27.9% are below.
75.2% are above or equal to 12/30 close (16 days ago), 24.8% are below.
74.7% are above or equal to 12/29 close (17 days ago), 25.3% are below.
74.8% are above or equal to 12/28 close (18 days ago), 25.2% are below.
67.4% are above or equal to 12/27 close (19 days ago), 32.6% are below.
69.9% are above or equal to 12/23 close (20 days ago), 30.1% are below.
70.5% are above or equal to 12/22 close (21 days ago), 29.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170125 10:51 am ET)
20d: 34.9% new highs, 2.1% new lows
21d: 34.4% new highs, 2.1% new lows
42d: 24.9% new highs, 1.0% new lows
63d: 20.9% new highs, 0.2% new lows
126d: 17.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170125 10:51 am ET)
2-day: 77.8% above, 22.2% below
3-day: 84.1% above, 15.9% below
4-day: 84.1% above, 15.9% below
5-day: 85.3% above, 14.7% below
8-day: 80.6% above, 19.4% below
10-day: 78.5% above, 21.5% below
20-day: 74.0% above, 26.0% below
50-day: 75.6% above, 24.4% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170125 10:51 am ET)
MATE(24): 1.79% Top=EXP MDR FLR MLM SUM VMC WY DHI ….. LEN PHM DAR FAST RSG SRCL WM WCN=Bottom (Materials & Construction)
ENER(87): 1.43% Top=PTEN HLX CRC LPI CXO WPZ RDC SM ….. COG HFC VVV NBL RICE MPC PAA PAGP=Bottom (Energy)
MANU(33): 1.35% Top=ROK KMT XYL ETN DDD PH CAT MRC ….. TTC BWXT DHR CFX HON DE ATI ITW=Bottom (Manufacturing)
ELEC(46): 1.32% Top=CREE SPWR TEL GLW MRVL MU ADI OCLR ….. NVDA JBL SWKS CAVM AMD FIT APH CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(34): 1.18% Top=STX WDC QCOM NTAP PANW CIEN ARRS AAPL ….. BCE FNSR HRS VG VZ CCI ACIA VIAV=Bottom (Computer Hardware/Telecom)
CONS(49): 1.04% Top=HBI WRK IP KS FOSL PKG CRI UAA ….. PBI COH OI CLX ENR CCK PG SKX=Bottom (Consumer)
HEAL(43): 0.97% Top=CYH THC ANTM CNC VAR ACHC PKI LH ….. HRC BAX RMD IRWD COO BCR OPK ABT=Bottom (Health)
COSW(74): 0.93% Top=SPLK NTNX TWLO LC DATA SHOP FEYE WDAY ….. ORCL SINA TSS VMW NTES EQIX CHKP CA=Bottom (Computer Software/Internet)
TRAN(24): 0.87% Top=JBLU SWFT XPO NSC JBHT DAL KSU TRN ….. WAB CP FDX CHRW EXPD LUV NAT CNI=Bottom (Transportation)
LEIS(32): 0.79% Top=WYNN BYD LQ MGM TXRH STAY RCL CMG ….. WYN MCD QSR H YUMC DRI GPRO EAT=Bottom (Leisure)
FINA(86): 0.74% Top=VLY BKU WFC HBAN BOFI WBS FHN CFG ….. BX FII AXP COF DFS NAVI STT NYCB=Bottom (Banks/Financials)
RETA(57): 0.72% Top=AEO DKS BIG PIR BABA ANF RH FINL ….. KMX NFLX KORS WMT ORLY CASY SHLD MIK=Bottom (Retail & Specialty Retail)
DISV(42): 0.66% Top=CAR MYGN ACM JEC KBR R INFO WTW ….. BAH TAL VNTV PAYX AMN CXW SBAC ZTO=Bottom (Diversified Services)
INSU(28): 0.66% Top=PGR MTG RDN MET LNC PRU ORI UNM ….. L CLGX AON AIG FNF FAF BRO MBI=Bottom (Insurance)
CHEM(25): 0.36% Top=ASH MON EMN HUN RPM FMC PAH DD ….. PX OLN AXTA PPG AGU WLK CF ALB=Bottom (Chemicals/Fertilizers)
REAL(89): -0.19% Top=PEB RLGY SHO DRH MPW RLJ BAM CUZ ….. REG EQR STOR ELS AIV ACC CONE SC=Bottom (Real Estate)
META(30): -1.55% Top=FMSA ARNC SLCA AA CMC SCCO CCJ CNX ….. CLF X AGI FCX CDE AKS STLD CENX=Bottom (Metals & Mining)

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 10:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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