daytrend

01/25/2017

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

Market Stats at 12:12 pm ET
by daytrend on 20170125. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 804.

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

COMPARED TO YESTERDAY’S RANGE (20170125 12:12 pm ET)
48.5% of stocks are above yesterday’s high.
78.1% are above yesterday’s midpoint. (21.9% are below.)
9.2% are below yesterday’s low.
42.3% are inside yesterday’s range.
80.0% of stocks with today’s high > yesterday’s high. (20.0% less than).
14.3% of stocks with today’s low < yesterday’s low. (85.7% greater than).

EVIDENCE OF INTRADAY TREND (20170125 12:12 pm ET)
51.4% of stocks are above today’s open. (47.3% are below).
48.5% of stocks are above today’s open and yesterday’s close.
27.1% are below both.
46.4% of stocks opened above yesterday’s high.
79.6% 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 12:12 pm ET)
5.8% of stocks are in the top 10% of today’s range.
14.4% are in the top 20%.
44.2% are in the top half. 55.8% of stocks are in the bottom half of today’s range.
26.5% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN (20170125 12:12 pm ET)
70.0% of stocks are above yesterday’s close. (30.0% are below.)
1.5% are up 4.5% or more. 1.2% are down 4.5% or more.
3.0% are up 3.5% or more. 2.1% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20170125 12:12 pm ET)
2-day: >=95:19.4%…>=90:35.3%…>=80:56.1%…>=50:78.2%…<=20:6.6%…<=10:2.1%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.4%…>=50:74.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:74.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170125 12:12 pm ET)
48.5% above previous 1 highs, 9.2% below previous 1 lows
44.8% above previous 2 highs, 5.5% below previous 2 lows
40.4% above previous 3 highs, 3.5% below previous 3 lows
36.1% above previous 4 highs, 2.9% below previous 4 lows
33.5% above previous 5 highs, 2.7% below previous 5 lows
30.7% above previous 6 highs, 2.7% below previous 6 lows
26.5% above previous 7 highs, 2.6% below previous 7 lows
26.0% above previous 8 highs, 2.2% below previous 8 lows
25.4% above previous 9 highs, 2.2% below previous 9 lows
24.5% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170125 12:12 pm ET)
70.0% are above or equal to 1/24 close (1 days ago), 30.0% are below.
82.6% are above or equal to 1/23 close (2 days ago), 17.4% are below.
78.0% are above or equal to 1/20 close (3 days ago), 22.0% are below.
81.7% are above or equal to 1/19 close (4 days ago), 18.3% are below.
70.6% are above or equal to 1/18 close (5 days ago), 29.4% are below.
71.4% are above or equal to 1/17 close (6 days ago), 28.6% are below.
68.9% are above or equal to 1/13 close (7 days ago), 31.1% are below.
71.0% are above or equal to 1/12 close (8 days ago), 29.0% are below.
67.2% are above or equal to 1/11 close (9 days ago), 32.8% are below.
69.9% are above or equal to 1/10 close (10 days ago), 30.1% are below.
70.9% are above or equal to 1/9 close (11 days ago), 29.1% are below.
64.8% are above or equal to 1/6 close (12 days ago), 35.2% are below.
64.1% are above or equal to 1/5 close (13 days ago), 35.9% are below.
60.4% are above or equal to 1/4 close (14 days ago), 39.6% are below.
70.4% are above or equal to 1/3 close (15 days ago), 29.6% are below.
73.6% are above or equal to 12/30 close (16 days ago), 26.4% are below.
74.1% are above or equal to 12/29 close (17 days ago), 25.9% are below.
73.8% are above or equal to 12/28 close (18 days ago), 26.2% are below.
66.2% are above or equal to 12/27 close (19 days ago), 33.8% are below.
68.4% are above or equal to 12/23 close (20 days ago), 31.6% are below.
68.7% are above or equal to 12/22 close (21 days ago), 31.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170125 12:12 pm ET)
20d: 35.7% new highs, 2.5% new lows
21d: 35.3% new highs, 2.5% new lows
42d: 25.4% new highs, 1.4% new lows
63d: 21.3% new highs, 0.2% new lows
126d: 17.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170125 12:12 pm ET)
2-day: 69.2% above, 30.8% below
3-day: 80.0% above, 20.0% below
4-day: 79.0% above, 21.0% below
5-day: 80.5% above, 19.5% below
8-day: 76.9% above, 23.1% below
10-day: 74.8% above, 25.2% below
20-day: 72.4% above, 27.6% below
50-day: 75.2% above, 24.8% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170125 12:12 pm ET)
MATE(24): 1.36% Top=MDR FLR WY MLM EXP SUM CAA VMC ….. FAST TOL SRCL KBH WM PHM DAR WCN=Bottom (Materials & Construction)
ENER(88): 1.34% Top=CRC PTEN LPI CXO PDS HLX RDC WPZ ….. HES COG PBF TSO NBL PAA MPC PAGP=Bottom (Energy)
MANU(33): 1.24% Top=ROK PH MWA MRC KMT XYL ETN AME ….. DOV DE HON MHK BWXT ITW TEX ATI=Bottom (Manufacturing)
ELEC(46): 0.99% Top=CREE MRVL TEL SPWR MU PI ON CGNX ….. SIMO JBL CAVM FIT SWKS AMD APH CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.98% Top=ELGX CYH CNC ANTM VAR EW VWR ALGN ….. IRWD BCR COO RMD BKD MD ABT ESRX=Bottom (Health)
TRAN(24): 0.90% Top=NSC JBLU CSX WAB GWR XPO JBHT TRN ….. NAT UPS UAL EXPD FDX LUV CHRW CNI=Bottom (Transportation)
COHW(34): 0.84% Top=STX WDC QCOM NTAP PANW CIEN AAPL ARRS ….. T S VZ CCI HRS FNSR VIAV ACIA=Bottom (Computer Hardware/Telecom)
FINA(86): 0.82% Top=VLY BKU HBAN WFC WBS CFG BOFI FHN ….. WU AXP COF CLNS DFS STT NAVI NYCB=Bottom (Banks/Financials)
COSW(74): 0.77% Top=SPLK SHOP NTNX TWLO DATA GRUB FEYE WUBA ….. SINA XRX ADP NTES EQIX TSS CHKP CA=Bottom (Computer Software/Internet)
CONS(49): 0.76% Top=HBI FOSL KS WRK UAA IP PKG TUP ….. SEE PBI CLX CCK PG SKX OI COH=Bottom (Consumer)
INSU(28): 0.57% Top=PGR MET UNM LNC PRU RDN MTG ALL ….. AON L CLGX AGO BRO FAF FNF MBI=Bottom (Insurance)
DISV(42): 0.50% Top=ACM CAR MYGN JEC KBR RRD INFO R ….. GPN ALLE AMN URI PAYX SBAC CXW ZTO=Bottom (Diversified Services)
LEIS(32): 0.41% Top=LQ WYNN BYD RCL MGM CCL CMG TXRH ….. BLMN SIX SEAS H YUMC DRI GPRO EAT=Bottom (Leisure)
CHEM(25): 0.12% Top=HUN PX ASH MON RPM EMN GRA APD ….. MOS WLK POT PPG AGU AXTA CF ALB=Bottom (Chemicals/Fertilizers)
RETA(57): 0.10% Top=DKS AEO BABA SFM SPLS SIG AMZN EBAY ….. KMX LOW AN KORS CVS SBH SHLD MIK=Bottom (Retail & Specialty Retail)
REAL(89): -0.51% Top=RLGY ALLY CBL BAM PEB MPW SHO DRH ….. HCP BXP NNN AIV ELS ACC CONE SC=Bottom (Real Estate)
META(30): -2.02% Top=FMSA CMC SLCA ARNC CNX FNV SCCO TECK ….. AEM CENX CLF X CDE AKS FCX STLD=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 12:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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