daytrend

01/25/2017

Filed under: Market Stats — daytrend @ 12:58 pm

Market Stats at 12:57 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 12:57 pm ET)
49.1% of stocks are above yesterday’s high.
78.4% are above yesterday’s midpoint. (21.6% are below.)
9.3% are below yesterday’s low.
41.5% are inside yesterday’s range.
80.2% of stocks with today’s high > yesterday’s high. (19.8% less than).
14.9% of stocks with today’s low < yesterday’s low. (85.1% greater than).

EVIDENCE OF INTRADAY TREND (20170125 12:57 pm ET)
54.2% of stocks are above today’s open. (44.3% are below).
51.2% of stocks are above today’s open and yesterday’s close.
24.8% 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 12:57 pm ET)
6.8% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
47.9% are in the top half. 52.1% of stocks are in the bottom half of today’s range.
22.8% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20170125 12:57 pm ET)
72.4% of stocks are above yesterday’s close. (27.6% are below.)
1.4% are up 4.5% or more. 1.7% are down 4.5% or more.
3.1% are up 3.5% or more. 2.1% are down 3.5% or more.
53.6% are between +1% and -1%.

RSI on DAILY (20170125 12:57 pm ET)
2-day: >=95:20.3%…>=90:36.3%…>=80:56.1%…>=50:79.5%…<=20:6.2%…<=10:2.4%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.5%…>=50:74.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:75.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170125 12:57 pm ET)
49.1% above previous 1 highs, 9.3% below previous 1 lows
45.1% above previous 2 highs, 5.7% below previous 2 lows
41.3% above previous 3 highs, 3.5% below previous 3 lows
37.4% above previous 4 highs, 3.0% below previous 4 lows
34.7% above previous 5 highs, 2.9% below previous 5 lows
31.6% above previous 6 highs, 2.9% below previous 6 lows
27.1% above previous 7 highs, 2.7% below previous 7 lows
26.4% above previous 8 highs, 2.5% below previous 8 lows
25.5% above previous 9 highs, 2.5% below previous 9 lows
24.8% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170125 12:57 pm ET)
72.4% are above or equal to 1/24 close (1 days ago), 27.6% are below.
82.2% are above or equal to 1/23 close (2 days ago), 17.8% are below.
78.6% are above or equal to 1/20 close (3 days ago), 21.4% are below.
81.3% are above or equal to 1/19 close (4 days ago), 18.7% are below.
72.0% are above or equal to 1/18 close (5 days ago), 28.0% are below.
72.1% are above or equal to 1/17 close (6 days ago), 27.9% are below.
69.0% are above or equal to 1/13 close (7 days ago), 31.0% are below.
72.1% are above or equal to 1/12 close (8 days ago), 27.9% are below.
68.0% are above or equal to 1/11 close (9 days ago), 32.0% are below.
70.3% are above or equal to 1/10 close (10 days ago), 29.7% are below.
72.0% are above or equal to 1/9 close (11 days ago), 28.0% are below.
64.6% are above or equal to 1/6 close (12 days ago), 35.4% are below.
64.3% are above or equal to 1/5 close (13 days ago), 35.7% are below.
60.4% are above or equal to 1/4 close (14 days ago), 39.6% are below.
70.8% are above or equal to 1/3 close (15 days ago), 29.2% are below.
74.4% are above or equal to 12/30 close (16 days ago), 25.6% are below.
74.4% are above or equal to 12/29 close (17 days ago), 25.6% are below.
74.1% are above or equal to 12/28 close (18 days ago), 25.9% are below.
65.9% are above or equal to 12/27 close (19 days ago), 34.1% are below.
67.9% are above or equal to 12/23 close (20 days ago), 32.1% are below.
68.0% are above or equal to 12/22 close (21 days ago), 32.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170125 12:57 pm ET)
20d: 35.9% new highs, 2.7% new lows
21d: 35.6% new highs, 2.7% new lows
42d: 25.5% new highs, 1.5% new lows
63d: 21.4% new highs, 0.4% new lows
126d: 17.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170125 12:57 pm ET)
2-day: 71.0% above, 29.0% below
3-day: 79.4% above, 20.6% below
4-day: 80.3% above, 19.7% below
5-day: 80.3% above, 19.7% below
8-day: 77.5% above, 22.5% below
10-day: 75.5% above, 24.5% below
20-day: 73.3% above, 26.7% below
50-day: 75.2% above, 24.8% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170125 12:57 pm ET)
MATE(24): 1.55% Top=MDR EXP FLR MLM WY SUM DHI CAA ….. PHM RSG SRCL PWR FAST WM DAR WCN=Bottom (Materials & Construction)
ENER(88): 1.35% Top=CRC PTEN LPI ETP PDS RDC WPZ SXL ….. DVN PBF NBL APC MPC HES PAA PAGP=Bottom (Energy)
MANU(33): 1.34% Top=ROK MRC MWA PH ETN XYL KMT CAT ….. DHR MHK TEX ITW HON BWXT DE ATI=Bottom (Manufacturing)
ELEC(46): 1.05% Top=CREE TEL MRVL SPWR MU PI ON CGNX ….. AYI TRMB NVDA CAVM SWKS AMD APH CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.97% Top=ELGX CYH ANTM CNC VAR OPK UHS ALGN ….. HCA BSX COO ABT RMD MD IRWD ESRX=Bottom (Health)
TRAN(24): 0.96% Top=NSC XPO CSX GWR JBLU WAB JBHT TRN ….. ALK NAT EXPD FDX UAL CHRW LUV CNI=Bottom (Transportation)
COHW(34): 0.86% Top=STX WDC QCOM NTAP CIEN AAPL JNPR BBRY ….. VG S VZ CCI HRS FNSR VIAV ACIA=Bottom (Computer Hardware/Telecom)
CONS(49): 0.86% Top=HBI KS FOSL IP UAA WRK COTY GIL ….. BERY CLX SEE PG CCK SKX COH OI=Bottom (Consumer)
FINA(86): 0.80% Top=VLY HBAN WFC BKU WBS BOFI FHN CFG ….. COF WU JNS DFS CLNS STT NAVI NYCB=Bottom (Banks/Financials)
COSW(74): 0.76% Top=SPLK NTNX SHOP TWLO GRUB DATA LC FEYE ….. JD SQ ADP NTES EQIX CHKP TSS CA=Bottom (Computer Software/Internet)
DISV(42): 0.62% Top=ACM CAR JEC KBR MYGN R RRD INFO ….. BAH FLT GPN URI PAYX SBAC CXW ZTO=Bottom (Diversified Services)
INSU(28): 0.59% Top=PGR MET LNC UNM PRU CINF CNO ALL ….. AON VR L FNF AGO BRO FAF MBI=Bottom (Insurance)
LEIS(32): 0.52% Top=BYD WYNN LQ RCL MGM CCL SONC TXRH ….. WEN BLMN SEAS H DRI YUMC GPRO EAT=Bottom (Leisure)
RETA(57): 0.26% Top=DKS AEO BABA ANF AMZN EBAY URBN SIG ….. LOW TSCO KORS CASY SBH CVS SHLD MIK=Bottom (Retail & Specialty Retail)
CHEM(25): 0.12% Top=ASH PX HUN MON RPM GRA EMN APD ….. AXTA WLK PPG POT MOS AGU CF ALB=Bottom (Chemicals/Fertilizers)
REAL(89): -0.50% Top=RLGY ALLY CBL WPG BAM MPW DRH PEB ….. NNN HCP ELS CUBE EXR ACC CONE SC=Bottom (Real Estate)
META(30): -2.25% Top=FMSA SLCA CMC ARNC SCCO CNX FNV TECK ….. AEM CENX CDE X CLF FCX AKS 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 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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