daytrend

01/27/2017

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 12:54 pm ET
by daytrend on 20170127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

COMPARED TO YESTERDAY’S RANGE (20170127 12:54 pm ET)
8.4% of stocks are above yesterday’s high.
27.7% are above yesterday’s midpoint. (72.3% are below.)
44.6% are below yesterday’s low.
47.0% are inside yesterday’s range.
22.4% of stocks with today’s high > yesterday’s high. (77.6% less than).
63.8% of stocks with today’s low < yesterday’s low. (36.2% greater than).

EVIDENCE OF INTRADAY TREND (20170127 12:54 pm ET)
27.2% of stocks are above today’s open. (72.2% are below).
21.7% of stocks are above today’s open and yesterday’s close.
66.3% are below both.
5.5% of stocks opened above yesterday’s high.
54.2% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170127 12:54 pm ET)
6.1% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
36.2% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN (20170127 12:54 pm ET)
28.0% of stocks are above yesterday’s close. (72.0% are below.)
0.6% are up 4.5% or more. 2.1% are down 4.5% or more.
1.3% are up 3.5% or more. 4.9% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY (20170127 12:54 pm ET)
2-day: >=95:6.6%…>=90:9.8%…>=80:16.6%…>=50:38.2%…<=20:26.4%…<=10:12.5%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.4%…>=50:60.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170127 12:54 pm ET)
8.4% above previous 1 highs, 44.6% below previous 1 lows
6.5% above previous 2 highs, 34.1% below previous 2 lows
6.0% above previous 3 highs, 21.4% below previous 3 lows
5.8% above previous 4 highs, 17.0% below previous 4 lows
5.3% above previous 5 highs, 15.3% below previous 5 lows
5.1% above previous 6 highs, 14.6% below previous 6 lows
4.8% above previous 7 highs, 13.8% below previous 7 lows
4.7% above previous 8 highs, 13.6% below previous 8 lows
4.4% above previous 9 highs, 13.1% below previous 9 lows
4.3% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170127 12:54 pm ET)
28.0% are above or equal to 1/26 close (1 days ago), 72.0% are below.
28.4% are above or equal to 1/25 close (2 days ago), 71.6% are below.
47.4% are above or equal to 1/24 close (3 days ago), 52.6% are below.
65.2% are above or equal to 1/23 close (4 days ago), 34.8% are below.
62.9% are above or equal to 1/20 close (5 days ago), 37.1% are below.
67.9% are above or equal to 1/19 close (6 days ago), 32.1% are below.
59.2% are above or equal to 1/18 close (7 days ago), 40.8% are below.
61.0% are above or equal to 1/17 close (8 days ago), 39.0% are below.
57.9% are above or equal to 1/13 close (9 days ago), 42.1% are below.
59.4% are above or equal to 1/12 close (10 days ago), 40.6% are below.
56.9% are above or equal to 1/11 close (11 days ago), 43.1% are below.
61.8% are above or equal to 1/10 close (12 days ago), 38.2% are below.
62.5% are above or equal to 1/9 close (13 days ago), 37.5% are below.
56.7% are above or equal to 1/6 close (14 days ago), 43.3% are below.
57.3% are above or equal to 1/5 close (15 days ago), 42.7% are below.
54.8% are above or equal to 1/4 close (16 days ago), 45.2% are below.
64.1% are above or equal to 1/3 close (17 days ago), 35.9% are below.
68.3% are above or equal to 12/30 close (18 days ago), 31.7% are below.
66.5% are above or equal to 12/29 close (19 days ago), 33.5% are below.
67.3% are above or equal to 12/28 close (20 days ago), 32.7% are below.
59.9% are above or equal to 12/27 close (21 days ago), 40.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170127 12:54 pm ET)
20d: 8.8% new highs, 9.8% new lows
21d: 8.6% new highs, 9.8% new lows
42d: 6.7% new highs, 5.8% new lows
63d: 5.6% new highs, 2.3% new lows
126d: 5.0% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170127 12:54 pm ET)
2-day: 26.9% above, 73.1% below
3-day: 26.4% above, 73.6% below
4-day: 36.1% above, 63.9% below
5-day: 48.7% above, 51.3% below
8-day: 57.6% above, 42.4% below
10-day: 58.5% above, 41.5% below
20-day: 60.3% above, 39.7% below
50-day: 66.3% above, 33.7% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170127 12:54 pm ET)
META(30): 0.55% Top=PAAS FCX AG HL AA SSRI SCCO AEM ….. CCJ TECK ARNC SLCA CMC AKS FMSA CNX=Bottom (Metals & Mining)
HEAL(45): 0.35% Top=BCR BDX BAX ABMD ZBH SYK TMO BSX ….. HRC CYH XRAY ACHC ALGN ESRX THC BKD=Bottom (Health)
ELEC(46): 0.11% Top=KLAC LRCX FLEX AMAT ADI TER MU XLNX ….. DLB OCLR SIMO FSLR MSCC AYI FIT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.02% Top=WYNN LVS BYD MGM QSR SHAK MCD MAR ….. WYN WEN CCL CMG SEAS RCL TXRH SBUX=Bottom (Leisure)
MANU(33): -0.09% Top=ATI SWK CAT KMT ITW HON EMR PH ….. AOS MRC AME DOV DDD GE ITT MWA=Bottom (Manufacturing)
COSW(76): -0.23% Top=VMW MSFT CHKP EA FFIV NOW SHOP CTXS ….. SPLK ZEN MANH TWLO MTCH LN AZPN PFPT=Bottom (Computer Software/Internet)
COHW(34): -0.27% Top=HRS HPQ STX WDC VIAV QCOM VZ ZAYO ….. CCI FNSR S CIEN SSYS COMM TMUS JNPR=Bottom (Computer Hardware/Telecom)
DISV(43): -0.47% Top=WTW GPN ALLE ATHN CAR V URI VNTV ….. AL JEC MAN CXW YY ACM HRB RHI=Bottom (Diversified Services)
INSU(29): -0.54% Top=AJG FNF MMC HIG AON PGR FAF ALL ….. L CINF MET RDN AIG WLTW CNO MBI=Bottom (Insurance)
CHEM(25): -0.66% Top=ASH SHW PX GRA PPG IFF DD DOW ….. CC HUN CE MOS EMN AGU POT APD=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.75% Top=TK CHRW FDX UPS NSC WAB XPO EXPD ….. LUV DAL CSX KSU GWR SAVE AAL JBLU=Bottom (Transportation)
FINA(87): -0.81% Top=ISBC ETFC BKU VLY NYCB BOFI MTB WAL ….. EV CFR TROW JNS PYPL FII LM TCB=Bottom (Banks/Financials)
CONS(50): -0.85% Top=BC MAT SKX FOSL BLL HAS PAY AVY ….. CHD WHR TPX KATE VFC PVH CRI CL=Bottom (Consumer)
MATE(24): -1.18% Top=PHM SUM WCN WM RSG FAST USG VMC ….. MDR LEN WY PWR TOL CAA SRCL KBH=Bottom (Materials & Construction)
REAL(91): -1.28% Top=AMH ELS ARI NRZ BAM OUT NLY VTR ….. WPG LPT CONE FR STAG SKT DRE CBL=Bottom (Real Estate)
ENER(89): -1.74% Top=VVV RRC SN BPL TSO SM MMP PE ….. WLL RDC DO HP MUR ATW CVI EEP=Bottom (Energy)
RETA(58): -1.83% Top=EBAY NFLX ORLY W KAR GME CASY CPRT ….. LB BBY CHS RH GPS JCP PIR SHLD=Bottom (Retail & Specialty Retail)

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 12:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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