daytrend

01/27/2017

Filed under: Market Stats — daytrend @ 2:25 pm

Market Stats at 2:24 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 2:24 pm ET)
9.9% of stocks are above yesterday’s high.
29.0% are above yesterday’s midpoint. (71.0% are below.)
42.1% are below yesterday’s low.
48.0% are inside yesterday’s range.
23.5% of stocks with today’s high > yesterday’s high. (76.5% less than).
64.9% of stocks with today’s low < yesterday’s low. (35.1% greater than).

EVIDENCE OF INTRADAY TREND (20170127 2:24 pm ET)
29.5% of stocks are above today’s open. (69.5% are below).
24.2% of stocks are above today’s open and yesterday’s close.
62.5% 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 2:24 pm ET)
7.8% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
37.8% are in the top half. 62.2% of stocks are in the bottom half of today’s range.
23.5% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20170127 2:24 pm ET)
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.6% are up 4.5% or more. 1.7% are down 4.5% or more.
1.1% are up 3.5% or more. 3.5% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20170127 2:24 pm ET)
2-day: >=95:7.1%…>=90:11.0%…>=80:17.5%…>=50:40.6%…<=20:24.1%…<=10:12.0%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:62.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170127 2:24 pm ET)
9.9% above previous 1 highs, 42.1% below previous 1 lows
7.5% above previous 2 highs, 31.0% below previous 2 lows
6.7% above previous 3 highs, 19.5% below previous 3 lows
6.5% above previous 4 highs, 14.9% below previous 4 lows
5.9% above previous 5 highs, 12.9% below previous 5 lows
5.6% above previous 6 highs, 12.0% below previous 6 lows
5.1% above previous 7 highs, 11.6% below previous 7 lows
4.9% above previous 8 highs, 11.3% below previous 8 lows
4.7% above previous 9 highs, 11.1% below previous 9 lows
4.5% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170127 2:24 pm ET)
31.8% are above or equal to 1/26 close (1 days ago), 68.2% are below.
29.6% are above or equal to 1/25 close (2 days ago), 70.4% are below.
50.1% are above or equal to 1/24 close (3 days ago), 49.9% are below.
67.2% are above or equal to 1/23 close (4 days ago), 32.8% are below.
65.4% are above or equal to 1/20 close (5 days ago), 34.6% are below.
69.9% are above or equal to 1/19 close (6 days ago), 30.1% are below.
61.9% are above or equal to 1/18 close (7 days ago), 38.1% are below.
63.2% are above or equal to 1/17 close (8 days ago), 36.8% are below.
58.6% are above or equal to 1/13 close (9 days ago), 41.4% are below.
60.1% are above or equal to 1/12 close (10 days ago), 39.9% are below.
58.4% are above or equal to 1/11 close (11 days ago), 41.6% are below.
62.8% are above or equal to 1/10 close (12 days ago), 37.2% are below.
64.6% are above or equal to 1/9 close (13 days ago), 35.4% are below.
57.6% are above or equal to 1/6 close (14 days ago), 42.4% are below.
58.8% are above or equal to 1/5 close (15 days ago), 41.2% are below.
55.3% are above or equal to 1/4 close (16 days ago), 44.7% are below.
64.3% are above or equal to 1/3 close (17 days ago), 35.7% are below.
68.5% are above or equal to 12/30 close (18 days ago), 31.5% are below.
67.9% are above or equal to 12/29 close (19 days ago), 32.1% are below.
68.4% are above or equal to 12/28 close (20 days ago), 31.6% are below.
60.7% are above or equal to 12/27 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170127 2:24 pm ET)
20d: 9.1% new highs, 10.3% new lows
21d: 8.8% new highs, 10.2% new lows
42d: 6.9% new highs, 6.0% new lows
63d: 5.8% new highs, 2.3% new lows
126d: 5.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170127 2:24 pm ET)
2-day: 30.7% above, 69.3% below
3-day: 27.5% above, 72.5% below
4-day: 38.3% above, 61.7% below
5-day: 51.9% above, 48.1% below
8-day: 60.8% above, 39.2% below
10-day: 59.9% above, 40.1% below
20-day: 62.1% above, 37.9% below
50-day: 67.6% above, 32.4% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170127 2:24 pm ET)
META(30): 0.96% Top=AG PAAS FCX SSRI HL TAHO SCCO CDE ….. FNV TECK SLCA ARNC CMC CNX AKS FMSA=Bottom (Metals & Mining)
HEAL(45): 0.44% Top=BCR ABMD BDX BAX SYK EW BSX ZBH ….. HCA DVA THC ACHC CYH ALGN ESRX BKD=Bottom (Health)
LEIS(32): 0.17% Top=WYNN LVS BYD QSR SHAK YUM EAT DPZ ….. WEN LQ WYN CCL RCL TXRH SEAS SBUX=Bottom (Leisure)
ELEC(46): 0.16% Top=FLEX KLAC LRCX TER ADI AMAT MU AMD ….. DLB CY MSCC OCLR FSLR AYI FIT SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): -0.06% Top=ATI CAT KMT SWK EMR PNR ITW BWXT ….. MRC ROK AOS AME ITT DOV GE MWA=Bottom (Manufacturing)
COSW(76): -0.22% Top=VMW MSFT CHKP EA FFIV CDNS SHOP CERN ….. PTC ZEN IT TWTR LN MTCH AZPN PFPT=Bottom (Computer Software/Internet)
COHW(34): -0.23% Top=STX HPQ WDC HRS ZAYO VIAV ANET CSCO ….. BBRY CCI SSYS S COMM ACIA TMUS JNPR=Bottom (Computer Hardware/Telecom)
DISV(43): -0.26% Top=WTW CAR GPN ALLE ZTO ATHN TAL R ….. CXW AL MAN JEC ACM YY HRB RHI=Bottom (Diversified Services)
INSU(29): -0.47% Top=AJG FNF HIG AON MMC PGR ALL FAF ….. AGO UNM MET WLTW L AIG CNO MBI=Bottom (Insurance)
CHEM(25): -0.59% Top=ASH OLN PX PPG GRA CF IFF SHW ….. CC HUN MOS CE AGU POT EMN APD=Bottom (Chemicals/Fertilizers)
CONS(50): -0.71% Top=BC MAT FOSL PAY HAS TUP SKX BLL ….. CHD TPX PVH VFC WHR KATE CRI CL=Bottom (Consumer)
FINA(87): -0.79% Top=ETFC ISBC BKU VLY WAL NYCB BOFI MTB ….. JNS APO CFR EWBC PYPL LM FII TCB=Bottom (Banks/Financials)
TRAN(25): -0.84% Top=FDX TK CHRW UPS WAB EXPD XPO CNI ….. GWR CSX DAL KSU LUV SAVE AAL JBLU=Bottom (Transportation)
REAL(91): -1.13% Top=NRZ NLY OUT AMH VTR ARI HCP STWD ….. STOR LPT SKT PLD DRE STAG FR CBL=Bottom (Real Estate)
MATE(24): -1.19% Top=PHM WCN WM MDR RSG FAST DAR SUM ….. CAA WY EXP LEN PWR TOL SRCL KBH=Bottom (Materials & Construction)
ENER(89): -1.35% Top=VVV RRC SN SM BPL BAS WPX MMP ….. DO SWN WLL CLR ATW MUR CVI EEP=Bottom (Energy)
RETA(58): -1.55% Top=EBAY NFLX ORLY W GME KAR WBA CPRT ….. KSS CHS PIR RH BBY GPS JCP 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 2:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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