daytrend

01/30/2017

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 9:42 am ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

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

COMPARED TO YESTERDAY’S RANGE (20170130 9:42 am ET)
1.6% of stocks are above yesterday’s high.
12.2% are above yesterday’s midpoint. (87.8% are below.)
54.5% are below yesterday’s low.
43.9% are inside yesterday’s range.
5.8% of stocks with today’s high > yesterday’s high. (94.2% less than).
71.5% of stocks with today’s low < yesterday’s low. (28.5% greater than).

EVIDENCE OF INTRADAY TREND (20170130 9:42 am ET)
17.2% of stocks are above today’s open. (81.1% are below).
6.4% of stocks are above today’s open and yesterday’s close.
79.2% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 9:42 am ET)
4.7% of stocks are in the top 10% of today’s range.
8.1% are in the top 20%.
28.9% are in the top half. 71.1% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
21.3% are in the bottom 10%.

GAIN (20170130 9:42 am ET)
8.6% of stocks are above yesterday’s close. (91.4% are below.)
0.0% are up 4.5% or more. 0.7% are down 4.5% or more.
0.0% are up 3.5% or more. 2.2% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY (20170130 9:42 am ET)
2-day: >=95:0.5%…>=90:1.1%…>=80:2.0%…>=50:12.4%…<=20:47.0%…<=10:19.9%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:49.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:55.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 9:42 am ET)
1.6% above previous 1 highs, 54.5% below previous 1 lows
1.0% above previous 2 highs, 45.1% below previous 2 lows
0.6% above previous 3 highs, 35.8% below previous 3 lows
0.4% above previous 4 highs, 20.4% below previous 4 lows
0.4% above previous 5 highs, 15.1% below previous 5 lows
0.4% above previous 6 highs, 14.0% below previous 6 lows
0.4% above previous 7 highs, 13.2% below previous 7 lows
0.4% above previous 8 highs, 11.7% below previous 8 lows
0.4% above previous 9 highs, 11.3% below previous 9 lows
0.4% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 9:42 am ET)
8.6% are above or equal to 1/27 close (1 days ago), 91.4% are below.
15.6% are above or equal to 1/26 close (2 days ago), 84.4% are below.
17.1% are above or equal to 1/25 close (3 days ago), 82.9% are below.
35.4% are above or equal to 1/24 close (4 days ago), 64.6% are below.
56.2% are above or equal to 1/23 close (5 days ago), 43.8% are below.
54.4% are above or equal to 1/20 close (6 days ago), 45.6% are below.
60.9% are above or equal to 1/19 close (7 days ago), 39.1% are below.
52.3% are above or equal to 1/18 close (8 days ago), 47.7% are below.
54.2% are above or equal to 1/17 close (9 days ago), 45.8% are below.
49.9% are above or equal to 1/13 close (10 days ago), 50.1% are below.
52.9% are above or equal to 1/12 close (11 days ago), 47.1% are below.
49.9% are above or equal to 1/11 close (12 days ago), 50.1% are below.
54.5% are above or equal to 1/10 close (13 days ago), 45.5% are below.
56.9% are above or equal to 1/9 close (14 days ago), 43.1% are below.
50.1% are above or equal to 1/6 close (15 days ago), 49.9% are below.
50.9% are above or equal to 1/5 close (16 days ago), 49.1% are below.
48.3% are above or equal to 1/4 close (17 days ago), 51.7% are below.
58.5% are above or equal to 1/3 close (18 days ago), 41.5% are below.
63.2% are above or equal to 12/30 close (19 days ago), 36.8% are below.
61.5% are above or equal to 12/29 close (20 days ago), 38.5% are below.
62.1% are above or equal to 12/28 close (21 days ago), 37.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 9:42 am ET)
20d: 1.0% new highs, 11.9% new lows
21d: 0.9% new highs, 11.6% new lows
42d: 0.9% new highs, 7.0% new lows
63d: 0.6% new highs, 2.1% new lows
126d: 0.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 9:42 am ET)
2-day: 8.4% above, 91.6% below
3-day: 9.5% above, 90.5% below
4-day: 11.1% above, 88.9% below
5-day: 17.0% above, 83.0% below
8-day: 40.0% above, 60.0% below
10-day: 45.6% above, 54.4% below
20-day: 51.4% above, 48.6% below
50-day: 60.9% above, 39.1% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 9:42 am ET)
REAL(90): -0.44% Top=CBL SNH HCN AVB HR PLD CPT HTA ….. RLGY FCH RLJ PEB DRH SHO LHO HST=Bottom (Real Estate)
LEIS(32): -0.50% Top=CMG RCL WYNN MCD LVS EAT DRI YUM ….. H EXPE LQ YUMC SONC BYD SHAK SEAS=Bottom (Leisure)
META(30): -0.59% Top=NEM SSRI ABX AG AGI SLW PAAS HL ….. FCX CMC STLD SLCA CLF X CNX FMSA=Bottom (Metals & Mining)
RETA(57): -0.63% Top=JCP KSS WBA JWN BBY CVS WMT M ….. WFM BIG EBAY W ETSY GNC SFM ANF=Bottom (Retail & Specialty Retail)
INSU(28): -0.85% Top=ALL FNF TRV PGR AJG FAF MMC AFL ….. ORI L UNM MET MBI PRU CNO LNC=Bottom (Insurance)
COSW(77): -0.89% Top=EA AKAM FEYE LN VMW ATVI EQIX CERN ….. PFPT RHT LC ZEN DATA GOOG WDAY TWLO=Bottom (Computer Software/Internet)
COHW(33): -0.91% Top=NTAP VZ T HRS HPQ S STX PSTG ….. TMUS VG ACIA CIEN ARRS FNSR BBRY VIAV=Bottom (Computer Hardware/Telecom)
MANU(33): -1.08% Top=GE SWK HON XYL BWXT ROP ITW CMI ….. PH DOV CFX ATI DDD KMT MRC TEX=Bottom (Manufacturing)
FINA(87): -1.09% Top=AMG AXP CME CBOE NDAQ DFS FII OMF ….. PACW EWBC ISBC WBS VLY CFR PBCT TCB=Bottom (Banks/Financials)
DISV(43): -1.10% Top=YY INFO RBA ADS SBAC VRSK CTAS ULTA ….. LDOS FDC AMN KBR RRD CAR WTW BAH=Bottom (Diversified Services)
HEAL(45): -1.14% Top=ABT UNH BCR COO PKI BSX ESRX SYK ….. OPK DVA BKD ALGN CYH THC ELGX VAR=Bottom (Health)
MATE(24): -1.22% Top=WM RSG WCN OC PWR WY SUM SRCL ….. FLR DAR LEN MDR DHI TPH TOL KBH=Bottom (Materials & Construction)
CHEM(25): -1.23% Top=EMN SHW MON IFF AXTA PPG APD AGU ….. WLK ASH DOW MOS OLN CF HUN PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -1.37% Top=SWFT KSU CSX CNI CHRW EXPD CP JBHT ….. TRN NAT ALK XPO DAL UAL TK AAL=Bottom (Transportation)
ELEC(46): -1.49% Top=QRVO XLNX TXN MU DLB MRVL SNPS APH ….. ON AMKR AMAT GRMN TRMB OCLR SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(50): -1.52% Top=PG CHD KMB RL CLX WHR CL KATE ….. SKX BERY PAY KS FOSL COTY WWW TPX=Bottom (Consumer)
ENER(88): -1.97% Top=VLO MDU PBF SLB MMP HFC OXY SE ….. RICE SM WLL CLR SWN RRC SN EEP=Bottom (Energy)

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 9:42 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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