daytrend

01/30/2017

Filed under: Market Stats — daytrend @ 11:01 am

Market Stats at 11:00 am ET
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20170130 11:00 am ET)
2.5% of stocks are above yesterday’s high.
9.2% are above yesterday’s midpoint. (90.8% are below.)
69.0% are below yesterday’s low.
28.6% are inside yesterday’s range.
7.0% of stocks with today’s high > yesterday’s high. (93.0% less than).
84.0% of stocks with today’s low < yesterday’s low. (16.0% greater than).

EVIDENCE OF INTRADAY TREND (20170130 11:00 am ET)
13.1% of stocks are above today’s open. (86.3% are below).
7.0% of stocks are above today’s open and yesterday’s close.
84.6% are below both.
3.2% of stocks opened above yesterday’s high.
14.2% 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 11:00 am ET)
3.1% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
19.3% are in the top half. 80.7% of stocks are in the bottom half of today’s range.
50.9% are in the bottom 20%.
29.6% are in the bottom 10%.

GAIN (20170130 11:00 am ET)
9.6% of stocks are above yesterday’s close. (90.4% are below.)
0.0% are up 4.5% or more. 6.3% are down 4.5% or more.
0.1% are up 3.5% or more. 11.8% are down 3.5% or more.
33.6% are between +1% and -1%.

RSI on DAILY (20170130 11:00 am ET)
2-day: >=95:0.2%…>=90:0.5%…>=80:1.4%…>=50:9.0%…<=20:59.5%…<=10:28.2%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:39.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 11:00 am ET)
2.5% above previous 1 highs, 69.0% below previous 1 lows
1.6% above previous 2 highs, 61.6% below previous 2 lows
0.7% above previous 3 highs, 53.1% below previous 3 lows
0.1% above previous 4 highs, 33.6% below previous 4 lows
0.1% above previous 5 highs, 24.8% below previous 5 lows
0.1% above previous 6 highs, 23.0% below previous 6 lows
0.1% above previous 7 highs, 21.9% below previous 7 lows
0.1% above previous 8 highs, 19.8% below previous 8 lows
0.1% above previous 9 highs, 19.3% below previous 9 lows
0.1% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 11:00 am ET)
9.6% are above or equal to 1/27 close (1 days ago), 90.4% are below.
10.8% are above or equal to 1/26 close (2 days ago), 89.2% are below.
11.9% are above or equal to 1/25 close (3 days ago), 88.1% are below.
25.2% are above or equal to 1/24 close (4 days ago), 74.8% are below.
45.8% are above or equal to 1/23 close (5 days ago), 54.2% are below.
45.1% are above or equal to 1/20 close (6 days ago), 54.9% are below.
52.2% are above or equal to 1/19 close (7 days ago), 47.8% are below.
45.2% are above or equal to 1/18 close (8 days ago), 54.8% are below.
48.8% are above or equal to 1/17 close (9 days ago), 51.2% are below.
43.0% are above or equal to 1/13 close (10 days ago), 57.0% are below.
46.9% are above or equal to 1/12 close (11 days ago), 53.1% are below.
43.6% are above or equal to 1/11 close (12 days ago), 56.4% are below.
49.4% are above or equal to 1/10 close (13 days ago), 50.6% are below.
51.4% are above or equal to 1/9 close (14 days ago), 48.6% are below.
46.3% are above or equal to 1/6 close (15 days ago), 53.7% are below.
45.1% are above or equal to 1/5 close (16 days ago), 54.9% are below.
43.1% are above or equal to 1/4 close (17 days ago), 56.9% are below.
54.4% are above or equal to 1/3 close (18 days ago), 45.6% are below.
60.0% are above or equal to 12/30 close (19 days ago), 40.0% are below.
58.0% are above or equal to 12/29 close (20 days ago), 42.0% are below.
58.9% are above or equal to 12/28 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 11:00 am ET)
20d: 1.2% new highs, 17.0% new lows
21d: 1.1% new highs, 16.9% new lows
42d: 1.0% new highs, 9.5% new lows
63d: 0.6% new highs, 2.6% new lows
126d: 0.6% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 11:00 am ET)
2-day: 9.2% above, 90.8% below
3-day: 7.8% above, 92.2% below
4-day: 8.9% above, 91.1% below
5-day: 10.2% above, 89.8% below
8-day: 27.5% above, 72.5% below
10-day: 34.1% above, 65.9% below
20-day: 43.3% above, 56.7% below
50-day: 55.8% above, 44.2% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 11:00 am ET)
REAL(90): -0.56% Top=CBL HCP HCN SKT SNH VNO EXR VTR ….. CBG RLJ FCH LHO SHO PEB DRH HST=Bottom (Real Estate)
RETA(57): -0.83% Top=WMT CVS PIR TLRD JWN KSS M DKS ….. TIF SIG RH NFLX ANF ETSY W GNC=Bottom (Retail & Specialty Retail)
LEIS(32): -0.97% Top=EAT GPRO BLMN WYNN DPZ CMG MCD DNKN ….. SEAS BYD SHAK MGM YUMC H STAY LQ=Bottom (Leisure)
INSU(28): -1.28% Top=AFL FNF MTG FAF ALL TRV CLGX HIG ….. WLTW BRO AGO PRU MET CNO LNC MBI=Bottom (Insurance)
COHW(33): -1.34% Top=NTAP STX COMM CCI HRS T BCE VZ ….. TMUS S CIEN MSI FNSR ARRS ACIA VIAV=Bottom (Computer Hardware/Telecom)
META(30): -1.37% Top=NEM ABX SSRI AEM TAHO GG FNV AGI ….. AKS CMC STLD X SLCA CLF CNX FMSA=Bottom (Metals & Mining)
COSW(76): -1.38% Top=VIPS FEYE TWTR EQIX ATVI EA AKAM NATI ….. SHOP MDRX YELP TWLO ADSK NTNX ZEN WDAY=Bottom (Computer Software/Internet)
MATE(24): -1.64% Top=WCN RSG WM SRCL PHM WY EXP USG ….. MLM DAR TPH LEN SUM MDR FLR VMC=Bottom (Materials & Construction)
CONS(50): -1.69% Top=WHR VFC PG HBI CLX CL COH CHD ….. KATE OI BERY WWW KS COTY FOSL TPX=Bottom (Consumer)
FINA(87): -1.79% Top=AMG AXP CME OMF TD LM PYPL WETF ….. EWBC ZION OZRK VLY PACW TCB WBS SIVB=Bottom (Banks/Financials)
MANU(33): -1.87% Top=HON SWK BWXT ITW GE ROP MHK MWA ….. KMT CFX DOV FLS ITT ATI MRC TEX=Bottom (Manufacturing)
HEAL(45): -1.89% Top=ESRX ABT BDX ANTM RMD BSX BCR UNH ….. DGX HRC ACHC DVA CYH ELGX THC VAR=Bottom (Health)
DISV(43): -1.92% Top=ADS SBAC FISV INFO VRSK MCO VNTV CXW ….. WTW JEC KBR ACM RRD CAR AMN BAH=Bottom (Diversified Services)
ELEC(46): -2.10% Top=APH CAVM KLAC TXN DLB QRVO PI TEL ….. AMD AMAT OCLR MSCC GRMN SPWR TRMB FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -2.13% Top=SHW IFF EMN MON APD PPG ASH AXTA ….. GRA FMC WLK HUN CF OLN CC PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -2.69% Top=CHRW JBHT EXPD KSU NAT CNI UPS SAVE ….. SWFT JBLU DAL XPO TRN UAL AAL TK=Bottom (Transportation)
ENER(88): -3.75% Top=HFC VLO MMP PBF BPL XOM PSX SE ….. OAS RICE ATW RDC 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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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