daytrend

01/30/2017

Filed under: Market Stats — daytrend @ 11:18 am

Market Stats at 11:17 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 11:17 am ET)
2.1% of stocks are above yesterday’s high.
11.2% are above yesterday’s midpoint. (88.8% are below.)
62.7% are below yesterday’s low.
35.2% are inside yesterday’s range.
7.4% of stocks with today’s high > yesterday’s high. (92.6% less than).
84.2% of stocks with today’s low < yesterday’s low. (15.8% greater than).

EVIDENCE OF INTRADAY TREND (20170130 11:17 am ET)
16.1% of stocks are above today’s open. (83.0% are below).
9.1% of stocks are above today’s open and yesterday’s close.
81.0% 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 11:17 am ET)
6.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
30.3% are in the top half. 69.7% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20170130 11:17 am ET)
11.5% of stocks are above yesterday’s close. (88.5% are below.)
0.0% are up 4.5% or more. 4.6% are down 4.5% or more.
0.1% are up 3.5% or more. 9.5% are down 3.5% or more.
39.7% are between +1% and -1%.

RSI on DAILY (20170130 11:17 am ET)
2-day: >=95:0.2%…>=90:1.0%…>=80:1.7%…>=50:10.3%…<=20:51.5%…<=10:23.3%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:42.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 11:17 am ET)
2.1% above previous 1 highs, 62.7% below previous 1 lows
1.1% above previous 2 highs, 55.3% below previous 2 lows
0.5% above previous 3 highs, 46.9% below previous 3 lows
0.1% above previous 4 highs, 28.4% below previous 4 lows
0.1% above previous 5 highs, 20.6% below previous 5 lows
0.1% above previous 6 highs, 19.2% below previous 6 lows
0.1% above previous 7 highs, 18.0% below previous 7 lows
0.1% above previous 8 highs, 16.7% below previous 8 lows
0.1% above previous 9 highs, 16.1% below previous 9 lows
0.1% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 11:17 am ET)
11.5% are above or equal to 1/27 close (1 days ago), 88.5% are below.
13.1% are above or equal to 1/26 close (2 days ago), 86.9% are below.
13.5% are above or equal to 1/25 close (3 days ago), 86.5% are below.
29.4% are above or equal to 1/24 close (4 days ago), 70.6% are below.
49.4% are above or equal to 1/23 close (5 days ago), 50.6% are below.
48.0% are above or equal to 1/20 close (6 days ago), 52.0% are below.
55.3% are above or equal to 1/19 close (7 days ago), 44.7% are below.
47.3% are above or equal to 1/18 close (8 days ago), 52.7% are below.
50.6% are above or equal to 1/17 close (9 days ago), 49.4% are below.
45.0% are above or equal to 1/13 close (10 days ago), 55.0% are below.
48.3% are above or equal to 1/12 close (11 days ago), 51.7% are below.
45.4% are above or equal to 1/11 close (12 days ago), 54.6% are below.
51.0% are above or equal to 1/10 close (13 days ago), 49.0% are below.
52.7% are above or equal to 1/9 close (14 days ago), 47.3% are below.
48.2% are above or equal to 1/6 close (15 days ago), 51.8% are below.
46.4% are above or equal to 1/5 close (16 days ago), 53.6% are below.
44.3% are above or equal to 1/4 close (17 days ago), 55.7% are below.
55.2% are above or equal to 1/3 close (18 days ago), 44.8% are below.
61.5% are above or equal to 12/30 close (19 days ago), 38.5% are below.
59.2% are above or equal to 12/29 close (20 days ago), 40.8% are below.
60.3% are above or equal to 12/28 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 11:17 am ET)
20d: 1.2% new highs, 17.1% new lows
21d: 1.1% new highs, 17.0% new lows
42d: 1.0% new highs, 9.6% 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 11:17 am ET)
2-day: 11.1% above, 88.9% below
3-day: 9.9% above, 90.1% below
4-day: 9.9% above, 90.1% below
5-day: 12.1% above, 87.9% below
8-day: 31.2% above, 68.8% below
10-day: 37.8% above, 62.2% below
20-day: 46.1% above, 53.9% below
50-day: 57.4% above, 42.6% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 11:17 am ET)
RETA(57): -0.42% Top=PIR TLRD CVS DKS KSS JWN GPS WMT ….. BABA BIG NFLX SFM ETSY ANF W GNC=Bottom (Retail & Specialty Retail)
REAL(90): -0.55% Top=CBL HCP HCN VTR SNH SKT EXR VNO ….. CBG RLJ FCH SHO PEB DRH LHO HST=Bottom (Real Estate)
LEIS(32): -0.81% Top=EAT GPRO WYNN BLMN CMG DPZ DNKN RCL ….. HLT SHAK MGM STAY QSR H YUMC LQ=Bottom (Leisure)
COSW(76): -1.07% Top=FEYE TWTR VIPS EQIX LN MANH EA NATI ….. TWLO OTEX SHOP MDRX ADSK ZEN NTNX WDAY=Bottom (Computer Software/Internet)
COHW(33): -1.08% Top=NTAP STX COMM PSTG BCE CCI HRS HPQ ….. CIEN MSI ZAYO FNSR TMUS ARRS ACIA VIAV=Bottom (Computer Hardware/Telecom)
INSU(28): -1.20% Top=MTG AFL FAF FNF CLGX ALL TRV RDN ….. BRO WLTW MET PRU AGO CNO LNC MBI=Bottom (Insurance)
MATE(24): -1.40% Top=WCN RSG WM SRCL USG PHM WY OC ….. TOL LEN SUM MLM MDR FLR DAR VMC=Bottom (Materials & Construction)
CONS(50): -1.45% Top=WHR VFC PVH COH RL HBI GPK TUP ….. SPB BERY WWW OI KS FOSL COTY TPX=Bottom (Consumer)
FINA(87): -1.49% Top=AMG WETF OMF LM AXP CME TD WU ….. CFR VLY OZRK ZION PACW TCB WBS SIVB=Bottom (Banks/Financials)
META(30): -1.50% Top=NEM ABX AEM SSRI GG AGI SLW TAHO ….. TECK CMC X STLD SLCA CLF CNX FMSA=Bottom (Metals & Mining)
MANU(33): -1.55% Top=HON SWK GE ITW BWXT MWA MHK CMI ….. CAT DOV CFX ITT FLS ATI MRC TEX=Bottom (Manufacturing)
DISV(43): -1.56% Top=ADS INFO SBAC FISV CXW VRSK VNTV YY ….. URI JEC ACM KBR RRD AMN CAR BAH=Bottom (Diversified Services)
ELEC(46): -1.66% Top=CAVM KEYS QRVO APH PI DLB TXN MCHP ….. CRUS GRMN WAT OCLR MSCC SPWR TRMB FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): -1.71% Top=ESRX ABT ANTM PRXL RMD BDX BSX HCA ….. HRC A DVA DGX CYH ELGX THC VAR=Bottom (Health)
CHEM(25): -1.97% Top=EMN SHW IFF MON APD ASH PPG AXTA ….. WLK FMC GRA HUN CF OLN CC PAH=Bottom (Chemicals/Fertilizers)
TRAN(25): -2.36% Top=CHRW JBHT KSU EXPD SAVE NAT CNI UPS ….. SWFT JBLU XPO DAL TRN UAL AAL TK=Bottom (Transportation)
ENER(88): -3.29% Top=HFC PBF VLO TSO BPL PSX MMP PAGP ….. RIG RICE MUR SN SWN RDC RRC 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 11:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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