daytrend

01/30/2017

Filed under: Market Stats — daytrend @ 12:43 pm

Market Stats at 12:43 pm 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 12:43 pm ET)
2.3% of stocks are above yesterday’s high.
13.4% are above yesterday’s midpoint. (86.6% are below.)
63.0% are below yesterday’s low.
34.7% are inside yesterday’s range.
9.3% of stocks with today’s high > yesterday’s high. (90.7% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).

EVIDENCE OF INTRADAY TREND (20170130 12:43 pm ET)
18.9% of stocks are above today’s open. (80.6% are below).
10.3% of stocks are above today’s open and yesterday’s close.
79.5% 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 12:43 pm ET)
4.3% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20170130 12:43 pm ET)
11.6% of stocks are above yesterday’s close. (88.4% are below.)
0.0% are up 4.5% or more. 3.0% are down 4.5% or more.
0.1% are up 3.5% or more. 6.8% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY (20170130 12:43 pm ET)
2-day: >=95:0.7%…>=90:1.5%…>=80:2.6%…>=50:11.7%…<=20:50.4%…<=10:23.1%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 12:43 pm ET)
2.3% above previous 1 highs, 63.0% below previous 1 lows
1.2% above previous 2 highs, 55.8% below previous 2 lows
0.4% above previous 3 highs, 45.9% below previous 3 lows
0.2% above previous 4 highs, 29.3% below previous 4 lows
0.2% above previous 5 highs, 21.4% below previous 5 lows
0.2% above previous 6 highs, 18.9% below previous 6 lows
0.2% above previous 7 highs, 17.0% below previous 7 lows
0.2% above previous 8 highs, 15.9% below previous 8 lows
0.2% above previous 9 highs, 15.4% below previous 9 lows
0.2% above previous 10 highs, 15.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 12:43 pm ET)
11.6% are above or equal to 1/27 close (1 days ago), 88.4% are below.
14.8% are above or equal to 1/26 close (2 days ago), 85.2% are below.
14.5% are above or equal to 1/25 close (3 days ago), 85.5% are below.
30.8% are above or equal to 1/24 close (4 days ago), 69.2% are below.
50.4% are above or equal to 1/23 close (5 days ago), 49.6% are below.
49.2% are above or equal to 1/20 close (6 days ago), 50.8% are below.
55.0% are above or equal to 1/19 close (7 days ago), 45.0% are below.
47.7% are above or equal to 1/18 close (8 days ago), 52.3% are below.
50.8% are above or equal to 1/17 close (9 days ago), 49.2% are below.
46.9% are above or equal to 1/13 close (10 days ago), 53.1% are below.
49.4% are above or equal to 1/12 close (11 days ago), 50.6% are below.
46.6% are above or equal to 1/11 close (12 days ago), 53.4% are below.
51.5% are above or equal to 1/10 close (13 days ago), 48.5% are below.
54.0% are above or equal to 1/9 close (14 days ago), 46.0% are below.
49.1% are above or equal to 1/6 close (15 days ago), 50.9% are below.
47.6% are above or equal to 1/5 close (16 days ago), 52.4% are below.
46.5% are above or equal to 1/4 close (17 days ago), 53.5% are below.
56.5% are above or equal to 1/3 close (18 days ago), 43.5% are below.
61.7% are above or equal to 12/30 close (19 days ago), 38.3% are below.
59.8% are above or equal to 12/29 close (20 days ago), 40.2% are below.
60.8% are above or equal to 12/28 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 12:43 pm ET)
20d: 1.8% new highs, 17.7% new lows
21d: 1.7% new highs, 17.5% new lows
42d: 1.5% new highs, 9.7% new lows
63d: 1.0% new highs, 2.7% new lows
126d: 0.9% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 12:43 pm ET)
2-day: 11.4% above, 88.6% below
3-day: 10.9% above, 89.1% below
4-day: 10.9% above, 89.1% below
5-day: 12.8% above, 87.2% below
8-day: 34.4% above, 65.6% below
10-day: 40.2% above, 59.8% below
20-day: 47.5% above, 52.5% below
50-day: 57.8% above, 42.2% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 12:43 pm ET)
RETA(57): -0.12% Top=TLRD PIR GPS CVS DKS CHS JWN KSS ….. EBAY KMX WFM TIF BABA NFLX GNC SFM=Bottom (Retail & Specialty Retail)
LEIS(32): -0.84% Top=EAT GPRO BLMN DNKN DPZ DRI TXRH CMG ….. SIX SHAK MGM YUMC STAY QSR H LQ=Bottom (Leisure)
REAL(90): -0.89% Top=CBL HCP SC GEO SNH HCN VTR BDN ….. STAG FCH CBG HST PEB SHO DRH LHO=Bottom (Real Estate)
COSW(77): -0.97% Top=TWTR FEYE VIPS EQIX CTXS EA NATI LN ….. MDRX OTEX GOOG SINA ADSK WUBA NTNX WDAY=Bottom (Computer Software/Internet)
META(30): -1.10% Top=NEM TAHO ABX AEM SSRI GG FNV RGLD ….. CCJ CMC X FMSA STLD SLCA CNX CLF=Bottom (Metals & Mining)
COHW(33): -1.15% Top=NTAP STX COMM BCE PSTG WDC CCI HRS ….. MSI BBRY S FNSR TMUS ARRS VIAV ACIA=Bottom (Computer Hardware/Telecom)
INSU(28): -1.17% Top=MTG FAF FNF RDN CLGX AFL ALL HIG ….. WLTW PRU CNO MET AJG LNC BRO MBI=Bottom (Insurance)
FINA(87): -1.20% Top=AMG WETF LM OMF AXP TD CME WU ….. FITB PBCT ZION SIVB CFR SBNY WBS TCB=Bottom (Banks/Financials)
DISV(43): -1.37% Top=ADS INFO FISV SCI SBAC VNTV VRSK GPN ….. WTW JEC ACM KBR AMN CAR RRD BAH=Bottom (Diversified Services)
MATE(24): -1.43% Top=WCN RSG WM PHM KBH MAS WY USG ….. LEN DHI FLR TOL DAR MLM SUM VMC=Bottom (Materials & Construction)
CONS(50): -1.49% Top=HBI WHR PVH VFC COH HAS CRI GPK ….. SPB BLL FOSL BERY WWW KS COTY TPX=Bottom (Consumer)
MANU(33): -1.49% Top=HON GE BWXT SWK ITW ROP MHK CMI ….. EMR CAT DOV ITT FLS ATI MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.50% Top=PI QRVO MU CAVM SWKS CGNX KEYS XLNX ….. MSCC WAT TRMB CREE GRMN SPWR OCLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -1.57% Top=SHW EMN IFF PPG APD AXTA ALB MON ….. GRA WLK CC HUN PAH AGU OLN CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.69% Top=ESRX ABT ANTM BKD RMD HCA PRXL BSX ….. HRC MOH DGX DVA ELGX THC CYH VAR=Bottom (Health)
TRAN(25): -2.01% Top=KSU JBHT EXPD NAT UNP CNI CSX SAVE ….. XPO ALK JBLU TRN DAL UAL TK AAL=Bottom (Transportation)
ENER(88): -3.08% Top=PBF VLO HFC TSO PAGP PSX VVV KOS ….. RIG DO FTI ATW RDC HK 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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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