daytrend

01/30/2017

Filed under: Market Stats — daytrend @ 2:28 pm

Market Stats at 2:27 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 2:27 pm ET)
4.6% of stocks are above yesterday’s high.
19.8% are above yesterday’s midpoint. (80.2% are below.)
53.3% are below yesterday’s low.
42.2% are inside yesterday’s range.
11.2% of stocks with today’s high > yesterday’s high. (88.8% less than).
86.6% of stocks with today’s low < yesterday’s low. (13.4% greater than).

EVIDENCE OF INTRADAY TREND (20170130 2:27 pm ET)
27.4% of stocks are above today’s open. (71.3% are below).
15.5% of stocks are above today’s open and yesterday’s close.
70.2% 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 2:27 pm ET)
17.6% of stocks are in the top 10% of today’s range.
27.1% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170130 2:27 pm ET)
17.2% of stocks are above yesterday’s close. (82.8% are below.)
0.0% are up 4.5% or more. 3.0% are down 4.5% or more.
0.5% are up 3.5% or more. 6.5% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20170130 2:27 pm ET)
2-day: >=95:2.2%…>=90:2.7%…>=80:4.2%…>=50:18.2%…<=20:44.5%…<=10:19.6%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:48.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:54.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 2:27 pm ET)
4.6% above previous 1 highs, 53.3% below previous 1 lows
2.1% above previous 2 highs, 47.1% below previous 2 lows
1.1% above previous 3 highs, 38.7% below previous 3 lows
1.1% above previous 4 highs, 24.2% below previous 4 lows
1.1% above previous 5 highs, 17.6% below previous 5 lows
1.1% above previous 6 highs, 15.3% below previous 6 lows
1.1% above previous 7 highs, 14.4% below previous 7 lows
1.1% above previous 8 highs, 13.3% below previous 8 lows
1.1% above previous 9 highs, 13.0% below previous 9 lows
1.1% above previous 10 highs, 12.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 2:27 pm ET)
17.2% are above or equal to 1/27 close (1 days ago), 82.8% are below.
19.9% are above or equal to 1/26 close (2 days ago), 80.1% are below.
17.5% are above or equal to 1/25 close (3 days ago), 82.5% are below.
35.7% are above or equal to 1/24 close (4 days ago), 64.3% are below.
53.8% are above or equal to 1/23 close (5 days ago), 46.2% are below.
51.0% are above or equal to 1/20 close (6 days ago), 49.0% are below.
58.1% are above or equal to 1/19 close (7 days ago), 41.9% are below.
50.1% are above or equal to 1/18 close (8 days ago), 49.9% are below.
51.7% are above or equal to 1/17 close (9 days ago), 48.3% are below.
49.3% are above or equal to 1/13 close (10 days ago), 50.7% are below.
51.4% are above or equal to 1/12 close (11 days ago), 48.6% are below.
49.9% are above or equal to 1/11 close (12 days ago), 50.1% are below.
53.9% are above or equal to 1/10 close (13 days ago), 46.1% are below.
56.2% are above or equal to 1/9 close (14 days ago), 43.8% are below.
50.1% are above or equal to 1/6 close (15 days ago), 49.9% are below.
49.9% are above or equal to 1/5 close (16 days ago), 50.1% 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.
62.7% are above or equal to 12/30 close (19 days ago), 37.3% are below.
61.9% are above or equal to 12/29 close (20 days ago), 38.1% are below.
62.9% are above or equal to 12/28 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 2:27 pm ET)
20d: 2.5% new highs, 18.3% new lows
21d: 2.3% new highs, 18.0% new lows
42d: 2.1% new highs, 10.1% new lows
63d: 1.5% new highs, 2.8% new lows
126d: 1.4% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 2:27 pm ET)
2-day: 16.5% above, 83.5% below
3-day: 17.7% above, 82.3% below
4-day: 15.1% above, 84.9% below
5-day: 18.3% above, 81.7% below
8-day: 38.5% above, 61.5% below
10-day: 43.4% above, 56.6% below
20-day: 51.4% above, 48.6% below
50-day: 59.8% above, 40.2% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 2:27 pm ET)
RETA(57): 0.25% Top=TLRD JWN DLTR BBY PIR DKS DSW CVS ….. SIG NFLX EBAY BABA GNC WFM TIF SFM=Bottom (Retail & Specialty Retail)
COSW(77): -0.59% Top=FEYE TWTR VIPS MANH MSCI EQIX CTXS EA ….. SINA HPE LC MDRX OTEX GOOG WDAY NTNX=Bottom (Computer Software/Internet)
LEIS(32): -0.60% Top=GPRO EAT BLMN CMG DPZ DRI DNKN TXRH ….. CCL SIX YUMC QSR MGM H STAY LQ=Bottom (Leisure)
INSU(28): -0.82% Top=MTG CLGX RDN FNF FAF ALL AFL HIG ….. UNM PGR AGO MET AJG LNC BRO MBI=Bottom (Insurance)
REAL(90): -0.84% Top=CBL SC HCP AMH SNH HCN VTR ARI ….. FCH RLJ CBG PEB LHO SHO DRH HST=Bottom (Real Estate)
FINA(87): -0.85% Top=AMG OMF LM WETF WDR DFS AXP SEIC ….. PBCT BAC BKU CLNS CFR TROW TCB WBS=Bottom (Banks/Financials)
DISV(43): -0.88% Top=ADS FISV G MAN INFO GPN YY SBAC ….. AMN JEC KBR RRD MYGN ACM CAR BAH=Bottom (Diversified Services)
MATE(24): -0.91% Top=PHM USG WCN RSG WM MDR MAS OC ….. SRCL TPH FLR TOL DAR MLM SUM VMC=Bottom (Materials & Construction)
CONS(50): -0.97% Top=HBI PVH WHR CRI COH TUP VFC RL ….. BLL PKG AVY BERY KS WWW COTY TPX=Bottom (Consumer)
COHW(33): -0.98% Top=NTAP STX COMM ANET VG CCI BCE PANW ….. S MSI BBRY FNSR ARRS TMUS VIAV ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -1.14% Top=HON MHK SWK BWXT CMI GE ITW AOS ….. KMT ITT DOV FLS CAT ATI MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.15% Top=CAVM PI TER SWKS QRVO MU FLEX MXL ….. WAT CREE MSCC TRMB SPWR GRMN OCLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -1.38% Top=SHW EMN PPG AXTA ASH IFF MON APD ….. POT OLN DOW DD PAH AGU HUN CF=Bottom (Chemicals/Fertilizers)
META(30): -1.52% Top=NEM ABX TAHO AEM CDE SSRI GG FNV ….. CMC TECK FMSA X STLD CCJ CLF CNX=Bottom (Metals & Mining)
HEAL(45): -1.57% Top=BKD ESRX ANTM ABT PRXL PRAH IRWD BSX ….. HLS HRC DGX DVA ELGX CYH THC VAR=Bottom (Health)
TRAN(25): -1.77% Top=KSU JBHT EXPD SAVE UNP CNI GWR NAT ….. XPO FDX CP TRN DAL UAL AAL TK=Bottom (Transportation)
ENER(88): -3.08% Top=HFC TSO VLO PBF VVV MDU KOS PAGP ….. DO RIG RRC ATW SN RDC HK 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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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