daytrend

01/31/2017

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

Market Stats at 9:43 am ET
by daytrend on 20170131. 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 (20170131 9:43 am ET)
12.3% of stocks are above yesterday’s high.
51.9% are above yesterday’s midpoint. (48.1% are below.)
10.1% are below yesterday’s low.
77.6% are inside yesterday’s range.
28.7% of stocks with today’s high > yesterday’s high. (71.3% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND (20170131 9:43 am ET)
49.2% of stocks are above today’s open. (49.8% are below).
30.5% of stocks are above today’s open and yesterday’s close.
43.3% are below both.
8.1% of stocks opened above yesterday’s high.
36.2% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 9:43 am ET)
7.1% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
45.0% are in the top half. 55.0% of stocks are in the bottom half of today’s range.
27.9% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170131 9:43 am ET)
38.3% of stocks are above yesterday’s close. (61.7% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
79.0% are between +1% and -1%.

RSI on DAILY (20170131 9:43 am ET)
2-day: >=95:1.5%…>=90:2.6%…>=80:5.9%…>=50:22.0%…<=20:39.6%…<=10:19.1%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:49.1%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 9:43 am ET)
12.3% above previous 1 highs, 10.1% below previous 1 lows
4.8% above previous 2 highs, 9.5% below previous 2 lows
3.6% above previous 3 highs, 9.2% below previous 3 lows
3.0% above previous 4 highs, 8.7% below previous 4 lows
2.1% above previous 5 highs, 6.9% below previous 5 lows
2.1% above previous 6 highs, 6.2% below previous 6 lows
2.1% above previous 7 highs, 5.8% below previous 7 lows
2.1% above previous 8 highs, 5.7% below previous 8 lows
2.1% above previous 9 highs, 5.4% below previous 9 lows
2.0% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 9:43 am ET)
38.3% are above or equal to 1/30 close (1 days ago), 61.7% are below.
22.0% are above or equal to 1/27 close (2 days ago), 78.0% are below.
21.2% are above or equal to 1/26 close (3 days ago), 78.8% are below.
20.2% are above or equal to 1/25 close (4 days ago), 79.8% are below.
35.4% are above or equal to 1/24 close (5 days ago), 64.6% are below.
53.9% are above or equal to 1/23 close (6 days ago), 46.1% are below.
52.6% are above or equal to 1/20 close (7 days ago), 47.4% are below.
57.3% are above or equal to 1/19 close (8 days ago), 42.7% are below.
51.0% are above or equal to 1/18 close (9 days ago), 49.0% are below.
52.6% are above or equal to 1/17 close (10 days ago), 47.4% are below.
49.6% are above or equal to 1/13 close (11 days ago), 50.4% are below.
51.9% are above or equal to 1/12 close (12 days ago), 48.1% are below.
49.8% are above or equal to 1/11 close (13 days ago), 50.2% are below.
54.0% are above or equal to 1/10 close (14 days ago), 46.0% are below.
56.0% are above or equal to 1/9 close (15 days ago), 44.0% are below.
51.0% are above or equal to 1/6 close (16 days ago), 49.0% are below.
49.9% are above or equal to 1/5 close (17 days ago), 50.1% are below.
48.5% are above or equal to 1/4 close (18 days ago), 51.5% are below.
57.9% are above or equal to 1/3 close (19 days ago), 42.1% are below.
62.5% are above or equal to 12/30 close (20 days ago), 37.5% are below.
62.2% are above or equal to 12/29 close (21 days ago), 37.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 9:43 am ET)
20d: 3.3% new highs, 6.2% new lows
21d: 3.2% new highs, 6.0% new lows
42d: 2.7% new highs, 3.8% new lows
63d: 1.6% new highs, 1.6% new lows
126d: 1.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 9:43 am ET)
2-day: 36.7% above, 63.3% below
3-day: 23.5% above, 76.5% below
4-day: 19.6% above, 80.4% below
5-day: 17.7% above, 82.3% below
8-day: 35.2% above, 64.8% below
10-day: 41.5% above, 58.5% below
20-day: 50.1% above, 49.9% below
50-day: 59.2% above, 40.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 9:43 am ET)
META(30): 1.04% Top=PAAS SLW SSRI SLCA AG AEM NEM FNV ….. ARNC CLF CMC STLD AKS NUE X CNX=Bottom (Metals & Mining)
HEAL(45): 0.32% Top=TMO CYH A ZBH AET THC HCA PKI ….. BCR UNH HRC ESRX ALGN MOH ELGX OPK=Bottom (Health)
REAL(90): 0.25% Top=ALLY GGP SPG UDR NNN SC LPT AMH ….. STWD LHO PEB AGNC MFA FCH CIM NRZ=Bottom (Real Estate)
INSU(28): 0.20% Top=UNM RDN ORI PRU BRO LNC AFL CNO ….. AON HIG PGR AJG L ALL MMC CLGX=Bottom (Insurance)
FINA(87): 0.20% Top=BOFI CBOE AMG RF ZION LAZ CFG KEY ….. COF ETFC BX KKR PSEC APO WETF CLNS=Bottom (Banks/Financials)
CHEM(25): -0.08% Top=OLN CC EMN AXTA ASH FMC POT CE ….. WLK MOS IFF DD PX PAH PPG DOW=Bottom (Chemicals/Fertilizers)
COHW(33): -0.11% Top=S TMUS CDW COMM CTL CCI LVLT BCE ….. BBRY MSI NTAP QCOM CIEN HPQ PSTG FNSR=Bottom (Computer Hardware/Telecom)
MATE(24): -0.12% Top=SRCL RSG WM PHM VMC WY PWR USG ….. FLR TOL MAS KBH LEN MDR DHI TPH=Bottom (Materials & Construction)
DISV(43): -0.19% Top=MAN SBAC BAH AMN RBA RHI ROL KBR ….. FDC GPN CAR ULTA V HRB URI MA=Bottom (Diversified Services)
MANU(33): -0.42% Top=DHR TEX TTC ATI IR ROP AME HON ….. FLS DOV DCI CAT KMT MRC DDD PNR=Bottom (Manufacturing)
COSW(77): -0.45% Top=FEYE MDRX TWTR ATVI CRM SABR TRI OTEX ….. MBLY NOW ZEN TWLO YELP WDAY SPLK XRX=Bottom (Computer Software/Internet)
LEIS(32): -0.46% Top=CMG YUM DRI STAY LVS MCD SIX HLT ….. MGM WEN SEAS BLMN WYNN RCL EXPE GPRO=Bottom (Leisure)
ENER(88): -0.79% Top=SPN PAGP PAA WMB FANG SE EEP PDCE ….. DK PBF ATW TSO RRC RICE VLO SM=Bottom (Energy)
TRAN(25): -0.84% Top=JBHT CNI GWR UNP CP CHRW SAVE LUV ….. EXPD NAT TK AAL TRN XPO FDX UPS=Bottom (Transportation)
CONS(50): -0.86% Top=PKG LEG TUP COH WRK KS SPB GPK ….. OI HBI CRI RL SKX NKE VFC UAA=Bottom (Consumer)
ELEC(45): -0.87% Top=WAT AYI PI JBL APH DLB FLEX GRMN ….. CAVM MCHP SWKS CRUS FSLR ON SPWR IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): -1.01% Top=CASY WFM KR CVS GES ORLY GME DSW ….. M TLRD W GPS ETSY SPLS DKS SBH=Bottom (Retail & Specialty Retail)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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