daytrend

01/31/2017

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 10:09 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 10:09 am ET)
12.3% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
17.8% are below yesterday’s low.
69.9% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20170131 10:09 am ET)
35.4% of stocks are above today’s open. (62.9% are below).
22.9% of stocks are above today’s open and yesterday’s close.
58.5% 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 10:09 am ET)
9.6% of stocks are in the top 10% of today’s range.
16.2% are in the top 20%.
35.2% are in the top half. 64.8% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20170131 10:09 am ET)
27.9% of stocks are above yesterday’s close. (72.1% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.5% are up 3.5% or more. 1.1% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170131 10:09 am ET)
2-day: >=95:1.5%…>=90:2.5%…>=80:6.0%…>=50:19.6%…<=20:49.3%…<=10:24.8%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.8%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 10:09 am ET)
12.3% above previous 1 highs, 17.8% below previous 1 lows
6.6% above previous 2 highs, 16.6% below previous 2 lows
4.7% above previous 3 highs, 15.7% below previous 3 lows
3.9% above previous 4 highs, 14.3% below previous 4 lows
3.1% above previous 5 highs, 10.9% below previous 5 lows
3.1% above previous 6 highs, 8.6% below previous 6 lows
3.0% above previous 7 highs, 8.2% below previous 7 lows
2.7% above previous 8 highs, 7.7% below previous 8 lows
2.7% above previous 9 highs, 7.5% below previous 9 lows
2.6% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 10:09 am ET)
27.9% are above or equal to 1/30 close (1 days ago), 72.1% are below.
19.7% are above or equal to 1/27 close (2 days ago), 80.3% are below.
19.7% are above or equal to 1/26 close (3 days ago), 80.3% are below.
18.3% are above or equal to 1/25 close (4 days ago), 81.7% are below.
32.2% are above or equal to 1/24 close (5 days ago), 67.8% are below.
51.0% are above or equal to 1/23 close (6 days ago), 49.0% are below.
49.8% are above or equal to 1/20 close (7 days ago), 50.2% are below.
56.0% are above or equal to 1/19 close (8 days ago), 44.0% are below.
49.2% are above or equal to 1/18 close (9 days ago), 50.8% are below.
51.2% are above or equal to 1/17 close (10 days ago), 48.8% are below.
46.0% are above or equal to 1/13 close (11 days ago), 54.0% are below.
49.7% are above or equal to 1/12 close (12 days ago), 50.3% are below.
47.2% are above or equal to 1/11 close (13 days ago), 52.8% are below.
51.9% are above or equal to 1/10 close (14 days ago), 48.1% are below.
54.1% are above or equal to 1/9 close (15 days ago), 45.9% are below.
48.5% are above or equal to 1/6 close (16 days ago), 51.5% are below.
47.7% are above or equal to 1/5 close (17 days ago), 52.3% are below.
46.5% are above or equal to 1/4 close (18 days ago), 53.5% are below.
57.2% are above or equal to 1/3 close (19 days ago), 42.8% are below.
61.7% are above or equal to 12/30 close (20 days ago), 38.3% are below.
61.3% are above or equal to 12/29 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 10:09 am ET)
20d: 4.1% new highs, 8.5% new lows
21d: 3.9% new highs, 8.4% new lows
42d: 3.1% new highs, 4.8% new lows
63d: 2.0% new highs, 1.6% new lows
126d: 1.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 10:09 am ET)
2-day: 27.2% above, 72.8% below
3-day: 21.5% above, 78.5% below
4-day: 18.7% above, 81.3% below
5-day: 17.8% above, 82.2% below
8-day: 29.9% above, 70.1% below
10-day: 36.9% above, 63.1% below
20-day: 46.6% above, 53.4% below
50-day: 59.2% above, 40.8% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 10:09 am ET)
META(30): 0.67% Top=SSRI SLW PAAS AG FNV AEM GG NEM ….. ARNC CLF CMC AKS STLD X NUE CNX=Bottom (Metals & Mining)
HEAL(45): 0.60% Top=TMO ZBH A CYH IRWD PRAH PKI ELGX ….. UHS XRAY MOH OPK ANTM HCA UNH HLS=Bottom (Health)
REAL(90): 0.51% Top=GGP CBL ALLY SPG NNN UDR VER LPT ….. TWO LHO AGNC PEB MFA CIM FCH NRZ=Bottom (Real Estate)
COHW(33): -0.20% Top=S TMUS PANW CTL CCI TDC LVLT BCE ….. WDC FNSR QCOM CIEN HRS NTAP STX HPQ=Bottom (Computer Hardware/Telecom)
FINA(87): -0.30% Top=BOFI WDR CBOE NDAQ FII CME LAZ JNS ….. BKU ETFC COF NAVI PFG PSEC WETF CIT=Bottom (Banks/Financials)
COSW(77): -0.41% Top=FEYE TWTR MDRX ATVI CERN OTEX NTNX CHKP ….. TWLO HPE FFIV YELP JD MBLY SPLK XRX=Bottom (Computer Software/Internet)
INSU(28): -0.47% Top=CINF FNF TRV AFSI ORI RDN MTG BRO ….. HIG UNM L AGO LNC MBI MET CNO=Bottom (Insurance)
MATE(24): -0.57% Top=SRCL WCN WY PHM USG WM RSG OC ….. MAS CAA TPH PWR LEN SUM FLR DHI=Bottom (Materials & Construction)
DISV(43): -0.61% Top=BAH MYGN SBAC ADS AMN RBA YY ATHN ….. CAR AL JEC R HRB URI MAN MA=Bottom (Diversified Services)
LEIS(32): -0.64% Top=CMG LVS EAT STAY MGM YUM QSR DRI ….. DNKN EXPE WYN RCL CCL SEAS WEN GPRO=Bottom (Leisure)
ENER(88): -0.77% Top=SPN SN DCP FANG PTEN WMB REN RES ….. HFC RRC PBF DK RICE TSO VLO SM=Bottom (Energy)
CHEM(25): -0.77% Top=CF AXTA POT AGU EMN ASH MON CC ….. SHW DD WLK DOW GRA PPG HUN IFF=Bottom (Chemicals/Fertilizers)
RETA(58): -0.91% Top=CVS KR CASY ORLY DLTR BIG LB KORS ….. PAG SPLS KSS ANF GPS DKS SBH ETSY=Bottom (Retail & Specialty Retail)
CONS(50): -0.97% Top=LEG PKG COH TUP SPB CL ENR NWL ….. WWW HBI NKE SKX OI VFC TPX UAA=Bottom (Consumer)
MANU(33): -1.08% Top=DHR ROP TTC MHK HON AME MWA TEX ….. ATI BWXT XYL CMI DDD ITT KMT PNR=Bottom (Manufacturing)
ELEC(45): -1.23% Top=WAT AYI SIMO PI SNPS TRMB GRMN DLB ….. TXN XLNX MSCC TER MCHP ON CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -1.32% Top=JBHT CNI CP UNP CHRW KSU SAVE WAB ….. DAL SWFT UAL EXPD FDX TRN XPO UPS=Bottom (Transportation)

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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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