daytrend

01/31/2017

Filed under: Market Stats — daytrend @ 1:55 pm

Market Stats at 1:55 pm 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 1:55 pm ET)
17.2% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
20.0% are below yesterday’s low.
62.7% are inside yesterday’s range.
40.1% of stocks with today’s high > yesterday’s high. (59.9% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20170131 1:55 pm ET)
42.1% of stocks are above today’s open. (57.4% are below).
30.4% of stocks are above today’s open and yesterday’s close.
53.9% 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 1:55 pm ET)
7.4% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
26.2% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20170131 1:55 pm ET)
34.8% of stocks are above yesterday’s close. (65.2% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.4% are up 3.5% or more. 1.7% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20170131 1:55 pm ET)
2-day: >=95:1.6%…>=90:3.2%…>=80:8.0%…>=50:24.5%…<=20:47.0%…<=10:25.0%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:44.0%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 1:55 pm ET)
17.2% above previous 1 highs, 20.0% below previous 1 lows
8.1% above previous 2 highs, 18.3% below previous 2 lows
6.4% above previous 3 highs, 17.2% below previous 3 lows
5.3% above previous 4 highs, 15.5% below previous 4 lows
4.4% above previous 5 highs, 10.9% below previous 5 lows
4.4% above previous 6 highs, 8.6% below previous 6 lows
4.2% above previous 7 highs, 8.2% below previous 7 lows
3.9% above previous 8 highs, 7.5% below previous 8 lows
3.6% above previous 9 highs, 7.4% below previous 9 lows
3.6% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 1:55 pm ET)
34.8% are above or equal to 1/30 close (1 days ago), 65.2% are below.
24.5% are above or equal to 1/27 close (2 days ago), 75.5% are below.
20.4% are above or equal to 1/26 close (3 days ago), 79.6% are below.
20.4% are above or equal to 1/25 close (4 days ago), 79.6% are below.
32.0% are above or equal to 1/24 close (5 days ago), 68.0% are below.
52.9% are above or equal to 1/23 close (6 days ago), 47.1% are below.
50.1% are above or equal to 1/20 close (7 days ago), 49.9% are below.
56.9% are above or equal to 1/19 close (8 days ago), 43.1% are below.
48.6% are above or equal to 1/18 close (9 days ago), 51.4% are below.
51.5% are above or equal to 1/17 close (10 days ago), 48.5% are below.
47.7% are above or equal to 1/13 close (11 days ago), 52.3% are below.
50.7% are above or equal to 1/12 close (12 days ago), 49.3% are below.
48.2% are above or equal to 1/11 close (13 days ago), 51.8% are below.
52.2% are above or equal to 1/10 close (14 days ago), 47.8% are below.
54.2% are above or equal to 1/9 close (15 days ago), 45.8% are below.
49.0% are above or equal to 1/6 close (16 days ago), 51.0% are below.
49.0% are above or equal to 1/5 close (17 days ago), 51.0% are below.
46.9% are above or equal to 1/4 close (18 days ago), 53.1% are below.
57.6% are above or equal to 1/3 close (19 days ago), 42.4% are below.
61.9% are above or equal to 12/30 close (20 days ago), 38.1% 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 1:55 pm ET)
20d: 5.7% new highs, 10.8% new lows
21d: 5.5% new highs, 10.7% new lows
42d: 4.6% new highs, 6.6% new lows
63d: 2.8% new highs, 2.0% new lows
126d: 1.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 1:55 pm ET)
2-day: 33.8% above, 66.2% below
3-day: 26.7% above, 73.3% below
4-day: 22.5% above, 77.5% below
5-day: 21.4% above, 78.6% below
8-day: 30.4% above, 69.6% below
10-day: 36.2% above, 63.8% below
20-day: 47.0% above, 53.0% below
50-day: 57.4% above, 42.6% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 1:55 pm ET)
REAL(90): 0.96% Top=ALLY CBL GGP SPG NNN WPG LPT DDR ….. NLY CIM PEB RLGY LHO FCH AGNC NRZ=Bottom (Real Estate)
HEAL(45): 0.73% Top=TMO ELGX PRAH ZBH A CYH IRWD VWR ….. VAR RMD ABMD ESRX ACHC THC ANTM UHS=Bottom (Health)
META(30): 0.65% Top=AG PAAS SLW FNV NEM SSRI AEM RGLD ….. SCCO AA AKS X CMC NUE STLD CNX=Bottom (Metals & Mining)
COSW(77): -0.10% Top=TWTR NTNX FEYE ATHM MDRX VIPS PFPT LC ….. CTXS JD IBM MSFT MSCI CDNS TWLO MBLY=Bottom (Computer Software/Internet)
COHW(33): -0.27% Top=S PANW TMUS CCI T COMM CDW BCE ….. ACIA BBRY PSTG CIEN HRS VRSN MSI ARRS=Bottom (Computer Hardware/Telecom)
RETA(58): -0.43% Top=TLRD CHS BIG DSW GES KORS LB ANF ….. KMX TSCO W SIG SBH GNC DKS ETSY=Bottom (Retail & Specialty Retail)
ENER(88): -0.54% Top=HLX SPN FANG WMB COP NBR PTEN KOS ….. HFC PBF DK RRC TSO RICE VLO SM=Bottom (Energy)
DISV(43): -0.63% Top=MYGN SBAC ATHN TAL WTW RHI AMN RRD ….. TRU V VNTV CAR JEC HRB MA URI=Bottom (Diversified Services)
FINA(87): -0.69% Top=BOFI NDAQ CBOE APO LAZ PBCT UMPQ CME ….. JPM SIVB ETFC COF NAVI SYF GS CIT=Bottom (Banks/Financials)
CHEM(25): -0.71% Top=CC CE MOS ASH CF PAH MON OLN ….. APD WLK RPM GRA IFF ALB PPG HUN=Bottom (Chemicals/Fertilizers)
INSU(28): -0.71% Top=FNF CINF ORI RDN FAF MTG CLGX TRV ….. AIG PRU AGO UNM MET LNC CNO MBI=Bottom (Insurance)
CONS(50): -0.75% Top=COH TUP SPB KATE COTY NWL GT GIL ….. ECL SEE HAS WRK FBHS OI TPX UAA=Bottom (Consumer)
LEIS(32): -0.88% Top=CMG H DPZ ARMK STAY SIX SHAK BLMN ….. SEAS WYNN YUMC QSR SBUX SONC WEN GPRO=Bottom (Leisure)
MANU(33): -0.99% Top=DHR ROP TTC DE MWA MHK AOS ETN ….. GE MRC ITT ITW KMT CFX FLS PNR=Bottom (Manufacturing)
MATE(24): -1.11% Top=DAR WY USG SRCL WCN WM RSG MDR ….. FLR CAA PWR VMC SUM LEN DHI MLM=Bottom (Materials & Construction)
ELEC(45): -1.28% Top=PI GRMN AYI MXL WAT APH TRMB CAVM ….. SWKS XLNX MCHP MSCC TXN AMD ON IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -1.46% Top=WAB JBHT CNI CP KSU SAVE TK CHRW ….. CSX DAL EXPD AAL FDX XPO UAL 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 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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