daytrend

02/01/2017

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 10:08 am ET
by daytrend on 20170201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170201 10:08 am ET)
24.5% of stocks are above yesterday’s high.
63.4% are above yesterday’s midpoint. (36.6% are below.)
9.4% are below yesterday’s low.
66.1% are inside yesterday’s range.
64.3% of stocks with today’s high > yesterday’s high. (35.7% less than).
15.1% of stocks with today’s low < yesterday’s low. (84.9% greater than).

EVIDENCE OF INTRADAY TREND (20170201 10:08 am ET)
34.9% of stocks are above today’s open. (64.3% are below).
30.3% of stocks are above today’s open and yesterday’s close.
43.8% are below both.
30.8% of stocks opened above yesterday’s high.
72.2% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170201 10:08 am ET)
2.1% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
50.7% are in the bottom 20%.
34.7% are in the bottom 10%.

GAIN (20170201 10:08 am ET)
50.9% of stocks are above yesterday’s close. (49.1% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
1.0% are up 3.5% or more. 1.1% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20170201 10:08 am ET)
2-day: >=95:2.6%…>=90:6.2%…>=80:13.2%…>=50:45.2%…<=20:24.9%…<=10:12.1%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:54.9%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170201 10:08 am ET)
24.5% above previous 1 highs, 9.4% below previous 1 lows
16.1% above previous 2 highs, 6.8% below previous 2 lows
9.6% above previous 3 highs, 6.5% below previous 3 lows
6.8% above previous 4 highs, 5.4% below previous 4 lows
6.1% above previous 5 highs, 5.0% below previous 5 lows
5.9% above previous 6 highs, 4.6% below previous 6 lows
5.7% above previous 7 highs, 4.0% below previous 7 lows
5.5% above previous 8 highs, 3.8% below previous 8 lows
5.4% above previous 9 highs, 3.4% below previous 9 lows
5.4% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170201 10:08 am ET)
50.9% are above or equal to 1/31 close (1 days ago), 49.1% are below.
57.6% are above or equal to 1/30 close (2 days ago), 42.4% are below.
37.4% are above or equal to 1/27 close (3 days ago), 62.6% are below.
29.5% are above or equal to 1/26 close (4 days ago), 70.5% are below.
29.3% are above or equal to 1/25 close (5 days ago), 70.7% are below.
42.0% are above or equal to 1/24 close (6 days ago), 58.0% are below.
59.2% are above or equal to 1/23 close (7 days ago), 40.8% are below.
57.6% are above or equal to 1/20 close (8 days ago), 42.4% are below.
62.8% are above or equal to 1/19 close (9 days ago), 37.2% are below.
54.8% are above or equal to 1/18 close (10 days ago), 45.2% are below.
56.5% are above or equal to 1/17 close (11 days ago), 43.5% are below.
53.4% are above or equal to 1/13 close (12 days ago), 46.6% are below.
54.9% are above or equal to 1/12 close (13 days ago), 45.1% are below.
53.8% are above or equal to 1/11 close (14 days ago), 46.2% are below.
57.3% are above or equal to 1/10 close (15 days ago), 42.7% are below.
58.1% are above or equal to 1/9 close (16 days ago), 41.9% are below.
53.7% are above or equal to 1/6 close (17 days ago), 46.3% are below.
53.7% are above or equal to 1/5 close (18 days ago), 46.3% are below.
51.5% are above or equal to 1/4 close (19 days ago), 48.5% are below.
60.3% are above or equal to 1/3 close (20 days ago), 39.7% are below.
63.9% are above or equal to 12/30 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170201 10:08 am ET)
20d: 11.5% new highs, 2.8% new lows
21d: 11.5% new highs, 2.6% new lows
42d: 8.8% new highs, 1.3% new lows
63d: 7.7% new highs, 0.7% new lows
126d: 6.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170201 10:08 am ET)
2-day: 50.5% above, 49.5% below
3-day: 55.7% above, 44.3% below
4-day: 46.4% above, 53.6% below
5-day: 38.3% above, 61.7% below
8-day: 40.2% above, 59.8% below
10-day: 49.3% above, 50.7% below
20-day: 54.3% above, 45.7% below
50-day: 60.8% above, 39.2% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170201 10:08 am ET)
FINA(87): 0.99% Top=LM BX BOFI RJF CFR BAC MS ZION ….. OMF TD CBOE TROW EFX BMO PYPL JNS=Bottom (Banks/Financials)
HEAL(45): 0.65% Top=ALGN HCA IRWD ANTM ACHC ELGX EW HLS ….. SYK PRXL COO ABMD BDX ESRX BCR RMD=Bottom (Health)
INSU(30): 0.56% Top=CNO LNC MBI RDN PRU AGO MTG AFSI ….. CLGX TRV MMC L WLTW AON PGR AFL=Bottom (Insurance)
REAL(90): 0.32% Top=ALLY BXP LHO DRH SHO SC NRZ WPG ….. SKT NYRT UDR FRT NNN EQR AVB MAA=Bottom (Real Estate)
ELEC(45): 0.30% Top=AMD CRUS MRVL MU WAT NVDA ADI AMAT ….. GRMN INTC GLW IDTI SPWR PI SIMO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.25% Top=OLN WLK AXTA HUN MON CF MOS FMC ….. PX APD RPM CE PPG IFF AGU POT=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.23% Top=SWFT TK UAL LUV AAL XPO EXPD WAB ….. KSU NAT CP JBHT FDX CNI CHRW UPS=Bottom (Transportation)
MANU(34): 0.15% Top=MRC ATI TEX KMT MWA CFX PNR AOS ….. ROK LECO ITW TTC XYL CAT SWK IR=Bottom (Manufacturing)
DISV(43): 0.11% Top=URI AMN MAN ZTO CXW RHI R CAR ….. FLT RBA HRB FISV FDC VNTV MA PAYX=Bottom (Diversified Services)
ENER(89): 0.03% Top=OKS HK DCP PAA SXL ETE ETP BAS ….. HP EEP MDU COG SM HFC CVI SN=Bottom (Energy)
COHW(34): -0.02% Top=AAPL CDW TMUS ARRS TDS VRSN CTL LVLT ….. CIEN PSTG BCE COMM VG STX ZAYO PANW=Bottom (Computer Hardware/Telecom)
MATE(24): -0.21% Top=MDR MAS PWR EXP OC SUM FAST FLR ….. TOL WY CAA PHM DHI KBH LEN USG=Bottom (Materials & Construction)
LEIS(32): -0.28% Top=BYD STAY SEAS BLMN MAR WYN RCL WEN ….. CMG EXPE QSR DNKN DRI LVS GPRO WYNN=Bottom (Leisure)
CONS(50): -0.34% Top=AVY ENR TPX FBHS LEG OI SEE GPK ….. HBI GT VFC SKX PVH FOSL TUP PBI=Bottom (Consumer)
RETA(58): -0.60% Top=TLRD WSM AMZN NFLX SBH EBAY ETSY SIG ….. JWN LB GES CASY KSS ANF GPS KORS=Bottom (Retail & Specialty Retail)
META(30): -0.73% Top=ARNC CLF SLCA CENX TECK AA NUE CMC ….. FNV NEM AKS AEM GG TAHO AGI CCJ=Bottom (Metals & Mining)
COSW(77): -0.98% Top=TWLO ATHM FB YELP WUBA CSRA SABR MSCI ….. CRM NTNX TRIP FEYE ADP MTCH MANH CTXS=Bottom (Computer Software/Internet)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: