daytrend

02/01/2017

Filed under: Market Stats — daytrend @ 11:25 am

Market Stats at 11:25 am ET
by daytrend on 20170201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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

COMPARED TO YESTERDAY’S RANGE (20170201 11:25 am ET)
16.7% of stocks are above yesterday’s high.
54.7% are above yesterday’s midpoint. (45.3% are below.)
18.8% are below yesterday’s low.
64.5% are inside yesterday’s range.
64.8% of stocks with today’s high > yesterday’s high. (35.2% less than).
28.9% of stocks with today’s low < yesterday’s low. (71.1% greater than).

EVIDENCE OF INTRADAY TREND (20170201 11:25 am ET)
24.9% of stocks are above today’s open. (73.7% are below).
20.8% of stocks are above today’s open and yesterday’s close.
56.7% 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 11:25 am ET)
2.8% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
42.6% are in the bottom 20%.
23.6% are in the bottom 10%.

GAIN (20170201 11:25 am ET)
39.1% of stocks are above yesterday’s close. (60.9% are below.)
1.1% are up 4.5% or more. 0.7% are down 4.5% or more.
1.5% are up 3.5% or more. 1.6% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20170201 11:25 am ET)
2-day: >=95:2.0%…>=90:4.8%…>=80:9.6%…>=50:34.1%…<=20:31.1%…<=10:17.7%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:50.4%…<=20:1.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170201 11:25 am ET)
16.7% above previous 1 highs, 18.8% below previous 1 lows
11.8% above previous 2 highs, 13.4% below previous 2 lows
7.2% above previous 3 highs, 12.2% below previous 3 lows
5.6% above previous 4 highs, 10.9% below previous 4 lows
5.1% above previous 5 highs, 10.4% below previous 5 lows
5.0% above previous 6 highs, 8.9% below previous 6 lows
4.9% above previous 7 highs, 7.6% below previous 7 lows
4.5% above previous 8 highs, 7.2% below previous 8 lows
4.5% above previous 9 highs, 7.0% below previous 9 lows
4.5% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170201 11:25 am ET)
39.1% are above or equal to 1/31 close (1 days ago), 60.9% are below.
47.1% are above or equal to 1/30 close (2 days ago), 52.9% are below.
30.6% are above or equal to 1/27 close (3 days ago), 69.4% are below.
26.0% are above or equal to 1/26 close (4 days ago), 74.0% are below.
25.2% are above or equal to 1/25 close (5 days ago), 74.8% are below.
37.5% are above or equal to 1/24 close (6 days ago), 62.5% are below.
55.8% are above or equal to 1/23 close (7 days ago), 44.2% are below.
54.0% are above or equal to 1/20 close (8 days ago), 46.0% are below.
59.7% are above or equal to 1/19 close (9 days ago), 40.3% are below.
50.9% are above or equal to 1/18 close (10 days ago), 49.1% are below.
53.0% are above or equal to 1/17 close (11 days ago), 47.0% are below.
50.4% are above or equal to 1/13 close (12 days ago), 49.6% are below.
52.0% are above or equal to 1/12 close (13 days ago), 48.0% are below.
50.9% are above or equal to 1/11 close (14 days ago), 49.1% are below.
54.5% are above or equal to 1/10 close (15 days ago), 45.5% are below.
55.8% are above or equal to 1/9 close (16 days ago), 44.2% are below.
51.5% are above or equal to 1/6 close (17 days ago), 48.5% are below.
51.0% are above or equal to 1/5 close (18 days ago), 49.0% are below.
49.7% are above or equal to 1/4 close (19 days ago), 50.3% are below.
58.0% are above or equal to 1/3 close (20 days ago), 42.0% are below.
62.0% are above or equal to 12/30 close (21 days ago), 38.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170201 11:25 am ET)
20d: 12.0% new highs, 7.0% new lows
21d: 12.0% new highs, 6.5% new lows
42d: 9.0% new highs, 4.8% new lows
63d: 7.9% new highs, 1.8% new lows
126d: 6.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170201 11:25 am ET)
2-day: 38.0% above, 62.0% below
3-day: 43.2% above, 56.8% below
4-day: 34.7% above, 65.3% below
5-day: 28.9% above, 71.1% below
8-day: 34.1% above, 65.9% below
10-day: 42.0% above, 58.0% below
20-day: 49.8% above, 50.2% below
50-day: 58.4% above, 41.6% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170201 11:25 am ET)
HEAL(45): 0.66% Top=ALGN IRWD BKD ANTM ELGX HCA THC CYH ….. SYK PRXL BDX ESRX OPK BCR BAX RMD=Bottom (Health)
FINA(87): 0.65% Top=LM OMF BOFI BAC AMG BX IVZ SYF ….. WETF EV BMO NYCB EFX CBOE PYPL JNS=Bottom (Banks/Financials)
INSU(30): 0.43% Top=MBI LNC RDN AGO CNO MTG AFSI VR ….. L CLGX WLTW MMC TRV AON PGR AFL=Bottom (Insurance)
CHEM(26): 0.37% Top=OLN WLK CF HUN EMN DD DOW PAH ….. MOS PX RPM APD IFF SMG AGU POT=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.36% Top=AMD CRUS NVDA ON MRVL WAT AMAT MU ….. KEYS FLEX PI GLW IDTI SPWR OCLR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.04% Top=TK LUV AAL SWFT UAL NSC TRN XPO ….. CP NAT JBHT GWR CNI CHRW FDX UPS=Bottom (Transportation)
DISV(43): -0.14% Top=URI MAN AMN CAR ZTO YY SERV ACM ….. ULTA RBA VNTV VRSK FISV MA SBAC PAYX=Bottom (Diversified Services)
ENER(89): -0.20% Top=OKS NOV SXL DCP ETP BAS HK PAA ….. APC APA HLX RICE COG SM MDU SN=Bottom (Energy)
MANU(34): -0.24% Top=MRC CFX KMT MWA TEX CMI DOV ITT ….. ATI AOS CAT LECO MHK PNR SWK IR=Bottom (Manufacturing)
MATE(24): -0.25% Top=MDR MLM SUM MAS VMC TPH FLR TOL ….. EXP KBH WM WCN RSG WY SRCL USG=Bottom (Materials & Construction)
REAL(90): -0.38% Top=ALLY SC GGP CIM NRZ MFA SHO CUBE ….. CBL MPW CPT KRC HIW LPT STOR NNN=Bottom (Real Estate)
COHW(34): -0.44% Top=AAPL CDW VIAV ARRS VRSN TMUS JNPR FNSR ….. BCE ZAYO STX PANW S ACIA VG TDS=Bottom (Computer Hardware/Telecom)
LEIS(32): -0.56% Top=BYD STAY SEAS RCL YUMC H SIX SONC ….. SBUX EAT LVS DRI DNKN ARMK DPZ WYNN=Bottom (Leisure)
CONS(50): -0.77% Top=AVY TPX ENR FBHS COH LEG GPK OI ….. KATE SKX MAT COTY FOSL PVH TUP PBI=Bottom (Consumer)
RETA(58): -0.96% Top=ETSY EBAY GNC MIK SIG AMZN SBH BABA ….. DKS GES KMX LB RH AAP KORS GPS=Bottom (Retail & Specialty Retail)
COSW(77): -1.07% Top=TWLO YELP LC MSCI CSRA WUBA XRX TTWO ….. NTNX TRIP IAC FEYE MTCH ADP MANH CTXS=Bottom (Computer Software/Internet)
META(30): -1.30% Top=ARNC TECK AA PAAS AG SLCA FCX FMSA ….. GG STLD NUE NEM TAHO X AKS CCJ=Bottom (Metals & Mining)

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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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