daytrend

02/01/2017

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 2:10 pm 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 2:10 pm ET)
17.3% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
22.1% are below yesterday’s low.
60.6% are inside yesterday’s range.
66.5% of stocks with today’s high > yesterday’s high. (33.5% less than).
39.2% of stocks with today’s low < yesterday’s low. (60.8% greater than).

EVIDENCE OF INTRADAY TREND (20170201 2:10 pm ET)
25.9% of stocks are above today’s open. (73.1% are below).
21.5% of stocks are above today’s open and yesterday’s close.
60.0% 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 2:10 pm ET)
3.8% of stocks are in the top 10% of today’s range.
7.4% are in the top 20%.
24.7% are in the top half. 75.3% of stocks are in the bottom half of today’s range.
30.6% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20170201 2:10 pm ET)
35.7% of stocks are above yesterday’s close. (64.3% are below.)
1.2% are up 4.5% or more. 1.5% are down 4.5% or more.
1.7% are up 3.5% or more. 2.2% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20170201 2:10 pm ET)
2-day: >=95:2.2%…>=90:4.6%…>=80:10.6%…>=50:33.6%…<=20:35.4%…<=10:19.8%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:47.5%…<=20:2.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170201 2:10 pm ET)
17.3% above previous 1 highs, 22.1% below previous 1 lows
12.0% above previous 2 highs, 16.1% below previous 2 lows
7.4% above previous 3 highs, 15.3% below previous 3 lows
6.1% above previous 4 highs, 14.2% below previous 4 lows
5.3% above previous 5 highs, 13.7% below previous 5 lows
4.9% above previous 6 highs, 11.7% below previous 6 lows
4.8% above previous 7 highs, 10.6% below previous 7 lows
4.6% above previous 8 highs, 9.9% below previous 8 lows
4.6% above previous 9 highs, 9.2% below previous 9 lows
4.5% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170201 2:10 pm ET)
35.7% are above or equal to 1/31 close (1 days ago), 64.3% are below.
43.6% are above or equal to 1/30 close (2 days ago), 56.4% are below.
29.7% are above or equal to 1/27 close (3 days ago), 70.3% are below.
26.3% are above or equal to 1/26 close (4 days ago), 73.7% are below.
24.4% are above or equal to 1/25 close (5 days ago), 75.6% are below.
36.6% are above or equal to 1/24 close (6 days ago), 63.4% are below.
55.1% are above or equal to 1/23 close (7 days ago), 44.9% are below.
53.0% are above or equal to 1/20 close (8 days ago), 47.0% are below.
58.0% are above or equal to 1/19 close (9 days ago), 42.0% are below.
50.1% are above or equal to 1/18 close (10 days ago), 49.9% are below.
51.9% are above or equal to 1/17 close (11 days ago), 48.1% are below.
48.6% are above or equal to 1/13 close (12 days ago), 51.4% are below.
50.8% are above or equal to 1/12 close (13 days ago), 49.2% are below.
49.8% are above or equal to 1/11 close (14 days ago), 50.2% are below.
53.4% are above or equal to 1/10 close (15 days ago), 46.6% are below.
54.3% are above or equal to 1/9 close (16 days ago), 45.7% are below.
50.7% are above or equal to 1/6 close (17 days ago), 49.3% are below.
50.4% are above or equal to 1/5 close (18 days ago), 49.6% are below.
49.0% are above or equal to 1/4 close (19 days ago), 51.0% are below.
56.9% are above or equal to 1/3 close (20 days ago), 43.1% are below.
60.9% are above or equal to 12/30 close (21 days ago), 39.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170201 2:10 pm ET)
20d: 12.6% new highs, 10.9% new lows
21d: 12.6% new highs, 10.4% new lows
42d: 9.5% new highs, 6.5% new lows
63d: 8.2% new highs, 2.3% new lows
126d: 6.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170201 2:10 pm ET)
2-day: 33.9% above, 66.1% below
3-day: 39.1% above, 60.9% below
4-day: 33.3% above, 66.7% below
5-day: 30.4% above, 69.6% below
8-day: 34.4% above, 65.6% below
10-day: 40.2% above, 59.8% below
20-day: 47.7% above, 52.3% below
50-day: 56.5% above, 43.5% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170201 2:10 pm ET)
ELEC(45): 0.71% Top=AMD CRUS NVDA WAT MRVL ON AMKR SPWR ….. KEYS PI APH GLW XLNX FLEX SIMO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 0.63% Top=ALGN IRWD THC ELGX ANTM BKD HCA AET ….. BAX BSX SYK MD ABMD PRXL BCR RMD=Bottom (Health)
CHEM(26): 0.55% Top=OLN WLK CF HUN PAH GRA EMN AXTA ….. PPG IFF PX APD AGU POT RPM SMG=Bottom (Chemicals/Fertilizers)
FINA(87): 0.27% Top=LM IVZ AMG BX VOYA BAC CLNS CFG ….. CBOE PYPL VLY TCB WDR BKU JNS WETF=Bottom (Banks/Financials)
INSU(30): -0.10% Top=MBI LNC RDN AGO MTG VR AFSI CNO ….. BRO L SLF CINF TRV AON PGR AFL=Bottom (Insurance)
DISV(43): -0.19% Top=ZTO AMN YY CAR MAN URI CXW SERV ….. ROL CTAS VRSK MA HRB RRD FISV PAYX=Bottom (Diversified Services)
MANU(34): -0.41% Top=CFX MRC MWA KMT BWXT CMI ITT TEX ….. PH LECO DHR AOS DCI ATI SWK IR=Bottom (Manufacturing)
LEIS(32): -0.43% Top=STAY BYD RCL H SEAS SONC MAR WYN ….. SBUX LVS TXRH DRI DPZ ARMK GPRO WYNN=Bottom (Leisure)
CONS(50): -0.45% Top=AVY TPX ENR COH LEG FBHS OI UAA ….. COTY HBI SKX FOSL MAT PVH TUP PBI=Bottom (Consumer)
TRAN(25): -0.50% Top=NSC TK UAL LUV CSX UNP TRN WAB ….. ALK CNI JBHT JBLU CHRW FDX NAT UPS=Bottom (Transportation)
COHW(34): -0.54% Top=AAPL CDW VIAV TMUS ARRS COMM VRSN T ….. BCE PANW ZAYO PSTG S VG TDS ACIA=Bottom (Computer Hardware/Telecom)
MATE(24): -0.55% Top=MDR MAS TOL MLM TPH PWR VMC FLR ….. CAA DAR WCN SRCL DHI PHM EXP USG=Bottom (Materials & Construction)
RETA(58): -0.60% Top=MIK SBH TLRD EBAY CHS GNC AMZN FINL ….. TSCO WBA RH AAP KMX ORLY LB KORS=Bottom (Retail & Specialty Retail)
META(30): -0.72% Top=ARNC AGI TECK PAAS AG FMSA FNV SSRI ….. CLF STLD NEM TAHO NUE AKS X CCJ=Bottom (Metals & Mining)
COSW(77): -0.76% Top=TWLO YELP FB VIPS XRX MSCI TTWO LC ….. TRIP TWTR NTNX FEYE MTCH ADP MANH CTXS=Bottom (Computer Software/Internet)
ENER(89): -0.78% Top=OKS DCP HK NOV SXL ETP BAS EEP ….. DK CRC COG APA MDU SN HLX SM=Bottom (Energy)
REAL(90): -0.83% Top=ALLY NRZ CIM CBG GGP SC DFT GEO ….. ACC OFC FRT BDN HIW SRC STOR NNN=Bottom (Real Estate)

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 2:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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