daytrend

02/03/2017

Filed under: Market Stats — daytrend @ 10:17 am

Market Stats at 10:16 am ET
by daytrend on 20170203. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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

COMPARED TO YESTERDAY’S RANGE (20170203 10:16 am ET)
39.1% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
4.0% are below yesterday’s low.
56.9% are inside yesterday’s range.
65.2% of stocks with today’s high > yesterday’s high. (34.8% less than).
12.0% of stocks with today’s low < yesterday’s low. (88.0% greater than).

EVIDENCE OF INTRADAY TREND (20170203 10:16 am ET)
50.3% of stocks are above today’s open. (47.8% are below).
48.0% of stocks are above today’s open and yesterday’s close.
17.3% are below both.
36.8% of stocks opened above yesterday’s high.
81.9% of stocks opened above yesterday’s close. (16.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170203 10:16 am ET)
13.5% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
53.9% are in the top half. 46.1% of stocks are in the bottom half of today’s range.
14.8% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170203 10:16 am ET)
80.5% of stocks are above yesterday’s close. (19.5% are below.)
0.8% are up 4.5% or more. 1.0% are down 4.5% or more.
1.3% are up 3.5% or more. 1.4% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170203 10:16 am ET)
2-day: >=95:5.9%…>=90:13.1%…>=80:30.0%…>=50:71.5%…<=20:6.7%…<=10:3.9%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:59.8%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:60.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170203 10:16 am ET)
39.1% above previous 1 highs, 4.0% below previous 1 lows
19.9% above previous 2 highs, 3.1% below previous 2 lows
17.7% above previous 3 highs, 2.6% below previous 3 lows
15.8% above previous 4 highs, 2.4% below previous 4 lows
11.6% above previous 5 highs, 2.4% below previous 5 lows
8.8% above previous 6 highs, 2.4% below previous 6 lows
6.5% above previous 7 highs, 2.4% below previous 7 lows
6.5% above previous 8 highs, 2.4% below previous 8 lows
6.3% above previous 9 highs, 1.9% below previous 9 lows
6.3% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170203 10:16 am ET)
80.5% are above or equal to 2/2 close (1 days ago), 19.5% are below.
72.2% are above or equal to 2/1 close (2 days ago), 27.8% are below.
61.3% are above or equal to 1/31 close (3 days ago), 38.7% are below.
63.9% are above or equal to 1/30 close (4 days ago), 36.1% are below.
46.2% are above or equal to 1/27 close (5 days ago), 53.8% are below.
39.6% are above or equal to 1/26 close (6 days ago), 60.4% are below.
36.9% are above or equal to 1/25 close (7 days ago), 63.1% are below.
49.2% are above or equal to 1/24 close (8 days ago), 50.8% are below.
62.8% are above or equal to 1/23 close (9 days ago), 37.2% are below.
60.5% are above or equal to 1/20 close (10 days ago), 39.5% are below.
66.5% are above or equal to 1/19 close (11 days ago), 33.5% are below.
57.5% are above or equal to 1/18 close (12 days ago), 42.5% are below.
58.6% are above or equal to 1/17 close (13 days ago), 41.4% are below.
55.4% are above or equal to 1/13 close (14 days ago), 44.6% are below.
57.9% are above or equal to 1/12 close (15 days ago), 42.1% are below.
55.6% are above or equal to 1/11 close (16 days ago), 44.4% are below.
58.1% are above or equal to 1/10 close (17 days ago), 41.9% are below.
59.1% are above or equal to 1/9 close (18 days ago), 40.9% are below.
54.8% are above or equal to 1/6 close (19 days ago), 45.2% are below.
53.4% are above or equal to 1/5 close (20 days ago), 46.6% are below.
51.0% are above or equal to 1/4 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170203 10:16 am ET)
20d: 9.1% new highs, 3.7% new lows
21d: 9.0% new highs, 3.4% new lows
42d: 7.6% new highs, 2.5% new lows
63d: 6.6% new highs, 1.2% new lows
126d: 4.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170203 10:16 am ET)
2-day: 79.1% above, 20.9% below
3-day: 75.7% above, 24.3% below
4-day: 71.5% above, 28.5% below
5-day: 69.9% above, 30.1% below
8-day: 52.0% above, 48.0% below
10-day: 53.3% above, 46.7% below
20-day: 58.7% above, 41.3% below
50-day: 61.3% above, 38.7% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170203 10:16 am ET)
FINA(88): 1.20% Top=MS GS IVZ AMP PFG VOYA SCHW EWBC ….. JNS LAZ CBOE SEIC NDAQ CME NYCB WETF=Bottom (Banks/Financials)
RETA(59): 0.83% Top=M SBH DKS ANF GES TIF KSS JWN ….. WMT EBAY BURL DLTR TSCO TLRD AN AMZN=Bottom (Retail & Specialty Retail)
COSW(77): 0.80% Top=DATA FTNT CSC MSCI HPE SPLK TSS IAC ….. VIPS NTES CERN WUBA SINA SHOP TWTR FEYE=Bottom (Computer Software/Internet)
ELEC(46): 0.74% Top=CY KEYS AMKR AMBA CRUS TRMB CGNX CAVM ….. MCHP LRCX GRMN AVGO NVDA INTC AMD FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 0.71% Top=AOS SNA CFX DDD MWA TEX KMT MRC ….. ROP MHK ETN DHR GE ITW CAT ATI=Bottom (Manufacturing)
ENER(90): 0.69% Top=MTDR ATW DO COP RDC CRC RICE NFG ….. BHI KOS CPE DCP MMP PSX MDU EEP=Bottom (Energy)
INSU(31): 0.60% Top=MTG CNO UNM CLGX RDN LNC PRU AIG ….. AON BRO ORI WLTW AJG AXS VR HIG=Bottom (Insurance)
REAL(92): 0.57% Top=WPG FR DLR BXMT CBG AIV PLD HST ….. BRX CXP DDR FRT RPAI EQR HCN KIM=Bottom (Real Estate)
TRAN(26): 0.55% Top=FDX ODFL KSU CP TRN TK NSC WAB ….. CSX GWR UAL JBLU LUV AAL NAT ALK=Bottom (Transportation)
DISV(42): 0.46% Top=V SBAC VNTV ALLE FLT MA CXW MCO ….. HRB WTW SERV YY TAL MYGN ZTO ATHN=Bottom (Diversified Services)
MATE(24): 0.42% Top=PWR WY MAS FLR DAR KBH FAST USG ….. VMC LEN WM DHI TPH OC PHM SRCL=Bottom (Materials & Construction)
CHEM(27): 0.37% Top=OLN CC WLK ALB EMN AGU MOS POT ….. IFF SHW CE DOW AXTA VSM FMC DD=Bottom (Chemicals/Fertilizers)
COHW(34): 0.35% Top=PANW MSI STX CCI COMM CDW S T ….. BBRY TMUS HRS BCE PSTG VG ANET ACIA=Bottom (Computer Hardware/Telecom)
HEAL(44): 0.25% Top=CYH ANTM THC AET DXCM BAX CNC HCA ….. XRAY HRC SYK ELGX HOLX IRWD PRXL PKI=Bottom (Health)
META(31): -0.10% Top=AGI CDE CNX HL AKS AEM NEM AG ….. CENX CCJ SCCO STLD TECK FCX X CLF=Bottom (Metals & Mining)
CONS(51): -0.10% Top=CLX PBI EL WRK GT BERY KS BLL ….. AVY CCK PVH CRI VFC GIL WWW HBI=Bottom (Consumer)
LEIS(32): -0.21% Top=STAY WEN H SBUX QSR MAR SHAK DPZ ….. EAT BLMN SEAS SIX WYNN YUMC CMG GPRO=Bottom (Leisure)

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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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