daytrend

02/03/2017

Filed under: Market Stats — daytrend @ 1:02 pm

Market Stats at 1:01 pm 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 1:01 pm ET)
49.7% of stocks are above yesterday’s high.
81.8% are above yesterday’s midpoint. (18.2% are below.)
4.2% are below yesterday’s low.
46.1% are inside yesterday’s range.
73.5% of stocks with today’s high > yesterday’s high. (26.5% less than).
13.4% of stocks with today’s low < yesterday’s low. (86.6% greater than).

EVIDENCE OF INTRADAY TREND (20170203 1:01 pm ET)
64.0% of stocks are above today’s open. (34.1% are below).
61.6% of stocks are above today’s open and yesterday’s close.
13.6% 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 1:01 pm ET)
12.5% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20170203 1:01 pm ET)
84.0% of stocks are above yesterday’s close. (16.0% are below.)
1.3% are up 4.5% or more. 1.2% are down 4.5% or more.
2.9% are up 3.5% or more. 1.6% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY (20170203 1:01 pm ET)
2-day: >=95:6.4%…>=90:16.0%…>=80:36.2%…>=50:78.9%…<=20:6.1%…<=10:3.0%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:64.7%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170203 1:01 pm ET)
49.7% above previous 1 highs, 4.2% below previous 1 lows
29.1% above previous 2 highs, 3.2% below previous 2 lows
25.8% above previous 3 highs, 2.5% below previous 3 lows
22.3% above previous 4 highs, 2.2% below previous 4 lows
16.8% above previous 5 highs, 2.2% below previous 5 lows
12.3% above previous 6 highs, 2.2% below previous 6 lows
10.3% above previous 7 highs, 2.0% below previous 7 lows
10.1% above previous 8 highs, 1.9% below previous 8 lows
9.7% above previous 9 highs, 1.7% below previous 9 lows
9.4% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170203 1:01 pm ET)
84.0% are above or equal to 2/2 close (1 days ago), 16.0% are below.
76.5% are above or equal to 2/1 close (2 days ago), 23.5% are below.
67.6% are above or equal to 1/31 close (3 days ago), 32.4% are below.
69.2% are above or equal to 1/30 close (4 days ago), 30.8% are below.
51.9% are above or equal to 1/27 close (5 days ago), 48.1% are below.
45.1% are above or equal to 1/26 close (6 days ago), 54.9% are below.
41.2% are above or equal to 1/25 close (7 days ago), 58.8% are below.
51.7% are above or equal to 1/24 close (8 days ago), 48.3% are below.
66.3% are above or equal to 1/23 close (9 days ago), 33.7% are below.
63.2% are above or equal to 1/20 close (10 days ago), 36.8% are below.
68.6% are above or equal to 1/19 close (11 days ago), 31.4% are below.
60.3% are above or equal to 1/18 close (12 days ago), 39.7% are below.
61.6% are above or equal to 1/17 close (13 days ago), 38.4% are below.
59.4% are above or equal to 1/13 close (14 days ago), 40.6% are below.
61.6% are above or equal to 1/12 close (15 days ago), 38.4% are below.
58.4% are above or equal to 1/11 close (16 days ago), 41.6% are below.
60.9% are above or equal to 1/10 close (17 days ago), 39.1% are below.
62.8% are above or equal to 1/9 close (18 days ago), 37.2% are below.
57.9% are above or equal to 1/6 close (19 days ago), 42.1% are below.
56.8% are above or equal to 1/5 close (20 days ago), 43.2% are below.
54.0% are above or equal to 1/4 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170203 1:01 pm ET)
20d: 12.4% new highs, 4.2% new lows
21d: 12.2% new highs, 4.0% new lows
42d: 10.1% new highs, 2.6% new lows
63d: 8.7% new highs, 1.3% new lows
126d: 6.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170203 1:01 pm ET)
2-day: 83.3% above, 16.7% below
3-day: 80.9% above, 19.1% below
4-day: 78.0% above, 22.0% below
5-day: 76.5% above, 23.5% below
8-day: 58.2% above, 41.8% below
10-day: 59.2% above, 40.8% below
20-day: 62.9% above, 37.1% below
50-day: 63.5% above, 36.5% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170203 1:01 pm ET)
FINA(88): 1.91% Top=MS GS IVZ EWBC SIVB SYF VOYA WBS ….. ICE PYPL NYCB CBOE BX NDAQ CME WETF=Bottom (Banks/Financials)
TRAN(26): 1.19% Top=ODFL SAVE FDX TRN XPO UPS JBHT SWFT ….. UAL CNI TK NAT AAL JBLU LUV ALK=Bottom (Transportation)
COSW(77): 1.15% Top=DATA FTNT CSC NTNX MSCI TSS SPLK HPE ….. ATVI EA LN YELP WUBA GRUB SHOP FEYE=Bottom (Computer Software/Internet)
ELEC(46): 1.02% Top=CY KEYS SPWR FTV AMKR MSCC AMBA CGNX ….. GRMN XLNX DLB MU AMD FIT INTC NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): 0.98% Top=MTDR ATW RDC RICE DO SPN COP MRO ….. COG SM PSX ECA BHI MMP KOS EEP=Bottom (Energy)
MANU(37): 0.89% Top=AOS TEX CFX MWA SNA KMT LECO CR ….. MRC ETN ROP ITW MHK GE DHR CAT=Bottom (Manufacturing)
DISV(42): 0.88% Top=V AMN GPN ALLE R VNTV FDC SBAC ….. WTW ULTA TAL BAH YY ZTO MYGN ATHN=Bottom (Diversified Services)
INSU(31): 0.87% Top=CLGX MTG CNO FNF UNM PRU RDN LNC ….. TRV ORI AXS AJG WLTW VR HIG XL=Bottom (Insurance)
REAL(92): 0.79% Top=SC PLD CBG BAM CONE RLGY FCH ALLY ….. HIW CXP KIM RPAI UDR AVB EQR HCN=Bottom (Real Estate)
MATE(24): 0.76% Top=PWR MLM WY SUM DAR MDR VMC FLR ….. TOL LEN RSG PHM DHI WM OC SRCL=Bottom (Materials & Construction)
RETA(59): 0.71% Top=M SBH GNC TIF ANF DKS CVS LOW ….. WMT ETSY PIR TLRD TSCO RH AN AMZN=Bottom (Retail & Specialty Retail)
CHEM(27): 0.58% Top=OLN CC MOS ALB AGU ASH POT SMG ….. PAH SHW DD HUN FMC MON VSM CE=Bottom (Chemicals/Fertilizers)
COHW(34): 0.43% Top=PANW STX MSI CCI TDC CDW QCOM FNSR ….. NTAP AAPL VIAV ZAYO HPQ S VG ACIA=Bottom (Computer Hardware/Telecom)
HEAL(44): 0.41% Top=AET NUVA DXCM THC ANTM HCA RMD ABMD ….. SYK ELGX BKD VWR TMO IRWD PRXL PKI=Bottom (Health)
LEIS(32): 0.17% Top=DNKN SHAK TXRH BLMN SBUX QSR STAY H ….. CCL BYD SIX SEAS WYNN YUMC CMG GPRO=Bottom (Leisure)
CONS(51): -0.08% Top=CLX KS PBI FOSL WRK KATE BC WHR ….. NWL BERY VFC CCK CRI WWW GIL HBI=Bottom (Consumer)
META(31): -0.08% Top=CNX AKS AGI ARNC CMC AEM CDE AG ….. RGLD STLD SCCO AA X TECK FCX CLF=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 1:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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