daytrend

02/06/2017

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 11:48 am ET
by daytrend on 20170206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY’S RANGE (20170206 11:48 am ET)
15.6% of stocks are above yesterday’s high.
49.7% are above yesterday’s midpoint. (50.3% are below.)
16.9% are below yesterday’s low.
67.5% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
38.3% of stocks with today’s low < yesterday’s low. (61.7% greater than).

EVIDENCE OF INTRADAY TREND (20170206 11:48 am ET)
49.5% of stocks are above today’s open. (48.6% are below).
34.2% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
7.4% of stocks opened above yesterday’s high.
28.0% of stocks opened above yesterday’s close. (66.9% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170206 11:48 am ET)
8.6% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170206 11:48 am ET)
40.7% of stocks are above yesterday’s close. (59.3% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
73.5% are between +1% and -1%.

RSI on DAILY (20170206 11:48 am ET)
2-day: >=95:5.4%…>=90:11.8%…>=80:23.5%…>=50:59.7%…<=20:9.8%…<=10:3.5%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.4%…>=50:60.4%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:61.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170206 11:48 am ET)
15.6% above previous 1 highs, 16.9% below previous 1 lows
13.3% above previous 2 highs, 5.4% below previous 2 lows
10.7% above previous 3 highs, 3.7% below previous 3 lows
10.0% above previous 4 highs, 3.1% below previous 4 lows
9.0% above previous 5 highs, 2.8% below previous 5 lows
6.6% above previous 6 highs, 2.8% below previous 6 lows
6.2% above previous 7 highs, 2.5% below previous 7 lows
5.8% above previous 8 highs, 2.5% below previous 8 lows
5.5% above previous 9 highs, 2.0% below previous 9 lows
5.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170206 11:48 am ET)
40.7% are above or equal to 2/3 close (1 days ago), 59.3% are below.
70.9% are above or equal to 2/2 close (2 days ago), 29.1% are below.
71.2% are above or equal to 2/1 close (3 days ago), 28.8% are below.
62.9% are above or equal to 1/31 close (4 days ago), 37.1% are below.
65.1% are above or equal to 1/30 close (5 days ago), 34.9% are below.
49.2% are above or equal to 1/27 close (6 days ago), 50.8% are below.
42.0% are above or equal to 1/26 close (7 days ago), 58.0% are below.
40.3% are above or equal to 1/25 close (8 days ago), 59.7% are below.
50.5% are above or equal to 1/24 close (9 days ago), 49.5% are below.
62.8% are above or equal to 1/23 close (10 days ago), 37.2% are below.
60.4% are above or equal to 1/20 close (11 days ago), 39.6% are below.
65.7% are above or equal to 1/19 close (12 days ago), 34.3% are below.
58.2% are above or equal to 1/18 close (13 days ago), 41.8% are below.
58.2% are above or equal to 1/17 close (14 days ago), 41.8% are below.
57.4% are above or equal to 1/13 close (15 days ago), 42.6% are below.
59.4% are above or equal to 1/12 close (16 days ago), 40.6% are below.
56.3% are above or equal to 1/11 close (17 days ago), 43.7% are below.
58.2% are above or equal to 1/10 close (18 days ago), 41.8% are below.
60.0% are above or equal to 1/9 close (19 days ago), 40.0% are below.
55.1% are above or equal to 1/6 close (20 days ago), 44.9% are below.
55.1% are above or equal to 1/5 close (21 days ago), 44.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170206 11:48 am ET)
20d: 8.8% new highs, 3.6% new lows
21d: 8.8% new highs, 3.5% new lows
42d: 6.8% new highs, 1.9% new lows
63d: 5.8% new highs, 0.8% new lows
126d: 4.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170206 11:48 am ET)
2-day: 38.9% above, 61.1% below
3-day: 60.0% above, 40.0% below
4-day: 65.3% above, 34.7% below
5-day: 66.4% above, 33.6% below
8-day: 58.5% above, 41.5% below
10-day: 53.7% above, 46.3% below
20-day: 60.1% above, 39.9% below
50-day: 61.1% above, 38.9% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170206 11:48 am ET)
META(31): 0.73% Top=CLF AG SSRI X AGI AA AKS NEM ….. CNX SLW FNV SND SLCA SCCO FMSA CCJ=Bottom (Metals & Mining)
LEIS(33): 0.24% Top=PNRA SEAS DRI TXRH BLMN GPRO SBUX DPZ ….. WEN EXPE H BYD QSR SHAK SONC CMG=Bottom (Leisure)
CONS(52): 0.02% Top=HAS HBI FOSL COLM PVH OI RL MAT ….. ECL KATE FL BERY PKG IP NWL KS=Bottom (Consumer)
INSU(31): 0.02% Top=MBI XL ALL AGO MET FAF HIG AXS ….. AON L MMC BRO SLF WLTW CINF VR=Bottom (Insurance)
COSW(78): -0.02% Top=SINA TWLO BIDU YHOO CSC MSCI CDNS NTES ….. TEAM SSNC BR NTNX PFPT OTEX VEEV ADSK=Bottom (Computer Software/Internet)
MATE(24): -0.03% Top=FAST SRCL KBH OC CAA TOL USG MAS ….. FLR DAR WCN EXP SUM VMC MDR WY=Bottom (Materials & Construction)
REAL(92): -0.07% Top=ARE MFA SC CXP AGNC OFC STWD GGP ….. CBG DLR SPG PLD GLPI CSAL AMT CONE=Bottom (Real Estate)
RETA(59): -0.07% Top=SBH DSW AEO TLRD ANF CHS CVS GES ….. BIG WFM ETSY M SIG TIF AN GNC=Bottom (Retail & Specialty Retail)
ELEC(46): -0.08% Top=AMD NVDA FLEX MXL AMBA SNPS GRMN MRVL ….. FTV CAVM TRMB CGNX IDTI AMKR KEYS OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): -0.11% Top=LAZ AMP FITB APO UMPQ MS RF NYCB ….. OZRK NDAQ HOMB WBS JNS OMF FII WETF=Bottom (Banks/Financials)
TRAN(26): -0.11% Top=AAL SAVE DAL ALK UAL ODFL LUV JBHT ….. UPS CNI NSC WAB GWR CP BRS TRN=Bottom (Transportation)
DISV(41): -0.12% Top=ATHN R ZTO LDOS MCO WTW G ULTA ….. TRU YY MYGN URI RBA FLT GPN CTAS=Bottom (Diversified Services)
CHEM(27): -0.18% Top=PAH VSM EMN CE MOS SMG SHW RPM ….. MON PX ASH GRA OLN POT AGU PPG=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.38% Top=ABMD CYH IRWD ELGX ESRX MD RMD PRAH ….. AET ABT EW CNC OPK DXCM VAR LH=Bottom (Health)
COHW(35): -0.44% Top=VIAV HRS AAPL MSI BBRY WDC CDW NTAP ….. TDC ZAYO TDS CIEN STX CCI ACIA INFN=Bottom (Computer Hardware/Telecom)
MANU(37): -0.73% Top=RS IR DDD AOS HON ATI BWXT EMR ….. MRC SNA PNR DCI CFX TEX XYL MWA=Bottom (Manufacturing)
ENER(90): -1.11% Top=COG BAS RRC PBF WMB NFG WPZ CVI ….. HK SN CRZO FTI DO MTDR OAS ATW=Bottom (Energy)

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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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