daytrend

02/07/2017

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 10:23 am ET
by daytrend on 20170207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 827.

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

COMPARED TO YESTERDAY’S RANGE (20170207 10:23 am ET)
21.8% of stocks are above yesterday’s high.
56.6% are above yesterday’s midpoint. (43.4% are below.)
13.8% are below yesterday’s low.
64.4% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20170207 10:23 am ET)
50.5% of stocks are above today’s open. (47.6% are below).
43.5% of stocks are above today’s open and yesterday’s close.
31.6% are below both.
14.4% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170207 10:23 am ET)
10.6% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20170207 10:23 am ET)
61.5% of stocks are above yesterday’s close. (38.5% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.0% are up 3.5% or more. 1.2% are down 3.5% or more.
78.8% are between +1% and -1%.

RSI on DAILY (20170207 10:23 am ET)
2-day: >=95:7.7%…>=90:14.3%…>=80:25.5%…>=50:60.3%…<=20:13.9%…<=10:6.2%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:58.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170207 10:23 am ET)
21.8% above previous 1 highs, 13.8% below previous 1 lows
16.1% above previous 2 highs, 10.5% below previous 2 lows
14.8% above previous 3 highs, 7.4% below previous 3 lows
12.1% above previous 4 highs, 6.8% below previous 4 lows
11.5% above previous 5 highs, 5.9% below previous 5 lows
10.9% above previous 6 highs, 5.7% below previous 6 lows
8.6% above previous 7 highs, 5.7% below previous 7 lows
8.0% above previous 8 highs, 5.6% below previous 8 lows
7.5% above previous 9 highs, 5.4% below previous 9 lows
7.1% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170207 10:23 am ET)
61.5% are above or equal to 2/6 close (1 days ago), 38.5% are below.
44.9% are above or equal to 2/3 close (2 days ago), 55.1% are below.
69.2% are above or equal to 2/2 close (3 days ago), 30.8% are below.
66.5% are above or equal to 2/1 close (4 days ago), 33.5% are below.
60.9% are above or equal to 1/31 close (5 days ago), 39.1% are below.
63.7% are above or equal to 1/30 close (6 days ago), 36.3% are below.
51.0% are above or equal to 1/27 close (7 days ago), 49.0% are below.
43.5% are above or equal to 1/26 close (8 days ago), 56.5% are below.
42.3% are above or equal to 1/25 close (9 days ago), 57.7% are below.
50.5% are above or equal to 1/24 close (10 days ago), 49.5% are below.
61.9% are above or equal to 1/23 close (11 days ago), 38.1% are below.
60.6% are above or equal to 1/20 close (12 days ago), 39.4% are below.
65.4% are above or equal to 1/19 close (13 days ago), 34.6% are below.
57.8% are above or equal to 1/18 close (14 days ago), 42.2% are below.
58.9% are above or equal to 1/17 close (15 days ago), 41.1% are below.
55.3% are above or equal to 1/13 close (16 days ago), 44.7% are below.
57.9% are above or equal to 1/12 close (17 days ago), 42.1% are below.
56.1% are above or equal to 1/11 close (18 days ago), 43.9% are below.
59.0% are above or equal to 1/10 close (19 days ago), 41.0% are below.
60.6% are above or equal to 1/9 close (20 days ago), 39.4% are below.
56.0% are above or equal to 1/6 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170207 10:23 am ET)
20d: 9.9% new highs, 6.4% new lows
21d: 9.9% new highs, 6.3% new lows
42d: 8.2% new highs, 5.1% new lows
63d: 7.3% new highs, 1.7% new lows
126d: 5.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170207 10:23 am ET)
2-day: 59.4% above, 40.6% below
3-day: 50.8% above, 49.2% below
4-day: 60.9% above, 39.1% below
5-day: 63.6% above, 36.4% below
8-day: 61.3% above, 38.7% below
10-day: 55.4% above, 44.6% below
20-day: 59.7% above, 40.3% below
50-day: 60.9% above, 39.1% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170207 10:23 am ET)
CONS(52): 0.65% Top=WWW CHD HAS MAT KS NWL GPK PKG ….. GIL BLL COH LULU SKX VFC PVH FOSL=Bottom (Consumer)
LEIS(32): 0.57% Top=ARMK DPZ SEAS DRI CMG QSR TXRH H ….. RCL BLMN WYNN CCL SBUX LVS MGM SIX=Bottom (Leisure)
ELEC(45): 0.39% Top=AMBA NVDA WAT AMD TER MSCC ADI CRUS ….. DLB SIMO AYI AVGO AMKR GRMN FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.39% Top=HST PEB CBL LHO SHO APLE CONE DFT ….. EQR MAA SPG VER KRC AMT SKT MAC=Bottom (Real Estate)
MANU(36): 0.38% Top=EMR AME CMI FLS ETN CAT MHK DDD ….. SNA BWXT AOS SWK TEX ATI MRC MWA=Bottom (Manufacturing)
HEAL(44): 0.33% Top=CNC IRWD BKD ABT DXCM PKI VAR OPK ….. PRAH XRAY DGX UHS ELGX CYH THC MD=Bottom (Health)
COSW(78): 0.20% Top=WUBA SINA FEYE CTXS TWTR SPLK SHOP PFPT ….. TTWO CA CERN NTES TWLO LN FIS SABR=Bottom (Computer Software/Internet)
DISV(41): 0.17% Top=ACM AMN AL MCO CAR R ROL GPN ….. CXW FISV ATHN YY RHI RBA HRB MYGN=Bottom (Diversified Services)
COHW(35): 0.16% Top=CDW FNSR INFN PANW PSTG NTAP AAPL BBRY ….. HRS VG BCE JNPR ACIA CTL S MSI=Bottom (Computer Hardware/Telecom)
FINA(86): 0.16% Top=ICE CBOE KKR AMG ETFC SIVB ISBC RF ….. NYCB PBCT ARCC DFS LAZ NDAQ WDR WETF=Bottom (Banks/Financials)
INSU(31): 0.15% Top=AFSI CLGX VR FNF FAF XL MBI LNC ….. HIG AJG AFL MMC PGR ORI SLF CINF=Bottom (Insurance)
TRAN(26): 0.14% Top=NSC CSX XPO KSU WAB DAL CNI UNP ….. FDX UAL UPS JBLU CP BRS ALK SAVE=Bottom (Transportation)
META(31): -0.01% Top=CLF X CNX CENX CCJ AGI ARNC PAAS ….. RGLD CDE TECK FNV FMSA AKS NEM TAHO=Bottom (Metals & Mining)
CHEM(27): -0.25% Top=CC PPG GRA SHW AGU POT AXTA IFF ….. OLN MON VSM ALB HUN PAH CF FMC=Bottom (Chemicals/Fertilizers)
RETA(58): -0.27% Top=W JWN ETSY GME CASY JCP KSS EBAY ….. AEO KR GPS SFM SIG GNC RH KORS=Bottom (Retail & Specialty Retail)
MATE(24): -0.35% Top=WY USG DAR MAS PHM WM RSG WCN ….. LEN PWR FAST TPH KBH SUM MLM VMC=Bottom (Materials & Construction)
ENER(89): -0.62% Top=NOV DO TSO RES MPLX VLO RICE VVV ….. SM CRZO FANG CXO QEP LPI MUR CRC=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 10:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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