daytrend

02/07/2017

Filed under: Market Stats — daytrend @ 12:29 pm

Market Stats at 12:29 pm ET
by daytrend on 20170207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 827.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170207 12:29 pm ET)
15.8% of stocks are above yesterday’s high.
41.6% are above yesterday’s midpoint. (58.4% are below.)
27.6% are below yesterday’s low.
56.6% are inside yesterday’s range.
46.2% of stocks with today’s high > yesterday’s high. (53.8% less than).
40.3% of stocks with today’s low < yesterday’s low. (59.7% greater than).

EVIDENCE OF INTRADAY TREND (20170207 12:29 pm ET)
30.4% of stocks are above today’s open. (68.1% are below).
26.8% of stocks are above today’s open and yesterday’s close.
55.5% 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 12:29 pm ET)
1.9% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
25.4% are in the top half. 74.6% of stocks are in the bottom half of today’s range.
46.9% are in the bottom 20%.
32.4% are in the bottom 10%.

GAIN (20170207 12:29 pm ET)
41.0% of stocks are above yesterday’s close. (59.0% are below.)
0.8% are up 4.5% or more. 1.9% are down 4.5% or more.
1.1% are up 3.5% or more. 4.0% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20170207 12:29 pm ET)
2-day: >=95:7.1%…>=90:11.1%…>=80:19.3%…>=50:45.3%…<=20:22.1%…<=10:10.3%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:53.1%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170207 12:29 pm ET)
15.8% above previous 1 highs, 27.6% below previous 1 lows
10.8% above previous 2 highs, 21.3% below previous 2 lows
10.4% above previous 3 highs, 14.1% below previous 3 lows
9.1% above previous 4 highs, 12.7% below previous 4 lows
8.6% above previous 5 highs, 10.9% below previous 5 lows
8.2% above previous 6 highs, 9.9% below previous 6 lows
6.9% above previous 7 highs, 9.9% below previous 7 lows
6.7% above previous 8 highs, 9.9% below previous 8 lows
6.3% above previous 9 highs, 9.9% below previous 9 lows
6.0% above previous 10 highs, 9.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170207 12:29 pm ET)
41.0% are above or equal to 2/6 close (1 days ago), 59.0% are below.
33.4% are above or equal to 2/3 close (2 days ago), 66.6% are below.
60.5% are above or equal to 2/2 close (3 days ago), 39.5% are below.
60.8% are above or equal to 2/1 close (4 days ago), 39.2% are below.
53.8% are above or equal to 1/31 close (5 days ago), 46.2% are below.
56.7% are above or equal to 1/30 close (6 days ago), 43.3% are below.
45.8% are above or equal to 1/27 close (7 days ago), 54.2% are below.
39.9% are above or equal to 1/26 close (8 days ago), 60.1% are below.
39.8% are above or equal to 1/25 close (9 days ago), 60.2% are below.
45.9% are above or equal to 1/24 close (10 days ago), 54.1% are below.
57.4% are above or equal to 1/23 close (11 days ago), 42.6% are below.
57.1% are above or equal to 1/20 close (12 days ago), 42.9% are below.
61.8% are above or equal to 1/19 close (13 days ago), 38.2% are below.
53.8% are above or equal to 1/18 close (14 days ago), 46.2% are below.
54.9% are above or equal to 1/17 close (15 days ago), 45.1% are below.
53.0% are above or equal to 1/13 close (16 days ago), 47.0% are below.
55.7% are above or equal to 1/12 close (17 days ago), 44.3% are below.
53.3% are above or equal to 1/11 close (18 days ago), 46.7% are below.
56.1% are above or equal to 1/10 close (19 days ago), 43.9% are below.
57.6% are above or equal to 1/9 close (20 days ago), 42.4% are below.
53.7% are above or equal to 1/6 close (21 days ago), 46.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170207 12:29 pm ET)
20d: 12.1% new highs, 8.5% new lows
21d: 12.0% new highs, 8.3% new lows
42d: 10.2% new highs, 6.7% new lows
63d: 8.5% new highs, 2.2% new lows
126d: 6.4% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170207 12:29 pm ET)
2-day: 39.4% above, 60.6% below
3-day: 36.9% above, 63.1% below
4-day: 46.7% above, 53.3% below
5-day: 51.1% above, 48.9% below
8-day: 52.1% above, 47.9% below
10-day: 46.6% above, 53.4% below
20-day: 52.6% above, 47.4% below
50-day: 56.7% above, 43.3% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170207 12:29 pm ET)
LEIS(32): 0.27% Top=ARMK DPZ QSR SEAS WEN CMG WYN PNRA ….. GPRO CCL LVS BLMN SHAK SIX MGM YUMC=Bottom (Leisure)
CONS(52): 0.24% Top=WWW CHD GPK NWL HAS ENR MAT IP ….. GT BLL COH CRI VFC PVH SKX FOSL=Bottom (Consumer)
INSU(31): 0.14% Top=VR AXS AGO FAF XL AFSI UNM ALL ….. HIG AJG PGR CNO ORI L SLF CINF=Bottom (Insurance)
COHW(35): 0.07% Top=CDW FNSR AAPL NTAP VIAV BBRY STX VRSN ….. TDC JNPR S TDS VG CTL ACIA MSI=Bottom (Computer Hardware/Telecom)
HEAL(44): 0.01% Top=CNC ANTM IRWD UHS EW ABT PKI IART ….. PRAH ABMD DGX BCR THC ELGX CYH MD=Bottom (Health)
REAL(92): 0.00% Top=SC CONE AIV EXR GPT HR OUT BAM ….. SPG WPG KIM CXP WRI KRC SHO MAC=Bottom (Real Estate)
COSW(78): -0.05% Top=WUBA SINA TWTR CTXS GRUB ADSK ACN IBM ….. NUAN MTCH TTWO LN TWLO DATA FIS SABR=Bottom (Computer Software/Internet)
MANU(36): -0.05% Top=EMR FLS MHK XYL ETN DE HON CAT ….. KMT DOV CFX SNA MRC ATI TEX MWA=Bottom (Manufacturing)
FINA(86): -0.15% Top=ICE CBOE KKR AMG ETFC VOYA APO RJF ….. LM FITB WBS PACW FHN CIT WDR WETF=Bottom (Banks/Financials)
DISV(41): -0.17% Top=ACM AL MCO VNTV ATHN SERV GPN ROL ….. FLT YY JEC WTW CXW RHI MYGN RBA=Bottom (Diversified Services)
META(31): -0.19% Top=CENX CCJ CNX SLW ARNC AGI FNV SSRI ….. CDE CMC TECK NEM AKS SLCA FCX FMSA=Bottom (Metals & Mining)
ELEC(45): -0.25% Top=AMBA NVDA WAT TER ADI KLAC APH MCHP ….. MRVL FSLR GRMN IDTI SPWR AMD PI AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): -0.43% Top=CSX NSC AAL CHRW LUV DAL CNI WAB ….. TRN ODFL SWFT XPO JBLU SAVE TK BRS=Bottom (Transportation)
MATE(24): -0.53% Top=WY MAS RSG WM DAR PHM WCN OC ….. LEN FAST TPH KBH PWR SUM MDR VMC=Bottom (Materials & Construction)
CHEM(27): -0.65% Top=AGU POT MOS SMG PPG VSM SHW AXTA ….. PAH CC OLN CF ALB WLK HUN FMC=Bottom (Chemicals/Fertilizers)
RETA(58): -0.75% Top=ORLY CASY WMT AMZN NFLX EBAY BIG WBA ….. M DKS AEO GNC TLRD SFM RH KORS=Bottom (Retail & Specialty Retail)
ENER(89): -2.34% Top=NOV TSO VLO PBF VVV MPLX ETE HFC ….. CRZO LPI SN MUR HLX QEP WPX 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 12:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: