daytrend

02/08/2017

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 11:27 am ET
by daytrend on 20170208. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 830.

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

COMPARED TO YESTERDAY’S RANGE (20170208 11:27 am ET)
18.6% of stocks are above yesterday’s high.
43.9% are above yesterday’s midpoint. (56.1% are below.)
23.3% are below yesterday’s low.
58.2% are inside yesterday’s range.
28.8% of stocks with today’s high > yesterday’s high. (71.2% less than).
63.7% of stocks with today’s low < yesterday’s low. (36.3% greater than).

EVIDENCE OF INTRADAY TREND (20170208 11:27 am ET)
62.7% of stocks are above today’s open. (35.3% are below).
49.2% of stocks are above today’s open and yesterday’s close.
31.1% are below both.
3.7% of stocks opened above yesterday’s high.
31.1% of stocks opened above yesterday’s close. (63.5% opened below yesterday’s close).
20.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170208 11:27 am ET)
18.7% of stocks are in the top 10% of today’s range.
37.0% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20170208 11:27 am ET)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 1.2% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170208 11:27 am ET)
2-day: >=95:7.2%…>=90:14.1%…>=80:22.4%…>=50:48.4%…<=20:23.4%…<=10:10.1%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.5%…>=50:52.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170208 11:27 am ET)
18.6% above previous 1 highs, 23.3% below previous 1 lows
14.3% above previous 2 highs, 17.8% below previous 2 lows
11.4% above previous 3 highs, 14.9% below previous 3 lows
10.5% above previous 4 highs, 8.0% below previous 4 lows
9.2% above previous 5 highs, 7.1% below previous 5 lows
8.8% above previous 6 highs, 6.5% below previous 6 lows
8.6% above previous 7 highs, 5.9% below previous 7 lows
7.6% above previous 8 highs, 5.9% below previous 8 lows
6.5% above previous 9 highs, 5.8% below previous 9 lows
5.5% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170208 11:27 am ET)
55.5% are above or equal to 2/7 close (1 days ago), 44.5% are below.
45.9% are above or equal to 2/6 close (2 days ago), 54.1% are below.
39.6% are above or equal to 2/3 close (3 days ago), 60.4% are below.
59.9% are above or equal to 2/2 close (4 days ago), 40.1% are below.
58.1% are above or equal to 2/1 close (5 days ago), 41.9% are below.
54.8% are above or equal to 1/31 close (6 days ago), 45.2% are below.
54.9% are above or equal to 1/30 close (7 days ago), 45.1% are below.
47.8% are above or equal to 1/27 close (8 days ago), 52.2% are below.
40.7% are above or equal to 1/26 close (9 days ago), 59.3% are below.
39.0% are above or equal to 1/25 close (10 days ago), 61.0% are below.
45.5% are above or equal to 1/24 close (11 days ago), 54.5% are below.
58.6% are above or equal to 1/23 close (12 days ago), 41.4% are below.
57.8% are above or equal to 1/20 close (13 days ago), 42.2% are below.
62.2% are above or equal to 1/19 close (14 days ago), 37.8% are below.
54.2% are above or equal to 1/18 close (15 days ago), 45.8% are below.
56.7% are above or equal to 1/17 close (16 days ago), 43.3% are below.
53.1% are above or equal to 1/13 close (17 days ago), 46.9% are below.
55.4% are above or equal to 1/12 close (18 days ago), 44.6% are below.
53.4% are above or equal to 1/11 close (19 days ago), 46.6% are below.
55.9% are above or equal to 1/10 close (20 days ago), 44.1% are below.
58.7% are above or equal to 1/9 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170208 11:27 am ET)
20d: 8.0% new highs, 12.7% new lows
21d: 7.6% new highs, 12.4% new lows
42d: 6.0% new highs, 9.5% new lows
63d: 4.8% new highs, 3.1% new lows
126d: 3.1% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170208 11:27 am ET)
2-day: 54.0% above, 46.0% below
3-day: 48.4% above, 51.6% below
4-day: 44.1% above, 55.9% below
5-day: 48.1% above, 51.9% below
8-day: 51.8% above, 48.2% below
10-day: 48.8% above, 51.2% below
20-day: 52.9% above, 47.1% below
50-day: 56.5% above, 43.5% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170208 11:27 am ET)
META(31): 0.90% Top=SSRI CCJ SCCO CDE FMSA ARNC HL AEM ….. CLF NUE SLCA SND CNX CMC TECK CENX=Bottom (Metals & Mining)
ELEC(45): 0.52% Top=MCHP SIMO AMD IDTI ADI QRVO KEYS ON ….. LRCX MSCC NVDA FSLR SPWR GRMN MU CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): 0.52% Top=VIAV S ANET MSI BBRY FNSR ACIA CDW ….. NTAP HRS QCOM STX LVLT INFN CTL WDC=Bottom (Computer Hardware/Telecom)
RETA(59): 0.44% Top=KORS PIR ANF TLRD BABA ORLY KSS EBAY ….. WBA AN DSW KR ETSY W PAG GNC=Bottom (Retail & Specialty Retail)
REAL(92): 0.43% Top=DEI EQR AVB AIV NNN MAA PSA SRC ….. ALLY WPG DRH RLJ LHO RLGY CPT SC=Bottom (Real Estate)
LEIS(32): 0.34% Top=PNRA DNKN TXRH BLMN CMG DRI HLT EAT ….. RCL QSR WYNN H BYD SEAS GPRO YUMC=Bottom (Leisure)
CONS(52): 0.31% Top=BLL GPK COTY CLX HBI RL FOSL FL ….. TUP EPC TPX KS GT EL LEG WRK=Bottom (Consumer)
CHEM(27): 0.22% Top=GRA ALB IFF MOS HUN MON VSM SMG ….. ASH CE FMC PX APD OLN CC AXTA=Bottom (Chemicals/Fertilizers)
ENER(90): 0.16% Top=PXD WLL OAS CRC SN LPI HFC DO ….. XEC SWN AR BAS OII PAA HLX PE=Bottom (Energy)
HEAL(44): 0.08% Top=MD CNC PKI CYH IRWD PRXL A VAR ….. ACHC HOLX ABT ABMD ZBH XRAY ELGX OPK=Bottom (Health)
COSW(78): -0.02% Top=NUAN XRX WUBA FIS DATA VIPS ZEN ATHM ….. OTEX IBM LC CERN GRUB PFPT CSRA AKAM=Bottom (Computer Software/Internet)
DISV(41): -0.03% Top=MYGN SBAC FISV VRSK FLT VNTV AMN CAR ….. AL RBA BAH ACM URI LDOS FDC JEC=Bottom (Diversified Services)
INSU(31): -0.10% Top=CNO CLGX AFL FNF MMC CINF XL AGO ….. BRO UNM SLF LNC MBI RDN PRU MTG=Bottom (Insurance)
MANU(36): -0.29% Top=FLS AME IR ITW MHK HON AGCO AOS ….. ROK CMI KMT MRC CR ATI CFX DDD=Bottom (Manufacturing)
MATE(24): -0.37% Top=LEN WY DHI PHM CAA SRCL WM RSG ….. PWR MLM FLR MDR SUM OC TPH VMC=Bottom (Materials & Construction)
TRAN(27): -0.61% Top=ALK CSX UPS EXPD CNI CHRW JBLU UNP ….. JBHT XPO GWR TK WAB YRCW SAVE BRS=Bottom (Transportation)
FINA(86): -0.85% Top=APO PYPL PSEC EFX KKR WDR WU PNC ….. FITB CME MS OMF CFG VOYA WETF ICE=Bottom (Banks/Financials)

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 11:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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