daytrend

02/08/2017

Filed under: Market Stats — daytrend @ 1:30 pm

Market Stats at 1:29 pm 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 1:29 pm ET)
18.9% of stocks are above yesterday’s high.
43.4% are above yesterday’s midpoint. (56.6% are below.)
26.3% are below yesterday’s low.
54.8% are inside yesterday’s range.
33.5% of stocks with today’s high > yesterday’s high. (66.5% less than).
65.8% of stocks with today’s low < yesterday’s low. (34.2% greater than).

EVIDENCE OF INTRADAY TREND (20170208 1:29 pm ET)
57.7% of stocks are above today’s open. (40.8% are below).
46.4% of stocks are above today’s open and yesterday’s close.
36.3% 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 1:29 pm ET)
14.0% of stocks are in the top 10% of today’s range.
30.8% are in the top 20%.
67.7% are in the top half. 32.3% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20170208 1:29 pm ET)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
1.6% are up 3.5% or more. 1.4% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170208 1:29 pm ET)
2-day: >=95:6.9%…>=90:13.5%…>=80:22.9%…>=50:47.2%…<=20:26.0%…<=10:10.5%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:52.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170208 1:29 pm ET)
18.9% above previous 1 highs, 26.3% below previous 1 lows
15.3% above previous 2 highs, 20.7% below previous 2 lows
12.3% above previous 3 highs, 16.4% below previous 3 lows
11.4% above previous 4 highs, 9.4% below previous 4 lows
10.2% above previous 5 highs, 8.3% below previous 5 lows
9.6% above previous 6 highs, 7.5% below previous 6 lows
9.3% above previous 7 highs, 7.1% below previous 7 lows
7.8% above previous 8 highs, 6.9% below previous 8 lows
6.0% above previous 9 highs, 6.6% below previous 9 lows
5.3% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170208 1:29 pm ET)
52.3% are above or equal to 2/7 close (1 days ago), 47.7% are below.
43.6% are above or equal to 2/6 close (2 days ago), 56.4% are below.
38.8% are above or equal to 2/3 close (3 days ago), 61.2% are below.
59.4% are above or equal to 2/2 close (4 days ago), 40.6% are below.
56.7% are above or equal to 2/1 close (5 days ago), 43.3% are below.
54.9% are above or equal to 1/31 close (6 days ago), 45.1% are below.
54.3% are above or equal to 1/30 close (7 days ago), 45.7% are below.
47.2% are above or equal to 1/27 close (8 days ago), 52.8% are below.
42.2% are above or equal to 1/26 close (9 days ago), 57.8% are below.
39.5% are above or equal to 1/25 close (10 days ago), 60.5% are below.
46.0% are above or equal to 1/24 close (11 days ago), 54.0% are below.
57.8% are above or equal to 1/23 close (12 days ago), 42.2% are below.
57.0% are above or equal to 1/20 close (13 days ago), 43.0% are below.
61.8% are above or equal to 1/19 close (14 days ago), 38.2% are below.
54.2% are above or equal to 1/18 close (15 days ago), 45.8% are below.
57.3% are above or equal to 1/17 close (16 days ago), 42.7% are below.
53.5% are above or equal to 1/13 close (17 days ago), 46.5% are below.
56.0% are above or equal to 1/12 close (18 days ago), 44.0% are below.
53.1% are above or equal to 1/11 close (19 days ago), 46.9% are below.
55.5% are above or equal to 1/10 close (20 days ago), 44.5% are below.
58.1% are above or equal to 1/9 close (21 days ago), 41.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170208 1:29 pm ET)
20d: 9.6% new highs, 13.6% new lows
21d: 9.3% new highs, 13.4% new lows
42d: 7.5% new highs, 10.2% new lows
63d: 6.3% new highs, 3.4% new lows
126d: 4.1% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170208 1:29 pm ET)
2-day: 51.0% above, 49.0% below
3-day: 46.0% above, 54.0% below
4-day: 43.4% above, 56.6% below
5-day: 47.5% above, 52.5% below
8-day: 51.4% above, 48.6% below
10-day: 49.4% above, 50.6% below
20-day: 53.0% above, 47.0% below
50-day: 56.7% above, 43.3% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170208 1:29 pm ET)
RETA(59): 0.66% Top=ORLY PIR KSS JCP TLRD EBAY BABA ANF ….. DSW W TSCO KR ETSY AN GNC PAG=Bottom (Retail & Specialty Retail)
CONS(52): 0.47% Top=GPK IP WRK COTY BLL KS UAA NKE ….. PBI TUP SKX PVH EL LEG GT PKG=Bottom (Consumer)
LEIS(32): 0.45% Top=PNRA DNKN TXRH BLMN SIX DRI WEN EAT ….. RCL STAY EXPE WYNN H BYD YUMC GPRO=Bottom (Leisure)
COHW(35): 0.44% Top=VIAV S ANET MSI ACIA BBRY HPQ TDC ….. CIEN ARRS QCOM STX LVLT INFN CTL WDC=Bottom (Computer Hardware/Telecom)
REAL(92): 0.42% Top=VER DEI DFT UDR SRC AIV NNN AVB ….. RLJ DRH ALLY CBG LHO WPG CPT SC=Bottom (Real Estate)
ELEC(45): 0.29% Top=MCHP SIMO KEYS AMD PI ADI QRVO APH ….. LRCX TEL MSCC OCLR CAVM GRMN FSLR MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.21% Top=CYH MD VWR CNC PKI VAR DVA HCA ….. BDX BAX XRAY ZBH ABMD ABT ELGX OPK=Bottom (Health)
CHEM(27): 0.17% Top=GRA ALB IFF SMG SHW PAH FMC CF ….. CE WLK HUN APD AXTA VSM OLN CC=Bottom (Chemicals/Fertilizers)
META(31): 0.15% Top=SSRI CCJ FMSA CDE SCCO STLD AEM ARNC ….. AGI AA FCX CMC AKS CNX TECK CENX=Bottom (Metals & Mining)
DISV(41): 0.04% Top=MYGN SBAC YY FISV ATHN INFO ADS VNTV ….. HRB LDOS AL BAH URI FDC ACM JEC=Bottom (Diversified Services)
INSU(31): 0.01% Top=CNO CLGX FNF AFL MMC AFSI XL CINF ….. MET SLF UNM MBI RDN LNC MTG PRU=Bottom (Insurance)
COSW(78): -0.01% Top=WUBA NUAN XRX ATHM NTNX FIS VIPS NTES ….. ATVI MBLY PFPT LC ADSK GRUB CSRA AKAM=Bottom (Computer Software/Internet)
ENER(90): -0.18% Top=PXD PBF SN REN HFC OAS WLL HP ….. KOS PAGP MTDR PAA AR HLX SWN PE=Bottom (Energy)
MANU(36): -0.50% Top=FLS AME IR MHK ITW BWXT AGCO HON ….. DCI TEX CR CMI KMT CFX ATI DDD=Bottom (Manufacturing)
MATE(24): -0.55% Top=WY LEN DHI SRCL CAA PHM MAS WM ….. PWR OC MDR FLR DAR TPH VMC SUM=Bottom (Materials & Construction)
TRAN(27): -0.74% Top=ALK JBLU EXPD UPS CSX CNI CHRW UAL ….. GWR WAB SWFT TK XPO SAVE YRCW BRS=Bottom (Transportation)
FINA(86): -0.96% Top=PYPL APO PSEC EFX KKR WU TROW AMG ….. FITB MS OZRK OMF CFG WETF ICE VOYA=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 1:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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