daytrend

02/09/2017

Filed under: Market Stats — daytrend @ 11:39 am

Market Stats at 11:38 am ET
by daytrend on 20170209. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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 (20170209 11:38 am ET)
59.0% of stocks are above yesterday’s high.
83.8% are above yesterday’s midpoint. (16.2% are below.)
4.7% are below yesterday’s low.
36.3% are inside yesterday’s range.
77.6% of stocks with today’s high > yesterday’s high. (22.4% less than).
13.1% of stocks with today’s low < yesterday’s low. (86.9% greater than).

EVIDENCE OF INTRADAY TREND (20170209 11:38 am ET)
75.7% of stocks are above today’s open. (23.0% are below).
73.0% of stocks are above today’s open and yesterday’s close.
15.9% are below both.
26.2% of stocks opened above yesterday’s high.
72.0% of stocks opened above yesterday’s close. (24.3% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170209 11:38 am ET)
23.3% of stocks are in the top 10% of today’s range.
47.9% are in the top 20%.
75.2% are in the top half. 24.8% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20170209 11:38 am ET)
81.5% of stocks are above yesterday’s close. (18.5% are below.)
2.6% are up 4.5% or more. 0.8% are down 4.5% or more.
4.7% are up 3.5% or more. 1.6% are down 3.5% or more.
48.5% are between +1% and -1%.

RSI on DAILY (20170209 11:38 am ET)
2-day: >=95:13.5%…>=90:23.8%…>=80:42.0%…>=50:80.1%…<=20:6.3%…<=10:2.8%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.9%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:66.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170209 11:38 am ET)
59.0% above previous 1 highs, 4.7% below previous 1 lows
37.8% above previous 2 highs, 3.2% below previous 2 lows
31.5% above previous 3 highs, 2.0% below previous 3 lows
28.4% above previous 4 highs, 1.7% below previous 4 lows
26.2% above previous 5 highs, 1.3% below previous 5 lows
23.3% above previous 6 highs, 1.3% below previous 6 lows
22.4% above previous 7 highs, 1.3% below previous 7 lows
21.5% above previous 8 highs, 1.2% below previous 8 lows
19.1% above previous 9 highs, 1.2% below previous 9 lows
17.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170209 11:38 am ET)
81.5% are above or equal to 2/8 close (1 days ago), 18.5% are below.
80.0% are above or equal to 2/7 close (2 days ago), 20.0% are below.
69.8% are above or equal to 2/6 close (3 days ago), 30.2% are below.
60.9% are above or equal to 2/3 close (4 days ago), 39.1% are below.
72.9% are above or equal to 2/2 close (5 days ago), 27.1% are below.
70.9% are above or equal to 2/1 close (6 days ago), 29.1% are below.
68.7% are above or equal to 1/31 close (7 days ago), 31.3% are below.
68.2% are above or equal to 1/30 close (8 days ago), 31.8% are below.
58.4% are above or equal to 1/27 close (9 days ago), 41.6% are below.
52.3% are above or equal to 1/26 close (10 days ago), 47.7% are below.
50.7% are above or equal to 1/25 close (11 days ago), 49.3% are below.
55.2% are above or equal to 1/24 close (12 days ago), 44.8% are below.
66.5% are above or equal to 1/23 close (13 days ago), 33.5% are below.
65.5% are above or equal to 1/20 close (14 days ago), 34.5% are below.
69.3% are above or equal to 1/19 close (15 days ago), 30.7% are below.
63.5% are above or equal to 1/18 close (16 days ago), 36.5% are below.
64.9% are above or equal to 1/17 close (17 days ago), 35.1% are below.
62.5% are above or equal to 1/13 close (18 days ago), 37.5% are below.
64.5% are above or equal to 1/12 close (19 days ago), 35.5% are below.
62.1% are above or equal to 1/11 close (20 days ago), 37.9% are below.
63.8% are above or equal to 1/10 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170209 11:38 am ET)
20d: 17.4% new highs, 2.4% new lows
21d: 17.3% new highs, 2.4% new lows
42d: 12.2% new highs, 1.1% new lows
63d: 11.3% new highs, 0.2% new lows
126d: 8.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170209 11:38 am ET)
2-day: 80.6% above, 19.4% below
3-day: 81.1% above, 18.9% below
4-day: 79.4% above, 20.6% below
5-day: 72.9% above, 27.1% below
8-day: 73.6% above, 26.4% below
10-day: 70.4% above, 29.6% below
20-day: 65.3% above, 34.7% below
50-day: 63.4% above, 36.6% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170209 11:38 am ET)
RETA(59): 1.88% Top=GNC ANF MIK SFM DLTR AEO PIR BIG ….. AMZN AN AAP AZO BABA EBAY NFLX CVS=Bottom (Retail & Specialty Retail)
TRAN(26): 1.52% Top=JBLU ODFL YRCW SAVE AAL XPO DAL LUV ….. CP BRS CNI NSC UPS CHRW UNP CSX=Bottom (Transportation)
DISV(42): 1.41% Top=FLT ALLE CXW YY EEFT AMN FDC TRU ….. ULTA WTW BAH SBAC GPN VNTV ZTO MYGN=Bottom (Diversified Services)
FINA(86): 1.39% Top=EFX APO OZRK RF BOFI WAL ETFC SIVB ….. AXP ARCC PYPL JNS CLNS BX KKR LAZ=Bottom (Banks/Financials)
MANU(36): 1.37% Top=CMI ROP ATI DDD MRC RS KMT AME ….. BWXT SWK ITT DHR MHK DE TTC AGCO=Bottom (Manufacturing)
COSW(78): 1.35% Top=ZEN MDSO TWLO WUBA ATHM TTWO LC SHOP ….. TSS MSCI BR XRX NTES TRI GRUB TWTR=Bottom (Computer Software/Internet)
ENER(90): 1.31% Top=ECA PXD CRC OII SU OAS PTEN CLR ….. PDCE WPZ MUR PAGP SN MDU ETE HP=Bottom (Energy)
COHW(35): 1.15% Top=TDC PANW VIAV VG FNSR INFN CDW STX ….. ZAYO QCOM COMM AAPL ACIA CCI LVLT CTL=Bottom (Computer Hardware/Telecom)
LEIS(32): 1.06% Top=DNKN BLMN SONC EAT TXRH SHAK CMG WEN ….. STAY MCD RCL ARMK SIX PNRA MGM YUMC=Bottom (Leisure)
INSU(31): 0.91% Top=PRU MET LNC MBI UNM SLF CNO RDN ….. VR MMC AON ALL FNF L CINF WLTW=Bottom (Insurance)
HEAL(45): 0.78% Top=IRWD HOLX MD ALGN A THC NUVA XRAY ….. BKD EW ABMD AET ESRX DVA ELGX OPK=Bottom (Health)
MATE(24): 0.49% Top=OC FLR MDR PWR DAR EXP USG FAST ….. WM MLM LEN KBH TPH TOL CAA MAS=Bottom (Materials & Construction)
ELEC(46): 0.45% Top=TRMB FSLR AMBA MU FLEX AMKR JBL AMD ….. NVDA SIMO CY AVGO PI MCHP MXL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.32% Top=TPX GT SKX UAA FL NKE GIL HBI ….. IP PKG WRK KS SON FOSL COTY SEE=Bottom (Consumer)
CHEM(27): 0.16% Top=HUN WLK CC EMN DD MON DOW FMC ….. ALB VSM SMG CF MOS GRA AGU POT=Bottom (Chemicals/Fertilizers)
REAL(92): 0.13% Top=JLL GEO BAM LHO CBG SHO SC DRH ….. PSA HCN ACC VTR SNH MPW WPG OHI=Bottom (Real Estate)
META(31): -0.16% Top=CLF X AKS STLD CMC NUE FMSA SND ….. ABX TAHO SSRI SCCO HL SLW AG CDE=Bottom (Metals & Mining)

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 11:38 am 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

Create a free website or blog at WordPress.com.

%d bloggers like this: