daytrend

02/09/2017

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 1:44 pm ET
by daytrend on 20170209. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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

COMPARED TO YESTERDAY’S RANGE (20170209 1:44 pm ET)
58.4% of stocks are above yesterday’s high.
83.5% are above yesterday’s midpoint. (16.5% are below.)
5.8% are below yesterday’s low.
35.9% are inside yesterday’s range.
78.3% of stocks with today’s high > yesterday’s high. (21.7% less than).
14.2% of stocks with today’s low < yesterday’s low. (85.8% greater than).

EVIDENCE OF INTRADAY TREND (20170209 1:44 pm ET)
73.8% of stocks are above today’s open. (25.8% are below).
71.6% of stocks are above today’s open and yesterday’s close.
17.4% 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 1:44 pm ET)
12.2% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
72.3% are in the top half. 27.7% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170209 1:44 pm ET)
80.3% of stocks are above yesterday’s close. (19.7% are below.)
2.3% are up 4.5% or more. 0.8% are down 4.5% or more.
4.5% are up 3.5% or more. 1.3% are down 3.5% or more.
49.6% are between +1% and -1%.

RSI on DAILY (20170209 1:44 pm ET)
2-day: >=95:13.6%…>=90:23.7%…>=80:43.6%…>=50:79.5%…<=20:7.3%…<=10:4.7%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.1%…>=50:68.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:66.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170209 1:44 pm ET)
58.4% above previous 1 highs, 5.8% below previous 1 lows
37.4% above previous 2 highs, 4.5% below previous 2 lows
30.8% above previous 3 highs, 3.7% below previous 3 lows
26.6% above previous 4 highs, 3.1% below previous 4 lows
24.7% above previous 5 highs, 2.4% below previous 5 lows
22.1% above previous 6 highs, 2.4% below previous 6 lows
21.4% above previous 7 highs, 2.0% below previous 7 lows
20.3% above previous 8 highs, 1.9% below previous 8 lows
18.2% above previous 9 highs, 1.9% below previous 9 lows
16.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170209 1:44 pm ET)
80.3% are above or equal to 2/8 close (1 days ago), 19.7% are below.
78.8% are above or equal to 2/7 close (2 days ago), 21.2% are below.
69.6% are above or equal to 2/6 close (3 days ago), 30.4% are below.
59.4% are above or equal to 2/3 close (4 days ago), 40.6% are below.
73.3% are above or equal to 2/2 close (5 days ago), 26.7% are below.
70.3% are above or equal to 2/1 close (6 days ago), 29.7% are below.
67.5% are above or equal to 1/31 close (7 days ago), 32.5% are below.
67.6% are above or equal to 1/30 close (8 days ago), 32.4% are below.
58.6% are above or equal to 1/27 close (9 days ago), 41.4% are below.
51.6% are above or equal to 1/26 close (10 days ago), 48.4% are below.
50.1% are above or equal to 1/25 close (11 days ago), 49.9% are below.
55.7% are above or equal to 1/24 close (12 days ago), 44.3% are below.
67.0% are above or equal to 1/23 close (13 days ago), 33.0% are below.
65.5% are above or equal to 1/20 close (14 days ago), 34.5% are below.
69.7% are above or equal to 1/19 close (15 days ago), 30.3% are below.
63.4% are above or equal to 1/18 close (16 days ago), 36.6% are below.
64.5% are above or equal to 1/17 close (17 days ago), 35.5% are below.
61.7% are above or equal to 1/13 close (18 days ago), 38.3% are below.
64.3% are above or equal to 1/12 close (19 days ago), 35.7% are below.
60.9% are above or equal to 1/11 close (20 days ago), 39.1% are below.
63.2% are above or equal to 1/10 close (21 days ago), 36.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170209 1:44 pm ET)
20d: 18.2% new highs, 2.5% new lows
21d: 18.1% new highs, 2.5% new lows
42d: 12.8% new highs, 1.2% new lows
63d: 11.9% new highs, 0.2% new lows
126d: 8.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170209 1:44 pm ET)
2-day: 79.5% above, 20.5% below
3-day: 80.6% above, 19.4% below
4-day: 79.3% above, 20.7% below
5-day: 73.8% above, 26.2% below
8-day: 74.0% above, 26.0% below
10-day: 69.6% above, 30.4% below
20-day: 65.6% above, 34.4% below
50-day: 63.4% above, 36.6% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170209 1:44 pm ET)
RETA(59): 1.70% Top=GNC MIK DLTR KSS ANF SFM PIR FINL ….. ROST CASY BABA PAG CVS NFLX AN EBAY=Bottom (Retail & Specialty Retail)
DISV(42): 1.55% Top=FLT CXW ALLE YY EEFT FDC TRU AMN ….. ULTA JEC BAH VNTV HRB GPN ZTO MYGN=Bottom (Diversified Services)
FINA(86): 1.26% Top=EFX OMF APO BOFI UMPQ RF SLM TCB ….. STT NDAQ PYPL JNS CLNS KKR BX LAZ=Bottom (Banks/Financials)
MANU(36): 1.24% Top=ROP ATI CMI DDD MRC KMT RS AME ….. ITW CR DE PNR ITT AGCO FLS MHK=Bottom (Manufacturing)
COHW(35): 1.23% Top=TDC VIAV FNSR VG INFN CIEN PANW CDW ….. CTL MSI QCOM VRSN COMM HRS CCI AAPL=Bottom (Computer Hardware/Telecom)
ENER(90): 1.18% Top=PXD ECA CRC CXO HLX SU WLL OAS ….. WPZ CRZO RIG HP PAGP ATW ETE SN=Bottom (Energy)
TRAN(26): 1.16% Top=JBLU AAL DAL LUV SAVE ODFL TRN XPO ….. NSC GWR UPS UNP YRCW CHRW CSX BRS=Bottom (Transportation)
COSW(78): 1.13% Top=ZEN MDSO WUBA TWLO ATHM TTWO LC AZPN ….. FB BR XRX MSCI NTES TRI GRUB TWTR=Bottom (Computer Software/Internet)
LEIS(32): 1.02% Top=DNKN BLMN CMG SONC SHAK EAT TXRH DRI ….. MGM MCD ARMK STAY SIX GPRO PNRA YUMC=Bottom (Leisure)
HEAL(45): 0.91% Top=IRWD HOLX CYH MOH VWR NUVA MD ANTM ….. BKD ESRX EW BDX ABMD DVA ELGX OPK=Bottom (Health)
INSU(31): 0.71% Top=PRU MET LNC RDN SLF CNO UNM CLGX ….. ALL MMC ORI L FNF FAF CINF WLTW=Bottom (Insurance)
REAL(92): 0.36% Top=GEO BAM LHO JLL CBG SHO PEB MAC ….. OUT HCN UDR VTR AIV ACC SNH OHI=Bottom (Real Estate)
MATE(24): 0.32% Top=OC PWR FLR WY SRCL EXP FAST DAR ….. TPH SUM LEN VMC MLM TOL CAA MAS=Bottom (Materials & Construction)
META(31): 0.23% Top=CLF X AKS CMC FMSA NUE STLD SND ….. ABX TAHO RGLD HL AG SLW SCCO CDE=Bottom (Metals & Mining)
CHEM(27): 0.17% Top=HUN WLK EMN DOW CC PAH DD MON ….. OLN CF VSM ALB GRA AGU MOS POT=Bottom (Chemicals/Fertilizers)
ELEC(46): 0.16% Top=TRMB AMKR FLEX AMBA JBL MU FSLR BRKR ….. AVGO CRUS CY SIMO INTC MCHP MXL CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.09% Top=TPX GT SKX UAA NKE HBI GIL FL ….. PKG IP SON WRK KS FOSL COTY SEE=Bottom (Consumer)

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 1:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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