daytrend

02/10/2017

Filed under: Market Stats — daytrend @ 1:38 pm

Market Stats at 12:46 pm ET
by daytrend on 20170210. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170210 12:46 pm ET)
38.2% of stocks are above yesterday’s high.
79.9% are above yesterday’s midpoint. (20.1% are below.)
3.7% are below yesterday’s low.
58.1% are inside yesterday’s range.
65.9% of stocks with today’s high > yesterday’s high. (34.1% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND (20170210 12:46 pm ET)
54.1% of stocks are above today’s open. (45.1% are below).
52.0% of stocks are above today’s open and yesterday’s close.
24.8% are below both.
29.5% of stocks opened above yesterday’s high.
75.1% of stocks opened above yesterday’s close. (21.9% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170210 12:46 pm ET)
16.9% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
62.2% are in the top half. 37.8% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170210 12:46 pm ET)
73.3% of stocks are above yesterday’s close. (26.7% are below.)
1.1% are up 4.5% or more. 0.5% are down 4.5% or more.
1.8% are up 3.5% or more. 0.8% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20170210 12:46 pm ET)
2-day: >=95:16.8%…>=90:30.4%…>=80:52.7%…>=50:84.0%…<=20:4.6%…<=10:2.5%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.7%…>=50:74.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:71.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170210 12:46 pm ET)
38.2% above previous 1 highs, 3.7% below previous 1 lows
36.3% above previous 2 highs, 2.3% below previous 2 lows
29.9% above previous 3 highs, 1.8% below previous 3 lows
25.1% above previous 4 highs, 1.3% below previous 4 lows
22.2% above previous 5 highs, 1.1% below previous 5 lows
20.8% above previous 6 highs, 0.8% below previous 6 lows
18.7% above previous 7 highs, 0.7% below previous 7 lows
18.2% above previous 8 highs, 0.6% below previous 8 lows
17.0% above previous 9 highs, 0.5% below previous 9 lows
15.1% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170210 12:46 pm ET)
73.3% are above or equal to 2/9 close (1 days ago), 26.7% are below.
84.9% are above or equal to 2/8 close (2 days ago), 15.1% are below.
83.7% are above or equal to 2/7 close (3 days ago), 16.3% are below.
76.4% are above or equal to 2/6 close (4 days ago), 23.6% are below.
67.1% are above or equal to 2/3 close (5 days ago), 32.9% are below.
78.8% are above or equal to 2/2 close (6 days ago), 21.2% are below.
76.9% are above or equal to 2/1 close (7 days ago), 23.1% are below.
72.9% are above or equal to 1/31 close (8 days ago), 27.1% are below.
72.7% are above or equal to 1/30 close (9 days ago), 27.3% are below.
62.2% are above or equal to 1/27 close (10 days ago), 37.8% are below.
55.6% are above or equal to 1/26 close (11 days ago), 44.4% are below.
52.5% are above or equal to 1/25 close (12 days ago), 47.5% are below.
59.9% are above or equal to 1/24 close (13 days ago), 40.1% are below.
70.5% are above or equal to 1/23 close (14 days ago), 29.5% are below.
69.1% are above or equal to 1/20 close (15 days ago), 30.9% are below.
72.1% are above or equal to 1/19 close (16 days ago), 27.9% are below.
67.3% are above or equal to 1/18 close (17 days ago), 32.7% are below.
66.8% are above or equal to 1/17 close (18 days ago), 33.2% are below.
64.9% are above or equal to 1/13 close (19 days ago), 35.1% are below.
68.0% are above or equal to 1/12 close (20 days ago), 32.0% are below.
64.4% are above or equal to 1/11 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170210 12:46 pm ET)
20d: 19.5% new highs, 1.2% new lows
21d: 19.3% new highs, 1.2% new lows
42d: 14.5% new highs, 0.6% new lows
63d: 13.2% new highs, 0.2% new lows
126d: 11.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170210 12:46 pm ET)
2-day: 72.0% above, 28.0% below
3-day: 83.4% above, 16.6% below
4-day: 84.9% above, 15.1% below
5-day: 83.7% above, 16.3% below
8-day: 79.9% above, 20.1% below
10-day: 78.2% above, 21.8% below
20-day: 71.9% above, 28.1% below
50-day: 67.1% above, 32.9% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170210 12:46 pm ET)
ENER(90): 1.25% Top=EGN DO WLL OII PE LPI SPN ATW ….. PAGP DK AR ETP HFC ETE SXL SN=Bottom (Energy)
COHW(37): 1.23% Top=INFN FNSR CIEN QCOM PSTG TDS VRSN S ….. AAPL CTL TMUS CCI WDC VSAT ACIA TDC=Bottom (Computer Hardware/Telecom)
CONS(51): 1.12% Top=SKX COLM CRI KS PVH VFC RL EPC ….. PG FL HAS MAT GPK UAA TPX FOSL=Bottom (Consumer)
MATE(24): 0.99% Top=LEN VMC MLM MDR MAS TPH KBH DHI ….. RSG TOL PHM FAST WY CAA WCN PWR=Bottom (Materials & Construction)
META(31): 0.98% Top=TECK ARNC FCX AG CCJ CDE SLCA SSRI ….. CENX TAHO CMC CNX FMSA AGI AKS CLF=Bottom (Metals & Mining)
CHEM(26): 0.86% Top=MOS CF CC POT OLN WLK SMG VSM ….. PAH CE PX IFF MON SHW ALB AXTA=Bottom (Chemicals/Fertilizers)
REAL(92): 0.74% Top=CBG CXP CBL JLL WPG RLGY OFC LXP ….. DRH ALLY PSA DLR ARE SC AMT VTR=Bottom (Real Estate)
INSU(33): 0.69% Top=CNO SLF MBI BRO WLTW CLGX AIZ ALL ….. FNF ORI UNM PRU VR AFL FAF MTG=Bottom (Insurance)
TRAN(27): 0.69% Top=SWFT XPO CNI NAT CSX ODFL JBHT CHRW ….. UPS LUV AAL SAVE DAL UAL ALK JBLU=Bottom (Transportation)
MANU(35): 0.66% Top=MHK TEX CAT IR XYL KMT ROP EMR ….. GE CMI DDD DHR BWXT AOS ATI MWA=Bottom (Manufacturing)
LEIS(32): 0.43% Top=DNKN BLMN DRI EAT YUM MCD STAY QSR ….. MGM GPRO LVS MAR EXPE CCL SEAS YUMC=Bottom (Leisure)
ELEC(45): 0.24% Top=SIMO FSLR MXL SPWR FLEX GRMN CAVM AMD ….. TRMB MRVL MCHP NVDA OCLR PI CRUS MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 0.24% Top=ATVI MDSO NCR EA VIPS LC SHOP TTWO ….. ADSK IAC PTC TWLO CERN TWTR WUBA YELP=Bottom (Computer Software/Internet)
HEAL(44): 0.09% Top=MOH LH MD VWR VAR HRC ALGN ESRX ….. A ABMD ACHC WCG XRAY EW BKD CYH=Bottom (Health)
DISV(43): 0.08% Top=ZTO JEC RBA R WTW CTAS FDC AL ….. ACM VNTV ADS SBAC ULTA CXW ATHN G=Bottom (Diversified Services)
FINA(85): 0.06% Top=EFX OMF PSEC AMG IVZ NAVI FITB BLK ….. WBS FRC ETFC MS FNB CLNS SIVB WU=Bottom (Banks/Financials)
RETA(60): -0.19% Top=SFM CVS ANF ETSY W EBAY GPS TIF ….. DKS KSS JWN TLRD WMT M RH PIR=Bottom (Retail & Specialty Retail)

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 12:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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