daytrend

02/10/2017

Filed under: Market Stats — daytrend @ 1:41 pm

Market Stats at 1:41 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 1:41 pm ET)
45.7% of stocks are above yesterday’s high.
82.9% are above yesterday’s midpoint. (17.1% are below.)
3.4% are below yesterday’s low.
50.9% are inside yesterday’s range.
67.4% of stocks with today’s high > yesterday’s high. (32.6% less than).
18.0% of stocks with today’s low < yesterday’s low. (82.0% greater than).

EVIDENCE OF INTRADAY TREND (20170210 1:41 pm ET)
60.6% of stocks are above today’s open. (37.2% are below).
58.2% of stocks are above today’s open and yesterday’s close.
17.8% 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 1:41 pm ET)
24.9% of stocks are in the top 10% of today’s range.
39.2% are in the top 20%.
72.9% are in the top half. 27.1% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20170210 1:41 pm ET)
80.0% of stocks are above yesterday’s close. (20.0% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170210 1:41 pm ET)
2-day: >=95:18.2%…>=90:34.9%…>=80:58.1%…>=50:86.9%…<=20:3.8%…<=10:2.2%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.5%…>=50:75.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170210 1:41 pm ET)
45.7% above previous 1 highs, 3.4% below previous 1 lows
43.4% above previous 2 highs, 2.0% below previous 2 lows
35.6% above previous 3 highs, 1.7% below previous 3 lows
30.3% above previous 4 highs, 1.4% below previous 4 lows
26.9% above previous 5 highs, 1.3% below previous 5 lows
25.0% above previous 6 highs, 1.0% below previous 6 lows
22.9% above previous 7 highs, 0.8% below previous 7 lows
22.0% above previous 8 highs, 0.6% below previous 8 lows
20.6% above previous 9 highs, 0.5% below previous 9 lows
18.6% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170210 1:41 pm ET)
80.0% are above or equal to 2/9 close (1 days ago), 20.0% are below.
86.6% are above or equal to 2/8 close (2 days ago), 13.4% are below.
85.3% are above or equal to 2/7 close (3 days ago), 14.7% are below.
78.8% are above or equal to 2/6 close (4 days ago), 21.2% are below.
69.2% are above or equal to 2/3 close (5 days ago), 30.8% are below.
79.9% are above or equal to 2/2 close (6 days ago), 20.1% are below.
77.8% are above or equal to 2/1 close (7 days ago), 22.2% are below.
74.3% are above or equal to 1/31 close (8 days ago), 25.7% are below.
73.4% are above or equal to 1/30 close (9 days ago), 26.6% are below.
63.5% are above or equal to 1/27 close (10 days ago), 36.5% are below.
57.4% are above or equal to 1/26 close (11 days ago), 42.6% are below.
53.8% are above or equal to 1/25 close (12 days ago), 46.2% are below.
61.4% are above or equal to 1/24 close (13 days ago), 38.6% are below.
71.4% are above or equal to 1/23 close (14 days ago), 28.6% are below.
69.9% are above or equal to 1/20 close (15 days ago), 30.1% are below.
72.6% are above or equal to 1/19 close (16 days ago), 27.4% are below.
68.1% are above or equal to 1/18 close (17 days ago), 31.9% are below.
67.9% are above or equal to 1/17 close (18 days ago), 32.1% are below.
66.5% are above or equal to 1/13 close (19 days ago), 33.5% are below.
68.9% are above or equal to 1/12 close (20 days ago), 31.1% are below.
66.3% are above or equal to 1/11 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170210 1:41 pm ET)
20d: 20.2% new highs, 1.2% new lows
21d: 20.0% new highs, 1.2% new lows
42d: 15.1% new highs, 0.6% new lows
63d: 13.8% new highs, 0.2% new lows
126d: 11.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170210 1:41 pm ET)
2-day: 78.3% above, 21.7% below
3-day: 86.7% above, 13.3% below
4-day: 87.7% above, 12.3% below
5-day: 85.7% above, 14.3% below
8-day: 81.8% above, 18.2% below
10-day: 80.2% above, 19.8% below
20-day: 73.1% above, 26.9% below
50-day: 67.9% above, 32.1% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170210 1:41 pm ET)
COHW(37): 1.35% Top=INFN FNSR PSTG TDS CIEN QCOM S VG ….. TMUS CTL STX CCI WDC ACIA VSAT TDC=Bottom (Computer Hardware/Telecom)
CONS(51): 1.33% Top=SKX COLM KS CRI PVH WWW SEE RL ….. GPK PG MAT HAS FL UAA TPX FOSL=Bottom (Consumer)
META(31): 1.29% Top=TECK ARNC AG FCX SSRI AA CCJ PAAS ….. SND AGI CMC NUE CNX FMSA AKS CLF=Bottom (Metals & Mining)
MATE(24): 1.15% Top=LEN TPH MLM VMC KBH MAS MDR DHI ….. TOL CAA WM RSG FAST PWR WY WCN=Bottom (Materials & Construction)
CHEM(26): 1.11% Top=CF MOS CC OLN POT WLK DOW APD ….. PX PPG CE MON ALB IFF SHW AXTA=Bottom (Chemicals/Fertilizers)
ENER(90): 1.04% Top=EGN DO CRZO SM PE ATW WLL SPN ….. DK SWN ETP COG AR RRC SXL ETE=Bottom (Energy)
INSU(33): 0.84% Top=CNO MBI BRO SLF AIZ CLGX RDN WLTW ….. ORI PRU UNM AXS FNF VR AFL FAF=Bottom (Insurance)
REAL(92): 0.82% Top=CBG RLGY JLL CBL WPG CXP OFC VNO ….. HCP PSA BAM SC EQC AMT ARE VTR=Bottom (Real Estate)
TRAN(27): 0.81% Top=XPO SWFT ODFL CHRW BRS JBHT WAB CNI ….. UPS KSU AAL NSC DAL UAL ALK JBLU=Bottom (Transportation)
MANU(35): 0.77% Top=MHK TEX CAT IR KMT XYL ROP TTC ….. BWXT CMI GE DHR ETN ATI AOS MWA=Bottom (Manufacturing)
LEIS(32): 0.49% Top=DNKN BLMN DRI EAT QSR MCD SHAK SONC ….. ARMK MAR CMG LVS EXPE SEAS CCL YUMC=Bottom (Leisure)
COSW(80): 0.48% Top=ATVI NCR MDSO EA TTWO VIPS LC TRI ….. PTC MTCH IAC TWLO WUBA CERN TWTR YELP=Bottom (Computer Software/Internet)
ELEC(45): 0.42% Top=SIMO FSLR MXL SPWR FLEX GRMN JBL ON ….. INTC MRVL CY MCHP PI NVDA MU CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.35% Top=EFX AMG OMF PSEC IVZ FITB NAVI BLK ….. CLNS FRC MS RJF CBOE ETFC SIVB WU=Bottom (Banks/Financials)
DISV(43): 0.29% Top=WTW RBA JEC ZTO R AL CTAS FDC ….. AMN ADS CXW VNTV SBAC ULTA ATHN G=Bottom (Diversified Services)
HEAL(44): 0.26% Top=MOH LH ESRX ALGN MD HRC VAR DVA ….. WCG ANTM BSX A XRAY CYH EW BKD=Bottom (Health)
RETA(60): 0.17% Top=SFM ETSY EBAY ANF CVS GPS URBN AEO ….. DKS TLRD ORLY M WMT DLTR 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 1:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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