daytrend

02/06/2017

Filed under: Market Stats — daytrend @ 2:28 pm

Market Stats at 2:28 pm ET
by daytrend on 20170206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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

COMPARED TO YESTERDAY’S RANGE (20170206 2:28 pm ET)
10.6% of stocks are above yesterday’s high.
38.5% are above yesterday’s midpoint. (61.5% are below.)
27.0% are below yesterday’s low.
62.4% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
47.1% of stocks with today’s low < yesterday’s low. (52.9% greater than).

EVIDENCE OF INTRADAY TREND (20170206 2:28 pm ET)
36.9% of stocks are above today’s open. (61.4% are below).
23.0% of stocks are above today’s open and yesterday’s close.
56.9% are below both.
7.5% of stocks opened above yesterday’s high.
28.0% of stocks opened above yesterday’s close. (66.8% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170206 2:28 pm ET)
4.0% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20170206 2:28 pm ET)
28.6% of stocks are above yesterday’s close. (71.4% are below.)
0.6% are up 4.5% or more. 1.4% are down 4.5% or more.
0.8% are up 3.5% or more. 2.4% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170206 2:28 pm ET)
2-day: >=95:4.6%…>=90:8.1%…>=80:17.5%…>=50:47.8%…<=20:13.8%…<=10:4.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:56.7%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:57.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170206 2:28 pm ET)
10.6% above previous 1 highs, 27.0% below previous 1 lows
9.0% above previous 2 highs, 9.7% below previous 2 lows
7.5% above previous 3 highs, 7.5% below previous 3 lows
6.7% above previous 4 highs, 5.0% below previous 4 lows
6.3% above previous 5 highs, 4.6% below previous 5 lows
4.7% above previous 6 highs, 4.3% below previous 6 lows
4.3% above previous 7 highs, 4.1% below previous 7 lows
4.1% above previous 8 highs, 4.0% below previous 8 lows
4.0% above previous 9 highs, 3.7% below previous 9 lows
3.8% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170206 2:28 pm ET)
28.6% are above or equal to 2/3 close (1 days ago), 71.4% are below.
62.1% are above or equal to 2/2 close (2 days ago), 37.9% are below.
64.7% are above or equal to 2/1 close (3 days ago), 35.3% are below.
57.2% are above or equal to 1/31 close (4 days ago), 42.8% are below.
59.5% are above or equal to 1/30 close (5 days ago), 40.5% are below.
45.2% are above or equal to 1/27 close (6 days ago), 54.8% are below.
38.7% are above or equal to 1/26 close (7 days ago), 61.3% are below.
38.1% are above or equal to 1/25 close (8 days ago), 61.9% are below.
47.1% are above or equal to 1/24 close (9 days ago), 52.9% are below.
59.7% are above or equal to 1/23 close (10 days ago), 40.3% are below.
58.1% are above or equal to 1/20 close (11 days ago), 41.9% are below.
62.5% are above or equal to 1/19 close (12 days ago), 37.5% are below.
54.7% are above or equal to 1/18 close (13 days ago), 45.3% are below.
56.3% are above or equal to 1/17 close (14 days ago), 43.8% are below.
53.8% are above or equal to 1/13 close (15 days ago), 46.2% are below.
56.4% are above or equal to 1/12 close (16 days ago), 43.6% are below.
53.5% are above or equal to 1/11 close (17 days ago), 46.5% are below.
56.3% are above or equal to 1/10 close (18 days ago), 43.8% are below.
57.3% are above or equal to 1/9 close (19 days ago), 42.7% are below.
53.1% are above or equal to 1/6 close (20 days ago), 46.9% are below.
52.6% are above or equal to 1/5 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170206 2:28 pm ET)
20d: 9.7% new highs, 4.8% new lows
21d: 9.7% new highs, 4.7% new lows
42d: 7.7% new highs, 3.0% new lows
63d: 6.5% new highs, 1.3% new lows
126d: 5.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170206 2:28 pm ET)
2-day: 27.0% above, 73.0% below
3-day: 48.1% above, 51.9% below
4-day: 54.8% above, 45.2% below
5-day: 57.0% above, 43.0% below
8-day: 51.2% above, 48.8% below
10-day: 48.1% above, 51.9% below
20-day: 55.4% above, 44.6% below
50-day: 58.5% above, 41.5% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170206 2:28 pm ET)
META(31): 0.86% Top=AG AGI CLF SSRI AA GG ABX TAHO ….. FNV TECK CNX SND SLCA FMSA SCCO CCJ=Bottom (Metals & Mining)
COSW(78): -0.07% Top=SINA TWLO YHOO CSC MDRX BIDU NOW MSCI ….. DATA VEEV TEAM TRI TRIP LC PFPT ADSK=Bottom (Computer Software/Internet)
LEIS(33): -0.12% Top=PNRA SBUX DPZ DRI YUMC STAY MGM RCL ….. DNKN QSR LQ BYD ARMK SONC SHAK CMG=Bottom (Leisure)
CONS(52): -0.17% Top=HAS HBI COLM FOSL PVH OI MAT AVY ….. WHR BLL BC FL BERY IP KS NWL=Bottom (Consumer)
REAL(92): -0.17% Top=ARE HCN AGNC GEO OFC STWD TWO MFA ….. CBG HST CSAL LHO PLD AMT SPG CONE=Bottom (Real Estate)
INSU(31): -0.28% Top=XL ALL AXS AGO AFL FAF RDN HIG ….. BRO SLF L MMC LNC CINF WLTW VR=Bottom (Insurance)
MATE(24): -0.33% Top=FAST SRCL KBH USG OC TOL WM RSG ….. EXP VMC DHI FLR DAR SUM MDR WY=Bottom (Materials & Construction)
ELEC(45): -0.38% Top=AMD NVDA MXL GRMN SNPS AYI QRVO MRVL ….. MSCC TRMB CRUS IDTI KEYS CGNX AMKR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.43% Top=CE PAH VSM EMN FMC SMG RPM MOS ….. GRA PX PPG ASH CF POT AGU OLN=Bottom (Chemicals/Fertilizers)
DISV(41): -0.53% Top=ATHN LDOS HRB ZTO ULTA WTW MCO BAH ….. CTAS SBAC MYGN RBA URI AMN FLT CAR=Bottom (Diversified Services)
FINA(87): -0.60% Top=AMP LAZ ARCC APO FITB MS BKU PSEC ….. IVZ CIT JNS FII WBS HOMB OMF WETF=Bottom (Banks/Financials)
TRAN(26): -0.70% Top=AAL SAVE DAL ALK LUV CSX ODFL UAL ….. WAB TK NSC GWR CP XPO TRN BRS=Bottom (Transportation)
COHW(35): -0.74% Top=VIAV AAPL HRS NTAP BBRY CDW MSI QCOM ….. TDC CTL CIEN CCI ZAYO TDS ACIA STX=Bottom (Computer Hardware/Telecom)
RETA(59): -0.74% Top=DSW SBH W CVS BABA AEO ROST KORS ….. M ETSY JWN FINL TIF SIG AN GNC=Bottom (Retail & Specialty Retail)
HEAL(44): -0.84% Top=ABMD IRWD ELGX RMD ESRX PRAH HRC PKI ….. ANTM AET VAR ALGN DXCM CNC OPK LH=Bottom (Health)
MANU(37): -1.00% Top=IR EMR AOS HON BWXT RS DE ITW ….. ATI CR SNA DCI CFX TEX XYL MWA=Bottom (Manufacturing)
ENER(90): -1.63% Top=COG BAS WPZ NFG RRC VVV WMB PBF ….. CRZO CVE MRO HK OAS SPN DO ATW=Bottom (Energy)

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 2:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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