daytrend

02/07/2017

Filed under: Market Stats — daytrend @ 2:36 pm

Market Stats at 2:35 pm ET
by daytrend on 20170207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 827.

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

COMPARED TO YESTERDAY’S RANGE (20170207 2:35 pm ET)
16.7% of stocks are above yesterday’s high.
38.8% are above yesterday’s midpoint. (61.2% are below.)
29.9% are below yesterday’s low.
53.4% are inside yesterday’s range.
47.5% of stocks with today’s high > yesterday’s high. (52.5% less than).
49.6% of stocks with today’s low < yesterday’s low. (50.4% greater than).

EVIDENCE OF INTRADAY TREND (20170207 2:35 pm ET)
31.6% of stocks are above today’s open. (67.7% are below).
27.6% of stocks are above today’s open and yesterday’s close.
55.0% are below both.
14.4% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (30.8% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170207 2:35 pm ET)
3.7% of stocks are in the top 10% of today’s range.
9.1% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
29.7% are in the bottom 20%.
12.6% are in the bottom 10%.

GAIN (20170207 2:35 pm ET)
41.2% of stocks are above yesterday’s close. (58.8% are below.)
0.7% are up 4.5% or more. 1.5% are down 4.5% or more.
1.3% are up 3.5% or more. 2.8% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20170207 2:35 pm ET)
2-day: >=95:5.6%…>=90:10.2%…>=80:18.7%…>=50:42.4%…<=20:22.5%…<=10:10.5%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:52.1%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170207 2:35 pm ET)
16.7% above previous 1 highs, 29.9% below previous 1 lows
11.4% above previous 2 highs, 22.4% below previous 2 lows
10.5% above previous 3 highs, 14.8% below previous 3 lows
9.3% above previous 4 highs, 13.2% below previous 4 lows
8.9% above previous 5 highs, 11.2% below previous 5 lows
8.6% above previous 6 highs, 10.6% below previous 6 lows
7.1% above previous 7 highs, 10.6% below previous 7 lows
6.7% above previous 8 highs, 10.6% below previous 8 lows
6.0% above previous 9 highs, 10.5% below previous 9 lows
5.6% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170207 2:35 pm ET)
41.2% are above or equal to 2/6 close (1 days ago), 58.8% are below.
35.8% are above or equal to 2/3 close (2 days ago), 64.2% are below.
59.7% are above or equal to 2/2 close (3 days ago), 40.3% are below.
60.5% are above or equal to 2/1 close (4 days ago), 39.5% are below.
53.1% are above or equal to 1/31 close (5 days ago), 46.9% are below.
56.2% are above or equal to 1/30 close (6 days ago), 43.8% are below.
45.2% are above or equal to 1/27 close (7 days ago), 54.8% are below.
38.9% are above or equal to 1/26 close (8 days ago), 61.1% are below.
39.3% are above or equal to 1/25 close (9 days ago), 60.7% are below.
45.0% are above or equal to 1/24 close (10 days ago), 55.0% are below.
57.0% are above or equal to 1/23 close (11 days ago), 43.0% are below.
55.3% are above or equal to 1/20 close (12 days ago), 44.7% are below.
61.2% are above or equal to 1/19 close (13 days ago), 38.8% are below.
54.5% are above or equal to 1/18 close (14 days ago), 45.5% are below.
55.0% are above or equal to 1/17 close (15 days ago), 45.0% are below.
51.1% are above or equal to 1/13 close (16 days ago), 48.9% are below.
55.3% are above or equal to 1/12 close (17 days ago), 44.7% are below.
52.1% are above or equal to 1/11 close (18 days ago), 47.9% are below.
55.3% are above or equal to 1/10 close (19 days ago), 44.7% are below.
57.2% are above or equal to 1/9 close (20 days ago), 42.8% are below.
53.6% are above or equal to 1/6 close (21 days ago), 46.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170207 2:35 pm ET)
20d: 12.6% new highs, 9.6% new lows
21d: 12.5% new highs, 9.3% new lows
42d: 10.5% new highs, 7.3% new lows
63d: 8.8% new highs, 2.7% new lows
126d: 6.8% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170207 2:35 pm ET)
2-day: 39.7% above, 60.3% below
3-day: 34.9% above, 65.1% below
4-day: 45.0% above, 55.0% below
5-day: 49.9% above, 50.1% below
8-day: 51.3% above, 48.7% below
10-day: 46.2% above, 53.8% below
20-day: 52.6% above, 47.4% below
50-day: 56.5% above, 43.5% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170207 2:35 pm ET)
COHW(35): 0.25% Top=CDW FNSR STX VIAV BBRY PANW NTAP TMUS ….. ZAYO LVLT S CTL VG TDS ACIA MSI=Bottom (Computer Hardware/Telecom)
LEIS(32): 0.23% Top=ARMK DPZ QSR CMG SEAS H EXPE WYN ….. SBUX SIX SHAK BLMN EAT GPRO MGM YUMC=Bottom (Leisure)
CONS(52): 0.15% Top=WWW CHD NWL KS CL ENR COTY KMB ….. BLL AVY TPX VFC CRI SKX PVH FOSL=Bottom (Consumer)
COSW(78): 0.13% Top=SINA WUBA TWTR ADSK FEYE CTXS ACN SPLK ….. CA CERN TWLO DATA NTNX LN FIS SABR=Bottom (Computer Software/Internet)
MANU(36): 0.00% Top=EMR FLS AGCO CMI DE ETN CAT HON ….. CFX PH KMT DOV MRC TEX ATI MWA=Bottom (Manufacturing)
ELEC(45): -0.00% Top=AMBA NVDA ADI WAT TER QRVO AMAT CAVM ….. CY FSLR DLB IDTI GRMN PI AMD AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(41): -0.03% Top=ACM ZTO VNTV ROL YY GPN G MCO ….. CTAS ALLE FLT INFO MYGN RHI CXW RBA=Bottom (Diversified Services)
HEAL(44): -0.03% Top=CNC PKI ABT ZBH ANTM EW BAX IART ….. PRAH DVA IRWD HLS ELGX THC CYH MD=Bottom (Health)
INSU(31): -0.06% Top=VR MTG AXS PRU LNC ALL FNF XL ….. MET BRO L SLF CNO RDN HIG CINF=Bottom (Insurance)
FINA(86): -0.15% Top=KKR ICE AMG CBOE APO ETFC WETF CFR ….. FHN DFS WBS SYF WDR FITB CIT LM=Bottom (Banks/Financials)
REAL(92): -0.39% Top=SC CONE HST AIV BAM AVB OUT EXR ….. KRC LPT WPG KIM SPG WRI SHO MAC=Bottom (Real Estate)
CHEM(27): -0.64% Top=POT AGU SMG MOS PPG SHW AXTA DD ….. EMN CC ALB CF HUN OLN WLK FMC=Bottom (Chemicals/Fertilizers)
MATE(24): -0.67% Top=WY WM DAR MAS RSG WCN OC DHI ….. TOL FAST TPH MLM KBH SUM MDR VMC=Bottom (Materials & Construction)
RETA(58): -0.68% Top=NFLX ORLY CASY EBAY BIG WMT KMX AMZN ….. M GNC SIG AEO SFM TLRD RH KORS=Bottom (Retail & Specialty Retail)
TRAN(26): -0.71% Top=NSC CSX CHRW CNI EXPD AAL LUV UNP ….. TK ODFL XPO UAL SAVE SWFT JBLU BRS=Bottom (Transportation)
META(31): -1.07% Top=CENX CCJ ARNC CLF FNV CNX SND AA ….. HL AG SSRI CDE SLCA FCX AKS FMSA=Bottom (Metals & Mining)
ENER(89): -1.95% Top=NOV TSO PBF VLO DO ETE RICE VVV ….. CXO MUR WPX LPI HLX FANG ECA CRC=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 2:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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