daytrend

02/13/2017

Filed under: Market Stats — daytrend @ 2:18 pm

Market Stats at 2:17 pm ET
by daytrend on 20170213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.

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

COMPARED TO YESTERDAY’S RANGE (20170213 2:17 pm ET)
42.9% of stocks are above yesterday’s high.
74.3% are above yesterday’s midpoint. (25.7% are below.)
8.9% are below yesterday’s low.
48.2% are inside yesterday’s range.
69.3% of stocks with today’s high > yesterday’s high. (30.7% less than).
22.7% of stocks with today’s low < yesterday’s low. (77.3% greater than).

EVIDENCE OF INTRADAY TREND (20170213 2:17 pm ET)
56.6% of stocks are above today’s open. (43.2% are below).
53.0% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
30.0% of stocks opened above yesterday’s high.
77.8% of stocks opened above yesterday’s close. (19.2% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170213 2:17 pm ET)
10.0% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
60.4% are in the top half. 39.6% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170213 2:17 pm ET)
68.5% of stocks are above yesterday’s close. (31.5% are below.)
1.3% are up 4.5% or more. 0.4% are down 4.5% or more.
2.3% are up 3.5% or more. 0.6% are down 3.5% or more.
63.3% are between +1% and -1%.

RSI on DAILY (20170213 2:17 pm ET)
2-day: >=95:22.5%…>=90:40.4%…>=80:57.3%…>=50:81.8%…<=20:4.3%…<=10:1.9%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.2%…>=50:77.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:75.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170213 2:17 pm ET)
42.9% above previous 1 highs, 8.9% below previous 1 lows
39.6% above previous 2 highs, 4.6% below previous 2 lows
37.8% above previous 3 highs, 1.7% below previous 3 lows
35.1% above previous 4 highs, 1.4% below previous 4 lows
33.0% above previous 5 highs, 1.3% below previous 5 lows
30.6% above previous 6 highs, 1.2% below previous 6 lows
29.6% above previous 7 highs, 1.1% below previous 7 lows
26.7% above previous 8 highs, 1.1% below previous 8 lows
25.9% above previous 9 highs, 1.0% below previous 9 lows
24.5% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170213 2:17 pm ET)
68.5% are above or equal to 2/10 close (1 days ago), 31.5% are below.
81.1% are above or equal to 2/9 close (2 days ago), 18.9% are below.
85.0% are above or equal to 2/8 close (3 days ago), 15.0% are below.
86.3% are above or equal to 2/7 close (4 days ago), 13.7% are below.
80.0% are above or equal to 2/6 close (5 days ago), 20.0% are below.
75.1% are above or equal to 2/3 close (6 days ago), 24.9% are below.
80.8% are above or equal to 2/2 close (7 days ago), 19.2% are below.
79.5% are above or equal to 2/1 close (8 days ago), 20.5% are below.
76.7% are above or equal to 1/31 close (9 days ago), 23.3% are below.
76.4% are above or equal to 1/30 close (10 days ago), 23.6% are below.
68.6% are above or equal to 1/27 close (11 days ago), 31.4% are below.
61.6% are above or equal to 1/26 close (12 days ago), 38.4% are below.
59.5% are above or equal to 1/25 close (13 days ago), 40.5% are below.
64.6% are above or equal to 1/24 close (14 days ago), 35.4% are below.
72.9% are above or equal to 1/23 close (15 days ago), 27.1% are below.
71.5% are above or equal to 1/20 close (16 days ago), 28.5% are below.
73.7% are above or equal to 1/19 close (17 days ago), 26.3% are below.
69.4% are above or equal to 1/18 close (18 days ago), 30.6% are below.
69.5% are above or equal to 1/17 close (19 days ago), 30.5% are below.
69.8% are above or equal to 1/13 close (20 days ago), 30.2% are below.
69.7% are above or equal to 1/12 close (21 days ago), 30.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170213 2:17 pm ET)
20d: 26.0% new highs, 1.1% new lows
21d: 25.7% new highs, 0.8% new lows
42d: 20.5% new highs, 0.6% new lows
63d: 18.6% new highs, 0.5% new lows
126d: 15.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170213 2:17 pm ET)
2-day: 67.1% above, 32.9% below
3-day: 78.2% above, 21.8% below
4-day: 82.5% above, 17.5% below
5-day: 86.0% above, 14.0% below
8-day: 82.7% above, 17.3% below
10-day: 82.5% above, 17.5% below
20-day: 74.8% above, 25.2% below
50-day: 71.7% above, 28.3% below
200-day: 73.9% above, 26.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170213 2:17 pm ET)
CHEM(26): 1.61% Top=CC MOS CF HUN FMC ASH WLK ALB ….. RPM PPG APD SMG CE MON VSM GRA=Bottom (Chemicals/Fertilizers)
FINA(85): 1.20% Top=BOFI VOYA C SIVB WAL ICE CME BGCP ….. AMG EFX WDR SEIC WU APO KKR WETF=Bottom (Banks/Financials)
META(31): 1.13% Top=CLF X CCJ NUE AKS TECK STLD SND ….. NEM ARNC TAHO AGI GG AG FMSA AEM=Bottom (Metals & Mining)
MANU(34): 1.07% Top=ATI CAT SWK DDD KMT ITT CMI PH ….. ROP ROK MHK MRC AME DHR MWA AGCO=Bottom (Manufacturing)
COHW(37): 0.96% Top=ACIA FNSR STX VIAV CIEN VSAT INFN CCI ….. ZAYO VRSN VZ S VG T TMUS UBNT=Bottom (Computer Hardware/Telecom)
TRAN(27): 0.87% Top=AAL LUV DAL UAL XPO CP SAVE CNI ….. ODFL TRN CSX NAT JBHT BRS SWFT YRCW=Bottom (Transportation)
DISV(44): 0.82% Top=MYGN ZTO CXW FDC MMS SBAC KBR AL ….. CAR ALLE HRB ULTA EEFT RBA ACM G=Bottom (Diversified Services)
INSU(31): 0.77% Top=UNM AIZ MET AFL TMK CNO PRU LNC ….. FNF ORI AGO BRO TRV CLGX PGR FAF=Bottom (Insurance)
MATE(24): 0.72% Top=MDR FLR WY USG SRCL EXP PWR RSG ….. TOL DAR MAS LEN FAST PHM KBH DHI=Bottom (Materials & Construction)
COSW(79): 0.64% Top=TWLO MBLY MDRX DNB FEYE NUAN TWTR MSCI ….. CSRA VIPS TRIP YELP SABR GRUB MDSO ATVI=Bottom (Computer Software/Internet)
ELEC(45): 0.49% Top=ON OCLR XLNX AMKR CY MRVL ADI SNPS ….. MSCC MU IDTI AMD CAVM CRUS MXL NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.35% Top=YUMC QSR MGM GPRO SONC RCL CMG LVS ….. PNRA EAT ARMK BLMN DPZ DNKN SHAK EXPE=Bottom (Leisure)
HEAL(44): 0.27% Top=NUVA HRC ESRX SYK TMO PKI OPK XRAY ….. IRWD IART VAR ABMD EW MOH CYH BKD=Bottom (Health)
REAL(91): 0.18% Top=GEO AMT CBG VTR OHI RLGY LHO BAM ….. WPG ARI AIV AVB PDM STOR MAC UDR=Bottom (Real Estate)
CONS(53): 0.08% Top=GT SON OI CCK MAT TPX VFC BERY ….. LULU WWW UAA SEE TUP HBI SKX COLM=Bottom (Consumer)
RETA(60): -0.35% Top=M RH FINL AMZN BID BABA CPRT SPLS ….. DSW WSM SFM W PIR GPS BIG SHLD=Bottom (Retail & Specialty Retail)
ENER(91): -0.54% Top=VVV PTEN BAS DO NBR WMB PXD RDC ….. OAS CRC WLL SM SWN RICE SN REN=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 2:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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