daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 1:48 pm ET
by daytrend on 20170215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170215 1:48 pm ET)
40.2% of stocks are above yesterday’s high.
72.0% are above yesterday’s midpoint. (28.0% are below.)
9.8% are below yesterday’s low.
50.0% are inside yesterday’s range.
57.3% of stocks with today’s high > yesterday’s high. (42.7% less than).
28.6% of stocks with today’s low < yesterday’s low. (71.4% greater than).

EVIDENCE OF INTRADAY TREND (20170215 1:48 pm ET)
65.2% of stocks are above today’s open. (33.9% are below).
53.0% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
14.3% of stocks opened above yesterday’s high.
33.2% of stocks opened above yesterday’s close. (61.8% opened below yesterday’s close).
6.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170215 1:48 pm ET)
24.7% of stocks are in the top 10% of today’s range.
39.0% are in the top 20%.
71.1% are in the top half. 28.9% of stocks are in the bottom half of today’s range.
6.2% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20170215 1:48 pm ET)
59.8% of stocks are above yesterday’s close. (40.2% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 1.0% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY (20170215 1:48 pm ET)
2-day: >=95:24.6%…>=90:33.2%…>=80:44.7%…>=50:69.7%…<=20:12.1%…<=10:4.7%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.0%…>=50:75.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:75.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 1:48 pm ET)
40.2% above previous 1 highs, 9.8% below previous 1 lows
31.0% above previous 2 highs, 8.2% below previous 2 lows
28.9% above previous 3 highs, 5.6% below previous 3 lows
27.9% above previous 4 highs, 4.2% below previous 4 lows
26.4% above previous 5 highs, 3.3% below previous 5 lows
25.4% above previous 6 highs, 3.0% below previous 6 lows
25.2% above previous 7 highs, 2.4% below previous 7 lows
23.7% above previous 8 highs, 2.3% below previous 8 lows
23.3% above previous 9 highs, 1.7% below previous 9 lows
22.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 1:48 pm ET)
59.8% are above or equal to 2/14 close (1 days ago), 40.2% are below.
65.9% are above or equal to 2/13 close (2 days ago), 34.1% are below.
67.2% are above or equal to 2/10 close (3 days ago), 32.8% are below.
75.7% are above or equal to 2/9 close (4 days ago), 24.3% are below.
80.0% are above or equal to 2/8 close (5 days ago), 20.0% are below.
81.1% are above or equal to 2/7 close (6 days ago), 18.9% are below.
77.1% are above or equal to 2/6 close (7 days ago), 22.9% are below.
74.0% are above or equal to 2/3 close (8 days ago), 26.0% are below.
80.4% are above or equal to 2/2 close (9 days ago), 19.6% are below.
79.2% are above or equal to 2/1 close (10 days ago), 20.8% are below.
76.5% are above or equal to 1/31 close (11 days ago), 23.5% are below.
77.7% are above or equal to 1/30 close (12 days ago), 22.3% are below.
70.3% are above or equal to 1/27 close (13 days ago), 29.7% are below.
64.9% are above or equal to 1/26 close (14 days ago), 35.1% are below.
62.6% are above or equal to 1/25 close (15 days ago), 37.4% are below.
66.9% are above or equal to 1/24 close (16 days ago), 33.1% are below.
73.2% are above or equal to 1/23 close (17 days ago), 26.8% are below.
71.6% are above or equal to 1/20 close (18 days ago), 28.4% are below.
74.2% are above or equal to 1/19 close (19 days ago), 25.8% are below.
71.5% are above or equal to 1/18 close (20 days ago), 28.5% are below.
71.0% are above or equal to 1/17 close (21 days ago), 29.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 1:48 pm ET)
20d: 25.1% new highs, 2.6% new lows
21d: 23.9% new highs, 2.6% new lows
42d: 19.6% new highs, 1.4% new lows
63d: 17.7% new highs, 1.0% new lows
126d: 14.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 1:48 pm ET)
2-day: 58.2% above, 41.8% below
3-day: 63.2% above, 36.8% below
4-day: 67.1% above, 32.9% below
5-day: 70.9% above, 29.1% below
8-day: 76.3% above, 23.7% below
10-day: 77.7% above, 22.3% below
20-day: 75.2% above, 24.8% below
50-day: 71.2% above, 28.8% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 1:48 pm ET)
HEAL(44): 0.99% Top=CYH ACHC IART DXCM PRXL THC MD A ….. RMD VWR ESRX HRC ZBH ANTM STE WCG=Bottom (Health)
TRAN(27): 0.88% Top=LUV XPO UAL DAL AAL JBLU WAB EXPD ….. YRCW SAVE KSU NAT CNI UPS CSX BRS=Bottom (Transportation)
DISV(45): 0.80% Top=YY ZTO CAR R RHI WTW MA BAH ….. FDC HRB SCI SBAC CXW GPN VRSK RRD=Bottom (Diversified Services)
ELEC(48): 0.79% Top=PI ADI CY CRUS ON AYI KEYS FSLR ….. CAVM TXN APH DLB SPWR TRMB BRKR AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): 0.74% Top=OMF BAC SCHW CMA WDR TROW WETF IVZ ….. JNS SLM EFX WU CLNS BKU NAVI UMPQ=Bottom (Banks/Financials)
LEIS(32): 0.73% Top=WYN MGM BYD WYNN GPRO EXPE STAY HLT ….. DNKN YUMC CCL PNRA SONC TXRH EAT DRI=Bottom (Leisure)
COSW(78): 0.59% Top=SHOP ZEN TEAM BLKB JD NTES WUBA TTWO ….. XRX FEYE CDK TWLO SABR MDSO ATHM LC=Bottom (Computer Software/Internet)
MATE(24): 0.46% Top=KBH WCN FLR TPH CAA SUM LEN DHI ….. TOL FAST PHM OC SRCL USG MDR MLM=Bottom (Materials & Construction)
RETA(59): 0.28% Top=SHLD RH LOW JWN SIG BBY EBAY PAG ….. BIG BURL PIR GES ANF DLTR TLRD DKS=Bottom (Retail & Specialty Retail)
MANU(34): 0.13% Top=PH ITT CFX AME SNA ROP HON KMT ….. XYL AGCO ATI MHK EMR AOS DE MRC=Bottom (Manufacturing)
CONS(53): -0.13% Top=PG COTY KS GT WHR MAT KMB GPK ….. RL NWL LULU ATR VFC PBI COLM FOSL=Bottom (Consumer)
INSU(31): -0.14% Top=PGR LNC UNM PRU VR CLGX AGO CNO ….. MET RDN HIG ORI MTG FAF AFSI AIG=Bottom (Insurance)
COHW(38): -0.15% Top=ZAYO VIAV S QCOM BCE STX CSCO MSI ….. PANW VZ CIEN NTAP SSYS FNSR INFN VG=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.16% Top=OLN CC ALB MON SMG IFF AXTA APD ….. GRA DOW VSM MOS POT AGU HUN CF=Bottom (Chemicals/Fertilizers)
ENER(91): -0.36% Top=FANG DCP XOG AR PAA MMP SU DK ….. HP NBR RDC PTEN ATW DO BAS DVN=Bottom (Energy)
REAL(90): -0.68% Top=CBG BAM ALLY TWO HPT JLL AMH HTA ….. BXMT AIV SPG WPG SKT KIM DDR CBL=Bottom (Real Estate)
META(31): -1.38% Top=CMC X NUE AGI GG ABX NEM STLD ….. SND SLCA TAHO FCX AG CCJ PAAS TECK=Bottom (Metals & Mining)

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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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