daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 2:05 pm

Market Stats at 2:04 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 2:04 pm ET)
44.0% of stocks are above yesterday’s high.
74.7% are above yesterday’s midpoint. (25.3% are below.)
8.2% are below yesterday’s low.
47.7% are inside yesterday’s range.
58.8% of stocks with today’s high > yesterday’s high. (41.2% less than).
28.9% of stocks with today’s low < yesterday’s low. (71.1% greater than).

EVIDENCE OF INTRADAY TREND (20170215 2:04 pm ET)
68.5% of stocks are above today’s open. (30.2% are below).
56.7% of stocks are above today’s open and yesterday’s close.
25.4% 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 2:04 pm ET)
32.3% of stocks are in the top 10% of today’s range.
46.7% are in the top 20%.
76.6% are in the top half. 23.4% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20170215 2:04 pm ET)
63.4% of stocks are above yesterday’s close. (36.6% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 1.1% are down 3.5% or more.
66.6% are between +1% and -1%.

RSI on DAILY (20170215 2:04 pm ET)
2-day: >=95:25.5%…>=90:35.3%…>=80:48.1%…>=50:71.7%…<=20:10.7%…<=10:3.9%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:8.2%…>=50:77.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:76.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 2:04 pm ET)
44.0% above previous 1 highs, 8.2% below previous 1 lows
34.7% above previous 2 highs, 6.9% below previous 2 lows
32.7% above previous 3 highs, 4.7% below previous 3 lows
31.0% above previous 4 highs, 3.6% below previous 4 lows
29.1% above previous 5 highs, 2.7% below previous 5 lows
28.0% above previous 6 highs, 2.4% below previous 6 lows
27.7% above previous 7 highs, 2.0% below previous 7 lows
26.4% above previous 8 highs, 1.8% below previous 8 lows
25.9% above previous 9 highs, 1.4% below previous 9 lows
24.3% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 2:04 pm ET)
63.4% are above or equal to 2/14 close (1 days ago), 36.6% are below.
68.9% are above or equal to 2/13 close (2 days ago), 31.1% are below.
70.2% are above or equal to 2/10 close (3 days ago), 29.8% are below.
77.3% are above or equal to 2/9 close (4 days ago), 22.7% are below.
80.3% are above or equal to 2/8 close (5 days ago), 19.7% are below.
82.1% are above or equal to 2/7 close (6 days ago), 17.9% are below.
78.0% are above or equal to 2/6 close (7 days ago), 22.0% are below.
74.9% are above or equal to 2/3 close (8 days ago), 25.1% are below.
81.4% are above or equal to 2/2 close (9 days ago), 18.6% are below.
79.8% are above or equal to 2/1 close (10 days ago), 20.2% are below.
77.4% are above or equal to 1/31 close (11 days ago), 22.6% are below.
78.3% are above or equal to 1/30 close (12 days ago), 21.7% are below.
70.9% are above or equal to 1/27 close (13 days ago), 29.1% are below.
66.1% are above or equal to 1/26 close (14 days ago), 33.9% are below.
63.4% are above or equal to 1/25 close (15 days ago), 36.6% are below.
67.3% are above or equal to 1/24 close (16 days ago), 32.7% are below.
73.6% are above or equal to 1/23 close (17 days ago), 26.4% are below.
72.0% are above or equal to 1/20 close (18 days ago), 28.0% are below.
74.8% are above or equal to 1/19 close (19 days ago), 25.2% are below.
71.6% are above or equal to 1/18 close (20 days ago), 28.4% are below.
71.8% are above or equal to 1/17 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 2:04 pm ET)
20d: 25.9% new highs, 2.6% new lows
21d: 24.8% new highs, 2.6% new lows
42d: 20.2% new highs, 1.4% new lows
63d: 18.3% new highs, 1.0% new lows
126d: 14.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 2:04 pm ET)
2-day: 61.7% above, 38.3% below
3-day: 66.3% above, 33.7% below
4-day: 69.3% above, 30.7% below
5-day: 72.9% above, 27.1% below
8-day: 77.4% above, 22.6% below
10-day: 78.5% above, 21.5% below
20-day: 76.3% above, 23.7% below
50-day: 71.7% above, 28.3% below
200-day: 74.8% above, 25.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 2:04 pm ET)
HEAL(44): 1.07% Top=CYH IART ACHC DXCM THC PRXL MD A ….. HRC SYK VWR ZBH ESRX ANTM STE WCG=Bottom (Health)
TRAN(27): 0.98% Top=LUV XPO UAL DAL AAL GWR JBLU WAB ….. SAVE YRCW KSU NAT CNI UPS CSX BRS=Bottom (Transportation)
DISV(45): 0.94% Top=YY ZTO CAR R WTW RHI BAH JEC ….. CXW MMS HRB GPN SCI SBAC VRSK RRD=Bottom (Diversified Services)
FINA(86): 0.87% Top=OMF BAC WDR CMA SCHW WETF IVZ TROW ….. JNS BOFI WU FHB NAVI CLNS UMPQ BKU=Bottom (Banks/Financials)
ELEC(48): 0.86% Top=PI ADI ON CY AYI FSLR CRUS KEYS ….. NVDA MU APH SPWR DLB TRMB AMKR BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.83% Top=WYN MGM BYD WYNN EXPE HLT GPRO STAY ….. LVS PNRA CCL SONC YUMC TXRH EAT DRI=Bottom (Leisure)
MATE(24): 0.67% Top=KBH WCN FLR SUM TPH CAA LEN DHI ….. TOL PHM FAST OC SRCL USG MDR MLM=Bottom (Materials & Construction)
COSW(78): 0.67% Top=SHOP ZEN TEAM JD BLKB WUBA NTES SPLK ….. SYMC FEYE TWLO CDK SABR MDSO ATHM LC=Bottom (Computer Software/Internet)
RETA(59): 0.37% Top=SHLD RH LOW JWN BBY SIG EBAY PAG ….. URBN SBH GES PIR DLTR ANF TLRD DKS=Bottom (Retail & Specialty Retail)
MANU(34): 0.26% Top=ITT PH CFX AME SNA ROP KMT MWA ….. AGCO DDD ATI MHK AOS EMR DE MRC=Bottom (Manufacturing)
INSU(31): -0.01% Top=PGR LNC PRU UNM VR CLGX CNO ALL ….. AFL HIG MET ORI MTG FAF AFSI AIG=Bottom (Insurance)
CONS(53): -0.02% Top=PG COTY KS WHR BC GT KMB MAT ….. NWL TPX LULU VFC ATR COLM PBI FOSL=Bottom (Consumer)
CHEM(27): -0.08% Top=OLN CC ALB MON SMG IFF AXTA PAH ….. FMC VSM DOW MOS POT AGU HUN CF=Bottom (Chemicals/Fertilizers)
COHW(38): -0.14% Top=ZAYO VIAV CSCO S QCOM MSI BCE STX ….. VZ HPQ CIEN NTAP SSYS FNSR INFN VG=Bottom (Computer Hardware/Telecom)
ENER(91): -0.35% Top=FANG DCP XOG AR MMP PAA DK SU ….. HP RDC NBR PTEN BAS ATW DVN DO=Bottom (Energy)
REAL(90): -0.46% Top=CBG ALLY BAM HPT HTA TWO PSA RLGY ….. CIM SPG BXMT KIM SKT WPG CBL DDR=Bottom (Real Estate)
META(31): -1.43% Top=CMC NUE X AGI ABX GG NEM SLW ….. TAHO SLCA FCX SND 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 2:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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