daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 2:02 pm

Market Stats at 2:01 pm ET
by daytrend on 20170216. 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 (20170216 2:01 pm ET)
19.1% of stocks are above yesterday’s high.
45.0% are above yesterday’s midpoint. (55.0% are below.)
26.1% are below yesterday’s low.
54.8% are inside yesterday’s range.
54.4% of stocks with today’s high > yesterday’s high. (45.6% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND (20170216 2:01 pm ET)
28.4% of stocks are above today’s open. (70.9% are below).
23.6% of stocks are above today’s open and yesterday’s close.
64.4% are below both.
12.1% of stocks opened above yesterday’s high.
49.9% of stocks opened above yesterday’s close. (41.4% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170216 2:01 pm ET)
4.2% of stocks are in the top 10% of today’s range.
7.3% are in the top 20%.
28.4% are in the top half. 71.6% of stocks are in the bottom half of today’s range.
34.1% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN (20170216 2:01 pm ET)
31.4% of stocks are above yesterday’s close. (68.6% are below.)
1.1% are up 4.5% or more. 1.4% are down 4.5% or more.
1.6% are up 3.5% or more. 2.0% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY (20170216 2:01 pm ET)
2-day: >=95:9.9%…>=90:15.2%…>=80:22.2%…>=50:49.6%…<=20:17.4%…<=10:7.5%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.3%…>=50:72.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:73.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 2:01 pm ET)
19.1% above previous 1 highs, 26.1% below previous 1 lows
14.7% above previous 2 highs, 14.8% below previous 2 lows
12.1% above previous 3 highs, 12.9% below previous 3 lows
11.8% above previous 4 highs, 9.5% below previous 4 lows
11.1% above previous 5 highs, 6.9% below previous 5 lows
10.7% above previous 6 highs, 3.9% below previous 6 lows
10.6% above previous 7 highs, 3.5% below previous 7 lows
10.3% above previous 8 highs, 2.9% below previous 8 lows
9.7% above previous 9 highs, 2.7% below previous 9 lows
9.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 2:01 pm ET)
31.4% are above or equal to 2/15 close (1 days ago), 68.6% are below.
50.0% are above or equal to 2/14 close (2 days ago), 50.0% are below.
57.4% are above or equal to 2/13 close (3 days ago), 42.6% are below.
61.0% are above or equal to 2/10 close (4 days ago), 39.0% are below.
70.8% are above or equal to 2/9 close (5 days ago), 29.2% are below.
77.0% are above or equal to 2/8 close (6 days ago), 23.0% are below.
78.9% are above or equal to 2/7 close (7 days ago), 21.1% are below.
74.8% are above or equal to 2/6 close (8 days ago), 25.2% are below.
72.4% are above or equal to 2/3 close (9 days ago), 27.6% are below.
78.0% are above or equal to 2/2 close (10 days ago), 22.0% are below.
76.8% are above or equal to 2/1 close (11 days ago), 23.2% are below.
74.2% are above or equal to 1/31 close (12 days ago), 25.8% are below.
74.9% are above or equal to 1/30 close (13 days ago), 25.1% are below.
68.4% are above or equal to 1/27 close (14 days ago), 31.6% are below.
63.2% are above or equal to 1/26 close (15 days ago), 36.8% are below.
60.7% are above or equal to 1/25 close (16 days ago), 39.3% are below.
64.6% are above or equal to 1/24 close (17 days ago), 35.4% are below.
71.8% are above or equal to 1/23 close (18 days ago), 28.2% are below.
70.9% are above or equal to 1/20 close (19 days ago), 29.1% are below.
73.9% are above or equal to 1/19 close (20 days ago), 26.1% are below.
70.3% are above or equal to 1/18 close (21 days ago), 29.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 2:01 pm ET)
20d: 24.3% new highs, 2.3% new lows
21d: 24.2% new highs, 2.0% new lows
42d: 19.1% new highs, 1.1% new lows
63d: 16.8% new highs, 0.7% new lows
126d: 12.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 2:01 pm ET)
2-day: 29.6% above, 70.4% below
3-day: 40.6% above, 59.4% below
4-day: 49.5% above, 50.5% below
5-day: 54.8% above, 45.2% below
8-day: 70.9% above, 29.1% below
10-day: 71.1% above, 28.9% below
20-day: 72.3% above, 27.7% below
50-day: 69.3% above, 30.7% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 2:01 pm ET)
REAL(90): 0.53% Top=CIM HCP HTA BDN ARI EQC NLY EXR ….. SC SHO DFT ALLY BXMT CBG RLGY LHO=Bottom (Real Estate)
INSU(31): -0.00% Top=AIG CLGX WLTW AJG AXS PGR VR XL ….. UNM FAF L MET LNC CNO RDN MTG=Bottom (Insurance)
CONS(53): -0.00% Top=KATE FOSL TPX ATR PKG IP BERY AVY ….. UAA COLM TUP PVH LULU BC SKX COTY=Bottom (Consumer)
ELEC(48): -0.09% Top=SNPS HIMX AMKR FIT PI CAVM AYI CREE ….. FSLR OCLR LRCX NVDA AMD CSIQ IDTI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.25% Top=IFF HUN VSM GRA PPG MON PX PAH ….. ALB SMG CF POT AXTA MOS WLK CC=Bottom (Chemicals/Fertilizers)
META(31): -0.29% Top=GG ABX TAHO SSRI HL AKS AG FNV ….. SLW CLF SLCA FMSA FCX AA AEM TECK=Bottom (Metals & Mining)
COSW(78): -0.42% Top=NTES SSNC EPAM BIDU CSC IT CERN TTWO ….. NOW SQ NTNX VIPS PFPT FEYE WUBA TRIP=Bottom (Computer Software/Internet)
COHW(38): -0.44% Top=NTAP CSCO HRS CIEN VZ TU CCI QCOM ….. TDC FNSR STX ZAYO PANW ACIA SSYS INFN=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.59% Top=ABMD LH OPK VAR VWR HOLX AET HRC ….. ZBH THC A HLS IRWD CNC DXCM MOH=Bottom (Health)
MATE(23): -0.69% Top=SRCL PWR MAS WCN KBH RSG FAST OC ….. PHM LEN TOL FLR EXP VMC SUM MDR=Bottom (Materials & Construction)
FINA(86): -0.71% Top=LM PSEC PYPL FHB TD PBCT BGCP PVTB ….. SYF NTRS CIT SCHW PACW SLM OMF APO=Bottom (Banks/Financials)
MANU(36): -0.78% Top=RS GE ITW AOS CMI XYL BWXT MWA ….. AGCO SNA PNR TEX EMR CFX DDD ATI=Bottom (Manufacturing)
DISV(46): -0.85% Top=ALLE SERV RRD YY LDOS SBAC ROL FISV ….. ZTO AMN URI AL ACM R WTW CAR=Bottom (Diversified Services)
LEIS(32): -1.03% Top=YUMC SHAK SIX ARMK CMG TXRH DRI MCD ….. LVS GPRO H QSR WYNN WEN BYD MGM=Bottom (Leisure)
TRAN(27): -1.03% Top=KSU CNI CSX NSC CHRW EXPD UAL GWR ….. AAL TRN LUV SWFT UPS YRCW XPO BRS=Bottom (Transportation)
ENER(91): -1.12% Top=CVI XOG LPI MDU CVE VVV DK MMP ….. GPOR SWN SPN WMB RICE SN RRC CRC=Bottom (Energy)
RETA(58): -1.25% Top=KR WBA SFM COST WMT CVS KMX AMZN ….. FINL PAG BID JCP JWN GES SHLD GNC=Bottom (Retail & Specialty Retail)

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 2:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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