daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 2:25 pm

Market Stats at 2:24 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 2:24 pm ET)
17.5% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
30.4% are below yesterday’s low.
52.0% are inside yesterday’s range.
54.4% of stocks with today’s high > yesterday’s high. (45.6% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170216 2:24 pm ET)
25.7% of stocks are above today’s open. (73.5% are below).
21.7% of stocks are above today’s open and yesterday’s close.
68.3% 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 2:24 pm ET)
2.6% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
23.2% are in the top half. 76.8% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
27.0% are in the bottom 10%.

GAIN (20170216 2:24 pm ET)
27.6% of stocks are above yesterday’s close. (72.4% are below.)
1.1% are up 4.5% or more. 1.3% are down 4.5% or more.
1.3% are up 3.5% or more. 2.4% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20170216 2:24 pm ET)
2-day: >=95:8.2%…>=90:12.3%…>=80:19.2%…>=50:44.7%…<=20:18.1%…<=10:8.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.7%…>=50:71.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:72.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 2:24 pm ET)
17.5% above previous 1 highs, 30.4% below previous 1 lows
13.4% above previous 2 highs, 16.9% below previous 2 lows
11.2% above previous 3 highs, 15.2% below previous 3 lows
10.9% above previous 4 highs, 11.8% below previous 4 lows
10.1% above previous 5 highs, 8.2% below previous 5 lows
9.9% above previous 6 highs, 4.8% below previous 6 lows
9.8% above previous 7 highs, 4.1% below previous 7 lows
9.4% above previous 8 highs, 3.6% below previous 8 lows
9.2% above previous 9 highs, 3.2% below previous 9 lows
8.9% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 2:24 pm ET)
27.6% are above or equal to 2/15 close (1 days ago), 72.4% are below.
48.2% are above or equal to 2/14 close (2 days ago), 51.8% are below.
55.5% are above or equal to 2/13 close (3 days ago), 44.5% are below.
59.7% are above or equal to 2/10 close (4 days ago), 40.3% are below.
70.9% are above or equal to 2/9 close (5 days ago), 29.1% are below.
75.9% are above or equal to 2/8 close (6 days ago), 24.1% are below.
77.6% are above or equal to 2/7 close (7 days ago), 22.4% are below.
74.1% are above or equal to 2/6 close (8 days ago), 25.9% are below.
71.6% are above or equal to 2/3 close (9 days ago), 28.4% are below.
76.8% are above or equal to 2/2 close (10 days ago), 23.2% are below.
76.4% are above or equal to 2/1 close (11 days ago), 23.6% are below.
74.3% are above or equal to 1/31 close (12 days ago), 25.7% are below.
74.6% are above or equal to 1/30 close (13 days ago), 25.4% are below.
67.8% are above or equal to 1/27 close (14 days ago), 32.2% are below.
62.5% are above or equal to 1/26 close (15 days ago), 37.5% are below.
60.0% are above or equal to 1/25 close (16 days ago), 40.0% are below.
63.6% are above or equal to 1/24 close (17 days ago), 36.4% are below.
71.2% are above or equal to 1/23 close (18 days ago), 28.8% are below.
70.0% are above or equal to 1/20 close (19 days ago), 30.0% are below.
72.9% are above or equal to 1/19 close (20 days ago), 27.1% are below.
69.5% are above or equal to 1/18 close (21 days ago), 30.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 2:24 pm ET)
20d: 24.3% new highs, 2.6% new lows
21d: 24.2% new highs, 2.4% new lows
42d: 19.1% new highs, 1.3% new lows
63d: 16.8% new highs, 0.8% new lows
126d: 12.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 2:24 pm ET)
2-day: 27.0% above, 73.0% below
3-day: 36.4% above, 63.6% below
4-day: 44.9% above, 55.1% below
5-day: 52.7% above, 47.3% below
8-day: 68.7% above, 31.3% below
10-day: 70.4% above, 29.6% below
20-day: 71.6% above, 28.4% below
50-day: 68.1% above, 31.9% below
200-day: 73.7% above, 26.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 2:24 pm ET)
REAL(90): 0.43% Top=CIM HCP HTA ARI NLY HIW EXR EQC ….. GEO HT SHO SC ALLY CBG RLGY LHO=Bottom (Real Estate)
INSU(31): -0.06% Top=AIG CLGX AJG WLTW AXS VR MMC XL ….. UNM FAF L MET LNC RDN CNO MTG=Bottom (Insurance)
CONS(53): -0.10% Top=KATE FOSL TPX ATR IP PKG CLX WRK ….. UAA COLM BC PVH LULU TUP SKX COTY=Bottom (Consumer)
META(31): -0.14% Top=GG ABX TAHO SSRI HL AG AKS PAAS ….. CENX CLF SLCA FCX FMSA AA AEM TECK=Bottom (Metals & Mining)
ELEC(48): -0.21% Top=SNPS HIMX AMKR FIT PI CAVM JBL AYI ….. FSLR OCLR LRCX AMD CSIQ NVDA IDTI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.41% Top=IFF HUN VSM GRA SHW PPG PX CE ….. AGU OLN POT AXTA CF MOS WLK CC=Bottom (Chemicals/Fertilizers)
COSW(78): -0.54% Top=NTES SSNC EPAM BIDU CSC IT GOOG DOX ….. WDAY PFPT NTNX VIPS SQ FEYE WUBA TRIP=Bottom (Computer Software/Internet)
COHW(38): -0.56% Top=NTAP CSCO HRS VZ TU CIEN QCOM CCI ….. FNSR TDC STX ZAYO PANW ACIA SSYS INFN=Bottom (Computer Hardware/Telecom)
MATE(23): -0.67% Top=SRCL KBH MAS PWR WCN FAST RSG WM ….. CAA LEN TOL FLR EXP VMC SUM MDR=Bottom (Materials & Construction)
HEAL(44): -0.70% Top=ABMD LH HRC VAR VWR AET ANTM HOLX ….. PRXL THC HLS A CNC IRWD DXCM MOH=Bottom (Health)
MANU(36): -0.81% Top=RS AOS ITW GE BWXT MWA TTC CMI ….. AGCO PNR SNA EMR TEX CFX DDD ATI=Bottom (Manufacturing)
DISV(46): -0.88% Top=ALLE SERV RRD YY TRU ROL LDOS CTAS ….. GPN ACM AL URI ZTO R WTW CAR=Bottom (Diversified Services)
FINA(86): -0.91% Top=PSEC LM FHB TD PYPL PVTB NDAQ PBCT ….. CIT NTRS SLM SYF PACW SCHW OMF APO=Bottom (Banks/Financials)
LEIS(32): -0.99% Top=YUMC CMG SIX TXRH ARMK WYN SHAK SBUX ….. GPRO BLMN H QSR WYNN WEN BYD MGM=Bottom (Leisure)
TRAN(27): -1.10% Top=CHRW KSU CNI NSC CSX EXPD GWR UAL ….. JBLU AAL LUV UPS SWFT YRCW XPO BRS=Bottom (Transportation)
ENER(91): -1.33% Top=CVI XOG DK LPI CVE MDU VVV HES ….. COG SWN WMB SPN RICE SN RRC CRC=Bottom (Energy)
RETA(58): -1.42% Top=WBA KR WMT COST CVS KORS SFM AMZN ….. PAG KSS FINL JCP JWN SHLD GES 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 2:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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