daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 3:19 pm

Market Stats at 3:18 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 3:18 pm ET)
21.2% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
27.9% are below yesterday’s low.
50.8% are inside yesterday’s range.
54.9% of stocks with today’s high > yesterday’s high. (45.1% less than).
43.1% of stocks with today’s low < yesterday’s low. (56.9% greater than).

EVIDENCE OF INTRADAY TREND (20170216 3:18 pm ET)
31.7% of stocks are above today’s open. (67.3% are below).
26.7% of stocks are above today’s open and yesterday’s close.
61.9% 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 3:18 pm ET)
6.9% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN (20170216 3:18 pm ET)
33.3% of stocks are above yesterday’s close. (66.7% are below.)
1.1% are up 4.5% or more. 1.6% are down 4.5% or more.
1.9% are up 3.5% or more. 3.3% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20170216 3:18 pm ET)
2-day: >=95:11.8%…>=90:16.6%…>=80:24.5%…>=50:49.9%…<=20:18.4%…<=10:7.4%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.6%…>=50:71.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:71.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 3:18 pm ET)
21.2% above previous 1 highs, 27.9% below previous 1 lows
17.4% above previous 2 highs, 16.2% below previous 2 lows
14.8% above previous 3 highs, 14.8% below previous 3 lows
14.4% above previous 4 highs, 11.8% below previous 4 lows
13.2% above previous 5 highs, 8.0% below previous 5 lows
12.5% above previous 6 highs, 4.7% below previous 6 lows
12.3% above previous 7 highs, 4.3% below previous 7 lows
12.1% above previous 8 highs, 3.8% below previous 8 lows
11.2% above previous 9 highs, 3.3% below previous 9 lows
11.0% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 3:18 pm ET)
33.3% are above or equal to 2/15 close (1 days ago), 66.7% are below.
51.1% are above or equal to 2/14 close (2 days ago), 48.9% are below.
57.6% are above or equal to 2/13 close (3 days ago), 42.4% are below.
61.3% are above or equal to 2/10 close (4 days ago), 38.7% are below.
70.5% are above or equal to 2/9 close (5 days ago), 29.5% are below.
75.5% are above or equal to 2/8 close (6 days ago), 24.5% are below.
79.1% are above or equal to 2/7 close (7 days ago), 20.9% are below.
74.5% are above or equal to 2/6 close (8 days ago), 25.5% are below.
71.4% are above or equal to 2/3 close (9 days ago), 28.6% are below.
77.7% are above or equal to 2/2 close (10 days ago), 22.3% are below.
76.6% are above or equal to 2/1 close (11 days ago), 23.4% are below.
74.5% are above or equal to 1/31 close (12 days ago), 25.5% are below.
74.9% are above or equal to 1/30 close (13 days ago), 25.1% are below.
68.0% are above or equal to 1/27 close (14 days ago), 32.0% are below.
62.9% are above or equal to 1/26 close (15 days ago), 37.1% are below.
60.3% are above or equal to 1/25 close (16 days ago), 39.7% are below.
63.6% are above or equal to 1/24 close (17 days ago), 36.4% are below.
71.6% are above or equal to 1/23 close (18 days ago), 28.4% are below.
70.3% are above or equal to 1/20 close (19 days ago), 29.7% are below.
73.3% are above or equal to 1/19 close (20 days ago), 26.7% are below.
69.3% are above or equal to 1/18 close (21 days ago), 30.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 3:18 pm ET)
20d: 25.2% new highs, 3.1% new lows
21d: 25.1% new highs, 2.9% new lows
42d: 19.9% new highs, 1.8% new lows
63d: 17.7% new highs, 1.4% new lows
126d: 13.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 3:18 pm ET)
2-day: 32.2% above, 67.8% below
3-day: 40.9% above, 59.1% below
4-day: 49.2% above, 50.8% below
5-day: 55.5% above, 44.5% below
8-day: 69.2% above, 30.8% below
10-day: 70.8% above, 29.2% below
20-day: 71.7% above, 28.3% below
50-day: 68.5% above, 31.5% below
200-day: 73.9% above, 26.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 3:18 pm ET)
REAL(90): 0.48% Top=CIM NLY BDN ARI HCP HIW HTA EQC ….. SC DRH ALLY CBG PEB HT RLGY LHO=Bottom (Real Estate)
INSU(31): 0.13% Top=AIG CLGX AJG AXS MMC VR WLTW BRO ….. HIG FAF L MET LNC RDN CNO MTG=Bottom (Insurance)
CONS(53): 0.02% Top=KATE TPX FOSL KMB PKG ATR IP BERY ….. COLM BC MAT PVH TUP LULU SKX COTY=Bottom (Consumer)
ELEC(48): -0.02% Top=SNPS HIMX AMKR FIT CAVM GLW XLNX CRUS ….. LRCX FSLR PI IDTI NVDA AMD CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(31): -0.04% Top=GG ABX TAHO SSRI HL AKS AG NEM ….. FCX SLW SLCA FMSA CLF AA AEM TECK=Bottom (Metals & Mining)
CHEM(26): -0.36% Top=IFF HUN VSM GRA DOW PPG SHW PX ….. OLN AXTA AGU POT WLK MOS CF CC=Bottom (Chemicals/Fertilizers)
COSW(78): -0.40% Top=NTES SSNC EPAM TTWO ADSK CSC BIDU NCR ….. NOW TEAM PFPT SQ NTNX WUBA FEYE TRIP=Bottom (Computer Software/Internet)
COHW(38): -0.45% Top=NTAP CSCO HRS CIEN VZ TU QCOM CCI ….. ACIA ZAYO S TDC PANW VG INFN SSYS=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.54% Top=ABMD LH OPK HRC VAR VWR ANTM AET ….. ZBH HLS THC A IRWD CNC DXCM MOH=Bottom (Health)
MATE(23): -0.58% Top=SRCL PWR MAS KBH FAST WCN RSG WM ….. CAA FLR LEN TOL EXP MDR VMC SUM=Bottom (Materials & Construction)
MANU(36): -0.61% Top=RS AOS ITW GE BWXT MRC TTC MWA ….. AGCO PNR SNA EMR TEX CFX DDD ATI=Bottom (Manufacturing)
DISV(46): -0.66% Top=ALLE YY CTAS LDOS JEC ROL BAH VRSK ….. HRB ACM AL GPN R ZTO WTW CAR=Bottom (Diversified Services)
FINA(86): -0.72% Top=PYPL PSEC PVTB LM PBCT TD CBOE FHB ….. SYF NTRS SCHW PACW CIT BX OMF APO=Bottom (Banks/Financials)
TRAN(27): -1.00% Top=CSX GWR KSU NSC CNI CHRW EXPD JBHT ….. SAVE AAL UPS LUV SWFT YRCW XPO BRS=Bottom (Transportation)
LEIS(32): -1.05% Top=YUMC SIX SHAK WYN CMG ARMK MCD SEAS ….. H GPRO BLMN QSR WYNN WEN BYD MGM=Bottom (Leisure)
ENER(91): -1.14% Top=CVI LPI MDU CVE XOG DK NFG HES ….. COG WMB SWN SPN SN RICE RRC CRC=Bottom (Energy)
RETA(58): -1.83% Top=WBA KR COST AMZN CVS WMT KORS NFLX ….. DKS ANF SHLD JCP JWN FINL 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 3:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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