daytrend

02/17/2017

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 12:09 pm ET
by daytrend on 20170217. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20170217 12:09 pm ET)
10.3% of stocks are above yesterday’s high.
30.7% are above yesterday’s midpoint. (69.3% are below.)
29.6% are below yesterday’s low.
60.2% are inside yesterday’s range.
21.3% of stocks with today’s high > yesterday’s high. (78.7% less than).
63.9% of stocks with today’s low < yesterday’s low. (36.1% greater than).

EVIDENCE OF INTRADAY TREND (20170217 12:09 pm ET)
47.4% of stocks are above today’s open. (51.1% are below).
30.7% of stocks are above today’s open and yesterday’s close.
48.7% are below both.
3.1% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.0% opened below yesterday’s close).
19.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170217 12:09 pm ET)
13.4% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
19.6% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20170217 12:09 pm ET)
35.0% of stocks are above yesterday’s close. (65.0% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.4% are up 3.5% or more. 1.3% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20170217 12:09 pm ET)
2-day: >=95:7.6%…>=90:10.6%…>=80:15.8%…>=50:39.0%…<=20:25.3%…<=10:11.7%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.7%…>=80:5.8%…>=50:67.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:69.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170217 12:09 pm ET)
10.3% above previous 1 highs, 29.6% below previous 1 lows
8.9% above previous 2 highs, 20.8% below previous 2 lows
8.4% above previous 3 highs, 14.9% below previous 3 lows
7.9% above previous 4 highs, 13.8% below previous 4 lows
7.8% above previous 5 highs, 11.8% below previous 5 lows
7.6% above previous 6 highs, 8.7% below previous 6 lows
7.6% above previous 7 highs, 5.8% below previous 7 lows
7.6% above previous 8 highs, 5.4% below previous 8 lows
7.6% above previous 9 highs, 5.3% below previous 9 lows
7.3% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170217 12:09 pm ET)
35.0% are above or equal to 2/16 close (1 days ago), 65.0% are below.
31.4% are above or equal to 2/15 close (2 days ago), 68.6% are below.
46.3% are above or equal to 2/14 close (3 days ago), 53.7% are below.
53.5% are above or equal to 2/13 close (4 days ago), 46.5% are below.
58.5% are above or equal to 2/10 close (5 days ago), 41.5% are below.
65.8% are above or equal to 2/9 close (6 days ago), 34.2% are below.
71.6% are above or equal to 2/8 close (7 days ago), 28.4% are below.
74.5% are above or equal to 2/7 close (8 days ago), 25.5% are below.
72.0% are above or equal to 2/6 close (9 days ago), 28.0% are below.
68.9% are above or equal to 2/3 close (10 days ago), 31.1% are below.
74.7% are above or equal to 2/2 close (11 days ago), 25.3% are below.
73.4% are above or equal to 2/1 close (12 days ago), 26.6% are below.
71.2% are above or equal to 1/31 close (13 days ago), 28.8% are below.
72.5% are above or equal to 1/30 close (14 days ago), 27.5% are below.
65.2% are above or equal to 1/27 close (15 days ago), 34.8% are below.
59.8% are above or equal to 1/26 close (16 days ago), 40.2% are below.
57.3% are above or equal to 1/25 close (17 days ago), 42.7% are below.
61.9% are above or equal to 1/24 close (18 days ago), 38.1% are below.
69.3% are above or equal to 1/23 close (19 days ago), 30.7% are below.
68.7% are above or equal to 1/20 close (20 days ago), 31.3% are below.
71.9% are above or equal to 1/19 close (21 days ago), 28.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170217 12:09 pm ET)
20d: 10.4% new highs, 5.2% new lows
21d: 10.3% new highs, 5.0% new lows
42d: 8.4% new highs, 3.2% new lows
63d: 7.8% new highs, 2.2% new lows
126d: 4.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170217 12:09 pm ET)
2-day: 33.0% above, 67.0% below
3-day: 30.5% above, 69.5% below
4-day: 35.9% above, 64.1% below
5-day: 42.4% above, 57.6% below
8-day: 57.7% above, 42.3% below
10-day: 63.4% above, 36.6% below
20-day: 67.6% above, 32.4% below
50-day: 67.3% above, 32.7% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170217 12:09 pm ET)
RETA(58): 0.43% Top=DKS TIF JWN SFM SHLD GNC CHS URBN ….. BID KORS JCP FINL LB PIR TLRD KMX=Bottom (Retail & Specialty Retail)
CONS(53): 0.28% Top=KMB CL VFC CLX EL FOSL KATE PVH ….. AVY OI GPK SON PKG IP WRK KS=Bottom (Consumer)
ELEC(49): 0.23% Top=SPWR CGNX SWKS CSIQ HIMX FSLR AMD AMBA ….. MXL FLEX TEL KLAC SIMO AYI KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.16% Top=ANET ACIA CDW JNPR MSI TU TDC PANW ….. TDS T QCOM STX HPQ S WDC FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.01% Top=CC VSM CF RPM FMC OLN MON CE ….. DD EMN POT HUN IFF GRA WLK AGU=Bottom (Chemicals/Fertilizers)
COSW(80): -0.07% Top=WDAY FEYE SQ TEAM SPLK MANH GRUB ZEN ….. SYNT TTWO ATHM TWLO NTES NTNX AKAM WUBA=Bottom (Computer Software/Internet)
TRAN(26): -0.11% Top=TRN CSX YRCW CHRW JBLU DAL SWFT EXPD ….. ALK KSU AAL ODFL UNP CP GWR SAVE=Bottom (Transportation)
DISV(46): -0.31% Top=MYGN MCO ULTA TRU ADS EEFT ALLE MAN ….. PAYX TAL URI YY ACM JEC CAR KBR=Bottom (Diversified Services)
FINA(86): -0.32% Top=WETF LM CIT CBOE AMG KKR JNS WU ….. NAVI PACW SYF SLM RF CFG VOYA BOFI=Bottom (Banks/Financials)
LEIS(34): -0.36% Top=BLMN WEN SBUX CMG SHAK SONC LQ PNRA ….. WYNN HLT GPRO EAT MGM MAR WYN H=Bottom (Leisure)
REAL(91): -0.37% Top=CUBE EXR CBG PSA AMT JLL ESRT RLGY ….. WRI CBL KRC RLJ SHO LHO HST HPT=Bottom (Real Estate)
HEAL(44): -0.40% Top=DVA XRAY VAR DXCM ESRX ALGN PKI IRWD ….. ANTM CYH CNC MOH WCG AET UNH BKD=Bottom (Health)
INSU(31): -0.61% Top=WLTW XL FNF AJG AIG MMC AON FAF ….. VR MTG UNM PRU MET AGO RDN LNC=Bottom (Insurance)
ENER(91): -0.80% Top=CRC MTDR WMB PBF ENLK SWN CVI HES ….. LPI FANG COP SPN NOV DO ATW GEL=Bottom (Energy)
MATE(23): -0.83% Top=SRCL RSG WM WCN OC LEN WY DHI ….. TPH VMC EXP USG SUM FLR MLM PWR=Bottom (Materials & Construction)
MANU(38): -0.94% Top=DDD TEX CAT SNA AGCO IR TTC HON ….. PNR ATI EMR ITT KMT MRC FLS LII=Bottom (Manufacturing)
META(31): -1.02% Top=AKS ARNC X TECK SND CNX NUE HL ….. CDE GG TAHO SSRI CMC SCCO CENX AGI=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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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