daytrend

02/17/2017

Filed under: Market Stats — daytrend @ 3:32 pm

Market Stats at 3:32 pm ET
by daytrend on 20170217. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170217 3:32 pm ET)
18.2% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
23.7% are below yesterday’s low.
58.1% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND (20170217 3:32 pm ET)
60.8% of stocks are above today’s open. (37.4% are below).
43.1% of stocks are above today’s open and yesterday’s close.
34.9% are below both.
3.1% of stocks opened above yesterday’s high.
19.9% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
19.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170217 3:32 pm ET)
24.7% of stocks are in the top 10% of today’s range.
39.9% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20170217 3:32 pm ET)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
0.9% are up 4.5% or more. 0.6% are down 4.5% or more.
2.5% are up 3.5% or more. 1.5% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY (20170217 3:32 pm ET)
2-day: >=95:10.7%…>=90:15.5%…>=80:25.6%…>=50:50.5%…<=20:21.5%…<=10:9.8%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.7%…>=50:70.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:71.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170217 3:32 pm ET)
18.2% above previous 1 highs, 23.7% below previous 1 lows
16.0% above previous 2 highs, 17.4% below previous 2 lows
15.0% above previous 3 highs, 12.9% below previous 3 lows
13.6% above previous 4 highs, 11.2% below previous 4 lows
13.1% above previous 5 highs, 9.1% below previous 5 lows
12.9% above previous 6 highs, 7.8% below previous 6 lows
12.8% above previous 7 highs, 4.5% below previous 7 lows
12.7% above previous 8 highs, 4.1% below previous 8 lows
12.5% above previous 9 highs, 4.0% below previous 9 lows
12.2% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170217 3:32 pm ET)
47.2% are above or equal to 2/16 close (1 days ago), 52.8% are below.
40.9% are above or equal to 2/15 close (2 days ago), 59.1% are below.
52.8% are above or equal to 2/14 close (3 days ago), 47.2% are below.
56.9% are above or equal to 2/13 close (4 days ago), 43.1% are below.
62.0% are above or equal to 2/10 close (5 days ago), 38.0% are below.
69.6% are above or equal to 2/9 close (6 days ago), 30.4% are below.
74.7% are above or equal to 2/8 close (7 days ago), 25.3% are below.
76.6% are above or equal to 2/7 close (8 days ago), 23.4% are below.
74.6% are above or equal to 2/6 close (9 days ago), 25.4% are below.
71.0% are above or equal to 2/3 close (10 days ago), 29.0% are below.
77.0% are above or equal to 2/2 close (11 days ago), 23.0% are below.
74.9% are above or equal to 2/1 close (12 days ago), 25.1% are below.
73.1% are above or equal to 1/31 close (13 days ago), 26.9% are below.
73.6% are above or equal to 1/30 close (14 days ago), 26.4% are below.
67.3% are above or equal to 1/27 close (15 days ago), 32.7% are below.
61.7% are above or equal to 1/26 close (16 days ago), 38.3% are below.
59.8% are above or equal to 1/25 close (17 days ago), 40.2% are below.
64.1% are above or equal to 1/24 close (18 days ago), 35.9% are below.
70.7% are above or equal to 1/23 close (19 days ago), 29.3% are below.
70.2% are above or equal to 1/20 close (20 days ago), 29.8% are below.
72.7% are above or equal to 1/19 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170217 3:32 pm ET)
20d: 14.1% new highs, 5.7% new lows
21d: 14.0% new highs, 5.3% new lows
42d: 11.8% new highs, 3.4% new lows
63d: 11.0% new highs, 2.5% new lows
126d: 7.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170217 3:32 pm ET)
2-day: 45.2% above, 54.8% below
3-day: 41.9% above, 58.1% below
4-day: 45.7% above, 54.3% below
5-day: 48.9% above, 51.1% below
8-day: 63.4% above, 36.6% below
10-day: 69.6% above, 30.4% below
20-day: 71.0% above, 29.0% below
50-day: 69.2% above, 30.8% below
200-day: 73.8% above, 26.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170217 3:32 pm ET)
COHW(39): 0.85% Top=ANET TMUS S ACIA CDW VZ BBRY TU ….. ZAYO NTAP INFN STX QCOM WDC CCI FNSR=Bottom (Computer Hardware/Telecom)
RETA(58): 0.73% Top=SHLD TIF SFM JWN DKS DLTR URBN CHS ….. KAR BBY FINL BID GNC RH KMX PIR=Bottom (Retail & Specialty Retail)
ELEC(48): 0.70% Top=SPWR CGNX CSIQ SWKS OCLR HIMX FSLR BRKR ….. NVDA SNPS GRMN SIMO MXL IDTI KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): 0.55% Top=VFC KMB CL KATE CLX EPC SKX EL ….. OI AVY GPK SON PKG KS IP WRK=Bottom (Consumer)
CHEM(26): 0.27% Top=PAH VSM CC MOS RPM CF OLN PPG ….. GRA DD AGU ALB EMN HUN WLK IFF=Bottom (Chemicals/Fertilizers)
COSW(80): 0.11% Top=FEYE SQ WDAY ZEN TEAM SPLK MANH TWTR ….. CSRA SINA JD NTNX TWLO AKAM SYNT WUBA=Bottom (Computer Software/Internet)
TRAN(26): 0.02% Top=CSX LUV TRN SWFT CHRW JBLU DAL EXPD ….. NSC UPS GWR AAL XPO CP BRS SAVE=Bottom (Transportation)
HEAL(44): 0.01% Top=DVA XRAY ABMD VAR HRC ACHC A ALGN ….. MOH ANTM WCG CNC AET CYH UNH BKD=Bottom (Health)
DISV(46): -0.04% Top=MYGN AMN MCO ATHN EEFT ADS MAN ULTA ….. CTAS TAL YY URI ACM JEC KBR CAR=Bottom (Diversified Services)
REAL(91): -0.07% Top=CUBE EXR PSA CBG ESRT RLGY JLL DLR ….. SC CBL HST HPT RLJ PEB SHO LHO=Bottom (Real Estate)
FINA(86): -0.10% Top=WETF CIT LM COF KKR WU CBOE CME ….. BX PFG TCB SLM CFG RF VOYA BOFI=Bottom (Banks/Financials)
LEIS(34): -0.13% Top=BLMN WEN DPZ DRI SBUX SONC SHAK CMG ….. YUMC STAY CCL GPRO WYNN HLT MGM H=Bottom (Leisure)
MATE(23): -0.30% Top=RSG SRCL WM WCN LEN DHI FAST PHM ….. TPH VMC EXP SUM PWR USG FLR MLM=Bottom (Materials & Construction)
INSU(31): -0.34% Top=WLTW AJG XL FNF AIG MMC AON BRO ….. CINF PRU MET UNM LNC RDN AGO MTG=Bottom (Insurance)
MANU(38): -0.55% Top=DDD DE CAT AGCO TEX TTC CMI ROP ….. MFS RS EMR MRC ATI ITT LII FLS=Bottom (Manufacturing)
ENER(91): -0.77% Top=ENLK SEP WMB HES PBF SWN MPLX WPZ ….. BAS EEP RDC DO GEL HLX SPN ATW=Bottom (Energy)
META(31): -1.13% Top=ARNC FMSA X TECK AKS HL NUE SND ….. CMC AG CENX RGLD TAHO CDE SSRI 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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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