daytrend

02/21/2017

Filed under: Market Stats — daytrend @ 1:22 pm

Market Stats at 1:21 pm ET
by daytrend on 20170221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170221 1:21 pm ET)
49.4% of stocks are above yesterday’s high.
80.5% are above yesterday’s midpoint. (19.5% are below.)
5.1% are below yesterday’s low.
45.5% are inside yesterday’s range.
80.4% of stocks with today’s high > yesterday’s high. (19.6% less than).
14.4% of stocks with today’s low < yesterday’s low. (85.6% greater than).

EVIDENCE OF INTRADAY TREND (20170221 1:21 pm ET)
60.6% of stocks are above today’s open. (37.8% are below).
55.5% of stocks are above today’s open and yesterday’s close.
23.9% are below both.
35.4% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (31.1% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170221 1:21 pm ET)
10.8% of stocks are in the top 10% of today’s range.
22.5% 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.
18.0% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20170221 1:21 pm ET)
70.9% of stocks are above yesterday’s close. (29.1% are below.)
2.6% are up 4.5% or more. 0.5% are down 4.5% or more.
3.5% are up 3.5% or more. 0.7% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20170221 1:21 pm ET)
2-day: >=95:12.9%…>=90:23.2%…>=80:36.4%…>=50:71.1%…<=20:9.9%…<=10:4.4%…<=5:2.2%…
9-day: >=95:0.0%…>=90:1.1%…>=80:8.6%…>=50:77.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170221 1:21 pm ET)
49.4% above previous 1 highs, 5.1% below previous 1 lows
29.5% above previous 2 highs, 4.1% below previous 2 lows
26.8% above previous 3 highs, 3.4% below previous 3 lows
24.8% above previous 4 highs, 2.9% below previous 4 lows
22.5% above previous 5 highs, 2.7% below previous 5 lows
21.9% above previous 6 highs, 2.5% below previous 6 lows
21.5% above previous 7 highs, 2.2% below previous 7 lows
21.4% above previous 8 highs, 1.9% below previous 8 lows
21.2% above previous 9 highs, 1.9% below previous 9 lows
20.9% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170221 1:21 pm ET)
70.9% are above or equal to 2/17 close (1 days ago), 29.1% are below.
68.1% are above or equal to 2/16 close (2 days ago), 31.9% are below.
55.5% are above or equal to 2/15 close (3 days ago), 44.5% are below.
62.9% are above or equal to 2/14 close (4 days ago), 37.1% are below.
68.1% are above or equal to 2/13 close (5 days ago), 31.9% are below.
70.8% are above or equal to 2/10 close (6 days ago), 29.2% are below.
77.3% are above or equal to 2/9 close (7 days ago), 22.7% are below.
80.4% are above or equal to 2/8 close (8 days ago), 19.6% are below.
82.0% are above or equal to 2/7 close (9 days ago), 18.0% are below.
78.1% are above or equal to 2/6 close (10 days ago), 21.9% are below.
74.8% are above or equal to 2/3 close (11 days ago), 25.2% are below.
78.9% are above or equal to 2/2 close (12 days ago), 21.1% are below.
77.5% are above or equal to 2/1 close (13 days ago), 22.5% are below.
76.2% are above or equal to 1/31 close (14 days ago), 23.8% are below.
76.8% are above or equal to 1/30 close (15 days ago), 23.2% are below.
70.5% are above or equal to 1/27 close (16 days ago), 29.5% are below.
66.5% are above or equal to 1/26 close (17 days ago), 33.5% are below.
64.0% are above or equal to 1/25 close (18 days ago), 36.0% are below.
67.6% are above or equal to 1/24 close (19 days ago), 32.4% are below.
73.8% are above or equal to 1/23 close (20 days ago), 26.2% are below.
73.4% are above or equal to 1/20 close (21 days ago), 26.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170221 1:21 pm ET)
20d: 28.7% new highs, 1.8% new lows
21d: 28.7% new highs, 1.8% new lows
42d: 23.9% new highs, 0.9% new lows
63d: 21.4% new highs, 0.6% new lows
126d: 16.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170221 1:21 pm ET)
2-day: 69.5% above, 30.5% below
3-day: 70.5% above, 29.5% below
4-day: 64.4% above, 35.6% below
5-day: 64.7% above, 35.3% below
8-day: 71.3% above, 28.7% below
10-day: 77.3% above, 22.7% below
20-day: 74.5% above, 25.5% below
50-day: 72.0% above, 28.0% below
200-day: 75.5% above, 24.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170221 1:21 pm ET)
HEAL(44): 1.52% Top=CYH THC BKD EW CNC DVA ACHC ANTM ….. VAR IART RMD A PKI PRXL OPK DXCM=Bottom (Health)
ENER(93): 1.37% Top=HLX CRC LPI SM WLL OII REN CLR ….. FANG COG ECA CVI SWN GPOR NFG RRC=Bottom (Energy)
ELEC(49): 1.30% Top=SPWR CSIQ AMD HIMX FSLR NVDA AMBA CREE ….. WAT SWKS KEYS CGNX CRUS ADI BRKR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): 1.03% Top=PWR EXP SUM VMC USG FLR MAS OC ….. SRCL WCN KBH WM TOL TPH FAST MDR=Bottom (Materials & Construction)
CHEM(26): 0.95% Top=WLK CC HUN OLN ALB MON RPM SMG ….. DD PAH FMC POT AGU CF VSM IFF=Bottom (Chemicals/Fertilizers)
DISV(45): 0.87% Top=RBA CXW AMN URI AL WTW EEFT BAH ….. MCO MAN CTAS ROL PAYX TAL ATHN YY=Bottom (Diversified Services)
RETA(59): 0.86% Top=GNC WMT GPS TIF GME ANF DSW SHLD ….. SIG TSCO KORS DLTR KSS BURL TJX RH=Bottom (Retail & Specialty Retail)
REAL(92): 0.68% Top=CLI RPAI STAG ESRT DRH PEB SPG HT ….. NNN SC ALLY BAM JLL CYS CBG CUBE=Bottom (Real Estate)
MANU(39): 0.62% Top=MRC MFS PNR MWA ATI ATKR LII DOV ….. CFX ROP SNA ROK DDD DE CAT AGCO=Bottom (Manufacturing)
META(31): 0.61% Top=X CDE TECK SND AKS FMSA SLCA AA ….. SLW AEM TAHO GG AG CCJ AGI FCX=Bottom (Metals & Mining)
COHW(39): 0.29% Top=FNSR ANET COMM VRSN TDC NTAP CTL CIEN ….. CDW BCE TU S SSYS BBRY TMUS VG=Bottom (Computer Hardware/Telecom)
LEIS(35): 0.27% Top=QSR SEAS GPRO SONC LQ STAY CMG CCL ….. YUM HLT JACK BLMN TXRH MAR BYD EAT=Bottom (Leisure)
COSW(81): 0.26% Top=VIPS SINA SHOP PFPT EPAM CDNS PTC JD ….. TTWO MDRX CERN EQIX TWTR TRI NTNX TWLO=Bottom (Computer Software/Internet)
FINA(85): 0.25% Top=WDR JNS LM APO EV VOYA PYPL BEN ….. PACW CLNS OMF SLM CFR ICE BOFI CME=Bottom (Banks/Financials)
CONS(53): 0.24% Top=KATE PBI COTY WRK CL WHR CCK KMB ….. UAA HBI ECL COLM GIL MAT TPX FOSL=Bottom (Consumer)
INSU(30): 0.01% Top=AIG CNO AGO HIG LNC AFL MET AFSI ….. TRV RDN MTG AJG MMC BRO SLF AON=Bottom (Insurance)
TRAN(26): -0.50% Top=CP BRS FDX KSU CSX UPS NSC GWR ….. YRCW SAVE XPO JBLU UAL SWFT TRN WAB=Bottom (Transportation)

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 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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