daytrend

02/22/2017

Filed under: Market Stats — daytrend @ 12:06 pm

Market Stats at 12:06 pm ET
by daytrend on 20170222. 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 (20170222 12:06 pm ET)
10.0% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
28.8% are below yesterday’s low.
61.1% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND (20170222 12:06 pm ET)
37.0% of stocks are above today’s open. (62.1% are below).
19.1% of stocks are above today’s open and yesterday’s close.
58.6% are below both.
7.2% of stocks opened above yesterday’s high.
24.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
17.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170222 12:06 pm ET)
2.8% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
31.8% are in the top half. 68.2% of stocks are in the bottom half of today’s range.
37.0% are in the bottom 20%.
21.6% are in the bottom 10%.

GAIN (20170222 12:06 pm ET)
24.0% of stocks are above yesterday’s close. (76.0% are below.)
0.7% are up 4.5% or more. 1.1% are down 4.5% or more.
1.3% are up 3.5% or more. 3.0% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20170222 12:06 pm ET)
2-day: >=95:7.7%…>=90:12.8%…>=80:21.3%…>=50:45.3%…<=20:18.0%…<=10:8.7%…<=5:5.0%…
9-day: >=95:0.1%…>=90:1.1%…>=80:7.3%…>=50:67.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.1%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170222 12:06 pm ET)
10.0% above previous 1 highs, 28.8% below previous 1 lows
9.2% above previous 2 highs, 12.6% below previous 2 lows
7.4% above previous 3 highs, 12.1% below previous 3 lows
7.0% above previous 4 highs, 10.3% below previous 4 lows
6.6% above previous 5 highs, 8.6% below previous 5 lows
5.9% above previous 6 highs, 8.2% below previous 6 lows
5.8% above previous 7 highs, 7.4% below previous 7 lows
5.6% above previous 8 highs, 5.7% below previous 8 lows
5.3% above previous 9 highs, 3.8% below previous 9 lows
5.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170222 12:06 pm ET)
24.0% are above or equal to 2/21 close (1 days ago), 76.0% are below.
58.0% are above or equal to 2/17 close (2 days ago), 42.0% are below.
57.9% are above or equal to 2/16 close (3 days ago), 42.1% are below.
50.5% are above or equal to 2/15 close (4 days ago), 49.5% are below.
58.2% are above or equal to 2/14 close (5 days ago), 41.8% are below.
62.2% are above or equal to 2/13 close (6 days ago), 37.8% are below.
65.2% are above or equal to 2/10 close (7 days ago), 34.8% are below.
70.1% are above or equal to 2/9 close (8 days ago), 29.9% are below.
74.3% are above or equal to 2/8 close (9 days ago), 25.7% are below.
76.7% are above or equal to 2/7 close (10 days ago), 23.3% are below.
73.5% are above or equal to 2/6 close (11 days ago), 26.5% are below.
69.5% are above or equal to 2/3 close (12 days ago), 30.5% are below.
75.2% are above or equal to 2/2 close (13 days ago), 24.8% are below.
74.8% are above or equal to 2/1 close (14 days ago), 25.2% are below.
72.2% are above or equal to 1/31 close (15 days ago), 27.8% are below.
73.0% are above or equal to 1/30 close (16 days ago), 27.0% are below.
67.6% are above or equal to 1/27 close (17 days ago), 32.4% are below.
63.0% are above or equal to 1/26 close (18 days ago), 37.0% are below.
60.2% are above or equal to 1/25 close (19 days ago), 39.8% are below.
64.4% are above or equal to 1/24 close (20 days ago), 35.6% are below.
71.2% are above or equal to 1/23 close (21 days ago), 28.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170222 12:06 pm ET)
20d: 14.9% new highs, 3.1% new lows
21d: 14.9% new highs, 3.1% new lows
42d: 13.0% new highs, 2.0% new lows
63d: 11.7% new highs, 1.4% new lows
126d: 8.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170222 12:06 pm ET)
2-day: 22.7% above, 77.3% below
3-day: 41.6% above, 58.4% below
4-day: 49.5% above, 50.5% below
5-day: 49.8% above, 50.2% below
8-day: 57.9% above, 42.1% below
10-day: 63.5% above, 36.5% below
20-day: 68.7% above, 31.3% below
50-day: 69.6% above, 30.4% below
200-day: 73.9% above, 26.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170222 12:06 pm ET)
MATE(23): 0.16% Top=TOL WCN TPH EXP CAA RSG PHM LEN ….. MAS WM MDR SRCL WY SUM PWR FLR=Bottom (Materials & Construction)
COSW(81): -0.02% Top=NTES SABR FB MBLY YHOO EPAM SQ CDK ….. PTC TEAM TTWO NTNX ATHM TRIP FEYE TRI=Bottom (Computer Software/Internet)
CHEM(27): -0.14% Top=DOW DD MON FMC IFF PPG GRA TROX ….. AXTA PAH ALB SMG MOS CF OLN HUN=Bottom (Chemicals/Fertilizers)
FINA(83): -0.19% Top=EV WU CME FII BOFI PFG SEIC ARCC ….. FITB AMG OZRK APO STT CFG SLM LAZ=Bottom (Banks/Financials)
INSU(30): -0.32% Top=AIG ORI TRV MTG MET XL FNF FAF ….. BRO CNO PRU LNC UNM CLGX HIG RDN=Bottom (Insurance)
CONS(52): -0.38% Top=WWW VFC NKE PVH HBI PBI WHR NWL ….. RL TPX GIL COTY WRK KS IP PKG=Bottom (Consumer)
HEAL(44): -0.39% Top=AET A XRAY BAX HOLX SYK DVA HCA ….. THC OPK ALGN IART IRWD BKD HLS DXCM=Bottom (Health)
DISV(45): -0.40% Top=FISV CXW TAL YY BAH PAYX MCO SBAC ….. MYGN URI ACM KBR ATHN RRD JEC VRSK=Bottom (Diversified Services)
RETA(60): -0.56% Top=SHLD CHS BABA SPLS BURL M NFLX CVS ….. JWN ANF PIR DKS KR CPRT GNC KAR=Bottom (Retail & Specialty Retail)
COHW(39): -0.58% Top=ZAYO HPQ TDS VZ PANW TU UBNT NTAP ….. ANET CSCO INFN PSTG SSYS VIAV FNSR ACIA=Bottom (Computer Hardware/Telecom)
MANU(38): -0.67% Top=ETN ROK BWXT MHK ROP DOV CAT PH ….. CFX XYL RS CMI DDD MRC MFS ATI=Bottom (Manufacturing)
TRAN(25): -0.70% Top=XPO CP CNI EXPD KSU ALK SWFT LUV ….. FDX DAL JBHT JBLU AAL YRCW UPS WAB=Bottom (Transportation)
REAL(94): -0.73% Top=GEO HCN NRZ EXR SC HR CSAL HCP ….. TCO RLJ ACC HST WPG AIV SHO DRH=Bottom (Real Estate)
ELEC(47): -0.79% Top=GRMN AMD CGNX CREE MCHP CRUS MPWR LRCX ….. INTC AMKR AYI SPWR HIMX OCLR FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): -1.49% Top=GPRO RCL YUMC EXPE MCD LQ SBUX MAR ….. DRI DPZ SIX WEN BLMN JACK EAT TXRH=Bottom (Leisure)
META(31): -1.54% Top=SND FMSA SLCA CLF ARNC SCCO AA CNX ….. CENX RGLD AG PAAS HL AEM CDE NEM=Bottom (Metals & Mining)
ENER(92): -1.57% Top=SWN MDU FTI SM KOS DCP EEP BHI ….. DO CPG ECA CXO OII HFC WLL NFX=Bottom (Energy)

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 12:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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