daytrend

02/22/2017

Filed under: Market Stats — daytrend @ 1:52 pm

Market Stats at 1:52 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 1:52 pm ET)
16.0% of stocks are above yesterday’s high.
45.5% are above yesterday’s midpoint. (54.5% are below.)
25.8% are below yesterday’s low.
58.3% are inside yesterday’s range.
36.8% of stocks with today’s high > yesterday’s high. (63.2% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20170222 1:52 pm ET)
44.7% of stocks are above today’s open. (53.9% are below).
29.4% of stocks are above today’s open and yesterday’s close.
50.8% 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 1:52 pm ET)
11.1% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
45.0% are in the top half. 55.0% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20170222 1:52 pm ET)
33.9% of stocks are above yesterday’s close. (66.1% are below.)
0.7% are up 4.5% or more. 1.4% are down 4.5% or more.
1.2% are up 3.5% or more. 3.2% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170222 1:52 pm ET)
2-day: >=95:11.0%…>=90:18.1%…>=80:27.4%…>=50:51.9%…<=20:17.5%…<=10:8.5%…<=5:4.7%…
9-day: >=95:0.1%…>=90:1.5%…>=80:8.7%…>=50:68.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:70.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170222 1:52 pm ET)
16.0% above previous 1 highs, 25.8% below previous 1 lows
15.0% above previous 2 highs, 11.7% below previous 2 lows
13.1% above previous 3 highs, 11.3% below previous 3 lows
11.7% above previous 4 highs, 9.8% below previous 4 lows
11.2% above previous 5 highs, 8.3% below previous 5 lows
10.0% above previous 6 highs, 7.8% below previous 6 lows
9.9% above previous 7 highs, 7.2% below previous 7 lows
9.6% above previous 8 highs, 5.9% below previous 8 lows
9.3% above previous 9 highs, 3.7% below previous 9 lows
9.2% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170222 1:52 pm ET)
33.9% are above or equal to 2/21 close (1 days ago), 66.1% are below.
61.8% are above or equal to 2/17 close (2 days ago), 38.2% are below.
63.8% are above or equal to 2/16 close (3 days ago), 36.2% are below.
53.7% are above or equal to 2/15 close (4 days ago), 46.3% are below.
60.6% are above or equal to 2/14 close (5 days ago), 39.4% are below.
64.1% are above or equal to 2/13 close (6 days ago), 35.9% are below.
65.8% are above or equal to 2/10 close (7 days ago), 34.2% are below.
70.7% are above or equal to 2/9 close (8 days ago), 29.3% are below.
75.7% are above or equal to 2/8 close (9 days ago), 24.3% are below.
77.8% are above or equal to 2/7 close (10 days ago), 22.2% are below.
74.6% are above or equal to 2/6 close (11 days ago), 25.4% are below.
70.4% are above or equal to 2/3 close (12 days ago), 29.6% are below.
76.0% are above or equal to 2/2 close (13 days ago), 24.0% are below.
75.2% are above or equal to 2/1 close (14 days ago), 24.8% are below.
72.3% are above or equal to 1/31 close (15 days ago), 27.7% are below.
73.5% are above or equal to 1/30 close (16 days ago), 26.5% are below.
68.0% are above or equal to 1/27 close (17 days ago), 32.0% are below.
64.7% are above or equal to 1/26 close (18 days ago), 35.3% are below.
61.0% are above or equal to 1/25 close (19 days ago), 39.0% are below.
65.1% are above or equal to 1/24 close (20 days ago), 34.9% are below.
71.0% are above or equal to 1/23 close (21 days ago), 29.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170222 1:52 pm ET)
20d: 17.1% new highs, 3.5% new lows
21d: 17.1% new highs, 3.5% new lows
42d: 15.1% new highs, 2.4% new lows
63d: 13.8% new highs, 1.5% new lows
126d: 10.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170222 1:52 pm ET)
2-day: 32.7% above, 67.3% below
3-day: 50.7% above, 49.3% below
4-day: 56.7% above, 43.3% below
5-day: 55.8% above, 44.2% below
8-day: 60.9% above, 39.1% below
10-day: 65.2% above, 34.8% below
20-day: 70.0% above, 30.0% below
50-day: 70.0% above, 30.0% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170222 1:52 pm ET)
MATE(23): 0.22% Top=TOL WCN TPH EXP RSG PHM MDR WM ….. SRCL CAA MAS SUM KBH WY FLR PWR=Bottom (Materials & Construction)
FINA(83): 0.19% Top=EV BOFI CME SEIC WU AMTD SNV TD ….. KEY JNS KKR CFG AMG CIT SLM LAZ=Bottom (Banks/Financials)
COSW(81): 0.06% Top=NTES SQ SABR FB MBLY NCR YHOO EPAM ….. MDRX TEAM TWTR NTNX ATHM TRIP TRI FEYE=Bottom (Computer Software/Internet)
INSU(30): -0.09% Top=AIG ORI MTG MET TRV AGO XL FAF ….. HIG LNC PGR BRO PRU CLGX RDN WLTW=Bottom (Insurance)
CONS(52): -0.17% Top=WWW VFC NKE HBI TUP PVH PBI NWL ….. TPX CRI WRK COTY GIL IP KS PKG=Bottom (Consumer)
DISV(45): -0.22% Top=FISV TAL SERV MCO BAH ADS G PAYX ….. HRB URI MYGN RRD KBR JEC ATHN VRSK=Bottom (Diversified Services)
CHEM(27): -0.25% Top=DOW DD MON FMC IFF PPG GRA RPM ….. WLK ALB TROX MOS VSM CF OLN HUN=Bottom (Chemicals/Fertilizers)
COHW(39): -0.25% Top=ZAYO COMM CTL TU NTAP ARRS CDW CCI ….. BBRY ANET INFN SSYS PSTG VIAV FNSR ACIA=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.30% Top=AET HOLX SYK CYH DVA CNC A PRXL ….. ESRX HRC ALGN OPK IART BKD HLS DXCM=Bottom (Health)
ELEC(47): -0.46% Top=GRMN AMD CREE CRUS AVGO MCHP CGNX SWKS ….. INTC AMKR AYI BRKR HIMX OCLR CSIQ FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.49% Top=XPO CNI KSU CP ALK LUV CHRW EXPD ….. NSC SWFT TRN JBHT AAL YRCW UPS WAB=Bottom (Transportation)
MANU(38): -0.49% Top=ATKR ETN ROK ROP AOS MHK AME PH ….. CFX TEX CMI DDD RS MFS MRC ATI=Bottom (Manufacturing)
REAL(94): -0.54% Top=GEO CIM WRI NRZ SC HR CSAL HCN ….. RLJ MPW AIV VNO PEB SKT DRH HST=Bottom (Real Estate)
RETA(60): -0.67% Top=CHS BABA SHLD W SPLS BURL NFLX WMT ….. DKS GPS JWN ANF KR CPRT GNC KAR=Bottom (Retail & Specialty Retail)
LEIS(35): -1.45% Top=GPRO RCL EXPE SBUX HLT ARMK MCD MAR ….. YUM DPZ QSR WEN BLMN EAT JACK TXRH=Bottom (Leisure)
ENER(92): -1.67% Top=NBR SWN MDU FTI KOS BAS BHI RICE ….. FANG CVE CVI HFC ECA CXO WLL NFX=Bottom (Energy)
META(31): -2.04% Top=SND SLCA FMSA ARNC CNX CLF AA STLD ….. TECK PAAS HL CENX RGLD CDE NEM AG=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 1:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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