daytrend

02/23/2017

Filed under: Market Stats — daytrend @ 1:49 pm

Market Stats at 1:48 pm ET
by daytrend on 20170223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

COMPARED TO YESTERDAY’S RANGE (20170223 1:48 pm ET)
14.9% of stocks are above yesterday’s high.
38.3% are above yesterday’s midpoint. (61.7% are below.)
33.5% are below yesterday’s low.
51.6% are inside yesterday’s range.
45.8% of stocks with today’s high > yesterday’s high. (54.2% less than).
56.1% of stocks with today’s low < yesterday’s low. (43.9% greater than).

EVIDENCE OF INTRADAY TREND (20170223 1:48 pm ET)
24.2% of stocks are above today’s open. (74.3% are below).
22.3% of stocks are above today’s open and yesterday’s close.
58.8% are below both.
19.6% of stocks opened above yesterday’s high.
79.9% of stocks opened above yesterday’s close. (16.8% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170223 1:48 pm ET)
4.4% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
23.5% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20170223 1:48 pm ET)
39.8% of stocks are above yesterday’s close. (60.2% are below.)
1.2% are up 4.5% or more. 3.2% are down 4.5% or more.
1.9% are up 3.5% or more. 4.6% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20170223 1:48 pm ET)
2-day: >=95:7.3%…>=90:10.9%…>=80:19.4%…>=50:40.7%…<=20:29.6%…<=10:15.3%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.8%…>=80:6.8%…>=50:63.5%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:65.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170223 1:48 pm ET)
14.9% above previous 1 highs, 33.5% below previous 1 lows
10.5% above previous 2 highs, 26.3% below previous 2 lows
9.7% above previous 3 highs, 17.7% below previous 3 lows
8.6% above previous 4 highs, 17.4% below previous 4 lows
8.1% above previous 5 highs, 16.1% below previous 5 lows
7.8% above previous 6 highs, 14.5% below previous 6 lows
7.4% above previous 7 highs, 13.9% below previous 7 lows
7.4% above previous 8 highs, 12.9% below previous 8 lows
7.4% above previous 9 highs, 11.3% below previous 9 lows
7.4% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170223 1:48 pm ET)
39.8% are above or equal to 2/22 close (1 days ago), 60.2% are below.
32.2% are above or equal to 2/21 close (2 days ago), 67.8% are below.
51.4% are above or equal to 2/17 close (3 days ago), 48.6% are below.
55.0% are above or equal to 2/16 close (4 days ago), 45.0% are below.
48.5% are above or equal to 2/15 close (5 days ago), 51.5% are below.
55.6% are above or equal to 2/14 close (6 days ago), 44.4% are below.
58.7% are above or equal to 2/13 close (7 days ago), 41.3% are below.
60.2% are above or equal to 2/10 close (8 days ago), 39.8% are below.
64.9% are above or equal to 2/9 close (9 days ago), 35.1% are below.
70.4% are above or equal to 2/8 close (10 days ago), 29.6% are below.
73.1% are above or equal to 2/7 close (11 days ago), 26.9% are below.
69.5% are above or equal to 2/6 close (12 days ago), 30.5% are below.
67.1% are above or equal to 2/3 close (13 days ago), 32.9% are below.
72.5% are above or equal to 2/2 close (14 days ago), 27.5% are below.
71.1% are above or equal to 2/1 close (15 days ago), 28.9% are below.
69.2% are above or equal to 1/31 close (16 days ago), 30.8% are below.
69.9% are above or equal to 1/30 close (17 days ago), 30.1% are below.
65.5% are above or equal to 1/27 close (18 days ago), 34.5% are below.
60.8% are above or equal to 1/26 close (19 days ago), 39.2% are below.
58.6% are above or equal to 1/25 close (20 days ago), 41.4% are below.
62.2% are above or equal to 1/24 close (21 days ago), 37.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170223 1:48 pm ET)
20d: 17.2% new highs, 8.9% new lows
21d: 16.8% new highs, 7.9% new lows
42d: 15.0% new highs, 5.7% new lows
63d: 14.0% new highs, 3.4% new lows
126d: 10.4% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170223 1:48 pm ET)
2-day: 37.4% above, 62.6% below
3-day: 32.6% above, 67.4% below
4-day: 40.9% above, 59.1% below
5-day: 44.6% above, 55.4% below
8-day: 51.2% above, 48.8% below
10-day: 56.0% above, 44.0% below
20-day: 65.4% above, 34.6% below
50-day: 68.1% above, 31.9% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170223 1:48 pm ET)
INSU(30): 0.25% Top=FAF FNF PGR MMC AFL AGO MTG TRV ….. RDN CNO BRO CLGX AFSI LNC XL SLF=Bottom (Insurance)
CONS(52): 0.05% Top=CRI OI GIL BMS TUP CL AVY RL ….. KATE NKE COH HAS FOSL LULU FL EPC=Bottom (Consumer)
HEAL(44): 0.04% Top=EW ACHC LH UNH HCA ABT BAX UHS ….. DXCM ZBH ABMD MD RMD CYH BSX IART=Bottom (Health)
REAL(96): -0.11% Top=O CSAL DDR DFT CYS DLR SKT AKR ….. DRH GEO HST SHO HT FCH LHO OUT=Bottom (Real Estate)
ENER(92): -0.21% Top=ATW RIG RDC REN DO NOV OII HP ….. SWN NFX BAS RRC CRZO APA SM QEP=Bottom (Energy)
ELEC(46): -0.24% Top=FSLR PI SPWR CSIQ HIMX AMD AYI CREE ….. KEYS SWKS AVGO ON CY GRMN AMBA NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): -0.28% Top=EV MTB BOFI PSEC OMF ICE NYCB AXP ….. WAL SCHW JNS CBSH CFG BX SLM APO=Bottom (Banks/Financials)
DISV(45): -0.33% Top=CNDT SERV TAL G PAYX ADS MYGN VRSK ….. CXW CAR KBR ZTO YY R ACM URI=Bottom (Diversified Services)
COSW(81): -0.38% Top=SQ ANSS ATHM FEYE ADP NCR INTU ORCL ….. SHOP ZEN CSRA YELP NTES GRUB TRIP SINA=Bottom (Computer Software/Internet)
COHW(39): -0.64% Top=HPQ ACIA VZ T CCI PSTG NTAP VRSN ….. ZAYO INFN S VIAV ANET PANW COMM ARRS=Bottom (Computer Hardware/Telecom)
RETA(60): -0.81% Top=GNC CPRT TJX TIF M CVS WBA WMT ….. RH SPLS GES AEO DSW W URBN LB=Bottom (Retail & Specialty Retail)
LEIS(35): -0.82% Top=GPRO CCL DPZ YUMC EAT MCD SBUX DNKN ….. STAY WEN H PK SEAS SONC BLMN JACK=Bottom (Leisure)
TRAN(24): -0.94% Top=XPO CHRW SAVE JBHT UPS JBLU EXPD AAL ….. CSX UNP TRN SWFT NSC GWR CP WAB=Bottom (Transportation)
MATE(24): -1.22% Top=DAR WCN MAS TOL RSG WY WM KBH ….. TPH FAST FLR PWR SUM VMC MLM EXP=Bottom (Materials & Construction)
CHEM(27): -1.23% Top=IFF MON PX ALB VSM APD PAH DD ….. WLK HUN CC AGU POT MOS TROX CF=Bottom (Chemicals/Fertilizers)
MANU(37): -1.33% Top=ROP LII MHK TTC DHR AOS SNA SWK ….. MWA CAT ATI KMT RS FLS MRC TEX=Bottom (Manufacturing)
META(31): -2.45% Top=AGI TAHO AG SSRI SLW FNV NEM RGLD ….. STLD AA CMC AKS X CLF FMSA SLCA=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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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