daytrend

02/23/2017

Filed under: Market Stats — daytrend @ 2:52 pm

Market Stats at 2:51 pm ET
by daytrend on 20170223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20170223 2:51 pm ET)
16.7% of stocks are above yesterday’s high.
40.9% are above yesterday’s midpoint. (59.1% are below.)
31.0% are below yesterday’s low.
52.3% are inside yesterday’s range.
46.4% of stocks with today’s high > yesterday’s high. (53.6% less than).
56.8% of stocks with today’s low < yesterday’s low. (43.2% greater than).

EVIDENCE OF INTRADAY TREND (20170223 2:51 pm ET)
27.0% of stocks are above today’s open. (72.6% are below).
25.6% of stocks are above today’s open and yesterday’s close.
56.5% are below both.
19.6% of stocks opened above yesterday’s high.
80.0% of stocks opened above yesterday’s close. (16.7% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170223 2:51 pm ET)
7.5% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170223 2:51 pm ET)
41.9% of stocks are above yesterday’s close. (58.1% are below.)
1.4% are up 4.5% or more. 3.3% are down 4.5% or more.
2.1% are up 3.5% or more. 4.5% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170223 2:51 pm ET)
2-day: >=95:7.9%…>=90:12.7%…>=80:21.1%…>=50:43.8%…<=20:28.2%…<=10:14.6%…<=5:7.1%…
9-day: >=95:0.0%…>=90:1.1%…>=80:7.1%…>=50:63.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:66.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170223 2:51 pm ET)
16.7% above previous 1 highs, 31.0% below previous 1 lows
12.4% above previous 2 highs, 24.4% below previous 2 lows
11.7% above previous 3 highs, 16.0% below previous 3 lows
10.1% above previous 4 highs, 15.2% below previous 4 lows
9.7% above previous 5 highs, 14.6% below previous 5 lows
9.3% above previous 6 highs, 13.2% below previous 6 lows
8.7% above previous 7 highs, 12.4% below previous 7 lows
8.7% above previous 8 highs, 11.7% below previous 8 lows
8.7% above previous 9 highs, 9.9% below previous 9 lows
8.7% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170223 2:51 pm ET)
41.9% are above or equal to 2/22 close (1 days ago), 58.1% are below.
34.0% are above or equal to 2/21 close (2 days ago), 66.0% are below.
53.9% are above or equal to 2/17 close (3 days ago), 46.1% are below.
56.4% are above or equal to 2/16 close (4 days ago), 43.6% are below.
49.1% are above or equal to 2/15 close (5 days ago), 50.9% are below.
56.8% are above or equal to 2/14 close (6 days ago), 43.2% are below.
59.2% are above or equal to 2/13 close (7 days ago), 40.8% are below.
61.6% are above or equal to 2/10 close (8 days ago), 38.4% are below.
66.0% are above or equal to 2/9 close (9 days ago), 34.0% are below.
71.4% are above or equal to 2/8 close (10 days ago), 28.6% are below.
73.6% are above or equal to 2/7 close (11 days ago), 26.4% are below.
70.6% are above or equal to 2/6 close (12 days ago), 29.4% are below.
67.5% are above or equal to 2/3 close (13 days ago), 32.5% are below.
73.3% are above or equal to 2/2 close (14 days ago), 26.7% are below.
71.6% are above or equal to 2/1 close (15 days ago), 28.4% are below.
69.3% are above or equal to 1/31 close (16 days ago), 30.7% are below.
70.4% are above or equal to 1/30 close (17 days ago), 29.6% are below.
65.8% are above or equal to 1/27 close (18 days ago), 34.2% are below.
61.6% are above or equal to 1/26 close (19 days ago), 38.4% are below.
59.6% are above or equal to 1/25 close (20 days ago), 40.4% are below.
62.9% are above or equal to 1/24 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170223 2:51 pm ET)
20d: 17.7% new highs, 9.3% new lows
21d: 17.2% new highs, 8.4% new lows
42d: 15.3% new highs, 6.0% new lows
63d: 14.4% new highs, 3.5% new lows
126d: 10.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170223 2:51 pm ET)
2-day: 40.6% above, 59.4% below
3-day: 34.9% above, 65.1% below
4-day: 43.6% above, 56.4% below
5-day: 47.3% above, 52.7% below
8-day: 53.1% above, 46.9% below
10-day: 58.0% above, 42.0% below
20-day: 66.2% above, 33.8% below
50-day: 68.4% above, 31.6% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170223 2:51 pm ET)
ENER(93): 0.26% Top=RIG ATW RDC REN DO WLL NOV HP ….. SWN NFX RRC CRC BAS APA SM QEP=Bottom (Energy)
INSU(30): 0.21% Top=FAF FNF MMC AFL AON CINF UNM PGR ….. CNO XL BRO LNC AFSI ORI RDN SLF=Bottom (Insurance)
CONS(52): 0.17% Top=CRI OI GIL BMS PVH CL RL PAY ….. NKE HAS KATE GT LULU FOSL FL EPC=Bottom (Consumer)
HEAL(44): 0.12% Top=EW ACHC LH UNH ABT BAX AET SYK ….. BKD IRWD DXCM RMD MD BSX CYH IART=Bottom (Health)
REAL(96): 0.11% Top=O CSAL DDR DFT DLR CYS REG SKT ….. RLJ GEO SHO HST HT FCH LHO OUT=Bottom (Real Estate)
ELEC(47): -0.10% Top=FSLR PI SPWR FIT CSIQ HIMX AYI CREE ….. CAVM AMBA TEL AVGO CY ON GRMN NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): -0.25% Top=EV MTB BOFI OZRK PSEC FII ICE NYCB ….. CBSH SCHW SLM RJF APO CFG CIT BX=Bottom (Banks/Financials)
COSW(81): -0.30% Top=SQ ANSS ATHM FEYE ADP MBLY INTU ADSK ….. CSRA NTES NTNX PFPT SHOP GRUB TRIP SINA=Bottom (Computer Software/Internet)
DISV(45): -0.31% Top=CNDT SERV TAL G PAYX VRSK ADS MYGN ….. CXW KBR ZTO R CAR YY ACM URI=Bottom (Diversified Services)
COHW(39): -0.63% Top=HPQ ACIA VZ T CCI NTAP VRSN PSTG ….. ZAYO UBNT VIAV PANW S ANET COMM ARRS=Bottom (Computer Hardware/Telecom)
RETA(60): -0.79% Top=GNC CPRT TJX TIF M CVS WBA WMT ….. GES SPLS AEO DSW SHLD URBN W LB=Bottom (Retail & Specialty Retail)
LEIS(35): -0.80% Top=CCL GPRO YUMC DPZ EAT MCD SIX SBUX ….. LQ H SEAS WEN PK SONC BLMN JACK=Bottom (Leisure)
TRAN(24): -1.06% Top=XPO CHRW SAVE UPS AAL EXPD KSU DAL ….. TRN ALK GWR SWFT NSC CP UNP WAB=Bottom (Transportation)
MATE(24): -1.10% Top=DAR WCN MAS KBH TOL DHI RSG WM ….. MDR PWR SUM FAST FLR VMC MLM EXP=Bottom (Materials & Construction)
MANU(37): -1.27% Top=ROP LII DHR MHK TTC SWK ITW AOS ….. ATI CAT MWA RS MRC KMT FLS TEX=Bottom (Manufacturing)
CHEM(27): -1.29% Top=IFF MON ALB VSM PX APD DD PPG ….. OLN HUN CC AGU POT MOS CF TROX=Bottom (Chemicals/Fertilizers)
META(31): -2.44% Top=AGI TAHO AG SSRI SLW CDE PAAS RGLD ….. STLD CENX CMC AKS X CLF SLCA FMSA=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 2:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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