daytrend

02/24/2017

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 1:23 pm ET
by daytrend on 20170224. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170224 1:23 pm ET)
12.4% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
30.2% are below yesterday’s low.
57.4% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
71.4% of stocks with today’s low < yesterday’s low. (28.6% greater than).

EVIDENCE OF INTRADAY TREND (20170224 1:23 pm ET)
61.3% of stocks are above today’s open. (37.7% are below).
35.9% of stocks are above today’s open and yesterday’s close.
35.7% are below both.
2.2% of stocks opened above yesterday’s high.
13.1% of stocks opened above yesterday’s close. (84.6% opened below yesterday’s close).
36.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170224 1:23 pm ET)
8.0% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
64.3% are in the top half. 35.7% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20170224 1:23 pm ET)
39.6% of stocks are above yesterday’s close. (60.4% are below.)
1.2% are up 4.5% or more. 1.8% are down 4.5% or more.
2.1% are up 3.5% or more. 2.1% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20170224 1:23 pm ET)
2-day: >=95:7.5%…>=90:10.8%…>=80:16.7%…>=50:37.0%…<=20:37.6%…<=10:22.3%…<=5:10.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.8%…>=50:59.7%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:64.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170224 1:23 pm ET)
12.4% above previous 1 highs, 30.2% below previous 1 lows
9.2% above previous 2 highs, 25.8% below previous 2 lows
8.2% above previous 3 highs, 23.1% below previous 3 lows
8.0% above previous 4 highs, 16.4% below previous 4 lows
7.9% above previous 5 highs, 15.8% below previous 5 lows
7.6% above previous 6 highs, 14.9% below previous 6 lows
7.6% above previous 7 highs, 12.0% below previous 7 lows
7.5% above previous 8 highs, 11.2% below previous 8 lows
7.5% above previous 9 highs, 9.6% below previous 9 lows
7.3% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170224 1:23 pm ET)
39.6% are above or equal to 2/23 close (1 days ago), 60.4% are below.
34.2% are above or equal to 2/22 close (2 days ago), 65.8% are below.
31.2% are above or equal to 2/21 close (3 days ago), 68.8% are below.
45.9% are above or equal to 2/17 close (4 days ago), 54.1% are below.
47.3% are above or equal to 2/16 close (5 days ago), 52.7% are below.
43.1% are above or equal to 2/15 close (6 days ago), 56.9% are below.
49.3% are above or equal to 2/14 close (7 days ago), 50.7% are below.
54.8% are above or equal to 2/13 close (8 days ago), 45.2% are below.
58.9% are above or equal to 2/10 close (9 days ago), 41.1% are below.
62.8% are above or equal to 2/9 close (10 days ago), 37.2% are below.
68.2% are above or equal to 2/8 close (11 days ago), 31.8% are below.
70.1% are above or equal to 2/7 close (12 days ago), 29.9% are below.
68.8% are above or equal to 2/6 close (13 days ago), 31.2% are below.
65.3% are above or equal to 2/3 close (14 days ago), 34.7% are below.
70.8% are above or equal to 2/2 close (15 days ago), 29.2% are below.
69.1% are above or equal to 2/1 close (16 days ago), 30.9% are below.
67.0% are above or equal to 1/31 close (17 days ago), 33.0% are below.
68.1% are above or equal to 1/30 close (18 days ago), 31.9% are below.
63.8% are above or equal to 1/27 close (19 days ago), 36.2% are below.
59.9% are above or equal to 1/26 close (20 days ago), 40.1% are below.
57.9% are above or equal to 1/25 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170224 1:23 pm ET)
20d: 10.2% new highs, 11.4% new lows
21d: 9.6% new highs, 11.2% new lows
42d: 8.2% new highs, 7.3% new lows
63d: 7.4% new highs, 4.5% new lows
126d: 4.7% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170224 1:23 pm ET)
2-day: 37.6% above, 62.4% below
3-day: 34.0% above, 66.0% below
4-day: 33.2% above, 66.8% below
5-day: 36.9% above, 63.1% below
8-day: 41.5% above, 58.5% below
10-day: 45.0% above, 55.0% below
20-day: 63.3% above, 36.7% below
50-day: 66.4% above, 33.6% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170224 1:23 pm ET)
RETA(59): 1.72% Top=RH JWN KSS LB TLRD AEO GPS DLTR ….. AAP KMX CPRT SHLD AMZN LL GNC JCP=Bottom (Retail & Specialty Retail)
HEAL(45): 0.43% Top=THC ACHC CYH LH MD DGX ALGN BSX ….. PKI AET CNC EW BKD PRAH IRWD MOH=Bottom (Health)
CONS(52): 0.32% Top=FL CRI NWL PAY HBI GIL PVH KATE ….. TPX CSL BERY BLL COTY FOSL CL EPC=Bottom (Consumer)
REAL(97): -0.00% Top=RLGY CONE GEO OUT DLR SC HTA CSAL ….. JLL GGP WPG BAM PEB CBL HT FCH=Bottom (Real Estate)
MATE(26): -0.07% Top=EME KBH DHI PWR CAA VMC SUM GMS ….. RSG FLR EXP OC MAS DAR MDR SRCL=Bottom (Materials & Construction)
LEIS(35): -0.13% Top=YUMC WEN HLT H LVS WYN EAT DPZ ….. PK SONC EXPE SIX CMG GPRO SEAS JACK=Bottom (Leisure)
TRAN(24): -0.16% Top=JBHT LUV EXPD TRN ALK UPS SWFT CHRW ….. UAL NSC DAL XPO CNI CP JBLU TK=Bottom (Transportation)
COSW(81): -0.33% Top=INTU SINA EQIX SQ BR NCR XRX VEEV ….. MBLY WUBA DNB SPLK VIPS SYNT BIDU HPE=Bottom (Computer Software/Internet)
DISV(43): -0.33% Top=CXW URI LDOS PAYX BAH VRSK ADS ULTA ….. SERV RRD ACM CAR YY AL CNDT KBR=Bottom (Diversified Services)
MANU(39): -0.38% Top=DCI DHR FLS XYL BDC ITW LII PH ….. ROK DOV CAT PNR DDD TTC MFS MRC=Bottom (Manufacturing)
INSU(29): -0.38% Top=AGO MTG AJG BRO CLGX FNF ALL WLTW ….. L AFSI ORI SLF CNO PRU LNC MET=Bottom (Insurance)
ELEC(47): -0.38% Top=AMBA CGNX FSLR BRKR NVDA GRMN CSIQ SNPS ….. CAVM QRVO CY ON SIMO IDTI PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.69% Top=WLK MON SHW PPG ALB HUN IFF FMC ….. CE POT AGU MOS OLN CF SMG TROX=Bottom (Chemicals/Fertilizers)
META(32): -0.69% Top=SSRI CENX CLF AG NEM PAAS AEM CDE ….. ARNC TAHO FCX CCJ TX SLCA SND FMSA=Bottom (Metals & Mining)
COHW(39): -0.83% Top=ANET CCI HRS UBNT VIAV MSI VG T ….. CTL TU BBRY SSYS PSTG ARRS TDS ACIA=Bottom (Computer Hardware/Telecom)
FINA(85): -1.04% Top=WU PYPL APO ICE CLNS NDAQ SEIC SLM ….. WAL WFC BAC EWBC C BGCP MS VOYA=Bottom (Banks/Financials)
ENER(92): -1.66% Top=PAA APA OII MDU HES COG PXD NOV ….. ATW CVE CRZO RRC LPI BAS RICE SWN=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 1:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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