daytrend

02/24/2017

Filed under: Market Stats — daytrend @ 2:34 pm

Market Stats at 2:33 pm ET
by daytrend on 20170224. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

COMPARED TO YESTERDAY’S RANGE (20170224 2:33 pm ET)
14.2% of stocks are above yesterday’s high.
36.7% are above yesterday’s midpoint. (63.3% are below.)
28.9% are below yesterday’s low.
56.9% are inside yesterday’s range.
23.0% of stocks with today’s high > yesterday’s high. (77.0% less than).
72.0% of stocks with today’s low < yesterday’s low. (28.0% greater than).

EVIDENCE OF INTRADAY TREND (20170224 2:33 pm ET)
64.0% of stocks are above today’s open. (34.5% are below).
38.7% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
2.2% of stocks opened above yesterday’s high.
13.0% of stocks opened above yesterday’s close. (84.7% opened below yesterday’s close).
36.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170224 2:33 pm ET)
18.7% of stocks are in the top 10% of today’s range.
32.5% are in the top 20%.
66.7% are in the top half. 33.3% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20170224 2:33 pm ET)
42.1% of stocks are above yesterday’s close. (57.9% are below.)
0.8% are up 4.5% or more. 1.5% are down 4.5% or more.
2.4% are up 3.5% or more. 3.2% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20170224 2:33 pm ET)
2-day: >=95:8.0%…>=90:11.4%…>=80:18.3%…>=50:38.8%…<=20:34.8%…<=10:21.0%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.7%…>=80:6.8%…>=50:60.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:63.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170224 2:33 pm ET)
14.2% above previous 1 highs, 28.9% below previous 1 lows
11.2% above previous 2 highs, 24.0% below previous 2 lows
10.3% above previous 3 highs, 21.4% below previous 3 lows
9.9% above previous 4 highs, 16.1% below previous 4 lows
9.6% above previous 5 highs, 15.5% below previous 5 lows
9.3% above previous 6 highs, 13.9% below previous 6 lows
9.3% above previous 7 highs, 11.9% below previous 7 lows
8.9% above previous 8 highs, 11.5% below previous 8 lows
8.8% above previous 9 highs, 10.0% below previous 9 lows
8.6% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170224 2:33 pm ET)
42.1% are above or equal to 2/23 close (1 days ago), 57.9% are below.
36.2% are above or equal to 2/22 close (2 days ago), 63.8% are below.
33.6% are above or equal to 2/21 close (3 days ago), 66.4% are below.
46.7% are above or equal to 2/17 close (4 days ago), 53.3% are below.
48.1% are above or equal to 2/16 close (5 days ago), 51.9% are below.
44.7% are above or equal to 2/15 close (6 days ago), 55.3% are below.
51.7% are above or equal to 2/14 close (7 days ago), 48.3% are below.
55.6% are above or equal to 2/13 close (8 days ago), 44.4% are below.
59.0% are above or equal to 2/10 close (9 days ago), 41.0% are below.
64.2% are above or equal to 2/9 close (10 days ago), 35.8% are below.
68.9% are above or equal to 2/8 close (11 days ago), 31.1% are below.
70.5% are above or equal to 2/7 close (12 days ago), 29.5% are below.
69.2% are above or equal to 2/6 close (13 days ago), 30.8% are below.
65.7% are above or equal to 2/3 close (14 days ago), 34.3% are below.
71.7% are above or equal to 2/2 close (15 days ago), 28.3% are below.
69.4% are above or equal to 2/1 close (16 days ago), 30.6% are below.
67.2% are above or equal to 1/31 close (17 days ago), 32.8% are below.
68.9% are above or equal to 1/30 close (18 days ago), 31.1% are below.
64.2% are above or equal to 1/27 close (19 days ago), 35.8% are below.
60.9% are above or equal to 1/26 close (20 days ago), 39.1% are below.
58.3% are above or equal to 1/25 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170224 2:33 pm ET)
20d: 10.3% new highs, 11.9% new lows
21d: 9.8% new highs, 11.6% new lows
42d: 8.3% new highs, 7.9% new lows
63d: 7.4% new highs, 4.8% new lows
126d: 4.7% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170224 2:33 pm ET)
2-day: 40.2% above, 59.8% below
3-day: 37.4% above, 62.6% below
4-day: 35.0% above, 65.0% below
5-day: 38.5% above, 61.5% below
8-day: 44.5% above, 55.5% below
10-day: 48.1% above, 51.9% below
20-day: 63.5% above, 36.5% below
50-day: 67.5% above, 32.5% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170224 2:33 pm ET)
RETA(59): 1.93% Top=RH JWN KSS TLRD MIK GPS LB AEO ….. KMX AAP BID CPRT AMZN LL GNC JCP=Bottom (Retail & Specialty Retail)
HEAL(45): 0.55% Top=ACHC CYH THC LH ALGN VWR MD DGX ….. AET CNC PKI PRAH EW BKD IRWD MOH=Bottom (Health)
CONS(52): 0.39% Top=FL CRI PAY NWL HBI PVH ECL KATE ….. CSL SEE COTY TPX BLL FOSL CL EPC=Bottom (Consumer)
TRAN(24): 0.25% Top=JBHT LUV SWFT TRN WAB EXPD ALK CHRW ….. AAL UAL NSC DAL JBLU CNI CP TK=Bottom (Transportation)
MATE(26): 0.11% Top=EME KBH SUM DHI PWR VMC GMS TPH ….. RSG DAR OC FLR WY MAS SRCL MDR=Bottom (Materials & Construction)
MANU(39): -0.05% Top=FLS DCI BDC TEX DHR PH XYL ITW ….. ATKR CAT PNR DOV DDD TTC MFS MRC=Bottom (Manufacturing)
REAL(97): -0.06% Top=RLGY CONE GEO OUT DLR CSAL HTA SC ….. JLL WPG GGP PEB BAM CBL HT FCH=Bottom (Real Estate)
LEIS(35): -0.07% Top=WEN H HLT BLMN RCL EAT WYN PNRA ….. EXPE GPRO SHAK SIX PK BYD SEAS JACK=Bottom (Leisure)
DISV(43): -0.16% Top=URI CXW LDOS PAYX BAH GPN ADS ULTA ….. RRD SERV ACM YY CNDT CAR AL KBR=Bottom (Diversified Services)
COSW(81): -0.22% Top=INTU SINA SQ EQIX NCR VEEV BR ATHM ….. DNB WUBA MBLY SYNT VIPS SPLK BIDU HPE=Bottom (Computer Software/Internet)
ELEC(47): -0.28% Top=AMBA BRKR CGNX FSLR GRMN FIT WAT INTC ….. SPWR ON CAVM CY SIMO IDTI PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.39% Top=AGO CLGX AJG MTG BRO WLTW FNF CINF ….. AFSI AIG ORI CNO SLF PRU LNC MET=Bottom (Insurance)
CHEM(27): -0.63% Top=SHW MON WLK VSM PPG FMC APD ALB ….. AGU CE POT MOS SMG OLN CF TROX=Bottom (Chemicals/Fertilizers)
COHW(39): -0.70% Top=ANET VG CCI UBNT MSI HRS VSAT T ….. BCE SSYS TU BBRY PSTG ARRS TDS ACIA=Bottom (Computer Hardware/Telecom)
FINA(85): -0.89% Top=WU PYPL BOFI SLM SEIC ICE APO ARCC ….. BAC EWBC BX KEY BGCP C VOYA MS=Bottom (Banks/Financials)
META(31): -1.14% Top=SSRI CLF NEM CENX AEM AA PAAS STLD ….. SCCO CCJ TX AGI TAHO SLCA FMSA SND=Bottom (Metals & Mining)
ENER(92): -1.93% Top=PAA OII MDU KOS HES NOV APA SE ….. CPG WPX ATW RICE BAS LPI RRC 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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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