daytrend

02/28/2017

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 9:32 am ET
by daytrend on 20170228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 858.

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

COMPARED TO YESTERDAY’S RANGE (20170228 9:32 am ET)
4.4% of stocks are above yesterday’s high.
45.3% are above yesterday’s midpoint. (54.7% are below.)
13.5% are below yesterday’s low.
82.1% are inside yesterday’s range.
10.0% of stocks with today’s high > yesterday’s high. (90.0% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20170228 9:32 am ET)
39.5% of stocks are above today’s open. (53.4% are below).
14.7% of stocks are above today’s open and yesterday’s close.
48.8% are below both.
3.6% of stocks opened above yesterday’s high.
20.3% of stocks opened above yesterday’s close. (74.6% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170228 9:32 am ET)
15.7% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
47.9% are in the top half. 52.1% of stocks are in the bottom half of today’s range.
27.0% are in the bottom 20%.
20.3% are in the bottom 10%.

GAIN (20170228 9:32 am ET)
23.0% of stocks are above yesterday’s close. (77.0% are below.)
0.5% are up 4.5% or more. 0.9% are down 4.5% or more.
0.9% are up 3.5% or more. 1.2% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY (20170228 9:32 am ET)
2-day: >=95:2.3%…>=90:5.9%…>=80:10.3%…>=50:40.6%…<=20:20.4%…<=10:10.6%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.1%…>=50:62.7%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:66.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170228 9:32 am ET)
4.4% above previous 1 highs, 13.5% below previous 1 lows
3.8% above previous 2 highs, 6.4% below previous 2 lows
2.7% above previous 3 highs, 5.5% below previous 3 lows
2.4% above previous 4 highs, 4.9% below previous 4 lows
2.2% above previous 5 highs, 4.2% below previous 5 lows
2.1% above previous 6 highs, 3.6% below previous 6 lows
1.9% above previous 7 highs, 3.5% below previous 7 lows
1.9% above previous 8 highs, 3.4% below previous 8 lows
1.7% above previous 9 highs, 3.1% below previous 9 lows
1.7% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170228 9:32 am ET)
23.0% are above or equal to 2/27 close (1 days ago), 77.0% are below.
52.2% are above or equal to 2/24 close (2 days ago), 47.8% are below.
51.3% are above or equal to 2/23 close (3 days ago), 48.7% are below.
45.6% are above or equal to 2/22 close (4 days ago), 54.4% are below.
38.3% are above or equal to 2/21 close (5 days ago), 61.7% are below.
51.9% are above or equal to 2/17 close (6 days ago), 48.1% are below.
53.4% are above or equal to 2/16 close (7 days ago), 46.6% are below.
47.8% are above or equal to 2/15 close (8 days ago), 52.2% are below.
54.0% are above or equal to 2/14 close (9 days ago), 46.0% are below.
57.9% are above or equal to 2/13 close (10 days ago), 42.1% are below.
60.1% are above or equal to 2/10 close (11 days ago), 39.9% are below.
65.3% are above or equal to 2/9 close (12 days ago), 34.7% are below.
71.2% are above or equal to 2/8 close (13 days ago), 28.8% are below.
72.0% are above or equal to 2/7 close (14 days ago), 28.0% are below.
70.3% are above or equal to 2/6 close (15 days ago), 29.7% are below.
67.4% are above or equal to 2/3 close (16 days ago), 32.6% are below.
71.8% are above or equal to 2/2 close (17 days ago), 28.2% are below.
69.9% are above or equal to 2/1 close (18 days ago), 30.1% are below.
68.6% are above or equal to 1/31 close (19 days ago), 31.4% are below.
69.7% are above or equal to 1/30 close (20 days ago), 30.3% are below.
66.0% are above or equal to 1/27 close (21 days ago), 34.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170228 9:32 am ET)
20d: 3.0% new highs, 2.4% new lows
21d: 3.0% new highs, 2.4% new lows
42d: 2.6% new highs, 2.0% new lows
63d: 2.2% new highs, 1.5% new lows
126d: 1.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170228 9:32 am ET)
2-day: 20.2% above, 79.8% below
3-day: 38.6% above, 61.4% below
4-day: 47.0% above, 53.0% below
5-day: 45.2% above, 54.8% below
8-day: 45.5% above, 54.5% below
10-day: 48.0% above, 52.0% below
20-day: 64.8% above, 35.2% below
50-day: 68.6% above, 31.4% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170228 9:32 am ET)
META(31): 0.19% Top=X AKS AG SSRI TAHO PAAS FNV CDE ….. TECK AA SLCA CNX CCJ FMSA SND CENX=Bottom (Metals & Mining)
CHEM(27): -0.08% Top=ALB PAH HUN IFF APD SMG AXTA RPM ….. OLN CC VSM WLK TROX GRA MOS CF=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.08% Top=STAY DPZ EXPE WYN YUMC RCL WEN SBUX ….. QSR WYNN MGM GPRO LQ SHAK SONC SEAS=Bottom (Leisure)
MANU(40): -0.11% Top=BWXT ROP KMT GE HON AME FLS RS ….. CFX LII BDC MWA ZBRA ATI DDD MFS=Bottom (Manufacturing)
TRAN(24): -0.19% Top=CSX WAB UNP KSU NSC LUV ALK FDX ….. CP SAVE UAL TK SWFT GWR TRN XPO=Bottom (Transportation)
CONS(52): -0.21% Top=CHD ENR GPK HBI COLM EL BLL KMB ….. IP WHR FL CRI OI LULU GT WWW=Bottom (Consumer)
COHW(39): -0.31% Top=NTAP ZAYO CIEN AAPL VIAV S ACIA VRSN ….. BCE TU VG FNSR QCOM INFN SSYS WIN=Bottom (Computer Hardware/Telecom)
INSU(29): -0.34% Top=RDN TRV WLTW CINF ALL AIG AJG VR ….. CLGX FAF PRU LNC SLF FNF AGO AFSI=Bottom (Insurance)
COSW(81): -0.34% Top=WUBA BIDU NTES JD IBM CERN EPAM XRX ….. FEYE ZEN TWLO SQ BLKB RHT TRIP WDAY=Bottom (Computer Software/Internet)
MATE(26): -0.36% Top=SRCL MLM VMC SUM DAR WM LEN GMS ….. FLR USG TOL CAA WY PWR MDR KBH=Bottom (Materials & Construction)
ELEC(48): -0.37% Top=CY OCLR HIMX AMD AMBA NVDA PI KLAC ….. FLEX ON MSCC XPER CSIQ SPWR FSLR JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(97): -0.45% Top=PSA CONE UNIT ARI EXR MPW FCH ACC ….. PEB NNN STOR CBL APLE RLGY ALLY O=Bottom (Real Estate)
DISV(45): -0.45% Top=PCLN WTW YY ALLE SBAC RRD TAL FLT ….. FDC TRU AMN MYGN URI ATHN CXW ZTO=Bottom (Diversified Services)
FINA(86): -0.49% Top=BMO WDR PSEC WU ARCC BK AXP DFS ….. FNB AMG JNS BKU SCHW OMF ETFC AMTD=Bottom (Banks/Financials)
ENER(91): -0.72% Top=DK CVI PBF HFC OKS VLO EOG MPC ….. LPI SPN ATW RRC CPG HLX RSPP CPE=Bottom (Energy)
HEAL(46): -0.81% Top=ALGN BAX IART NUVA BDX AET ZBH BCR ….. MD HLS DXCM CYH TVTY IRWD PRAH THC=Bottom (Health)
RETA(60): -1.16% Top=GNC KAR AMZN LB NFLX BURL WFM DKS ….. WMT KSS JCP CASY GME BIG SIG TGT=Bottom (Retail & Specialty Retail)

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 9:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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