daytrend

02/28/2017

Filed under: Market Stats — daytrend @ 3:18 pm

Market Stats at 3:17 pm 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 3:17 pm ET)
10.1% of stocks are above yesterday’s high.
32.6% are above yesterday’s midpoint. (67.4% are below.)
33.4% are below yesterday’s low.
56.4% are inside yesterday’s range.
31.8% of stocks with today’s high > yesterday’s high. (68.2% less than).
58.0% of stocks with today’s low < yesterday’s low. (42.0% greater than).

EVIDENCE OF INTRADAY TREND (20170228 3:17 pm ET)
33.1% of stocks are above today’s open. (65.3% are below).
21.1% of stocks are above today’s open and yesterday’s close.
63.1% 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 3:17 pm ET)
5.0% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
34.4% are in the top half. 65.6% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170228 3:17 pm ET)
24.1% of stocks are above yesterday’s close. (75.9% are below.)
0.8% are up 4.5% or more. 2.6% are down 4.5% or more.
1.0% are up 3.5% or more. 4.5% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20170228 3:17 pm ET)
2-day: >=95:4.4%…>=90:7.2%…>=80:12.5%…>=50:32.2%…<=20:30.0%…<=10:13.4%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.2%…>=50:57.8%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:61.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170228 3:17 pm ET)
10.1% above previous 1 highs, 33.4% below previous 1 lows
8.7% above previous 2 highs, 16.6% below previous 2 lows
6.1% above previous 3 highs, 14.1% below previous 3 lows
5.1% above previous 4 highs, 12.9% below previous 4 lows
4.9% above previous 5 highs, 11.9% below previous 5 lows
4.8% above previous 6 highs, 10.4% below previous 6 lows
4.1% above previous 7 highs, 9.9% below previous 7 lows
4.0% above previous 8 highs, 9.8% below previous 8 lows
3.7% above previous 9 highs, 8.9% below previous 9 lows
3.5% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170228 3:17 pm ET)
24.1% are above or equal to 2/27 close (1 days ago), 75.9% are below.
41.3% are above or equal to 2/24 close (2 days ago), 58.7% are below.
42.7% are above or equal to 2/23 close (3 days ago), 57.3% are below.
39.6% are above or equal to 2/22 close (4 days ago), 60.4% are below.
34.4% are above or equal to 2/21 close (5 days ago), 65.6% are below.
47.0% are above or equal to 2/17 close (6 days ago), 53.0% are below.
49.5% are above or equal to 2/16 close (7 days ago), 50.5% are below.
44.1% are above or equal to 2/15 close (8 days ago), 55.9% are below.
50.9% are above or equal to 2/14 close (9 days ago), 49.1% are below.
54.3% are above or equal to 2/13 close (10 days ago), 45.7% are below.
57.6% are above or equal to 2/10 close (11 days ago), 42.4% are below.
61.7% are above or equal to 2/9 close (12 days ago), 38.3% are below.
68.9% are above or equal to 2/8 close (13 days ago), 31.1% are below.
69.2% are above or equal to 2/7 close (14 days ago), 30.8% are below.
66.1% are above or equal to 2/6 close (15 days ago), 33.9% are below.
62.5% are above or equal to 2/3 close (16 days ago), 37.5% are below.
68.6% are above or equal to 2/2 close (17 days ago), 31.4% are below.
67.8% are above or equal to 2/1 close (18 days ago), 32.2% are below.
65.9% are above or equal to 1/31 close (19 days ago), 34.1% are below.
67.5% are above or equal to 1/30 close (20 days ago), 32.5% are below.
62.8% are above or equal to 1/27 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170228 3:17 pm ET)
20d: 10.7% new highs, 7.1% new lows
21d: 10.7% new highs, 7.1% new lows
42d: 9.2% new highs, 4.8% new lows
63d: 8.5% new highs, 3.4% new lows
126d: 6.5% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170228 3:17 pm ET)
2-day: 23.1% above, 76.9% below
3-day: 31.5% above, 68.5% below
4-day: 34.8% above, 65.2% below
5-day: 36.1% above, 63.9% below
8-day: 39.3% above, 60.7% below
10-day: 43.1% above, 56.9% below
20-day: 59.7% above, 40.3% below
50-day: 65.9% above, 34.1% below
200-day: 73.1% above, 26.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170228 3:17 pm ET)
CHEM(27): -0.02% Top=ALB HUN CE IFF APD OLN SMG EMN ….. PAH DD MOS DOW VSM POT AGU TROX=Bottom (Chemicals/Fertilizers)
INSU(29): -0.11% Top=AFSI ALL PGR FNF MMC VR TRV HIG ….. ORI PRU CNO BRO LNC MTG SLF AGO=Bottom (Insurance)
META(31): -0.35% Top=TAHO SSRI X TX PAAS FNV AG NEM ….. AGI CCJ ARNC CLF ABX SLCA SND FMSA=Bottom (Metals & Mining)
LEIS(36): -0.42% Top=SEAS DPZ WYNN SIX TXRH WEN MCD SBUX ….. HLT YUMC PK SONC SHAK GPRO LQ ZOES=Bottom (Leisure)
DISV(45): -0.53% Top=WTW PCLN CAR SBAC HRB MYGN TAL ATHN ….. RBA ACM BAH CXW CNDT KBR RRD ZTO=Bottom (Diversified Services)
ENER(92): -0.59% Top=DK PBF HFC CVI KOS OKS RES PAA ….. DO TSO CPG CVE RSPP HLX CPE PDCE=Bottom (Energy)
MATE(26): -0.60% Top=DAR LEN WCN RSG WM MLM KBH DHI ….. EXP TPH MAS SUM FLR MDR PWR EME=Bottom (Materials & Construction)
HEAL(46): -0.61% Top=XRAY BAX IRWD ALGN BCR ABMD CYH SYK ….. BKD DXCM ESRX OPK TVTY PRXL PRAH THC=Bottom (Health)
COSW(81): -0.66% Top=WUBA HPE NTES SABR BIDU EPAM CSC IBM ….. ATHM SQ CSRA MBLY BLKB TWLO TRIP WDAY=Bottom (Computer Software/Internet)
REAL(97): -0.71% Top=ARI AMT DFT CONE AIV NLY UNIT DLR ….. DDR CBL LHO ALLY O DRH GEO APLE=Bottom (Real Estate)
CONS(52): -0.77% Top=ENR CL CCK BERY GIL CHD BLL ECL ….. LULU WWW FOSL CRI SKX COLM HBI UAA=Bottom (Consumer)
TRAN(24): -0.82% Top=CHRW AAL UNP ALK KSU NSC JBLU CSX ….. XPO TK CNI SAVE UAL JBHT SWFT TRN=Bottom (Transportation)
FINA(86): -0.83% Top=APO LM LAZ CLNS STT CFG BOFI JPM ….. FNB TD SYF WETF OMF SCHW ETFC AMTD=Bottom (Banks/Financials)
COHW(38): -0.92% Top=NTAP CCI WDC VIAV STX GOGO TMUS COMM ….. CTL HRS BCE TU INFN TDS SSYS WIN=Bottom (Computer Hardware/Telecom)
MANU(40): -1.08% Top=BWXT TEX ITW ROK MFS ATKR DE SWK ….. CFX ATI BDC MRC FLS ITT MWA DDD=Bottom (Manufacturing)
ELEC(48): -1.54% Top=CY AMKR KEYS KLAC XLNX FTV APH SIMO ….. XPER MSCC CSIQ SPWR OCLR AYI AMD FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -2.57% Top=ORLY MELI LB KAR AAP HD COST AMZN ….. BBY FINL SHLD JCP RH GME TGT SIG=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 3:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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