daytrend

03/02/2017

Filed under: Market Stats — daytrend @ 2:51 pm

Market Stats at 2:50 pm ET
by daytrend on 20170302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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

COMPARED TO YESTERDAY’S RANGE (20170302 2:50 pm ET)
10.6% of stocks are above yesterday’s high.
36.6% are above yesterday’s midpoint. (63.4% are below.)
31.3% are below yesterday’s low.
58.2% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND (20170302 2:50 pm ET)
34.7% of stocks are above today’s open. (63.9% are below).
24.4% of stocks are above today’s open and yesterday’s close.
62.1% are below both.
3.1% of stocks opened above yesterday’s high.
23.9% of stocks opened above yesterday’s close. (71.3% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170302 2:50 pm ET)
11.4% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
27.4% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20170302 2:50 pm ET)
27.8% of stocks are above yesterday’s close. (72.2% are below.)
0.9% are up 4.5% or more. 2.4% are down 4.5% or more.
1.5% are up 3.5% or more. 4.3% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY (20170302 2:50 pm ET)
2-day: >=95:3.4%…>=90:6.7%…>=80:13.8%…>=50:44.8%…<=20:13.6%…<=10:7.0%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.3%…>=50:62.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:66.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170302 2:50 pm ET)
10.6% above previous 1 highs, 31.3% below previous 1 lows
8.5% above previous 2 highs, 12.1% below previous 2 lows
7.7% above previous 3 highs, 10.6% below previous 3 lows
7.0% above previous 4 highs, 7.4% below previous 4 lows
6.0% above previous 5 highs, 6.7% below previous 5 lows
4.9% above previous 6 highs, 6.1% below previous 6 lows
4.7% above previous 7 highs, 5.2% below previous 7 lows
4.6% above previous 8 highs, 4.8% below previous 8 lows
4.6% above previous 9 highs, 4.7% below previous 9 lows
4.5% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170302 2:50 pm ET)
27.8% are above or equal to 3/1 close (1 days ago), 72.2% are below.
71.0% are above or equal to 2/28 close (2 days ago), 29.0% are below.
51.4% are above or equal to 2/27 close (3 days ago), 48.6% are below.
57.5% are above or equal to 2/24 close (4 days ago), 42.5% are below.
58.4% are above or equal to 2/23 close (5 days ago), 41.6% are below.
52.1% are above or equal to 2/22 close (6 days ago), 47.9% are below.
44.5% are above or equal to 2/21 close (7 days ago), 55.5% are below.
56.7% are above or equal to 2/17 close (8 days ago), 43.3% are below.
57.1% are above or equal to 2/16 close (9 days ago), 42.9% are below.
52.9% are above or equal to 2/15 close (10 days ago), 47.1% are below.
56.6% are above or equal to 2/14 close (11 days ago), 43.4% are below.
59.5% are above or equal to 2/13 close (12 days ago), 40.5% are below.
62.1% are above or equal to 2/10 close (13 days ago), 37.9% are below.
66.0% are above or equal to 2/9 close (14 days ago), 34.0% are below.
70.0% are above or equal to 2/8 close (15 days ago), 30.0% are below.
72.8% are above or equal to 2/7 close (16 days ago), 27.2% are below.
69.7% are above or equal to 2/6 close (17 days ago), 30.3% are below.
67.2% are above or equal to 2/3 close (18 days ago), 32.8% are below.
72.8% are above or equal to 2/2 close (19 days ago), 27.2% are below.
71.1% are above or equal to 2/1 close (20 days ago), 28.9% are below.
68.5% are above or equal to 1/31 close (21 days ago), 31.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170302 2:50 pm ET)
20d: 7.7% new highs, 4.4% new lows
21d: 7.6% new highs, 4.4% new lows
42d: 6.8% new highs, 2.6% new lows
63d: 6.0% new highs, 2.2% new lows
126d: 5.5% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170302 2:50 pm ET)
2-day: 26.4% above, 73.6% below
3-day: 50.0% above, 50.0% below
4-day: 48.6% above, 51.4% below
5-day: 51.7% above, 48.3% below
8-day: 51.6% above, 48.4% below
10-day: 52.5% above, 47.5% below
20-day: 63.4% above, 36.6% below
50-day: 66.7% above, 33.3% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170302 2:50 pm ET)
RETA(62): 1.47% Top=ANF BLDR BBY BURL URBN GES AEO GPS ….. W EBAY BABA LOW TIF NFLX GNC KR=Bottom (Retail & Specialty Retail)
CONS(52): -0.08% Top=WWW LULU UAA GT HBI SKX FL VFC ….. EL BMS CCK KATE BLL TPX COTY PBI=Bottom (Consumer)
ELEC(48): -0.25% Top=AMBA OCLR CSIQ SPWR CY AMKR FSLR AVGO ….. MXL BRKR PI SNPS SWKS QRVO NVDA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): -0.31% Top=MOH THC DVA VAR IRWD BSX ALGN NUVA ….. PKI A EW CNC XRAY UHS VWR OPK=Bottom (Health)
LEIS(37): -0.35% Top=PK JACK DPZ HLT DRI ARMK BLMN SIX ….. EXPE STAY MGM HGV WYNN LVS ZOES SHAK=Bottom (Leisure)
REAL(99): -0.39% Top=OUT CBL DRE CBG FR AKR AMT VTR ….. BXP HPT ESRT SLG BRX CLI SC MPW=Bottom (Real Estate)
MATE(26): -0.41% Top=GMS TOL PHM EME WY DHI WCN RSG ….. TPH USG FLR MLM PWR VMC DAR MDR=Bottom (Materials & Construction)
DISV(45): -0.57% Top=RRD ULTA AMN ALLE SBAC SCI INFO HRB ….. TAL LDOS WTW YY URI FDC ILG RBA=Bottom (Diversified Services)
COSW(83): -0.60% Top=NTNX TRI VIPS DOX SYMC EPAM BLKB AKAM ….. ZEN DATA VEEV NOW GRUB NTES TWLO ATHM=Bottom (Computer Software/Internet)
INSU(32): -0.88% Top=CLGX TRV PGR FNF MMC CNO FAF AXS ….. BRO MET AJG PRU LNC UNM MTG RDN=Bottom (Insurance)
COHW(39): -1.00% Top=PANW BBRY CIEN VZ TMUS CSCO VRSN CDW ….. ARRS CTL WDC FNSR VIAV UBNT GOGO PSTG=Bottom (Computer Hardware/Telecom)
CHEM(27): -1.04% Top=ALB FMC DD DOW MON PPG IFF SHW ….. EMN AGU POT MOS APD HUN TROX CC=Bottom (Chemicals/Fertilizers)
MANU(41): -1.36% Top=LII BDC ROP GE ITW MHK DHR PH ….. ZBRA MRC CFX RS ATKR KMT ATI CAT=Bottom (Manufacturing)
ENER(92): -1.42% Top=WMB WPZ AR FTI XOM MPC PAA NFX ….. HLX PDCE HFC WLL CPE OAS SN CRZO=Bottom (Energy)
TRAN(24): -1.49% Top=KSU CNI CHRW UNP NSC CP EXPD UPS ….. DAL AAL SWFT UAL JBLU TRN ALK SAVE=Bottom (Transportation)
FINA(86): -1.49% Top=BMO LM PYPL WDR IVZ WETF EFX PSEC ….. TCB MTB RF FITB AMTD CFG EWBC BOFI=Bottom (Banks/Financials)
META(31): -4.29% Top=CCJ NUE NEM SLCA CNX SCCO TX SLW ….. AGI CMC CDE CENX PAAS CLF AG SSRI=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 2:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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