daytrend

03/14/2017

Filed under: Market Stats — daytrend @ 1:26 pm

Market Stats at 2:26 pm ET
by daytrend on 20170314. 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 (20170314 2:26 pm ET)
6.0% of stocks are above yesterday’s high.
27.5% are above yesterday’s midpoint. (72.5% are below.)
40.4% are below yesterday’s low.
53.6% are inside yesterday’s range.
19.0% of stocks with today’s high > yesterday’s high. (81.0% less than).
73.8% of stocks with today’s low < yesterday’s low. (26.2% greater than).

EVIDENCE OF INTRADAY TREND (20170314 2:26 pm ET)
36.8% of stocks are above today’s open. (61.5% are below).
16.0% of stocks are above today’s open and yesterday’s close.
59.7% are below both.
2.1% of stocks opened above yesterday’s high.
10.6% of stocks opened above yesterday’s close. (86.0% opened below yesterday’s close).
24.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170314 2:26 pm ET)
7.2% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20170314 2:26 pm ET)
19.2% of stocks are above yesterday’s close. (80.8% are below.)
0.1% are up 4.5% or more. 1.5% are down 4.5% or more.
0.5% are up 3.5% or more. 3.4% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170314 2:26 pm ET)
2-day: >=95:1.9%…>=90:4.0%…>=80:8.9%…>=50:28.6%…<=20:34.0%…<=10:17.6%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:34.3%…<=20:3.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 2:26 pm ET)
6.0% above previous 1 highs, 40.4% below previous 1 lows
4.6% above previous 2 highs, 25.7% below previous 2 lows
3.5% above previous 3 highs, 15.7% below previous 3 lows
3.4% above previous 4 highs, 13.6% below previous 4 lows
2.9% above previous 5 highs, 12.8% below previous 5 lows
2.6% above previous 6 highs, 12.3% below previous 6 lows
2.0% above previous 7 highs, 12.3% below previous 7 lows
1.4% above previous 8 highs, 12.2% below previous 8 lows
0.8% above previous 9 highs, 12.1% below previous 9 lows
0.8% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 2:26 pm ET)
19.2% are above or equal to 3/13 close (1 days ago), 80.8% are below.
34.5% are above or equal to 3/10 close (2 days ago), 65.5% are below.
51.2% are above or equal to 3/9 close (3 days ago), 48.8% are below.
42.3% are above or equal to 3/8 close (4 days ago), 57.7% are below.
39.0% are above or equal to 3/7 close (5 days ago), 61.0% are below.
33.0% are above or equal to 3/6 close (6 days ago), 67.0% are below.
26.7% are above or equal to 3/3 close (7 days ago), 73.3% are below.
27.5% are above or equal to 3/2 close (8 days ago), 72.5% are below.
19.6% are above or equal to 3/1 close (9 days ago), 80.4% are below.
34.3% are above or equal to 2/28 close (10 days ago), 65.7% are below.
28.0% are above or equal to 2/27 close (11 days ago), 72.0% are below.
31.3% are above or equal to 2/24 close (12 days ago), 68.7% are below.
33.6% are above or equal to 2/23 close (13 days ago), 66.4% are below.
29.8% are above or equal to 2/22 close (14 days ago), 70.2% are below.
28.7% are above or equal to 2/21 close (15 days ago), 71.3% are below.
34.5% are above or equal to 2/17 close (16 days ago), 65.5% are below.
37.7% are above or equal to 2/16 close (17 days ago), 62.3% are below.
36.2% are above or equal to 2/15 close (18 days ago), 63.8% are below.
39.1% are above or equal to 2/14 close (19 days ago), 60.9% are below.
42.3% are above or equal to 2/13 close (20 days ago), 57.7% are below.
46.1% are above or equal to 2/10 close (21 days ago), 53.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 2:26 pm ET)
20d: 3.3% new highs, 22.9% new lows
21d: 3.2% new highs, 22.0% new lows
42d: 2.6% new highs, 12.9% new lows
63d: 2.4% new highs, 10.3% new lows
126d: 1.6% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 2:26 pm ET)
2-day: 17.6% above, 82.4% below
3-day: 26.8% above, 73.2% below
4-day: 35.3% above, 64.7% below
5-day: 36.7% above, 63.3% below
8-day: 32.9% above, 67.1% below
10-day: 27.6% above, 72.4% below
20-day: 31.1% above, 68.9% below
50-day: 49.9% above, 50.1% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 2:26 pm ET)
CONS(52): -0.17% Top=GT FOSL SEE GIL NKE HBI HAS LEG ….. SKX ECL WRK COTY MAT TPX PBI ELF=Bottom (Consumer)
RETA(61): -0.25% Top=SFM RH GES WMT GME KORS DSW BURL ….. ANF TLRD BLDR KMX BIG URBN SHLD GNC=Bottom (Retail & Specialty Retail)
INSU(31): -0.26% Top=AFSI XL CINF TRV VR CNO HIG L ….. MTG PRU LNC FNF MBI MET RDN SLF=Bottom (Insurance)
REAL(97): -0.27% Top=REG KRG KIM MAA AKR PSA FRT WRI ….. CBG HR MPW RLGY DDR ALLY DOC UNIT=Bottom (Real Estate)
LEIS(37): -0.47% Top=EAT MGM LVS TXRH SONC WYNN MCD JACK ….. CMG LQ RCL SHAK QSR DPZ YUMC GPRO=Bottom (Leisure)
FINA(87): -0.49% Top=WU NYCB AXP CBOE YRD DFS MTB TWNK ….. HBAN EV OMF RJF FNB TROW ZION LM=Bottom (Banks/Financials)
COHW(41): -0.56% Top=ARRS MSI JNPR CDW NMBL TDC ACIA CSCO ….. PANW SSYS PSTG INFN CIEN STX FNSR WIN=Bottom (Computer Hardware/Telecom)
DISV(44): -0.72% Top=ZTO CNDT RRD HRB ROL MAN PCLN TAL ….. ACM JEC FDC KBR MYGN URI YY WTW=Bottom (Diversified Services)
ELEC(47): -0.79% Top=HIMX CRUS FLEX JBL ADI QRVO CAVM BRKR ….. AMD SPWR SNPS FSLR AYI GLW PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): -0.82% Top=TWTR MSCI XRX IT ORCL VMW DOX EA ….. SHOP ATHM YELP FEYE TWLO TRIP CTXS TTD=Bottom (Computer Software/Internet)
HEAL(44): -0.84% Top=OPK EW IRWD VWR DGX DVA PKI VAR ….. HCA BKD ANTM UHS MOH CNC CYH THC=Bottom (Health)
CHEM(26): -0.91% Top=RPM PX IFF SMG PAH GRA MON HUN ….. APD FMC MOS AGU POT WLK TROX CF=Bottom (Chemicals/Fertilizers)
MANU(35): -0.99% Top=RS MWA ATKR TTC AOS ROP AGCO BWXT ….. CMI AME ROK FLS CFX EMR DDD MRC=Bottom (Manufacturing)
MATE(27): -1.02% Top=USG MAS KBH SRCL WM RSG WY TOL ….. TPH FLR EXP EME PWR MLM JELD MDR=Bottom (Materials & Construction)
TRAN(23): -1.57% Top=CSX UPS JBHT FDX EXPD CP CHRW WAB ….. UNP TRN AAL XPO LUV SAVE UAL GWR=Bottom (Transportation)
ENER(89): -1.92% Top=REN XEC APA INT PDCE SLB OXY BHI ….. CRC HLX BAS SPN WLL SN FRAC XOG=Bottom (Energy)
META(30): -2.24% Top=STLD ARNC GG NUE AKS CLF X CMC ….. PAAS AGI SSRI CDE AG CENX SLCA FMSA=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 2:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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