daytrend

02/14/2020

Filed under: Market Stats — daytrend @ 5:57 pm

Market Stats at End of Day
by daytrend on 20200214. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20200214 EOD)
28.9% of stocks are above yesterday’s high.
56.9% are above yesterday’s midpoint. (43.1% are below.)
19.7% are below yesterday’s low.
51.4% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
38.1% of stocks with today’s low < yesterday’s low. (61.9% greater than).

EVIDENCE OF INTRADAY TREND (20200214 EOD)
46.9% of stocks are above today’s open. (52.3% are below).
43.6% of stocks are above today’s open and yesterday’s close.
45.2% are below both.
12.9% of stocks opened above yesterday’s high.
66.0% of stocks opened above yesterday’s close. (29.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20200214 EOD)
20.1% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20200214 EOD)
51.1% of stocks are above yesterday’s close. (48.9% are below.)
2.1% are up 4.5% or more. 1.9% are down 4.5% or more.
3.2% are up 3.5% or more. 3.4% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20200214 EOD)
2-day: >=95:13.7%…>=90:22.0%…>=80:34.1%…>=50:58.6%…<=20:13.8%…<=10:4.9%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.2%…>=50:64.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:62.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20200214 EOD)
28.9% above previous 1 highs, 19.7% below previous 1 lows
23.5% above previous 2 highs, 16.3% below previous 2 lows
21.0% above previous 3 highs, 11.6% below previous 3 lows
20.5% above previous 4 highs, 7.4% below previous 4 lows
19.7% above previous 5 highs, 6.7% below previous 5 lows
17.2% above previous 6 highs, 6.5% below previous 6 lows
16.4% above previous 7 highs, 6.1% below previous 7 lows
15.9% above previous 8 highs, 5.2% below previous 8 lows
15.9% above previous 9 highs, 4.4% below previous 9 lows
15.7% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20200214 EOD)
51.1% are above or equal to 2/13 close (1 days ago), 48.9% are below.
50.8% are above or equal to 2/12 close (2 days ago), 49.2% are below.
65.8% are above or equal to 2/11 close (3 days ago), 34.2% are below.
74.6% are above or equal to 2/10 close (4 days ago), 25.4% are below.
74.3% are above or equal to 2/7 close (5 days ago), 25.7% are below.
61.4% are above or equal to 2/6 close (6 days ago), 38.6% are below.
57.0% are above or equal to 2/5 close (7 days ago), 43.0% are below.
71.4% are above or equal to 2/4 close (8 days ago), 28.6% are below.
79.5% are above or equal to 2/3 close (9 days ago), 20.5% are below.
80.4% are above or equal to 1/31 close (10 days ago), 19.6% are below.
69.4% are above or equal to 1/30 close (11 days ago), 30.6% are below.
68.1% are above or equal to 1/29 close (12 days ago), 31.9% are below.
64.3% are above or equal to 1/28 close (13 days ago), 35.7% are below.
69.1% are above or equal to 1/27 close (14 days ago), 30.9% are below.
58.8% are above or equal to 1/24 close (15 days ago), 41.2% are below.
52.1% are above or equal to 1/23 close (16 days ago), 47.9% are below.
52.7% are above or equal to 1/22 close (17 days ago), 47.3% are below.
52.3% are above or equal to 1/21 close (18 days ago), 47.7% are below.
50.4% are above or equal to 1/17 close (19 days ago), 49.6% are below.
51.5% are above or equal to 1/16 close (20 days ago), 48.5% are below.
56.1% are above or equal to 1/15 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20200214 EOD)
20d: 19.1% new highs, 5.9% new lows
21d: 19.1% new highs, 5.6% new lows
42d: 17.9% new highs, 4.9% new lows
63d: 17.1% new highs, 4.0% new lows
126d: 14.4% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20200214 EOD)
2-day: 50.5% above, 49.5% below
3-day: 51.0% above, 49.0% below
4-day: 56.9% above, 43.1% below
5-day: 64.4% above, 35.6% below
8-day: 65.3% above, 34.7% below
10-day: 70.5% above, 29.5% below
20-day: 63.7% above, 36.3% below
50-day: 61.3% above, 38.7% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20200214 EOD)
REAL(102): 0.90% Top=IIPR SBRA DLR HTA RPAI EXR VTR COLD ….. DRH ALLY SKT GEO SC STOR ARI ABR=Bottom (Real Estate)
DISV(45): 0.72% Top=TNET HCSG LOPE SCI ATGE MCO GPN LAUR ….. WW ULTA AVYA KBR KTOS EEFT URI R=Bottom (Diversified Services)
CHEM(24): 0.65% Top=CC TROX ALB OLN SHW NGVT AXTA APD ….. IFF ASH POL HUN CF WLK NTR MOS=Bottom (Chemicals/Fertilizers)
COSW(115): 0.56% Top=SVMK GDDY AYX BKI MIME CDLX WORK TLRA ….. MDRX IBM DDOG YELP APPS LYFT GLUU CARG=Bottom (Computer Software/Internet)
MATE(27): 0.17% Top=SRCL RSG WY VMC WM TMHC JELD WCN ….. SUM DAR PWR OC TOL SKY MAS FLR=Bottom (Materials & Construction)
LEIS(38): 0.14% Top=EXPE PLNT DPZ ARMK SEAS BLMN QSR TXRH ….. EAT WYNN MAR TSG CCL LVS RRR MLCO=Bottom (Leisure)
FINA(85): -0.09% Top=SPCE ICE CME PYPL OMF NDAQ SLM CBOE ….. FNB SNV WBS FHI WDR FHN JHG ESNT=Bottom (Banks/Financials)
HEAL(43): -0.14% Top=DXCM PODD BDX SYK NTRA EW ABMD HOLX ….. UHS UNH CNC THC TVTY GKOS IRWD SDC=Bottom (Health)
CONS(55): -0.16% Top=IRBT NWL FNKO UAA TPX SPB TPR SEE ….. GPK EPC SONO SKX MAT CROX YETI GT=Bottom (Consumer)
RETA(51): -0.29% Top=EBAY JWN EYE SFIX CVNA HD ROST QRTEA ….. KR DKS BLDR SBH DBI SIG CPRI BBBY=Bottom (Retail & Specialty Retail)
MANU(37): -0.41% Top=GTLS MHK ZBRA BLDP DHR XYL AQUA IR ….. WWD DE GNRC DDD EAF KMT TEX MRC=Bottom (Manufacturing)
ENER(60): -0.45% Top=VNOM OII PAGP PBF MMP PDCE PAA WES ….. APA DVN CLR NBL OVV SM CRC MRO=Bottom (Energy)
INSU(34): -0.47% Top=EHTH CLGX SLF BHF AJG BRO AFL PFG ….. MMC UNM RDN AXS PRU MTG AIG TRUP=Bottom (Insurance)
COHW(36): -0.47% Top=ATUS MAXR TMUS CCI COMM TDC CDW KN ….. VIAV NTAP AUDC JNPR VG SSYS STX ANET=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.74% Top=NVDA KEYS AMD SNPS FSLR CRUS IPHI TRMB ….. LSCC JBL QRVO SWKS TER DIOD SPWR IPGP=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -1.19% Top=XPO UPS KSU CNI CHRW CSX UNP DAL ….. TRN SAVE STNG FDX UAL AAL JBHT TNK=Bottom (Transportation)
META(21): -1.63% Top=WPM LTHM FNV KL SSRM NEM AG PAAS ….. NUE X STLD FCX CLF TECK EGO AEM=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 End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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