daytrend

02/10/2017

Filed under: Market Stats — daytrend @ 10:30 am

Market Stats at 10:29 am ET
by daytrend on 20170210. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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 (20170210 10:29 am ET)
31.3% of stocks are above yesterday’s high.
75.0% are above yesterday’s midpoint. (25.0% are below.)
5.9% are below yesterday’s low.
62.9% are inside yesterday’s range.
59.4% of stocks with today’s high > yesterday’s high. (40.6% less than).
15.8% of stocks with today’s low < yesterday’s low. (84.2% greater than).

EVIDENCE OF INTRADAY TREND (20170210 10:29 am ET)
48.1% of stocks are above today’s open. (50.8% are below).
44.9% of stocks are above today’s open and yesterday’s close.
28.5% are below both.
29.5% of stocks opened above yesterday’s high.
75.1% of stocks opened above yesterday’s close. (21.9% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170210 10:29 am ET)
16.3% of stocks are in the top 10% of today’s range.
26.5% are in the top 20%.
50.4% are in the top half. 49.6% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170210 10:29 am ET)
68.4% of stocks are above yesterday’s close. (31.6% are below.)
0.8% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 0.5% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20170210 10:29 am ET)
2-day: >=95:13.5%…>=90:26.1%…>=80:47.7%…>=50:80.4%…<=20:6.3%…<=10:2.8%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.6%…>=50:73.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170210 10:29 am ET)
31.3% above previous 1 highs, 5.9% below previous 1 lows
29.8% above previous 2 highs, 3.1% below previous 2 lows
23.5% above previous 3 highs, 2.6% below previous 3 lows
19.8% above previous 4 highs, 2.2% below previous 4 lows
17.5% above previous 5 highs, 2.0% below previous 5 lows
16.2% above previous 6 highs, 1.7% below previous 6 lows
14.9% above previous 7 highs, 1.3% below previous 7 lows
14.0% above previous 8 highs, 1.2% below previous 8 lows
13.5% above previous 9 highs, 1.0% below previous 9 lows
11.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170210 10:29 am ET)
68.4% are above or equal to 2/9 close (1 days ago), 31.6% are below.
81.2% are above or equal to 2/8 close (2 days ago), 18.8% are below.
79.9% are above or equal to 2/7 close (3 days ago), 20.1% are below.
73.2% are above or equal to 2/6 close (4 days ago), 26.8% are below.
64.0% are above or equal to 2/3 close (5 days ago), 36.0% are below.
76.5% are above or equal to 2/2 close (6 days ago), 23.5% are below.
74.9% are above or equal to 2/1 close (7 days ago), 25.1% are below.
71.0% are above or equal to 1/31 close (8 days ago), 29.0% are below.
71.4% are above or equal to 1/30 close (9 days ago), 28.6% are below.
61.1% are above or equal to 1/27 close (10 days ago), 38.9% are below.
54.9% are above or equal to 1/26 close (11 days ago), 45.1% are below.
51.6% are above or equal to 1/25 close (12 days ago), 48.4% are below.
59.2% are above or equal to 1/24 close (13 days ago), 40.8% are below.
69.6% are above or equal to 1/23 close (14 days ago), 30.4% are below.
68.0% are above or equal to 1/20 close (15 days ago), 32.0% are below.
71.9% are above or equal to 1/19 close (16 days ago), 28.1% are below.
65.6% are above or equal to 1/18 close (17 days ago), 34.4% are below.
65.6% are above or equal to 1/17 close (18 days ago), 34.4% are below.
64.4% are above or equal to 1/13 close (19 days ago), 35.6% are below.
67.5% are above or equal to 1/12 close (20 days ago), 32.5% are below.
64.0% are above or equal to 1/11 close (21 days ago), 36.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170210 10:29 am ET)
20d: 16.8% new highs, 1.2% new lows
21d: 16.4% new highs, 1.2% new lows
42d: 12.1% new highs, 0.6% new lows
63d: 10.9% new highs, 0.2% new lows
126d: 9.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170210 10:29 am ET)
2-day: 67.3% above, 32.7% below
3-day: 79.8% above, 20.2% below
4-day: 81.8% above, 18.2% below
5-day: 79.0% above, 21.0% below
8-day: 76.4% above, 23.6% below
10-day: 75.9% above, 24.1% below
20-day: 70.7% above, 29.3% below
50-day: 65.3% above, 34.7% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170210 10:29 am ET)
CONS(51): 1.24% Top=SKX COLM CRI WWW PVH RL NKE HBI ….. UAA TPX PG FL GPK SON CCK BMS=Bottom (Consumer)
COHW(37): 0.95% Top=INFN PSTG ZAYO CIEN FNSR VRSN CDW VG ….. VIAV CCI TMUS NTAP WDC VSAT ACIA TDC=Bottom (Computer Hardware/Telecom)
MATE(24): 0.91% Top=MAS VMC LEN MLM SUM USG TPH KBH ….. WM TOL PHM CAA WY WCN FLR PWR=Bottom (Materials & Construction)
META(31): 0.80% Top=FCX TECK AG SCCO SSRI SLCA ARNC PAAS ….. X CMC CENX AGI FMSA CNX AKS CLF=Bottom (Metals & Mining)
ENER(90): 0.61% Top=EGN SPN OII OAS CLR PE LPI WLL ….. ENLK AR PAGP ETE DK COG PAA CVI=Bottom (Energy)
CHEM(26): 0.55% Top=OLN MOS POT EMN HUN CC VSM IFF ….. APD FMC PAH SHW ASH ALB MON AXTA=Bottom (Chemicals/Fertilizers)
RETA(60): 0.54% Top=SFM ETSY DSW ANF GES GPS WSM W ….. SIG KMX TGT BID DKS RH WMT PIR=Bottom (Retail & Specialty Retail)
MANU(35): 0.51% Top=ROP TEX CAT MHK ATI IR MRC HON ….. AOS GE ETN MWA BWXT DDD DHR AGCO=Bottom (Manufacturing)
LEIS(32): 0.44% Top=DNKN DRI EAT BLMN QSR SONC SBUX YUM ….. MAR H LVS SEAS CCL MGM EXPE YUMC=Bottom (Leisure)
REAL(92): 0.42% Top=CBG JLL CXP RLGY CBL WPG STOR OHI ….. HR KRC CONE PSA AMT SC VTR DLR=Bottom (Real Estate)
INSU(33): 0.42% Top=CNO CLGX SLF RDN MBI AIZ MET MTG ….. PRU AFL AXS ORI WLTW ALL AJG FNF=Bottom (Insurance)
TRAN(27): 0.34% Top=SWFT CHRW JBHT UNP CNI CSX ODFL WAB ….. UAL BRS KSU DAL NSC ALK SAVE JBLU=Bottom (Transportation)
FINA(85): 0.20% Top=OMF IVZ WETF NAVI TROW AMG EFX PSEC ….. BGCP ICE MS BAC ETFC CLNS SIVB WU=Bottom (Banks/Financials)
COSW(80): 0.16% Top=ATVI NCR MDSO EA TTWO VIPS TRI SHOP ….. PTC ADSK WUBA BLKB ZEN CERN TWTR YELP=Bottom (Computer Software/Internet)
DISV(43): 0.01% Top=RBA CAR R WTW ZTO SCI CTAS RHI ….. ULTA BAH ADS CXW ACM SBAC ATHN G=Bottom (Diversified Services)
HEAL(44): -0.20% Top=VAR MOH OPK DXCM UNH HRC DVA LH ….. ALGN VWR ANTM A HOLX NUVA CYH BKD=Bottom (Health)
ELEC(45): -0.55% Top=SIMO FLEX MXL CAVM FTV JBL GRMN APH ….. IDTI MSCC MU AMKR CRUS NVDA OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:29 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: