daytrend

02/13/2017

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 11:53 am ET
by daytrend on 20170213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.

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

COMPARED TO YESTERDAY’S RANGE (20170213 11:53 am ET)
35.7% of stocks are above yesterday’s high.
68.6% are above yesterday’s midpoint. (31.4% are below.)
9.7% are below yesterday’s low.
54.6% are inside yesterday’s range.
66.9% of stocks with today’s high > yesterday’s high. (33.1% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20170213 11:53 am ET)
47.7% of stocks are above today’s open. (51.0% are below).
44.4% of stocks are above today’s open and yesterday’s close.
32.7% are below both.
30.0% of stocks opened above yesterday’s high.
77.8% of stocks opened above yesterday’s close. (19.2% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170213 11:53 am ET)
8.2% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170213 11:53 am ET)
63.8% of stocks are above yesterday’s close. (36.2% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.5% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY (20170213 11:53 am ET)
2-day: >=95:19.8%…>=90:35.9%…>=80:51.7%…>=50:78.8%…<=20:4.6%…<=10:1.7%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.6%…>=50:76.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:75.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170213 11:53 am ET)
35.7% above previous 1 highs, 9.7% below previous 1 lows
32.1% above previous 2 highs, 4.3% below previous 2 lows
30.6% above previous 3 highs, 1.6% below previous 3 lows
27.6% above previous 4 highs, 1.3% below previous 4 lows
25.9% above previous 5 highs, 1.3% below previous 5 lows
24.1% above previous 6 highs, 1.2% below previous 6 lows
23.4% above previous 7 highs, 0.8% below previous 7 lows
20.5% above previous 8 highs, 0.8% below previous 8 lows
19.5% above previous 9 highs, 0.7% below previous 9 lows
18.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170213 11:53 am ET)
63.8% are above or equal to 2/10 close (1 days ago), 36.2% are below.
78.2% are above or equal to 2/9 close (2 days ago), 21.8% are below.
83.7% are above or equal to 2/8 close (3 days ago), 16.3% are below.
84.3% are above or equal to 2/7 close (4 days ago), 15.7% are below.
79.0% are above or equal to 2/6 close (5 days ago), 21.0% are below.
72.3% are above or equal to 2/3 close (6 days ago), 27.7% are below.
79.6% are above or equal to 2/2 close (7 days ago), 20.4% are below.
78.2% are above or equal to 2/1 close (8 days ago), 21.8% are below.
75.2% are above or equal to 1/31 close (9 days ago), 24.8% are below.
75.1% are above or equal to 1/30 close (10 days ago), 24.9% are below.
66.7% are above or equal to 1/27 close (11 days ago), 33.3% are below.
60.1% are above or equal to 1/26 close (12 days ago), 39.9% are below.
57.8% are above or equal to 1/25 close (13 days ago), 42.2% are below.
62.7% are above or equal to 1/24 close (14 days ago), 37.3% are below.
72.8% are above or equal to 1/23 close (15 days ago), 27.2% are below.
71.1% are above or equal to 1/20 close (16 days ago), 28.9% are below.
72.9% are above or equal to 1/19 close (17 days ago), 27.1% are below.
69.2% are above or equal to 1/18 close (18 days ago), 30.8% are below.
69.4% are above or equal to 1/17 close (19 days ago), 30.6% are below.
68.5% are above or equal to 1/13 close (20 days ago), 31.5% are below.
68.9% are above or equal to 1/12 close (21 days ago), 31.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170213 11:53 am ET)
20d: 23.9% new highs, 0.8% new lows
21d: 23.5% new highs, 0.6% new lows
42d: 18.9% new highs, 0.4% new lows
63d: 17.4% new highs, 0.2% new lows
126d: 14.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170213 11:53 am ET)
2-day: 62.8% above, 37.2% below
3-day: 73.0% above, 27.0% below
4-day: 80.1% above, 19.9% below
5-day: 82.9% above, 17.1% below
8-day: 81.1% above, 18.9% below
10-day: 80.9% above, 19.1% below
20-day: 73.9% above, 26.1% below
50-day: 70.4% above, 29.6% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170213 11:53 am ET)
CHEM(26): 1.40% Top=CC MOS CF FMC HUN ASH POT PX ….. DD RPM PAH PPG APD MON GRA CE=Bottom (Chemicals/Fertilizers)
FINA(85): 0.95% Top=BOFI ETFC C VOYA CME ICE WBS SCHW ….. SEIC TROW APO CLNS WU WETF OMF KKR=Bottom (Banks/Financials)
MANU(34): 0.88% Top=ATI CAT SWK PH CMI ITT KMT ETN ….. MRC TEX CFX AME TTC DHR AGCO MWA=Bottom (Manufacturing)
DISV(44): 0.82% Top=MYGN ZTO CXW FDC MMS AMN SBAC AL ….. FLT RBA EEFT CAR ALLE RRD ULTA ACM=Bottom (Diversified Services)
COHW(37): 0.81% Top=ACIA FNSR INFN VIAV STX CIEN CCI VSAT ….. BCE VRSN VZ T S VG TMUS UBNT=Bottom (Computer Hardware/Telecom)
MATE(24): 0.67% Top=MDR WY USG SRCL EXP FLR SUM RSG ….. TPH LEN TOL DAR FAST PHM KBH DHI=Bottom (Materials & Construction)
TRAN(27): 0.60% Top=AAL LUV YRCW DAL UAL NSC CP GWR ….. CHRW WAB NAT ODFL TRN BRS JBHT SWFT=Bottom (Transportation)
META(31): 0.54% Top=CLF X CCJ NUE STLD AKS TECK SCCO ….. CDE TAHO HL FMSA GG AGI AEM AG=Bottom (Metals & Mining)
INSU(31): 0.53% Top=UNM MET AIZ CNO LNC TMK CINF PRU ….. MTG AON ORI CLGX BRO TRV PGR FAF=Bottom (Insurance)
ELEC(45): 0.36% Top=ON OCLR GRMN AMKR XLNX ADI FTV MRVL ….. CREE JBL SPWR MXL IDTI CAVM CRUS NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.32% Top=TWLO MDRX DNB CERN NUAN MSCI FEYE ZEN ….. VIPS YELP MDSO TRIP GRUB SPLK SABR ATVI=Bottom (Computer Software/Internet)
HEAL(44): 0.25% Top=OPK CNC ACHC ESRX DXCM WCG HRC TMO ….. CYH THC MD PRXL VAR ABMD MOH BKD=Bottom (Health)
REAL(91): 0.15% Top=GEO OHI RLGY AMT CUZ CBG VTR NRZ ….. HR ACC NNN MAC AVB AIV STOR UDR=Bottom (Real Estate)
LEIS(32): 0.11% Top=YUMC QSR GPRO MGM CMG CCL RCL YUM ….. WYN TXRH ARMK EAT DPZ DNKN EXPE SHAK=Bottom (Leisure)
CONS(53): -0.10% Top=GT SON CCK HAS CHD OI TPX BMS ….. WWW KATE KS UAA TUP SKX HBI COLM=Bottom (Consumer)
RETA(60): -0.33% Top=M BABA AMZN RH KAR CPRT BID FINL ….. TGT SFM PIR KSS WSM GPS BIG SHLD=Bottom (Retail & Specialty Retail)
ENER(91): -0.78% Top=VVV ENLK DO NFX XEC CPE WMB PBF ….. SM LPI RICE MRO SN WLL CRC REN=Bottom (Energy)

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 11:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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