daytrend

02/14/2017

Filed under: Market Stats — daytrend @ 10:56 am

Market Stats at 10:56 am ET
by daytrend on 20170214. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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 (20170214 10:56 am ET)
15.8% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
23.8% are below yesterday’s low.
60.4% are inside yesterday’s range.
31.8% of stocks with today’s high > yesterday’s high. (68.2% less than).
52.9% of stocks with today’s low < yesterday’s low. (47.1% greater than).

EVIDENCE OF INTRADAY TREND (20170214 10:56 am ET)
51.9% of stocks are above today’s open. (47.5% are below).
37.4% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
7.1% of stocks opened above yesterday’s high.
31.1% of stocks opened above yesterday’s close. (62.7% opened below yesterday’s close).
15.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170214 10:56 am ET)
17.8% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
55.4% are in the top half. 44.6% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20170214 10:56 am ET)
41.0% of stocks are above yesterday’s close. (59.0% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.4% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20170214 10:56 am ET)
2-day: >=95:15.4%…>=90:23.2%…>=80:31.7%…>=50:60.5%…<=20:10.4%…<=10:3.1%…<=5:1.2%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.3%…>=50:72.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:70.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170214 10:56 am ET)
15.8% above previous 1 highs, 23.8% below previous 1 lows
14.4% above previous 2 highs, 12.4% below previous 2 lows
13.9% above previous 3 highs, 6.8% below previous 3 lows
13.6% above previous 4 highs, 3.6% below previous 4 lows
13.4% above previous 5 highs, 2.9% below previous 5 lows
12.8% above previous 6 highs, 2.3% below previous 6 lows
12.4% above previous 7 highs, 1.9% below previous 7 lows
12.0% above previous 8 highs, 1.4% below previous 8 lows
10.8% above previous 9 highs, 1.2% below previous 9 lows
10.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170214 10:56 am ET)
41.0% are above or equal to 2/13 close (1 days ago), 59.0% are below.
57.2% are above or equal to 2/10 close (2 days ago), 42.8% are below.
69.4% are above or equal to 2/9 close (3 days ago), 30.6% are below.
76.8% are above or equal to 2/8 close (4 days ago), 23.2% are below.
79.5% are above or equal to 2/7 close (5 days ago), 20.5% are below.
73.6% are above or equal to 2/6 close (6 days ago), 26.4% are below.
69.5% are above or equal to 2/3 close (7 days ago), 30.5% are below.
76.8% are above or equal to 2/2 close (8 days ago), 23.2% are below.
75.2% are above or equal to 2/1 close (9 days ago), 24.8% are below.
73.1% are above or equal to 1/31 close (10 days ago), 26.9% are below.
73.9% are above or equal to 1/30 close (11 days ago), 26.1% are below.
67.2% are above or equal to 1/27 close (12 days ago), 32.8% are below.
58.6% are above or equal to 1/26 close (13 days ago), 41.4% are below.
56.0% are above or equal to 1/25 close (14 days ago), 44.0% are below.
61.8% are above or equal to 1/24 close (15 days ago), 38.2% are below.
69.5% are above or equal to 1/23 close (16 days ago), 30.5% are below.
69.5% are above or equal to 1/20 close (17 days ago), 30.5% are below.
72.1% are above or equal to 1/19 close (18 days ago), 27.9% are below.
67.9% are above or equal to 1/18 close (19 days ago), 32.1% are below.
68.3% are above or equal to 1/17 close (20 days ago), 31.7% are below.
68.4% are above or equal to 1/13 close (21 days ago), 31.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170214 10:56 am ET)
20d: 12.2% new highs, 2.3% new lows
21d: 11.8% new highs, 2.0% new lows
42d: 9.8% new highs, 1.1% new lows
63d: 8.9% new highs, 0.6% new lows
126d: 7.4% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170214 10:56 am ET)
2-day: 40.0% above, 60.0% below
3-day: 50.2% above, 49.8% below
4-day: 59.6% above, 40.4% below
5-day: 67.6% above, 32.4% below
8-day: 70.8% above, 29.2% below
10-day: 74.5% above, 25.5% below
20-day: 70.6% above, 29.4% below
50-day: 68.5% above, 31.5% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170214 10:56 am ET)
RETA(60): 1.00% Top=SHLD JCP WSM SIG GES KSS ANF SPLS ….. WFM CVS DKS GNC KR BABA SFM NFLX=Bottom (Retail & Specialty Retail)
FINA(86): 0.92% Top=OMF WAL BKU SIVB CFG BAC TCB STT ….. CME EV AMG CLNS APO SEIC IVZ WDR=Bottom (Banks/Financials)
INSU(31): 0.28% Top=LNC CNO AIZ UNM MET AIG PRU CINF ….. VR AON AFSI WLTW ALL FNF AXS PGR=Bottom (Insurance)
CONS(53): 0.28% Top=GPK HBI PVH KATE CRI COTY COLM WWW ….. SKX CL CSL KS PG MAT KMB FBHS=Bottom (Consumer)
HEAL(44): 0.25% Top=UHS ALGN XRAY AET PRXL HLS BKD ABMD ….. PKI NUVA HRC ESRX ZBH BSX VWR HOLX=Bottom (Health)
DISV(44): 0.23% Top=TRU SCI AMN MMS WTW CAR FDC AL ….. FLT ACM ROL MYGN SBAC YY KBR RBA=Bottom (Diversified Services)
LEIS(32): 0.16% Top=GPRO ARMK DNKN BLMN CMG TXRH SONC SIX ….. BYD HLT DRI MGM WYNN STAY QSR YUMC=Bottom (Leisure)
COSW(78): -0.05% Top=MSCI TWTR YELP DNB MDRX GRUB CERN XRX ….. ADSK MTCH ZEN LC SABR SQ NTES TWLO=Bottom (Computer Software/Internet)
COHW(38): -0.05% Top=ACIA INFN S FNSR VRSN HPQ ARRS PSTG ….. ZAYO BBRY TMUS CCI TDC VZ WDC VG=Bottom (Computer Hardware/Telecom)
TRAN(27): -0.24% Top=XPO YRCW EXPD NSC UNP GWR UPS JBHT ….. SWFT AAL DAL UAL TRN NAT SAVE ALK=Bottom (Transportation)
ELEC(46): -0.29% Top=OCLR PI NVDA MCHP FSLR ON MSCC FLEX ….. TRMB MPWR CAVM JBL XLNX AYI MU AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): -0.44% Top=PTEN OAS WLL NFX HLX HP RES ETP ….. LPI BAS CVX OXY SM GPOR NBL APA=Bottom (Energy)
META(31): -0.46% Top=CCJ ARNC SND SLCA AA CLF TAHO PAAS ….. NEM GG NUE X FCX CMC TECK AKS=Bottom (Metals & Mining)
CHEM(27): -0.55% Top=SMG VSM PPG DD MOS MON AGU APD ….. WLK CE CC FMC GRA CF IFF ALB=Bottom (Chemicals/Fertilizers)
MANU(34): -0.58% Top=MRC ROK EMR ROP HON PH GE DDD ….. FLS XYL SWK MWA DE KMT AOS ATI=Bottom (Manufacturing)
MATE(24): -0.61% Top=MDR WCN FAST WM USG FLR SRCL PHM ….. TOL DHI KBH LEN TPH MAS WY MLM=Bottom (Materials & Construction)
REAL(90): -0.91% Top=JLL SC CBG ALLY VNO RLGY NRZ GEO ….. CBL SNH DDR CUBE O VER GPT CLI=Bottom (Real Estate)

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 10:56 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

Blog at WordPress.com.

%d bloggers like this: