daytrend

02/14/2017

Filed under: Market Stats — daytrend @ 11:56 am

Market Stats at 11:56 am ET
by daytrend on 20170214. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170214 11:56 am ET)
18.5% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
22.1% are below yesterday’s low.
59.3% are inside yesterday’s range.
35.8% of stocks with today’s high > yesterday’s high. (64.2% less than).
55.1% of stocks with today’s low < yesterday’s low. (44.9% greater than).

EVIDENCE OF INTRADAY TREND (20170214 11:56 am ET)
56.0% of stocks are above today’s open. (42.6% are below).
42.3% of stocks are above today’s open and yesterday’s close.
39.4% 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 11:56 am ET)
15.4% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
60.8% are in the top half. 39.2% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20170214 11:56 am ET)
46.4% of stocks are above yesterday’s close. (53.6% are below.)
1.0% are up 4.5% or more. 0.1% are down 4.5% or more.
1.9% are up 3.5% or more. 0.5% are down 3.5% or more.
70.3% are between +1% and -1%.

RSI on DAILY (20170214 11:56 am ET)
2-day: >=95:16.1%…>=90:25.5%…>=80:34.7%…>=50:64.4%…<=20:8.0%…<=10:2.8%…<=5:0.6%…
9-day: >=95:0.1%…>=90:0.5%…>=80:5.7%…>=50:73.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:72.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170214 11:56 am ET)
18.5% above previous 1 highs, 22.1% below previous 1 lows
16.5% above previous 2 highs, 10.0% below previous 2 lows
15.9% above previous 3 highs, 4.9% below previous 3 lows
15.7% above previous 4 highs, 2.5% below previous 4 lows
15.2% above previous 5 highs, 1.8% below previous 5 lows
14.2% above previous 6 highs, 1.7% below previous 6 lows
14.0% above previous 7 highs, 1.3% below previous 7 lows
13.6% above previous 8 highs, 1.1% below previous 8 lows
12.3% above previous 9 highs, 1.0% below previous 9 lows
11.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170214 11:56 am ET)
46.4% are above or equal to 2/13 close (1 days ago), 53.6% are below.
59.9% are above or equal to 2/10 close (2 days ago), 40.1% are below.
70.9% are above or equal to 2/9 close (3 days ago), 29.1% are below.
79.4% are above or equal to 2/8 close (4 days ago), 20.6% are below.
81.2% are above or equal to 2/7 close (5 days ago), 18.8% are below.
75.0% are above or equal to 2/6 close (6 days ago), 25.0% are below.
71.5% are above or equal to 2/3 close (7 days ago), 28.5% are below.
77.3% are above or equal to 2/2 close (8 days ago), 22.7% are below.
76.3% are above or equal to 2/1 close (9 days ago), 23.7% are below.
74.3% are above or equal to 1/31 close (10 days ago), 25.7% are below.
74.2% are above or equal to 1/30 close (11 days ago), 25.8% are below.
67.0% are above or equal to 1/27 close (12 days ago), 33.0% are below.
59.6% are above or equal to 1/26 close (13 days ago), 40.4% are below.
57.7% are above or equal to 1/25 close (14 days ago), 42.3% are below.
62.4% are above or equal to 1/24 close (15 days ago), 37.6% are below.
71.9% are above or equal to 1/23 close (16 days ago), 28.1% are below.
69.4% are above or equal to 1/20 close (17 days ago), 30.6% are below.
72.6% are above or equal to 1/19 close (18 days ago), 27.4% are below.
68.8% are above or equal to 1/18 close (19 days ago), 31.2% are below.
69.3% are above or equal to 1/17 close (20 days ago), 30.7% are below.
69.0% are above or equal to 1/13 close (21 days ago), 31.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170214 11:56 am ET)
20d: 14.1% new highs, 2.6% new lows
21d: 13.6% new highs, 2.4% new lows
42d: 11.5% new highs, 1.3% new lows
63d: 10.3% new highs, 0.7% new lows
126d: 8.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170214 11:56 am ET)
2-day: 45.1% above, 54.9% below
3-day: 54.1% above, 45.9% below
4-day: 62.4% above, 37.6% below
5-day: 69.7% above, 30.3% below
8-day: 73.7% above, 26.3% below
10-day: 77.0% above, 23.0% below
20-day: 71.4% above, 28.6% below
50-day: 69.1% above, 30.9% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170214 11:56 am ET)
RETA(60): 1.08% Top=SHLD WSM SPLS JCP BBY KSS SIG BBBY ….. CVS DKS BID KR SFM GNC NFLX BABA=Bottom (Retail & Specialty Retail)
FINA(86): 0.84% Top=OMF WAL STT BKU SIVB CFG CMA BAC ….. WDR BLK SEIC APO ICE CME BOFI IVZ=Bottom (Banks/Financials)
DISV(44): 0.46% Top=TRU SCI AMN FDC MMS ZTO HRB CAR ….. RRD FLT ROL SBAC SERV KBR RBA YY=Bottom (Diversified Services)
CONS(53): 0.33% Top=KATE GPK COTY HBI CRI PVH FOSL UAA ….. ATR PG TPX SKX CSL CCK OI FBHS=Bottom (Consumer)
HEAL(44): 0.21% Top=AET UHS XRAY HLS PRXL BKD ALGN STE ….. BAX WCG BDX EW NUVA BSX VWR HOLX=Bottom (Health)
COHW(38): 0.19% Top=ACIA S INFN ARRS VRSN VIAV CIEN AAPL ….. CTL TMUS ZAYO BBRY VZ CCI TDC WDC=Bottom (Computer Hardware/Telecom)
INSU(31): 0.18% Top=CNO LNC AIZ UNM PRU AIG HIG FAF ….. ORI WLTW ALL FNF RDN AFSI PGR AXS=Bottom (Insurance)
LEIS(32): 0.09% Top=GPRO ARMK BLMN TXRH CMG DNKN SONC YUM ….. DRI SHAK LVS MGM BYD STAY WYNN YUMC=Bottom (Leisure)
COSW(78): 0.05% Top=TWTR MSCI DNB YELP WUBA MDRX XRX CERN ….. CSRA SABR ZEN MBLY ATHM NTES LC TWLO=Bottom (Computer Software/Internet)
ELEC(46): -0.06% Top=OCLR PI FSLR NVDA SIMO AMBA ON FLEX ….. MPWR TRMB JBL CAVM XLNX AYI MU AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): -0.22% Top=HLX PTEN NFX ETE OII OAS HP ETP ….. APC CRZO CVX LPI SM OXY NBL APA=Bottom (Energy)
META(31): -0.29% Top=CCJ SLCA FMSA CNX SND ARNC CLF AA ….. ABX AGI NUE FNV TECK GG X AKS=Bottom (Metals & Mining)
TRAN(27): -0.36% Top=XPO YRCW EXPD UPS CP CSX BRS UAL ….. ODFL KSU AAL JBLU TRN ALK SAVE SWFT=Bottom (Transportation)
MATE(24): -0.55% Top=MDR USG WCN FLR FAST WM DAR SRCL ….. KBH TOL DHI MAS TPH LEN MLM WY=Bottom (Materials & Construction)
CHEM(27): -0.57% Top=SMG HUN PPG APD PAH EMN POT MON ….. DOW CE ASH FMC GRA CF IFF ALB=Bottom (Chemicals/Fertilizers)
MANU(34): -0.61% Top=TEX MRC DDD ROK SNA PH MHK HON ….. AOS SWK FLS XYL PNR DE KMT ATI=Bottom (Manufacturing)
REAL(90): -0.63% Top=JLL SC VNO ALLY CBG RLGY SLG AMH ….. O CBL GPT VTR HCP CLI CUBE DDR=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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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