daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 9:47 am ET
by daytrend on 20170215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170215 9:47 am ET)
22.9% of stocks are above yesterday’s high.
67.9% are above yesterday’s midpoint. (32.1% are below.)
9.9% are below yesterday’s low.
67.1% are inside yesterday’s range.
36.9% of stocks with today’s high > yesterday’s high. (63.1% less than).
20.9% of stocks with today’s low < yesterday’s low. (79.1% greater than).

EVIDENCE OF INTRADAY TREND (20170215 9:47 am ET)
55.9% of stocks are above today’s open. (41.8% are below).
41.3% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
14.2% of stocks opened above yesterday’s high.
33.1% of stocks opened above yesterday’s close. (61.9% opened below yesterday’s close).
6.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170215 9:47 am ET)
17.4% of stocks are in the top 10% of today’s range.
29.0% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20170215 9:47 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.5% are up 3.5% or more. 0.6% are down 3.5% or more.
80.4% are between +1% and -1%.

RSI on DAILY (20170215 9:47 am ET)
2-day: >=95:18.4%…>=90:25.0%…>=80:38.2%…>=50:65.7%…<=20:12.5%…<=10:5.7%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.9%…>=50:74.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:73.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 9:47 am ET)
22.9% above previous 1 highs, 9.9% below previous 1 lows
16.5% above previous 2 highs, 9.1% below previous 2 lows
14.8% above previous 3 highs, 6.7% below previous 3 lows
14.3% above previous 4 highs, 5.6% below previous 4 lows
14.0% above previous 5 highs, 3.7% below previous 5 lows
13.5% above previous 6 highs, 3.3% below previous 6 lows
12.7% above previous 7 highs, 3.2% below previous 7 lows
12.4% above previous 8 highs, 2.6% below previous 8 lows
12.4% above previous 9 highs, 1.8% below previous 9 lows
11.5% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 9:47 am ET)
52.2% are above or equal to 2/14 close (1 days ago), 47.8% are below.
60.7% are above or equal to 2/13 close (2 days ago), 39.3% are below.
63.4% are above or equal to 2/10 close (3 days ago), 36.6% are below.
73.1% are above or equal to 2/9 close (4 days ago), 26.9% are below.
79.5% are above or equal to 2/8 close (5 days ago), 20.5% are below.
80.9% are above or equal to 2/7 close (6 days ago), 19.1% are below.
76.9% are above or equal to 2/6 close (7 days ago), 23.1% are below.
71.0% are above or equal to 2/3 close (8 days ago), 29.0% are below.
78.7% are above or equal to 2/2 close (9 days ago), 21.3% are below.
78.1% are above or equal to 2/1 close (10 days ago), 21.9% are below.
75.1% are above or equal to 1/31 close (11 days ago), 24.9% are below.
75.7% are above or equal to 1/30 close (12 days ago), 24.3% are below.
68.6% are above or equal to 1/27 close (13 days ago), 31.4% are below.
62.6% are above or equal to 1/26 close (14 days ago), 37.4% are below.
60.1% are above or equal to 1/25 close (15 days ago), 39.9% are below.
64.4% are above or equal to 1/24 close (16 days ago), 35.6% are below.
72.0% are above or equal to 1/23 close (17 days ago), 28.0% are below.
70.5% are above or equal to 1/20 close (18 days ago), 29.5% are below.
73.6% are above or equal to 1/19 close (19 days ago), 26.4% are below.
70.5% are above or equal to 1/18 close (20 days ago), 29.5% are below.
69.7% are above or equal to 1/17 close (21 days ago), 30.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 9:47 am ET)
20d: 14.5% new highs, 2.2% new lows
21d: 13.4% new highs, 2.2% new lows
42d: 11.5% new highs, 1.1% new lows
63d: 10.4% new highs, 0.6% new lows
126d: 9.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 9:47 am ET)
2-day: 50.5% above, 49.5% below
3-day: 57.6% above, 42.4% below
4-day: 62.0% above, 38.0% below
5-day: 65.8% above, 34.2% below
8-day: 76.0% above, 24.0% below
10-day: 75.7% above, 24.3% below
20-day: 73.1% above, 26.9% below
50-day: 69.5% above, 30.5% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 9:47 am ET)
HEAL(44): 0.61% Top=IART CYH DXCM A AET BSX WCG THC ….. SYK PKI ESRX IRWD UHS ABT TMO XRAY=Bottom (Health)
TRAN(27): 0.37% Top=JBLU DAL AAL UAL LUV YRCW SAVE XPO ….. CNI KSU GWR UNP NSC NAT BRS CSX=Bottom (Transportation)
FINA(86): 0.37% Top=OMF WETF ETFC BAC SYF IVZ CMA SCHW ….. ISBC PBCT JNS ICE CLNS BKU NAVI EFX=Bottom (Banks/Financials)
RETA(59): 0.31% Top=RH JWN GNC SHLD JCP KSS W PIR ….. DKS AN WMT BABA BURL PAG SFM GES=Bottom (Retail & Specialty Retail)
MATE(24): 0.30% Top=WCN LEN TOL FLR CAA SUM KBH DHI ….. RSG USG MDR WM DAR MLM FAST SRCL=Bottom (Materials & Construction)
ELEC(47): 0.18% Top=CSIQ CY PI CRUS FSLR KEYS ON SIMO ….. MXL TRMB INTC MU BRKR APH JBL OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.11% Top=CAR YY ZTO ACM INFO BAH VNTV KBR ….. PAYX MYGN TAL SBAC GPN FDC VRSK CXW=Bottom (Diversified Services)
MANU(34): 0.08% Top=PH ITT AME MWA CAT DOV DCI MHK ….. DHR TTC AOS CFX DE ATI EMR MRC=Bottom (Manufacturing)
CHEM(27): 0.08% Top=PAH MON CC HUN ALB OLN SMG IFF ….. PX APD DOW MOS SHW WLK VSM CF=Bottom (Chemicals/Fertilizers)
COSW(78): 0.04% Top=VIPS YELP TWTR NTES CSRA GRUB BIDU ZEN ….. ATVI SQ MDSO XRX MBLY SYMC ATHM LC=Bottom (Computer Software/Internet)
ENER(91): -0.05% Top=FANG SWN GPOR RRC AR DCP XOG ETE ….. OII SPN MPLX CXO CVI XEC SN SEP=Bottom (Energy)
LEIS(32): -0.13% Top=BYD GPRO CMG EXPE MGM QSR SEAS HLT ….. STAY WYNN EAT DNKN DRI YUMC H WYN=Bottom (Leisure)
COHW(38): -0.25% Top=S VIAV QCOM AAPL MSI CSCO JNPR VRSN ….. TMUS VZ NTAP CIEN CCI VG ACIA FNSR=Bottom (Computer Hardware/Telecom)
INSU(31): -0.28% Top=PGR LNC MET UNM CNO TMK MTG XL ….. CINF AXS ORI FNF FAF CLGX AFSI AIG=Bottom (Insurance)
CONS(53): -0.31% Top=PG KS COTY IP WRK WHR KMB PKG ….. SKX PBI COLM CSL VFC WWW UAA FOSL=Bottom (Consumer)
REAL(90): -1.07% Top=ALLY BAM NYRT CBG RLGY AMT CSAL NLY ….. NNN EXR OHI CBL DDR HST WPG SKT=Bottom (Real Estate)
META(31): -1.19% Top=X AKS CMC NUE STLD AGI ARNC CLF ….. FCX CCJ AA SSRI SLCA AG TECK PAAS=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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