daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 10:07 am ET
by daytrend on 20170215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, Y

Market Stats at 11:12 am ET
by daytrend on 20170215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20170215 11:12 am ET)
33.1% of stocks are above yesterday’s high.
69.4% are above yesterday’s midpoint. (30.6% are below.)
9.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
50.8% of stocks with today’s high > yesterday’s high. (49.2% less than).
26.0% of stocks with today’s low < yesterday’s low. (74.0% greater than).

EVIDENCE OF INTRADAY TREND (20170215 11:12 am ET)
61.6% of stocks are above today’s open. (36.6% are below).
48.5% of stocks are above today’s open and yesterday’s close.
31.4% 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 11:12 am ET)
21.1% of stocks are in the top 10% of today’s range.
33.3% are in the top 20%.
67.0% are in the top half. 33.0% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170215 11:12 am ET)
55.8% of stocks are above yesterday’s close. (44.2% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.0% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20170215 11:12 am ET)
2-day: >=95:22.7%…>=90:30.5%…>=80:43.0%…>=50:67.4%…<=20:12.5%…<=10:4.8%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.2%…>=50:75.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:74.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 11:12 am ET)
33.1% above previous 1 highs, 9.8% below previous 1 lows
25.2% above previous 2 highs, 8.1% below previous 2 lows
23.5% above previous 3 highs, 6.5% below previous 3 lows
22.7% above previous 4 highs, 4.8% below previous 4 lows
21.7% above previous 5 highs, 3.7% below previous 5 lows
21.0% above previous 6 highs, 3.3% below previous 6 lows
20.4% above previous 7 highs, 2.7% below previous 7 lows
19.8% above previous 8 highs, 2.5% below previous 8 lows
19.6% above previous 9 highs, 1.8% below previous 9 lows
18.6% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 11:12 am ET)
55.8% are above or equal to 2/14 close (1 days ago), 44.2% are below.
62.6% are above or equal to 2/13 close (2 days ago), 37.4% are below.
65.8% are above or equal to 2/10 close (3 days ago), 34.2% are below.
73.7% are above or equal to 2/9 close (4 days ago), 26.3% are below.
80.2% are above or equal to 2/8 close (5 days ago), 19.8% are below.
80.4% are above or equal to 2/7 close (6 days ago), 19.6% are below.
77.3% are above or equal to 2/6 close (7 days ago), 22.7% are below.
72.4% are above or equal to 2/3 close (8 days ago), 27.6% are below.
79.2% are above or equal to 2/2 close (9 days ago), 20.8% are below.
78.6% are above or equal to 2/1 close (10 days ago), 21.4% are below.
76.1% are above or equal to 1/31 close (11 days ago), 23.9% are below.
76.8% are above or equal to 1/30 close (12 days ago), 23.2% are below.
69.1% are above or equal to 1/27 close (13 days ago), 30.9% are below.
63.3% are above or equal to 1/26 close (14 days ago), 36.7% are below.
60.7% are above or equal to 1/25 close (15 days ago), 39.3% are below.
64.8% are above or equal to 1/24 close (16 days ago), 35.2% are below.
72.3% are above or equal to 1/23 close (17 days ago), 27.7% are below.
70.6% are above or equal to 1/20 close (18 days ago), 29.4% are below.
73.6% are above or equal to 1/19 close (19 days ago), 26.4% are below.
70.7% are above or equal to 1/18 close (20 days ago), 29.3% are below.
70.6% are above or equal to 1/17 close (21 days ago), 29.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 11:12 am ET)
20d: 21.3% new highs, 2.5% new lows
21d: 20.1% new highs, 2.5% new lows
42d: 16.6% new highs, 1.4% new lows
63d: 14.9% new highs, 1.0% new lows
126d: 12.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 11:12 am ET)
2-day: 54.0% above, 46.0% below
3-day: 60.2% above, 39.8% below
4-day: 62.5% above, 37.5% below
5-day: 67.7% above, 32.3% below
8-day: 76.0% above, 24.0% below
10-day: 77.1% above, 22.9% below
20-day: 73.8% above, 26.2% below
50-day: 70.0% above, 30.0% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 11:12 am ET)
TRAN(27): 1.11% Top=LUV DAL UAL AAL JBLU XPO SAVE ALK ….. KSU UNP NSC UPS CNI CSX NAT BRS=Bottom (Transportation)
FINA(86): 0.68% Top=OMF BAC CMA WETF BX SCHW KEY BLK ….. PBCT FHN UMPQ JNS BKU EFX NAVI CLNS=Bottom (Banks/Financials)
HEAL(44): 0.62% Top=IART DXCM CYH PRXL ACHC A ALGN AET ….. SYK BCR CNC ESRX VWR WCG ANTM STE=Bottom (Health)
LEIS(32): 0.49% Top=BYD WYN MGM HLT GPRO MAR SEAS EXPE ….. DNKN YUMC CCL WEN SONC EAT DRI TXRH=Bottom (Leisure)
DISV(45): 0.48% Top=YY ZTO R CAR RHI JEC FDC SERV ….. MMS TAL SBAC GPN HRB RRD CXW VRSK=Bottom (Diversified Services)
ELEC(47): 0.46% Top=PI ADI CY CRUS FSLR ON CREE AMAT ….. NVDA APH TXN OCLR SPWR TRMB AMKR BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.27% Top=WCN KBH SUM LEN FLR CAA DHI RSG ….. PHM WY OC FAST USG SRCL MDR MLM=Bottom (Materials & Construction)
COSW(78): 0.21% Top=SHOP NTES JD ZEN YHOO TRIP VIPS SPLK ….. ADSK MDSO TWTR NTNX TWLO FEYE ATHM LC=Bottom (Computer Software/Internet)
RETA(59): 0.07% Top=RH LOW KAR SIG JCP BBY HD JWN ….. GPS FINL DLTR BURL SFM TLRD DKS GES=Bottom (Retail & Specialty Retail)
MANU(34): 0.02% Top=PH ITT AME ROP CFX SNA SWK CAT ….. XYL DDD AGCO EMR ATI AOS MRC DE=Bottom (Manufacturing)
INSU(31): -0.10% Top=PGR LNC TMK VR UNM CNO TRV PRU ….. HIG FNF WLTW AXS ORI FAF AFSI AIG=Bottom (Insurance)
CONS(53): -0.14% Top=PG KS BC KMB SEE WRK GPK GT ….. CRI ATR VFC COLM TPX OI PBI FOSL=Bottom (Consumer)
CHEM(27): -0.15% Top=MON OLN CC ALB IFF SMG PAH EMN ….. DOW RPM MOS POT VSM AGU HUN CF=Bottom (Chemicals/Fertilizers)
COHW(38): -0.17% Top=S ZAYO VIAV ACIA CSCO WDC QCOM PSTG ….. VZ CTL CCI UBNT CIEN INFN VG FNSR=Bottom (Computer Hardware/Telecom)
ENER(91): -0.42% Top=FANG DCP PAA AR XOG MMP FTI APA ….. PBF RIG RDC HLX HP NBR ATW DO=Bottom (Energy)
REAL(90): -0.78% Top=BAM CBG ALLY TWO BXP NYRT JLL RLGY ….. WRI CIM KIM OHI SKT DDR WPG CBL=Bottom (Real Estate)
META(31): -1.41% Top=NUE X CMC AKS STLD ABX CLF ARNC ….. CDE TAHO SLCA AG SSRI CCJ 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 11:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

OU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170215 10:07 am ET)
21.4% of stocks are above yesterday’s high.
63.7% are above yesterday’s midpoint. (36.3% are below.)
10.4% are below yesterday’s low.
68.2% are inside yesterday’s range.
42.7% of stocks with today’s high > yesterday’s high. (57.3% less than).
23.2% of stocks with today’s low < yesterday’s low. (76.8% greater than).

EVIDENCE OF INTRADAY TREND (20170215 10:07 am ET)
50.4% of stocks are above today’s open. (47.3% are below).
35.6% of stocks are above today’s open and yesterday’s close.
38.7% 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 10:07 am ET)
11.9% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20170215 10:07 am ET)
46.4% of stocks are above yesterday’s close. (53.6% are below.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.0% are down 3.5% or more.
79.8% are between +1% and -1%.

RSI on DAILY (20170215 10:07 am ET)
2-day: >=95:16.6%…>=90:22.7%…>=80:35.8%…>=50:60.1%…<=20:12.9%…<=10:4.4%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:6.1%…>=50:74.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:73.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 10:07 am ET)
21.4% above previous 1 highs, 10.4% below previous 1 lows
15.9% above previous 2 highs, 8.7% below previous 2 lows
14.5% above previous 3 highs, 6.3% below previous 3 lows
14.0% above previous 4 highs, 4.5% below previous 4 lows
13.3% above previous 5 highs, 3.1% below previous 5 lows
12.9% above previous 6 highs, 2.9% below previous 6 lows
12.4% above previous 7 highs, 2.0% below previous 7 lows
12.1% above previous 8 highs, 1.6% below previous 8 lows
11.9% above previous 9 highs, 1.2% below previous 9 lows
11.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 10:07 am ET)
46.4% are above or equal to 2/14 close (1 days ago), 53.6% are below.
57.6% are above or equal to 2/13 close (2 days ago), 42.4% are below.
62.5% are above or equal to 2/10 close (3 days ago), 37.5% are below.
71.6% are above or equal to 2/9 close (4 days ago), 28.4% are below.
78.5% are above or equal to 2/8 close (5 days ago), 21.5% are below.
80.8% are above or equal to 2/7 close (6 days ago), 19.2% are below.
75.9% are above or equal to 2/6 close (7 days ago), 24.1% are below.
71.2% are above or equal to 2/3 close (8 days ago), 28.8% are below.
79.0% are above or equal to 2/2 close (9 days ago), 21.0% are below.
77.8% are above or equal to 2/1 close (10 days ago), 22.2% are below.
74.7% are above or equal to 1/31 close (11 days ago), 25.3% are below.
75.0% are above or equal to 1/30 close (12 days ago), 25.0% are below.
67.5% are above or equal to 1/27 close (13 days ago), 32.5% are below.
62.7% are above or equal to 1/26 close (14 days ago), 37.3% are below.
58.7% are above or equal to 1/25 close (15 days ago), 41.3% are below.
64.8% are above or equal to 1/24 close (16 days ago), 35.2% are below.
72.5% are above or equal to 1/23 close (17 days ago), 27.5% are below.
70.8% are above or equal to 1/20 close (18 days ago), 29.2% are below.
72.5% are above or equal to 1/19 close (19 days ago), 27.5% are below.
70.0% are above or equal to 1/18 close (20 days ago), 30.0% are below.
69.9% are above or equal to 1/17 close (21 days ago), 30.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 10:07 am ET)
20d: 16.7% new highs, 2.2% new lows
21d: 15.5% new highs, 2.2% new lows
42d: 13.5% new highs, 1.1% new lows
63d: 12.2% new highs, 0.6% new lows
126d: 10.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 10:07 am ET)
2-day: 44.6% above, 55.4% below
3-day: 52.2% above, 47.8% below
4-day: 56.8% above, 43.2% below
5-day: 63.4% above, 36.6% below
8-day: 74.1% above, 25.9% below
10-day: 74.9% above, 25.1% below
20-day: 73.1% above, 26.9% below
50-day: 69.9% above, 30.1% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 10:07 am ET)
HEAL(44): 0.74% Top=IART CYH DXCM ACHC AET A BKD BSX ….. BCR WCG DVA VWR SYK TMO ESRX XRAY=Bottom (Health)
TRAN(27): 0.27% Top=JBLU DAL LUV UAL AAL SAVE ALK XPO ….. SWFT CNI KSU UNP NSC NAT CSX BRS=Bottom (Transportation)
DISV(45): 0.21% Top=YY ZTO MYGN WEX RHI FLT BAH INFO ….. TRU JEC SBAC RRD TAL URI CXW VRSK=Bottom (Diversified Services)
MATE(24): 0.21% Top=WCN USG LEN FLR KBH SUM CAA EXP ….. WM TOL WY PWR SRCL MDR FAST MLM=Bottom (Materials & Construction)
FINA(86): 0.20% Top=OMF WETF BAC CMA ETFC SEIC TROW BX ….. SLM WU PBCT EFX NAVI CLNS FII BKU=Bottom (Banks/Financials)
RETA(59): 0.13% Top=RH JWN JCP GME CVS GNC W WFM ….. AEO SHLD CHS SPLS BURL URBN GES BABA=Bottom (Retail & Specialty Retail)
COSW(78): -0.02% Top=SHOP NTES YELP JD VIPS TRIP GRUB CRM ….. WUBA SYMC ADSK XRX MDSO TWLO ATHM LC=Bottom (Computer Software/Internet)
LEIS(32): -0.05% Top=BYD CMG EXPE GPRO SIX MGM ARMK SEAS ….. SONC DNKN TXRH WEN CCL DRI EAT YUMC=Bottom (Leisure)
ELEC(47): -0.08% Top=PI WAT CY FSLR CRUS ON AYI KEYS ….. AMD TXN SIMO SPWR MU TRMB AMKR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.14% Top=PH AME ITT XYL MWA BWXT ROP SWK ….. AGCO KMT AOS TEX MRC ATI DE EMR=Bottom (Manufacturing)
CONS(53): -0.18% Top=PG COTY KS CRI CHD WRK PKG KMB ….. ECL UAA PVH CSL VFC PBI TPX FOSL=Bottom (Consumer)
CHEM(27): -0.33% Top=MON CC SMG OLN IFF PAH ALB AXTA ….. APD WLK RPM DOW MOS HUN VSM CF=Bottom (Chemicals/Fertilizers)
COHW(38): -0.36% Top=VIAV S ZAYO QCOM AAPL CSCO BCE JNPR ….. NTAP ARRS ANET CCI CIEN VG FNSR ACIA=Bottom (Computer Hardware/Telecom)
ENER(91): -0.42% Top=FANG GPOR DCP SWN AR RRC RICE MMP ….. PBF SPN HLX SEP DO NBR SN PTEN=Bottom (Energy)
INSU(31): -0.44% Top=PGR VR AON AGO UNM TMK MET BRO ….. CNO ORI L AXS HIG FAF AFSI AIG=Bottom (Insurance)
REAL(90): -0.76% Top=ALLY BAM CBG RLGY NYRT BXP VNO CLI ….. RLJ CIM CBL WPG DRH HST DDR SKT=Bottom (Real Estate)
META(31): -1.33% Top=X AKS NUE CMC STLD AGI GG SCCO ….. FMSA FCX SLCA SSRI TECK AG CCJ 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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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