daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 11:14 am

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.

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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/

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