daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 10:03 am

Market Stats at 10:03 am ET
by daytrend on 20170216. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170216 10:03 am ET)
20.0% of stocks are above yesterday’s high.
58.6% are above yesterday’s midpoint. (41.4% are below.)
12.1% are below yesterday’s low.
67.9% are inside yesterday’s range.
50.1% of stocks with today’s high > yesterday’s high. (49.9% less than).
19.1% of stocks with today’s low < yesterday’s low. (80.9% greater than).

EVIDENCE OF INTRADAY TREND (20170216 10:03 am ET)
37.7% of stocks are above today’s open. (59.7% are below).
32.5% of stocks are above today’s open and yesterday’s close.
51.4% are below both.
12.1% of stocks opened above yesterday’s high.
49.8% of stocks opened above yesterday’s close. (41.5% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170216 10:03 am ET)
9.7% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
32.5% are in the top half. 67.5% of stocks are in the bottom half of today’s range.
41.4% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN (20170216 10:03 am ET)
42.1% of stocks are above yesterday’s close. (57.9% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
1.7% are up 3.5% or more. 0.7% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20170216 10:03 am ET)
2-day: >=95:11.2%…>=90:16.7%…>=80:27.8%…>=50:66.2%…<=20:8.7%…<=10:3.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.8%…>=50:78.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 10:03 am ET)
20.0% above previous 1 highs, 12.1% below previous 1 lows
15.3% above previous 2 highs, 5.7% below previous 2 lows
12.6% above previous 3 highs, 5.0% below previous 3 lows
11.9% above previous 4 highs, 3.6% below previous 4 lows
10.9% above previous 5 highs, 2.0% below previous 5 lows
10.5% above previous 6 highs, 1.3% below previous 6 lows
9.5% above previous 7 highs, 1.3% below previous 7 lows
9.3% above previous 8 highs, 1.2% below previous 8 lows
9.2% above previous 9 highs, 1.2% below previous 9 lows
9.2% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 10:03 am ET)
42.1% are above or equal to 2/15 close (1 days ago), 57.9% are below.
59.5% are above or equal to 2/14 close (2 days ago), 40.5% are below.
68.1% are above or equal to 2/13 close (3 days ago), 31.9% are below.
68.5% are above or equal to 2/10 close (4 days ago), 31.5% are below.
77.0% are above or equal to 2/9 close (5 days ago), 23.0% are below.
81.7% are above or equal to 2/8 close (6 days ago), 18.3% are below.
82.7% are above or equal to 2/7 close (7 days ago), 17.3% are below.
79.7% are above or equal to 2/6 close (8 days ago), 20.3% are below.
75.7% are above or equal to 2/3 close (9 days ago), 24.3% are below.
80.5% are above or equal to 2/2 close (10 days ago), 19.5% are below.
80.5% are above or equal to 2/1 close (11 days ago), 19.5% are below.
77.1% are above or equal to 1/31 close (12 days ago), 22.9% are below.
77.4% are above or equal to 1/30 close (13 days ago), 22.6% are below.
71.2% are above or equal to 1/27 close (14 days ago), 28.8% are below.
66.5% are above or equal to 1/26 close (15 days ago), 33.5% are below.
63.4% are above or equal to 1/25 close (16 days ago), 36.6% are below.
66.6% are above or equal to 1/24 close (17 days ago), 33.4% are below.
74.8% are above or equal to 1/23 close (18 days ago), 25.2% are below.
72.8% are above or equal to 1/20 close (19 days ago), 27.2% are below.
75.8% are above or equal to 1/19 close (20 days ago), 24.2% are below.
72.4% are above or equal to 1/18 close (21 days ago), 27.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 10:03 am ET)
20d: 20.9% new highs, 1.0% new lows
21d: 20.6% new highs, 0.8% new lows
42d: 16.1% new highs, 0.5% new lows
63d: 14.7% new highs, 0.5% new lows
126d: 11.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 10:03 am ET)
2-day: 40.7% above, 59.3% below
3-day: 53.9% above, 46.1% below
4-day: 62.6% above, 37.4% below
5-day: 66.1% above, 33.9% below
8-day: 77.7% above, 22.3% below
10-day: 78.3% above, 21.7% below
20-day: 77.0% above, 23.0% below
50-day: 71.4% above, 28.6% below
200-day: 74.8% above, 25.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 10:03 am ET)
REAL(90): 0.85% Top=CIM HTA NLY PSA EXR HR EQC CUBE ….. BAM CBG ALLY LHO GEO RLGY MAC NYRT=Bottom (Real Estate)
META(31): 0.62% Top=GG ABX SSRI AG PAAS HL AGI CDE ….. STLD SCCO FCX AA X CENX TECK AEM=Bottom (Metals & Mining)
CHEM(26): 0.33% Top=IFF HUN FMC CF CE ALB DD DOW ….. APD RPM EMN AXTA AGU CC POT MOS=Bottom (Chemicals/Fertilizers)
COHW(38): 0.30% Top=NTAP CSCO WDC PSTG TDC ACIA HRS CIEN ….. STX AAPL SSYS ARRS PANW VSAT INFN ZAYO=Bottom (Computer Hardware/Telecom)
CONS(53): 0.26% Top=KATE TPX FOSL WRK FL IP VFC PKG ….. SKX GPK FBHS ENR KS UAA BC COTY=Bottom (Consumer)
ELEC(47): 0.23% Top=SNPS HIMX CAVM PI AMKR GLW XLNX BRKR ….. AMD AMAT NVDA WAT LRCX OCLR IDTI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): 0.22% Top=CVI CVE MRO LPI DVN PAGP DK ATW ….. COG PBF RICE BPL GPOR ECA SWN RRC=Bottom (Energy)
INSU(31): -0.04% Top=AIG AIZ AFSI TRV XL AJG AGO FNF ….. FAF L TMK ALL PRU LNC RDN MTG=Bottom (Insurance)
COSW(79): -0.07% Top=NTES SSNC EPAM SHOP JD MBLY CSC MSFT ….. SQ VEEV MDSO NTNX TWTR FEYE LC TRIP=Bottom (Computer Software/Internet)
MATE(23): -0.21% Top=SRCL MAS KBH TPH DHI WY PHM CAA ….. EXP OC TOL VMC USG MDR SUM WM=Bottom (Materials & Construction)
MANU(36): -0.42% Top=RS ITT MRC AME GE SWK ITW BWXT ….. ROK CAT AGCO PNR TEX ATI CFX EMR=Bottom (Manufacturing)
DISV(46): -0.58% Top=YY ALLE SERV RBA SBAC RHI LDOS G ….. MYGN AMN KBR R ACM WTW ZTO CAR=Bottom (Diversified Services)
TRAN(27): -0.60% Top=KSU CHRW NSC EXPD JBHT CNI JBLU UAL ….. BRS DAL SWFT LUV GWR UPS YRCW XPO=Bottom (Transportation)
FINA(86): -0.62% Top=PSEC NYCB OMF TD PYPL NDAQ WU ARCC ….. WAL OZRK TCB ETFC STT PACW KKR APO=Bottom (Banks/Financials)
LEIS(32): -0.64% Top=HLT MAR WYN H MCD ARMK YUMC SIX ….. LVS SHAK WYNN SONC GPRO BYD WEN MGM=Bottom (Leisure)
HEAL(44): -0.64% Top=LH OPK ABMD ACHC VAR IART RMD ALGN ….. UNH A IRWD ANTM WCG DXCM CNC MOH=Bottom (Health)
RETA(58): -0.85% Top=WMT KORS KR WBA URBN CVS BIG SFM ….. SHLD M JCP SIG RH KSS JWN GNC=Bottom (Retail & Specialty Retail)

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 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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