daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 10:19 am

Market Stats at 10:19 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 10:19 am ET)
22.9% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
14.9% are below yesterday’s low.
62.2% are inside yesterday’s range.
51.7% of stocks with today’s high > yesterday’s high. (48.3% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).

EVIDENCE OF INTRADAY TREND (20170216 10:19 am ET)
36.9% of stocks are above today’s open. (61.7% are below).
31.0% of stocks are above today’s open and yesterday’s close.
53.8% 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 10:19 am ET)
5.1% of stocks are in the top 10% of today’s range.
14.4% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
38.3% are in the bottom 20%.
22.7% are in the bottom 10%.

GAIN (20170216 10:19 am ET)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
1.1% are up 4.5% or more. 0.8% are down 4.5% or more.
1.6% are up 3.5% or more. 1.0% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170216 10:19 am ET)
2-day: >=95:12.5%…>=90:17.3%…>=80:28.6%…>=50:62.9%…<=20:10.9%…<=10:3.6%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.9%…>=50:78.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:76.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 10:19 am ET)
22.9% above previous 1 highs, 14.9% below previous 1 lows
18.5% above previous 2 highs, 6.9% below previous 2 lows
14.6% above previous 3 highs, 5.6% below previous 3 lows
14.1% above previous 4 highs, 4.2% below previous 4 lows
13.4% above previous 5 highs, 2.4% below previous 5 lows
13.0% above previous 6 highs, 1.6% below previous 6 lows
12.5% above previous 7 highs, 1.4% below previous 7 lows
12.1% above previous 8 highs, 1.3% below previous 8 lows
11.7% above previous 9 highs, 1.3% below previous 9 lows
11.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 10:19 am ET)
39.7% are above or equal to 2/15 close (1 days ago), 60.3% are below.
60.4% are above or equal to 2/14 close (2 days ago), 39.6% are below.
67.4% are above or equal to 2/13 close (3 days ago), 32.6% are below.
67.5% are above or equal to 2/10 close (4 days ago), 32.5% are below.
76.5% are above or equal to 2/9 close (5 days ago), 23.5% are below.
80.5% are above or equal to 2/8 close (6 days ago), 19.5% are below.
81.9% are above or equal to 2/7 close (7 days ago), 18.1% are below.
78.5% are above or equal to 2/6 close (8 days ago), 21.5% are below.
74.1% are above or equal to 2/3 close (9 days ago), 25.9% are below.
79.7% are above or equal to 2/2 close (10 days ago), 20.3% are below.
79.4% are above or equal to 2/1 close (11 days ago), 20.6% are below.
76.7% are above or equal to 1/31 close (12 days ago), 23.3% are below.
76.7% are above or equal to 1/30 close (13 days ago), 23.3% are below.
70.9% are above or equal to 1/27 close (14 days ago), 29.1% are below.
65.2% are above or equal to 1/26 close (15 days ago), 34.8% are below.
63.5% are above or equal to 1/25 close (16 days ago), 36.5% are below.
66.5% are above or equal to 1/24 close (17 days ago), 33.5% are below.
74.2% are above or equal to 1/23 close (18 days ago), 25.8% are below.
72.9% are above or equal to 1/20 close (19 days ago), 27.1% are below.
76.0% are above or equal to 1/19 close (20 days ago), 24.0% are below.
72.2% are above or equal to 1/18 close (21 days ago), 27.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 10:19 am ET)
20d: 22.0% new highs, 1.1% new lows
21d: 21.8% new highs, 1.0% new lows
42d: 17.1% new highs, 0.5% new lows
63d: 15.3% new highs, 0.5% new lows
126d: 11.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 10:19 am ET)
2-day: 37.9% above, 62.1% below
3-day: 53.3% above, 46.7% below
4-day: 61.7% above, 38.3% below
5-day: 64.8% above, 35.2% below
8-day: 76.7% above, 23.3% below
10-day: 76.8% above, 23.2% below
20-day: 75.8% above, 24.2% below
50-day: 71.2% above, 28.8% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 10:19 am ET)
REAL(90): 0.98% Top=HTA PSA HR CIM BDN HCP EXR NLY ….. MAC BXMT CBG RLGY BAM GEO ALLY NYRT=Bottom (Real Estate)
CHEM(26): 0.38% Top=IFF HUN CF ALB CE FMC PAH OLN ….. AXTA GRA RPM APD WLK AGU POT MOS=Bottom (Chemicals/Fertilizers)
META(31): 0.36% Top=ABX GG SSRI PAAS AG HL CCJ AKS ….. X SCCO AA FCX FMSA CENX AEM TECK=Bottom (Metals & Mining)
COHW(38): 0.27% Top=NTAP CSCO WDC ACIA PSTG TDC HRS CIEN ….. TMUS STX VSAT SSYS ARRS PANW ZAYO INFN=Bottom (Computer Hardware/Telecom)
CONS(53): 0.17% Top=KATE TPX FOSL FL ATR IP WRK AVY ….. EL CHD MAT KS ENR UAA BC COTY=Bottom (Consumer)
ELEC(47): 0.14% Top=SNPS HIMX CAVM GLW PI AMKR CRUS XLNX ….. MCHP FLEX LRCX AMD NVDA IDTI CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.06% Top=NTES EPAM SSNC NTNX JD SINA CSC SHOP ….. MDSO TWTR PTC VIPS VEEV FEYE LC TRIP=Bottom (Computer Software/Internet)
INSU(31): 0.02% Top=AIG AJG TRV AIZ AGO AFL AFSI XL ….. LNC CNO ALL TMK L FAF RDN MTG=Bottom (Insurance)
MATE(23): -0.14% Top=SRCL MAS TPH KBH WY DHI LEN PHM ….. EXP MLM TOL WM FLR VMC SUM MDR=Bottom (Materials & Construction)
ENER(91): -0.33% Top=CVI CVE MRO LPI DK MDU DVN NFG ….. RICE CRC GPOR SN BPL SWN ECA RRC=Bottom (Energy)
MANU(36): -0.36% Top=RS ITT MRC AME GE ITW FLS AOS ….. AGCO PH CAT PNR TEX CFX ATI EMR=Bottom (Manufacturing)
DISV(46): -0.52% Top=YY ALLE SBAC SERV G RHI CTAS RBA ….. WTW WEX AMN R ACM KBR ZTO CAR=Bottom (Diversified Services)
FINA(86): -0.63% Top=PSEC TD PYPL NYCB LM NDAQ WDR FHB ….. ZION SLM TCB OZRK KKR STT PACW APO=Bottom (Banks/Financials)
TRAN(27): -0.65% Top=JBHT KSU ALK NSC CNI EXPD SAVE CHRW ….. NAT SWFT TRN YRCW CSX BRS UPS XPO=Bottom (Transportation)
LEIS(32): -0.67% Top=HLT MAR WYN H STAY MCD YUMC CMG ….. QSR LVS WYNN GPRO SONC BYD WEN MGM=Bottom (Leisure)
RETA(58): -0.73% Top=KR WBA KORS URBN CVS WMT BIG SFM ….. M SHLD SIG RH JCP JWN KSS GNC=Bottom (Retail & Specialty Retail)
HEAL(44): -0.75% Top=LH ABMD OPK VAR ALGN VWR ACHC PKI ….. HLS ANTM DXCM WCG CYH THC CNC MOH=Bottom (Health)

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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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