daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 10:35 am

Market Stats at 10:35 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 10:35 am ET)
24.7% of stocks are above yesterday’s high.
59.7% are above yesterday’s midpoint. (40.3% are below.)
15.6% are below yesterday’s low.
59.7% are inside yesterday’s range.
52.5% of stocks with today’s high > yesterday’s high. (47.5% less than).
25.3% of stocks with today’s low < yesterday’s low. (74.7% greater than).

EVIDENCE OF INTRADAY TREND (20170216 10:35 am ET)
40.8% of stocks are above today’s open. (57.2% are below).
34.0% of stocks are above today’s open and yesterday’s close.
49.6% 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 10:35 am ET)
9.9% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170216 10:35 am ET)
43.0% of stocks are above yesterday’s close. (57.0% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
1.9% are up 3.5% or more. 1.0% are down 3.5% or more.
76.4% are between +1% and -1%.

RSI on DAILY (20170216 10:35 am ET)
2-day: >=95:15.2%…>=90:21.0%…>=80:32.0%…>=50:64.6%…<=20:11.1%…<=10:3.8%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.7%…>=80:7.9%…>=50:77.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:76.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 10:35 am ET)
24.7% above previous 1 highs, 15.6% below previous 1 lows
20.8% above previous 2 highs, 7.2% below previous 2 lows
17.2% above previous 3 highs, 6.2% below previous 3 lows
16.6% above previous 4 highs, 4.8% below previous 4 lows
15.8% above previous 5 highs, 3.2% below previous 5 lows
15.4% above previous 6 highs, 1.9% below previous 6 lows
14.9% above previous 7 highs, 1.8% below previous 7 lows
14.6% above previous 8 highs, 1.7% below previous 8 lows
14.2% above previous 9 highs, 1.6% below previous 9 lows
14.0% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 10:35 am ET)
43.0% are above or equal to 2/15 close (1 days ago), 57.0% are below.
62.6% are above or equal to 2/14 close (2 days ago), 37.4% are below.
67.3% are above or equal to 2/13 close (3 days ago), 32.7% are below.
67.1% are above or equal to 2/10 close (4 days ago), 32.9% are below.
76.4% are above or equal to 2/9 close (5 days ago), 23.6% are below.
80.3% are above or equal to 2/8 close (6 days ago), 19.7% are below.
82.2% are above or equal to 2/7 close (7 days ago), 17.8% are below.
78.2% are above or equal to 2/6 close (8 days ago), 21.8% are below.
74.7% are above or equal to 2/3 close (9 days ago), 25.3% are below.
79.8% are above or equal to 2/2 close (10 days ago), 20.2% are below.
78.9% are above or equal to 2/1 close (11 days ago), 21.1% are below.
76.6% are above or equal to 1/31 close (12 days ago), 23.4% are below.
76.8% are above or equal to 1/30 close (13 days ago), 23.2% are below.
70.4% are above or equal to 1/27 close (14 days ago), 29.6% are below.
65.4% are above or equal to 1/26 close (15 days ago), 34.6% are below.
62.8% are above or equal to 1/25 close (16 days ago), 37.2% are below.
67.1% are above or equal to 1/24 close (17 days ago), 32.9% are below.
73.9% are above or equal to 1/23 close (18 days ago), 26.1% are below.
72.4% are above or equal to 1/20 close (19 days ago), 27.6% are below.
75.9% are above or equal to 1/19 close (20 days ago), 24.1% are below.
71.6% are above or equal to 1/18 close (21 days ago), 28.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 10:35 am ET)
20d: 22.9% new highs, 1.2% new lows
21d: 22.8% new highs, 1.1% new lows
42d: 18.0% new highs, 0.6% new lows
63d: 16.1% new highs, 0.6% new lows
126d: 12.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 10:35 am ET)
2-day: 42.1% above, 57.9% below
3-day: 56.8% above, 43.2% below
4-day: 63.1% above, 36.9% below
5-day: 64.9% above, 35.1% below
8-day: 76.1% above, 23.9% below
10-day: 77.4% above, 22.6% below
20-day: 75.1% above, 24.9% 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 10:35 am ET)
REAL(90): 0.99% Top=HTA PSA CIM HR BDN HCP NLY GPT ….. LHO MAC BAM RLGY BXMT ALLY GEO NYRT=Bottom (Real Estate)
ELEC(47): 0.28% Top=SNPS HIMX CAVM AMKR GLW PI CRUS INTC ….. OCLR LRCX IDTI AMD FSLR NVDA CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.25% Top=IFF HUN CE ALB FMC MON DD PAH ….. RPM APD AXTA CF WLK AGU POT MOS=Bottom (Chemicals/Fertilizers)
COHW(38): 0.23% Top=NTAP CSCO WDC PSTG TDC CIEN FNSR JNPR ….. TMUS ARRS VRSN S ZAYO PANW SSYS INFN=Bottom (Computer Hardware/Telecom)
INSU(31): 0.19% Top=AIG AIZ AGO AJG AFSI TRV UNM AFL ….. PGR ALL VR CNO L FAF RDN MTG=Bottom (Insurance)
CONS(53): 0.18% Top=KATE TPX FOSL ATR VFC WRK CCK AVY ….. CHD HBI SKX ENR UAA KS BC COTY=Bottom (Consumer)
COSW(79): 0.13% Top=NTES SSNC EPAM SINA BIDU JD CSC TTWO ….. PTC VEEV TWTR WUBA VIPS FEYE LC TRIP=Bottom (Computer Software/Internet)
META(31): 0.10% Top=ABX GG SSRI HL PAAS AG NEM AGI ….. SCCO FCX X CENX AA FMSA TECK AEM=Bottom (Metals & Mining)
MATE(23): -0.00% Top=SRCL MAS KBH TPH RSG DHI WY LEN ….. USG FAST TOL EXP FLR VMC MDR SUM=Bottom (Materials & Construction)
FINA(86): -0.36% Top=LM PYPL TD PSEC NYCB FITB NDAQ WDR ….. ICE TCB BOFI SLM OZRK STT PACW APO=Bottom (Banks/Financials)
MANU(36): -0.41% Top=RS ITT GE ITW AOS CMI AME XYL ….. CAT AGCO PNR DDD TEX EMR CFX ATI=Bottom (Manufacturing)
DISV(46): -0.44% Top=YY ALLE SERV RBA SBAC CXW ADS G ….. URI R ZTO WEX AMN KBR ACM CAR=Bottom (Diversified Services)
TRAN(27): -0.56% Top=JBHT SWFT KSU NSC CHRW EXPD ODFL ALK ….. YRCW NAT WAB TRN CSX BRS UPS XPO=Bottom (Transportation)
ENER(91): -0.57% Top=CVI CVE LPI MDU DK MRO NFG VVV ….. PBF SN SPN ECA PTEN BPL RRC CRC=Bottom (Energy)
RETA(58): -0.62% Top=WBA KR KORS CVS WMT BIG SFM TIF ….. FINL SIG SHLD M JCP JWN KSS GNC=Bottom (Retail & Specialty Retail)
HEAL(44): -0.67% Top=LH ABMD OPK ACHC ALGN VAR HOLX IART ….. IRWD HLS A THC WCG DXCM CNC MOH=Bottom (Health)
LEIS(32): -0.71% Top=MAR HLT WYN MCD CMG YUMC ARMK STAY ….. LVS WYNN EAT QSR SONC BYD WEN MGM=Bottom (Leisure)

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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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