daytrend

02/16/2017

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 10:55 am ET
by daytrend on 20170216. 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 (20170216 10:55 am ET)
16.7% of stocks are above yesterday’s high.
43.1% are above yesterday’s midpoint. (56.9% are below.)
25.6% are below yesterday’s low.
57.7% are inside yesterday’s range.
52.9% of stocks with today’s high > yesterday’s high. (47.1% less than).
30.1% of stocks with today’s low < yesterday’s low. (69.9% greater than).

EVIDENCE OF INTRADAY TREND (20170216 10:55 am ET)
26.8% of stocks are above today’s open. (72.2% are below).
23.1% of stocks are above today’s open and yesterday’s close.
67.4% 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 10:55 am ET)
1.1% of stocks are in the top 10% of today’s range.
3.2% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
58.7% are in the bottom 20%.
45.8% are in the bottom 10%.

GAIN (20170216 10:55 am ET)
28.7% of stocks are above yesterday’s close. (71.3% are below.)
1.1% are up 4.5% or more. 1.1% are down 4.5% or more.
1.6% are up 3.5% or more. 1.8% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170216 10:55 am ET)
2-day: >=95:8.2%…>=90:11.7%…>=80:18.9%…>=50:46.8%…<=20:15.5%…<=10:6.3%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.3%…>=50:73.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:73.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 10:55 am ET)
16.7% above previous 1 highs, 25.6% below previous 1 lows
12.4% above previous 2 highs, 12.3% below previous 2 lows
9.8% above previous 3 highs, 11.0% below previous 3 lows
9.4% above previous 4 highs, 7.9% below previous 4 lows
8.8% above previous 5 highs, 5.7% below previous 5 lows
8.6% above previous 6 highs, 2.9% below previous 6 lows
8.5% above previous 7 highs, 2.5% below previous 7 lows
8.1% above previous 8 highs, 2.3% below previous 8 lows
8.0% above previous 9 highs, 2.0% below previous 9 lows
7.9% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 10:55 am ET)
28.7% are above or equal to 2/15 close (1 days ago), 71.3% are below.
48.6% are above or equal to 2/14 close (2 days ago), 51.4% are below.
57.9% are above or equal to 2/13 close (3 days ago), 42.1% are below.
62.1% are above or equal to 2/10 close (4 days ago), 37.9% are below.
72.3% are above or equal to 2/9 close (5 days ago), 27.7% are below.
76.7% are above or equal to 2/8 close (6 days ago), 23.3% are below.
78.3% are above or equal to 2/7 close (7 days ago), 21.7% are below.
75.5% are above or equal to 2/6 close (8 days ago), 24.5% are below.
71.1% are above or equal to 2/3 close (9 days ago), 28.9% are below.
78.4% are above or equal to 2/2 close (10 days ago), 21.6% are below.
76.3% are above or equal to 2/1 close (11 days ago), 23.7% are below.
74.9% are above or equal to 1/31 close (12 days ago), 25.1% are below.
75.5% are above or equal to 1/30 close (13 days ago), 24.5% are below.
68.7% are above or equal to 1/27 close (14 days ago), 31.3% are below.
63.4% are above or equal to 1/26 close (15 days ago), 36.6% are below.
60.6% are above or equal to 1/25 close (16 days ago), 39.4% are below.
63.7% are above or equal to 1/24 close (17 days ago), 36.3% are below.
72.9% are above or equal to 1/23 close (18 days ago), 27.1% are below.
70.6% are above or equal to 1/20 close (19 days ago), 29.4% are below.
73.5% are above or equal to 1/19 close (20 days ago), 26.5% are below.
69.9% are above or equal to 1/18 close (21 days ago), 30.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 10:55 am ET)
20d: 23.3% new highs, 1.4% new lows
21d: 23.2% new highs, 1.2% new lows
42d: 18.3% new highs, 0.6% new lows
63d: 16.2% new highs, 0.6% new lows
126d: 12.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 10:55 am ET)
2-day: 28.0% above, 72.0% below
3-day: 37.6% above, 62.4% below
4-day: 47.9% above, 52.1% below
5-day: 54.6% above, 45.4% below
8-day: 70.6% above, 29.4% below
10-day: 71.9% above, 28.1% below
20-day: 73.0% above, 27.0% below
50-day: 69.4% above, 30.6% below
200-day: 74.4% above, 25.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 10:55 am ET)
REAL(90): 0.65% Top=CIM HTA HCP PSA PLD EQC BDN HR ….. SHO BXMT BAM LHO RLGY ALLY GEO NYRT=Bottom (Real Estate)
INSU(31): -0.08% Top=AIG CLGX AIZ AGO AXS AJG WLTW TRV ….. MET PRU L FAF LNC CNO RDN MTG=Bottom (Insurance)
CONS(53): -0.13% Top=KATE TPX FOSL CRI CCK ATR AVY VFC ….. EL PVH HBI UAA ENR BC KS COTY=Bottom (Consumer)
CHEM(26): -0.20% Top=IFF HUN CE MON VSM FMC PX GRA ….. CC AGU APD AXTA OLN POT WLK MOS=Bottom (Chemicals/Fertilizers)
COHW(38): -0.27% Top=NTAP CSCO WDC HRS ACIA CCI PSTG TDC ….. STX UBNT S VRSN ZAYO PANW SSYS INFN=Bottom (Computer Hardware/Telecom)
META(31): -0.27% Top=ABX GG SSRI AG AGI HL PAAS TAHO ….. FCX CENX FMSA AA X TECK CLF AEM=Bottom (Metals & Mining)
COSW(78): -0.31% Top=NTES SSNC EPAM BIDU JD GRUB TTWO MSFT ….. WUBA MDSO SQ PTC VEEV PFPT FEYE TRIP=Bottom (Computer Software/Internet)
ELEC(47): -0.34% Top=SNPS HIMX CAVM PI AMKR CRUS AYI INTC ….. OCLR IDTI AMD LRCX NVDA FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): -0.56% Top=SRCL MAS KBH WY TPH RSG DHI MLM ….. PWR WM TOL EXP VMC MDR FLR SUM=Bottom (Materials & Construction)
RETA(58): -0.75% Top=WBA KR CVS WMT SFM BIG TIF KORS ….. FINL LOW M GES JCP KSS JWN GNC=Bottom (Retail & Specialty Retail)
FINA(86): -0.80% Top=LM PSEC TD PYPL NYCB SEIC NDAQ WU ….. NTRS TCB STT WFC OZRK KKR PACW APO=Bottom (Banks/Financials)
ENER(91): -0.85% Top=CVI CVE DK LPI VVV MDU NFG PDCE ….. SN COG REN BPL SPN WMB RRC CRC=Bottom (Energy)
MANU(36): -0.90% Top=RS GE ITT CMI ITW AOS XYL KMT ….. AGCO PH PNR TEX EMR DDD CFX ATI=Bottom (Manufacturing)
DISV(46): -0.91% Top=YY ALLE SERV SBAC G CXW ROL FDC ….. WEX WTW KBR AMN R ZTO ACM CAR=Bottom (Diversified Services)
LEIS(32): -0.97% Top=YUMC HLT MAR ARMK MCD SIX WYN CMG ….. EAT LVS GPRO WYNN QSR WEN BYD MGM=Bottom (Leisure)
HEAL(44): -1.00% Top=LH VWR ABMD OPK ACHC VAR HOLX ALGN ….. A CYH THC CNC WCG IRWD DXCM MOH=Bottom (Health)
TRAN(27): -1.11% Top=KSU ALK UAL CNI CHRW JBHT EXPD DAL ….. FDX LUV CSX TRN UPS BRS YRCW XPO=Bottom (Transportation)

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 10:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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