daytrend

02/17/2017

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 9:36 am ET
by daytrend on 20170217. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170217 9:36 am ET)
4.5% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
34.0% are below yesterday’s low.
61.5% are inside yesterday’s range.
9.1% of stocks with today’s high > yesterday’s high. (90.9% less than).
49.6% of stocks with today’s low < yesterday’s low. (50.4% greater than).

EVIDENCE OF INTRADAY TREND (20170217 9:36 am ET)
32.9% of stocks are above today’s open. (63.6% are below).
17.4% of stocks are above today’s open and yesterday’s close.
59.1% are below both.
3.1% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
19.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170217 9:36 am ET)
13.0% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
42.8% are in the top half. 57.2% of stocks are in the bottom half of today’s range.
27.7% are in the bottom 20%.
17.2% are in the bottom 10%.

GAIN (20170217 9:36 am ET)
23.4% of stocks are above yesterday’s close. (76.6% are below.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.5% are up 3.5% or more. 0.7% are down 3.5% or more.
77.5% are between +1% and -1%.

RSI on DAILY (20170217 9:36 am ET)
2-day: >=95:4.1%…>=90:7.1%…>=80:13.4%…>=50:32.7%…<=20:27.7%…<=10:10.4%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.0%…>=50:67.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:67.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170217 9:36 am ET)
4.5% above previous 1 highs, 34.0% below previous 1 lows
4.1% above previous 2 highs, 25.4% below previous 2 lows
3.9% above previous 3 highs, 15.0% below previous 3 lows
3.3% above previous 4 highs, 13.5% below previous 4 lows
3.3% above previous 5 highs, 10.3% below previous 5 lows
3.2% above previous 6 highs, 7.2% below previous 6 lows
3.2% above previous 7 highs, 4.1% below previous 7 lows
3.2% above previous 8 highs, 4.0% below previous 8 lows
3.2% above previous 9 highs, 3.9% below previous 9 lows
3.2% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170217 9:36 am ET)
23.4% are above or equal to 2/16 close (1 days ago), 76.6% are below.
29.5% are above or equal to 2/15 close (2 days ago), 70.5% are below.
43.3% are above or equal to 2/14 close (3 days ago), 56.7% are below.
51.2% are above or equal to 2/13 close (4 days ago), 48.8% are below.
57.3% are above or equal to 2/10 close (5 days ago), 42.7% are below.
65.3% are above or equal to 2/9 close (6 days ago), 34.7% are below.
71.6% are above or equal to 2/8 close (7 days ago), 28.4% are below.
73.7% are above or equal to 2/7 close (8 days ago), 26.3% are below.
72.0% are above or equal to 2/6 close (9 days ago), 28.0% are below.
68.5% are above or equal to 2/3 close (10 days ago), 31.5% are below.
75.5% are above or equal to 2/2 close (11 days ago), 24.5% are below.
73.0% are above or equal to 2/1 close (12 days ago), 27.0% are below.
71.1% are above or equal to 1/31 close (13 days ago), 28.9% are below.
72.3% are above or equal to 1/30 close (14 days ago), 27.7% are below.
64.9% are above or equal to 1/27 close (15 days ago), 35.1% are below.
59.5% are above or equal to 1/26 close (16 days ago), 40.5% are below.
56.7% are above or equal to 1/25 close (17 days ago), 43.3% are below.
61.9% are above or equal to 1/24 close (18 days ago), 38.1% are below.
70.3% are above or equal to 1/23 close (19 days ago), 29.7% are below.
69.2% are above or equal to 1/20 close (20 days ago), 30.8% are below.
71.8% are above or equal to 1/19 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170217 9:36 am ET)
20d: 4.4% new highs, 3.0% new lows
21d: 4.4% new highs, 3.0% new lows
42d: 3.9% new highs, 2.2% new lows
63d: 3.8% new highs, 1.5% new lows
126d: 2.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170217 9:36 am ET)
2-day: 22.0% above, 78.0% below
3-day: 25.4% above, 74.6% below
4-day: 32.0% above, 68.0% below
5-day: 37.6% above, 62.4% below
8-day: 56.2% above, 43.8% below
10-day: 63.3% above, 36.7% below
20-day: 67.8% above, 32.2% below
50-day: 66.9% above, 33.1% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170217 9:36 am ET)
CONS(53): 0.12% Top=CL KATE KMB CLX CHD PVH EL TPX ….. FBHS IP PKG SON OI WWW WRK KS=Bottom (Consumer)
REAL(91): 0.10% Top=STAG DLR CPT CUBE O HTA EXR HCN ….. PEB DRH GEO HST RLJ SHO SC LHO=Bottom (Real Estate)
LEIS(33): -0.18% Top=BLMN WEN SBUX SONC MCD TXRH DNKN PNRA ….. HLT CCL GPRO RCL WYNN WYN MGM H=Bottom (Leisure)
COHW(39): -0.23% Top=ANET ACIA MSI TU CCI AAPL VRSN JNPR ….. UBNT VIAV TDS PANW INFN ARRS WDC FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.32% Top=CC CF RPM MON VSM SHW FMC CE ….. AGU PPG DD EMN PAH DOW HUN WLK=Bottom (Chemicals/Fertilizers)
RETA(58): -0.34% Top=SFM KR HD M TIF WMT EBAY BIG ….. GPS BBY PIR SPLS JCP SHLD KMX LB=Bottom (Retail & Specialty Retail)
HEAL(44): -0.35% Top=DVA XRAY VAR TMO ESRX IART BAX ABT ….. ANTM THC CYH AET CNC WCG UNH BKD=Bottom (Health)
COSW(80): -0.38% Top=SQ WDAY MBLY GRUB TRIP TWTR FEYE NUAN ….. ADSK SYNT VIPS NTNX NTES WUBA ATHM SINA=Bottom (Computer Software/Internet)
TRAN(26): -0.40% Top=TRN YRCW WAB JBHT CNI FDX CSX CHRW ….. AAL NSC GWR ALK LUV UAL BRS SAVE=Bottom (Transportation)
ELEC(49): -0.58% Top=CGNX SPWR WAT AYI FTV BRKR FSLR CAVM ….. AMKR AMAT CSIQ SNPS NVDA AMD KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.58% Top=MCO WTW EEFT BAH MYGN SBAC ADS G ….. RRD TAL URI YY JEC ACM KBR CAR=Bottom (Diversified Services)
META(31): -0.60% Top=ABX AEM SND CNX PAAS HL AGI TAHO ….. X NUE CMC SLCA AA CLF SCCO CENX=Bottom (Metals & Mining)
ENER(91): -0.61% Top=CRC WMB PBF PSX ENLK NBL EEP SM ….. NOV RIG RDC NBR ATW DO GEL SPN=Bottom (Energy)
INSU(31): -0.64% Top=XL AON WLTW AIZ TRV FNF ORI FAF ….. AGO RDN CNO SLF UNM MET LNC PRU=Bottom (Insurance)
MATE(23): -0.81% Top=OC SRCL WM MDR WY RSG WCN FAST ….. VMC MAS TPH CAA EXP KBH FLR PWR=Bottom (Materials & Construction)
FINA(86): -0.87% Top=PVTB CBOE OMF CME PSEC NAVI EFX PYPL ….. WAL FHN VOYA CFG SNV SYF TCB RF=Bottom (Banks/Financials)
MANU(38): -1.11% Top=DE TTC ROP TEX MHK DHR AGCO GE ….. CFX KMT ITW ATI EMR LII FLS MRC=Bottom (Manufacturing)

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 9:36 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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