daytrend

02/17/2017

Filed under: Market Stats — daytrend @ 10:13 am

Market Stats at 10:13 am ET
by daytrend on 20170217. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20170217 10:13 am ET)
9.0% of stocks are above yesterday’s high.
33.9% are above yesterday’s midpoint. (66.1% are below.)
25.9% are below yesterday’s low.
65.1% are inside yesterday’s range.
16.0% of stocks with today’s high > yesterday’s high. (84.0% less than).
57.2% of stocks with today’s low < yesterday’s low. (42.8% greater than).

EVIDENCE OF INTRADAY TREND (20170217 10:13 am ET)
50.7% of stocks are above today’s open. (47.2% are below).
32.9% of stocks are above today’s open and yesterday’s close.
44.1% are below both.
3.1% of stocks opened above yesterday’s high.
19.9% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170217 10:13 am ET)
16.1% of stocks are in the top 10% of today’s range.
30.6% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
11.8% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170217 10:13 am ET)
37.6% of stocks are above yesterday’s close. (62.4% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.6% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY (20170217 10:13 am ET)
2-day: >=95:6.9%…>=90:9.6%…>=80:15.4%…>=50:40.5%…<=20:22.1%…<=10:9.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.2%…>=50:70.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:70.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170217 10:13 am ET)
9.0% above previous 1 highs, 25.9% below previous 1 lows
8.4% above previous 2 highs, 18.1% below previous 2 lows
7.8% above previous 3 highs, 11.1% below previous 3 lows
7.2% above previous 4 highs, 9.9% below previous 4 lows
7.0% above previous 5 highs, 8.5% below previous 5 lows
6.9% above previous 6 highs, 6.0% below previous 6 lows
6.7% above previous 7 highs, 3.8% below previous 7 lows
6.7% above previous 8 highs, 3.1% below previous 8 lows
6.7% above previous 9 highs, 2.8% below previous 9 lows
6.5% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170217 10:13 am ET)
37.6% are above or equal to 2/16 close (1 days ago), 62.4% are below.
33.9% are above or equal to 2/15 close (2 days ago), 66.1% are below.
48.0% are above or equal to 2/14 close (3 days ago), 52.0% are below.
55.2% are above or equal to 2/13 close (4 days ago), 44.8% are below.
59.5% are above or equal to 2/10 close (5 days ago), 40.5% are below.
68.0% are above or equal to 2/9 close (6 days ago), 32.0% are below.
73.3% are above or equal to 2/8 close (7 days ago), 26.7% are below.
75.9% are above or equal to 2/7 close (8 days ago), 24.1% are below.
72.7% are above or equal to 2/6 close (9 days ago), 27.3% are below.
70.1% are above or equal to 2/3 close (10 days ago), 29.9% are below.
76.4% are above or equal to 2/2 close (11 days ago), 23.6% are below.
74.3% are above or equal to 2/1 close (12 days ago), 25.7% are below.
72.2% are above or equal to 1/31 close (13 days ago), 27.8% are below.
73.0% are above or equal to 1/30 close (14 days ago), 27.0% are below.
66.3% are above or equal to 1/27 close (15 days ago), 33.7% are below.
61.2% are above or equal to 1/26 close (16 days ago), 38.8% are below.
58.6% are above or equal to 1/25 close (17 days ago), 41.4% are below.
64.3% are above or equal to 1/24 close (18 days ago), 35.7% are below.
71.2% are above or equal to 1/23 close (19 days ago), 28.8% are below.
69.5% are above or equal to 1/20 close (20 days ago), 30.5% are below.
72.5% are above or equal to 1/19 close (21 days ago), 27.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170217 10:13 am ET)
20d: 7.8% new highs, 3.8% new lows
21d: 7.7% new highs, 3.8% new lows
42d: 6.5% new highs, 2.6% new lows
63d: 6.1% new highs, 1.9% new lows
126d: 3.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170217 10:13 am ET)
2-day: 35.9% above, 64.1% below
3-day: 33.3% above, 66.7% below
4-day: 38.4% above, 61.6% below
5-day: 43.5% above, 56.5% below
8-day: 61.7% above, 38.3% below
10-day: 67.0% above, 33.0% below
20-day: 69.5% above, 30.5% below
50-day: 68.6% above, 31.4% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170217 10:13 am ET)
CONS(53): 0.54% Top=CL KATE KMB EL VFC CLX FOSL COTY ….. GPK HAS PKG SON FBHS IP KS WRK=Bottom (Consumer)
RETA(58): 0.21% Top=GNC JWN SFM DKS CHS DLTR AEO KR ….. LB JCP W BBY PIR SPLS SHLD KMX=Bottom (Retail & Specialty Retail)
META(31): 0.08% Top=FMSA AKS TECK X SLCA HL AEM SND ….. CDE RGLD TAHO CMC FCX CENX AGI SCCO=Bottom (Metals & Mining)
CHEM(26): 0.05% Top=CC RPM VSM FMC OLN HUN CF MON ….. EMN DD GRA DOW IFF WLK POT AGU=Bottom (Chemicals/Fertilizers)
REAL(91): 0.05% Top=CUBE EXR STAG DLR DFT CBG JLL PSA ….. DRH HPT ALLY SHO RLJ LHO HST SC=Bottom (Real Estate)
TRAN(26): -0.00% Top=TRN YRCW CSX WAB JBLU LUV DAL BRS ….. UNP UPS SWFT UAL ODFL ALK GWR SAVE=Bottom (Transportation)
COSW(80): -0.07% Top=WDAY SQ GRUB FEYE ZEN TEAM MBLY EQIX ….. TWLO NTNX MDRX ATHM AKAM NTES SINA WUBA=Bottom (Computer Software/Internet)
COHW(39): -0.12% Top=ANET ACIA CCI TU VRSN CDW PANW MSI ….. HPQ QCOM S ARRS STX INFN WDC FNSR=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.20% Top=BLMN WEN SBUX MCD QSR SHAK ARMK LQ ….. HLT RCL MAR CCL GPRO MGM WYN H=Bottom (Leisure)
ENER(92): -0.22% Top=MTDR CRC SWN PBF NFX PSX WMB SN ….. HFC VLO DO PAA ECA NOV BAS GEL=Bottom (Energy)
DISV(46): -0.26% Top=MYGN MCO WTW TRU ALLE VRSK MA ADS ….. CXW JEC URI ACM TAL KBR YY CAR=Bottom (Diversified Services)
MATE(23): -0.39% Top=WM RSG OC SRCL WCN MDR WY PHM ….. TOL MAS EXP MLM CAA FLR USG PWR=Bottom (Materials & Construction)
HEAL(44): -0.43% Top=DVA XRAY ESRX IART TMO VAR ALGN HRC ….. MOH CNC WCG AET THC BKD UNH CYH=Bottom (Health)
ELEC(48): -0.44% Top=CGNX SPWR SWKS HIMX BRKR CAVM TRMB FTV ….. XLNX SIMO MRVL AMD QRVO NVDA KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -0.56% Top=XL CLGX FNF WLTW AON MMC AXS TRV ….. AGO AFL MET RDN MTG UNM PRU LNC=Bottom (Insurance)
FINA(86): -0.67% Top=CIT LM CBOE WU OMF CME WETF PSEC ….. MS FHB WDR VOYA SYF BOFI CFG RF=Bottom (Banks/Financials)
MANU(38): -0.76% Top=TEX CAT IR DHR MWA ROP DCI SNA ….. ITT PNR EMR AOS ITW FLS LII 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 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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