daytrend

02/21/2017

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 11:25 am ET
by daytrend on 20170221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20170221 11:25 am ET)
48.2% of stocks are above yesterday’s high.
81.6% are above yesterday’s midpoint. (18.4% are below.)
4.4% are below yesterday’s low.
47.5% are inside yesterday’s range.
79.0% of stocks with today’s high > yesterday’s high. (21.0% less than).
11.5% of stocks with today’s low < yesterday’s low. (88.5% greater than).

EVIDENCE OF INTRADAY TREND (20170221 11:25 am ET)
60.2% of stocks are above today’s open. (38.0% are below).
54.9% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
35.5% of stocks opened above yesterday’s high.
63.6% of stocks opened above yesterday’s close. (31.0% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170221 11:25 am ET)
7.1% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
17.1% are in the bottom 10%.

GAIN (20170221 11:25 am ET)
72.3% of stocks are above yesterday’s close. (27.7% are below.)
1.9% are up 4.5% or more. 0.5% are down 4.5% or more.
3.1% are up 3.5% or more. 0.6% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20170221 11:25 am ET)
2-day: >=95:13.2%…>=90:22.3%…>=80:36.0%…>=50:71.5%…<=20:9.3%…<=10:4.2%…<=5:2.0%…
9-day: >=95:0.0%…>=90:1.1%…>=80:8.5%…>=50:75.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:75.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170221 11:25 am ET)
48.2% above previous 1 highs, 4.4% below previous 1 lows
27.0% above previous 2 highs, 3.2% below previous 2 lows
23.8% above previous 3 highs, 2.8% below previous 3 lows
22.5% above previous 4 highs, 2.5% below previous 4 lows
20.6% above previous 5 highs, 2.1% below previous 5 lows
19.9% above previous 6 highs, 1.9% below previous 6 lows
19.8% above previous 7 highs, 1.8% below previous 7 lows
19.6% above previous 8 highs, 1.6% below previous 8 lows
19.4% above previous 9 highs, 1.5% below previous 9 lows
18.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170221 11:25 am ET)
72.3% are above or equal to 2/17 close (1 days ago), 27.7% are below.
67.6% are above or equal to 2/16 close (2 days ago), 32.4% are below.
54.8% are above or equal to 2/15 close (3 days ago), 45.2% are below.
62.7% are above or equal to 2/14 close (4 days ago), 37.3% are below.
68.4% are above or equal to 2/13 close (5 days ago), 31.6% are below.
70.8% are above or equal to 2/10 close (6 days ago), 29.2% are below.
77.4% are above or equal to 2/9 close (7 days ago), 22.6% are below.
80.4% are above or equal to 2/8 close (8 days ago), 19.6% are below.
81.3% are above or equal to 2/7 close (9 days ago), 18.7% are below.
78.4% are above or equal to 2/6 close (10 days ago), 21.6% are below.
74.7% are above or equal to 2/3 close (11 days ago), 25.3% are below.
79.9% are above or equal to 2/2 close (12 days ago), 20.1% are below.
77.7% are above or equal to 2/1 close (13 days ago), 22.3% are below.
76.3% are above or equal to 1/31 close (14 days ago), 23.7% are below.
76.7% are above or equal to 1/30 close (15 days ago), 23.3% are below.
70.0% are above or equal to 1/27 close (16 days ago), 30.0% are below.
66.4% are above or equal to 1/26 close (17 days ago), 33.6% are below.
64.1% are above or equal to 1/25 close (18 days ago), 35.9% are below.
67.4% are above or equal to 1/24 close (19 days ago), 32.6% are below.
73.1% are above or equal to 1/23 close (20 days ago), 26.9% are below.
73.4% are above or equal to 1/20 close (21 days ago), 26.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170221 11:25 am ET)
20d: 27.8% new highs, 1.4% new lows
21d: 27.8% new highs, 1.4% new lows
42d: 23.2% new highs, 0.7% new lows
63d: 20.8% new highs, 0.5% new lows
126d: 16.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170221 11:25 am ET)
2-day: 71.6% above, 28.4% below
3-day: 71.4% above, 28.6% below
4-day: 65.4% above, 34.6% below
5-day: 65.3% above, 34.7% below
8-day: 71.6% above, 28.4% below
10-day: 76.9% above, 23.1% below
20-day: 74.2% above, 25.8% below
50-day: 71.7% above, 28.3% below
200-day: 75.7% above, 24.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170221 11:25 am ET)
ENER(93): 1.40% Top=HLX CRC LPI SM WLL REN OII WPX ….. HFC ECA SWN NFG COG GPOR CVI RRC=Bottom (Energy)
HEAL(44): 1.37% Top=CYH THC BKD EW DVA CNC ACHC MOH ….. LH IRWD PKI VAR OPK A PRXL DXCM=Bottom (Health)
ELEC(49): 0.91% Top=SPWR CSIQ HIMX AMD NVDA AMBA FSLR AYI ….. XLNX MSCC KEYS APH SWKS BRKR OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.83% Top=GNC WMT CPRT GPS TIF PIR AMZN ANF ….. CASY MIK SPLS KSS DLTR GES TJX RH=Bottom (Retail & Specialty Retail)
MATE(23): 0.82% Top=PWR SUM VMC FLR EXP MAS USG MLM ….. LEN CAA PHM TOL KBH TPH FAST MDR=Bottom (Materials & Construction)
CHEM(26): 0.81% Top=WLK HUN CC OLN MON ALB RPM SMG ….. APD CF POT FMC VSM AGU IFF PAH=Bottom (Chemicals/Fertilizers)
DISV(45): 0.76% Top=RBA AMN CXW URI AL EEFT ACM WTW ….. PAYX ROL CTAS RHI MCO TAL ATHN YY=Bottom (Diversified Services)
REAL(92): 0.63% Top=CLI RPAI DRH SPG CBL HT STAG GGP ….. CXP BAM SRC JLL NYRT CUBE CBG CYS=Bottom (Real Estate)
FINA(85): 0.44% Top=LM JNS WDR EV APO BEN VOYA IVZ ….. CLNS CFR ICE EFX SLM BOFI CME OMF=Bottom (Banks/Financials)
MANU(39): 0.42% Top=MRC MFS ATI ATKR MWA PNR LII DOV ….. SNA TEX ROK ROP CAT DDD DE AGCO=Bottom (Manufacturing)
META(31): 0.39% Top=TECK FMSA X SND CDE AKS SLCA CLF ….. TAHO SLW AEM AG CCJ GG AGI FCX=Bottom (Metals & Mining)
LEIS(35): 0.39% Top=QSR SEAS GPRO SONC CMG LQ STAY WEN ….. ARMK SIX HLT YUM H EAT BYD MAR=Bottom (Leisure)
INSU(30): 0.27% Top=AIG CNO HIG FAF FNF CLGX LNC L ….. AJG VR TRV MTG RDN BRO SLF AON=Bottom (Insurance)
COSW(81): 0.26% Top=VIPS SINA SHOP PFPT CDNS EPAM ATHM RHT ….. TRI MDSO NTES TWTR NTNX EQIX MDRX TWLO=Bottom (Computer Software/Internet)
CONS(53): 0.19% Top=KATE CL OI CCK COTY BMS WHR WRK ….. LULU ENR WWW GIL MAT COLM FOSL TPX=Bottom (Consumer)
COHW(38): 0.16% Top=FNSR ANET VRSN CTL NTAP COMM CIEN CSCO ….. INFN TU VIAV S PSTG SSYS BBRY TMUS=Bottom (Computer Hardware/Telecom)
TRAN(26): -0.70% Top=BRS NSC CSX UPS KSU CP CHRW FDX ….. EXPD XPO JBLU YRCW UAL SWFT TRN WAB=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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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