daytrend

02/22/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 9:49 am ET
by daytrend on 20170222. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170222 9:49 am ET)
10.8% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
17.6% are below yesterday’s low.
71.6% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND (20170222 9:49 am ET)
48.6% of stocks are above today’s open. (49.2% are below).
22.6% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
7.3% of stocks opened above yesterday’s high.
24.6% of stocks opened above yesterday’s close. (72.2% opened below yesterday’s close).
17.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170222 9:49 am ET)
15.7% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
47.8% are in the top half. 52.2% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20170222 9:49 am ET)
29.3% of stocks are above yesterday’s close. (70.7% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
0.9% are up 3.5% or more. 1.1% are down 3.5% or more.
81.0% are between +1% and -1%.

RSI on DAILY (20170222 9:49 am ET)
2-day: >=95:8.3%…>=90:13.8%…>=80:22.2%…>=50:57.0%…<=20:14.1%…<=10:6.4%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.9%…>=50:72.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.1%…>=50:73.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170222 9:49 am ET)
10.8% above previous 1 highs, 17.6% below previous 1 lows
9.5% above previous 2 highs, 7.1% below previous 2 lows
8.0% above previous 3 highs, 6.9% below previous 3 lows
7.4% above previous 4 highs, 5.8% below previous 4 lows
7.0% above previous 5 highs, 5.0% below previous 5 lows
6.1% above previous 6 highs, 4.4% below previous 6 lows
6.0% above previous 7 highs, 3.7% below previous 7 lows
5.8% above previous 8 highs, 2.8% below previous 8 lows
5.6% above previous 9 highs, 2.0% below previous 9 lows
5.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170222 9:49 am ET)
29.3% are above or equal to 2/21 close (1 days ago), 70.7% are below.
66.2% are above or equal to 2/17 close (2 days ago), 33.8% are below.
64.5% are above or equal to 2/16 close (3 days ago), 35.5% are below.
55.3% are above or equal to 2/15 close (4 days ago), 44.7% are below.
63.1% are above or equal to 2/14 close (5 days ago), 36.9% are below.
67.5% are above or equal to 2/13 close (6 days ago), 32.5% are below.
68.7% are above or equal to 2/10 close (7 days ago), 31.3% are below.
73.9% are above or equal to 2/9 close (8 days ago), 26.1% are below.
78.3% are above or equal to 2/8 close (9 days ago), 21.7% are below.
79.6% are above or equal to 2/7 close (10 days ago), 20.4% are below.
75.5% are above or equal to 2/6 close (11 days ago), 24.5% are below.
72.5% are above or equal to 2/3 close (12 days ago), 27.5% are below.
77.7% are above or equal to 2/2 close (13 days ago), 22.3% are below.
76.2% are above or equal to 2/1 close (14 days ago), 23.8% are below.
74.3% are above or equal to 1/31 close (15 days ago), 25.7% are below.
75.3% are above or equal to 1/30 close (16 days ago), 24.7% are below.
69.5% are above or equal to 1/27 close (17 days ago), 30.5% are below.
64.4% are above or equal to 1/26 close (18 days ago), 35.6% are below.
63.1% are above or equal to 1/25 close (19 days ago), 36.9% are below.
67.1% are above or equal to 1/24 close (20 days ago), 32.9% are below.
73.3% are above or equal to 1/23 close (21 days ago), 26.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170222 9:49 am ET)
20d: 9.7% new highs, 2.1% new lows
21d: 9.7% new highs, 2.1% new lows
42d: 8.5% new highs, 1.5% new lows
63d: 7.3% new highs, 1.3% new lows
126d: 5.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170222 9:49 am ET)
2-day: 27.9% above, 72.1% below
3-day: 53.3% above, 46.7% below
4-day: 60.0% above, 40.0% below
5-day: 58.2% above, 41.8% below
8-day: 65.0% above, 35.0% below
10-day: 70.7% above, 29.3% below
20-day: 72.0% above, 28.0% below
50-day: 72.1% above, 27.9% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170222 9:49 am ET)
MATE(23): 0.30% Top=TOL WCN LEN TPH EXP PHM DHI MLM ….. KBH SRCL MAS PWR WY MDR FLR SUM=Bottom (Materials & Construction)
REAL(94): 0.24% Top=HST LHO EXR HCN VTR HCP SC CUBE ….. VER PDM ALLY BAM JLL SHO STAG CUZ=Bottom (Real Estate)
CONS(52): -0.18% Top=WWW VFC TUP PBI HBI PVH NKE LEG ….. KS FBHS MAT WRK OI IP RL ECL=Bottom (Consumer)
INSU(30): -0.18% Top=AIG TRV AON AJG XL VR ALL ORI ….. AFSI UNM PRU PGR LNC CLGX MTG RDN=Bottom (Insurance)
CHEM(27): -0.19% Top=TROX DD DOW MON CC FMC IFF GRA ….. PAH EMN SMG AXTA ALB MOS OLN HUN=Bottom (Chemicals/Fertilizers)
FINA(83): -0.21% Top=EV CME WU MTB PSEC FRC FII PFG ….. BX ETFC WAL APO OZRK OMF CLNS WDR=Bottom (Banks/Financials)
TRAN(25): -0.25% Top=XPO TRN EXPD ALK CHRW SWFT ODFL GWR ….. DAL LUV UAL AAL WAB UPS JBLU YRCW=Bottom (Transportation)
COHW(39): -0.25% Top=ZAYO ARRS CTL CCI VZ LVLT HPQ CDW ….. UBNT VIAV PSTG INFN VG FNSR ACIA SSYS=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.26% Top=CYH AET MOH IRWD DVA HCA HRC ABT ….. NUVA ESRX DXCM THC HLS ALGN ACHC OPK=Bottom (Health)
COSW(81): -0.27% Top=MBLY SABR WUBA BIDU IBM NCR YHOO FB ….. ATHM BLKB NTNX TTWO SINA FEYE TRI TRIP=Bottom (Computer Software/Internet)
DISV(45): -0.29% Top=CXW SBAC MCO G PAYX FISV BAH INFO ….. ACM KBR ZTO AL VRSK MYGN URI RRD=Bottom (Diversified Services)
ELEC(48): -0.36% Top=GRMN AMD CGNX PI CREE QRVO CAVM AMBA ….. CY IDTI ADI OCLR AMKR SPWR FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.46% Top=CHS SPLS BURL BABA WMT CVS LL TLRD ….. BID SIG PIR KR GNC AAP CPRT KAR=Bottom (Retail & Specialty Retail)
MANU(38): -0.48% Top=ATKR ETN MHK PH ROP CAT ROK ITW ….. PNR CFX DOV CMI MRC ATI RS DDD=Bottom (Manufacturing)
META(31): -0.73% Top=FMSA AG SLW SLCA SND AGI TAHO CLF ….. RGLD CMC CDE FCX X CENX TECK NEM=Bottom (Metals & Mining)
LEIS(35): -0.78% Top=YUMC SIX LQ SBUX PK EXPE H MAR ….. DPZ CCL DRI JACK WEN EAT YUM TXRH=Bottom (Leisure)
ENER(91): -1.06% Top=SWN SN SPN DCP WLL MDU WPX BHI ….. RES OII ECA ATW DO CRC HFC NFX=Bottom (Energy)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: