daytrend

02/22/2017

Filed under: Market Stats — daytrend @ 10:57 am

Market Stats at 10:56 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 10:56 am ET)
12.6% of stocks are above yesterday’s high.
46.0% are above yesterday’s midpoint. (54.0% are below.)
20.2% are below yesterday’s low.
67.1% are inside yesterday’s range.
31.3% of stocks with today’s high > yesterday’s high. (68.7% less than).
40.9% of stocks with today’s low < yesterday’s low. (59.1% greater than).

EVIDENCE OF INTRADAY TREND (20170222 10:56 am ET)
47.3% of stocks are above today’s open. (51.1% are below).
27.0% of stocks are above today’s open and yesterday’s close.
46.9% are below both.
7.2% of stocks opened above yesterday’s high.
24.5% of stocks opened above yesterday’s close. (72.3% opened below yesterday’s close).
17.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170222 10:56 am ET)
7.9% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
47.6% are in the top half. 52.4% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN (20170222 10:56 am ET)
32.3% of stocks are above yesterday’s close. (67.7% are below.)
0.8% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.4% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170222 10:56 am ET)
2-day: >=95:9.6%…>=90:16.0%…>=80:25.3%…>=50:55.3%…<=20:14.8%…<=10:7.0%…<=5:3.9%…
9-day: >=95:0.1%…>=90:1.2%…>=80:8.4%…>=50:71.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:72.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170222 10:56 am ET)
12.6% above previous 1 highs, 20.2% below previous 1 lows
11.8% above previous 2 highs, 8.3% below previous 2 lows
10.4% above previous 3 highs, 7.8% below previous 3 lows
9.8% above previous 4 highs, 6.3% below previous 4 lows
9.3% above previous 5 highs, 5.1% below previous 5 lows
8.3% above previous 6 highs, 4.8% below previous 6 lows
8.0% above previous 7 highs, 4.1% below previous 7 lows
7.6% above previous 8 highs, 3.1% below previous 8 lows
7.4% above previous 9 highs, 1.9% below previous 9 lows
7.3% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170222 10:56 am ET)
32.3% are above or equal to 2/21 close (1 days ago), 67.7% are below.
65.4% are above or equal to 2/17 close (2 days ago), 34.6% are below.
63.8% are above or equal to 2/16 close (3 days ago), 36.2% are below.
54.8% are above or equal to 2/15 close (4 days ago), 45.2% are below.
61.8% are above or equal to 2/14 close (5 days ago), 38.2% are below.
66.2% are above or equal to 2/13 close (6 days ago), 33.8% are below.
68.1% are above or equal to 2/10 close (7 days ago), 31.9% are below.
71.7% are above or equal to 2/9 close (8 days ago), 28.3% are below.
76.8% are above or equal to 2/8 close (9 days ago), 23.2% are below.
78.6% are above or equal to 2/7 close (10 days ago), 21.4% are below.
75.2% are above or equal to 2/6 close (11 days ago), 24.8% are below.
71.9% are above or equal to 2/3 close (12 days ago), 28.1% are below.
76.8% are above or equal to 2/2 close (13 days ago), 23.2% are below.
76.6% are above or equal to 2/1 close (14 days ago), 23.4% are below.
74.5% are above or equal to 1/31 close (15 days ago), 25.5% are below.
74.8% are above or equal to 1/30 close (16 days ago), 25.2% are below.
68.7% are above or equal to 1/27 close (17 days ago), 31.3% are below.
64.5% are above or equal to 1/26 close (18 days ago), 35.5% are below.
62.8% are above or equal to 1/25 close (19 days ago), 37.2% are below.
66.1% are above or equal to 1/24 close (20 days ago), 33.9% are below.
72.2% are above or equal to 1/23 close (21 days ago), 27.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170222 10:56 am ET)
20d: 14.7% new highs, 2.6% new lows
21d: 14.7% new highs, 2.5% new lows
42d: 12.9% new highs, 1.8% new lows
63d: 11.6% new highs, 1.4% new lows
126d: 8.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170222 10:56 am ET)
2-day: 30.9% above, 69.1% below
3-day: 53.3% above, 46.7% below
4-day: 59.2% above, 40.8% below
5-day: 57.4% above, 42.6% below
8-day: 63.8% above, 36.2% below
10-day: 68.0% above, 32.0% below
20-day: 70.4% above, 29.6% below
50-day: 71.3% above, 28.7% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170222 10:56 am ET)
MATE(23): 0.44% Top=TOL WCN TPH EXP CAA LEN PHM DHI ….. VMC FAST SRCL WM WY PWR FLR SUM=Bottom (Materials & Construction)
CHEM(27): 0.26% Top=DOW DD FMC MON IFF GRA EMN CE ….. MOS WLK APD AXTA HUN ALB SMG OLN=Bottom (Chemicals/Fertilizers)
FINA(83): 0.00% Top=EV WU OMF PFG CME IVZ BOFI SEIC ….. RF DFS FITB KEY OZRK APO STT WDR=Bottom (Banks/Financials)
INSU(30): -0.01% Top=AIG MTG ORI TRV MET CINF XL L ….. RDN AXS PRU LNC MMC PGR CLGX HIG=Bottom (Insurance)
COSW(81): -0.03% Top=SABR NTES FB YHOO MBLY EPAM WUBA BIDU ….. IAC DATA BR ATHM TTWO FEYE TRI TRIP=Bottom (Computer Software/Internet)
CONS(52): -0.10% Top=VFC WWW UAA HBI NKE CRI PVH FOSL ….. OI RL PKG MAT TPX GIL IP COTY=Bottom (Consumer)
MANU(38): -0.23% Top=DOV ETN ROP PH CAT BWXT ROK MWA ….. CFX XYL CMI RS DDD ATI MRC MFS=Bottom (Manufacturing)
HEAL(44): -0.24% Top=AET CYH MOH DVA RMD A HCA BAX ….. ESRX IRWD OPK ALGN IART ACHC DXCM HLS=Bottom (Health)
DISV(45): -0.26% Top=CXW TAL YY FISV BAH MCO G SBAC ….. ACM AL KBR JEC ATHN RRD MYGN VRSK=Bottom (Diversified Services)
COHW(39): -0.36% Top=ZAYO CTL TDS ARRS HPQ LVLT VZ VSAT ….. PSTG HRS ANET VG SSYS INFN ACIA FNSR=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.41% Top=XPO TRN CNI CP ALK EXPD KSU CHRW ….. LUV JBHT WAB FDX AAL JBLU UPS YRCW=Bottom (Transportation)
ELEC(47): -0.50% Top=GRMN CGNX MPWR AMD CRUS PI MCHP CY ….. INTC AMKR OCLR HIMX AYI SPWR CSIQ FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -0.50% Top=GEO SC HCN NRZ HCP EXR OHI VTR ….. MAC REG WPG PEB AIV EQR SHO DRH=Bottom (Real Estate)
RETA(60): -0.55% Top=SHLD CHS BABA SPLS BURL TLRD WMT CVS ….. AAP JWN ANF RH KR GNC CPRT KAR=Bottom (Retail & Specialty Retail)
ENER(92): -0.97% Top=SPN SWN MDU SN KOS DK EEP APA ….. CXO DO CPG CVE HFC ECA OII NFX=Bottom (Energy)
META(31): -1.01% Top=SND FMSA SLCA ARNC CLF SCCO AA TAHO ….. GG RGLD PAAS AEM CENX HL CDE NEM=Bottom (Metals & Mining)
LEIS(35): -1.25% Top=PK YUMC GPRO CMG STAY LQ EXPE RCL ….. CCL WEN BLMN JACK YUM DPZ EAT TXRH=Bottom (Leisure)

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 10:56 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

Create a free website or blog at WordPress.com.

%d bloggers like this: