daytrend

02/23/2017

Filed under: Market Stats — daytrend @ 11:12 am

Market Stats at 11:11 am ET
by daytrend on 20170223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

COMPARED TO YESTERDAY’S RANGE (20170223 11:11 am ET)
9.1% of stocks are above yesterday’s high.
28.8% are above yesterday’s midpoint. (71.2% are below.)
41.8% are below yesterday’s low.
49.1% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND (20170223 11:11 am ET)
13.6% of stocks are above today’s open. (86.0% are below).
12.4% of stocks are above today’s open and yesterday’s close.
71.1% are below both.
19.6% of stocks opened above yesterday’s high.
80.0% of stocks opened above yesterday’s close. (16.8% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170223 11:11 am ET)
1.7% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
14.5% are in the top half. 85.5% of stocks are in the bottom half of today’s range.
64.1% are in the bottom 20%.
46.0% are in the bottom 10%.

GAIN (20170223 11:11 am ET)
27.7% of stocks are above yesterday’s close. (72.3% are below.)
1.5% are up 4.5% or more. 2.2% are down 4.5% or more.
2.1% are up 3.5% or more. 3.4% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20170223 11:11 am ET)
2-day: >=95:5.1%…>=90:7.6%…>=80:12.5%…>=50:31.4%…<=20:33.4%…<=10:15.8%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:5.7%…>=50:61.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:65.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170223 11:11 am ET)
9.1% above previous 1 highs, 41.8% below previous 1 lows
6.5% above previous 2 highs, 31.8% below previous 2 lows
5.9% above previous 3 highs, 19.2% below previous 3 lows
5.2% above previous 4 highs, 17.6% below previous 4 lows
5.0% above previous 5 highs, 16.1% below previous 5 lows
5.0% above previous 6 highs, 14.2% below previous 6 lows
4.7% above previous 7 highs, 13.8% below previous 7 lows
4.6% above previous 8 highs, 12.2% below previous 8 lows
4.6% above previous 9 highs, 10.2% below previous 9 lows
4.5% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170223 11:11 am ET)
27.7% are above or equal to 2/22 close (1 days ago), 72.3% are below.
23.1% are above or equal to 2/21 close (2 days ago), 76.9% are below.
47.0% are above or equal to 2/17 close (3 days ago), 53.0% are below.
49.2% are above or equal to 2/16 close (4 days ago), 50.8% are below.
42.9% are above or equal to 2/15 close (5 days ago), 57.1% are below.
52.2% are above or equal to 2/14 close (6 days ago), 47.8% are below.
56.1% are above or equal to 2/13 close (7 days ago), 43.9% are below.
59.1% are above or equal to 2/10 close (8 days ago), 40.9% are below.
64.0% are above or equal to 2/9 close (9 days ago), 36.0% are below.
70.5% are above or equal to 2/8 close (10 days ago), 29.5% are below.
71.9% are above or equal to 2/7 close (11 days ago), 28.1% are below.
69.3% are above or equal to 2/6 close (12 days ago), 30.7% are below.
66.9% are above or equal to 2/3 close (13 days ago), 33.1% are below.
72.6% are above or equal to 2/2 close (14 days ago), 27.4% are below.
71.2% are above or equal to 2/1 close (15 days ago), 28.8% are below.
69.1% are above or equal to 1/31 close (16 days ago), 30.9% are below.
69.9% are above or equal to 1/30 close (17 days ago), 30.1% are below.
65.1% are above or equal to 1/27 close (18 days ago), 34.9% are below.
60.9% are above or equal to 1/26 close (19 days ago), 39.1% are below.
57.4% are above or equal to 1/25 close (20 days ago), 42.6% are below.
62.0% are above or equal to 1/24 close (21 days ago), 38.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170223 11:11 am ET)
20d: 15.5% new highs, 6.1% new lows
21d: 15.1% new highs, 5.5% new lows
42d: 13.7% new highs, 3.9% new lows
63d: 12.9% new highs, 2.4% new lows
126d: 9.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170223 11:11 am ET)
2-day: 26.7% above, 73.3% below
3-day: 23.6% above, 76.4% below
4-day: 32.3% above, 67.7% below
5-day: 38.5% above, 61.5% below
8-day: 46.0% above, 54.0% below
10-day: 52.1% above, 47.9% below
20-day: 64.7% above, 35.3% below
50-day: 66.6% above, 33.4% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170223 11:11 am ET)
ENER(93): 0.21% Top=REN RIG CRC ATW RDC OAS ECA CPG ….. CRZO PAA BAS CVI RRC APA SM QEP=Bottom (Energy)
CONS(52): -0.09% Top=CRI GIL WWW CL OI PAY RL TUP ….. CSL HAS KS KATE FOSL FL LULU EPC=Bottom (Consumer)
INSU(30): -0.23% Top=AXS TRV AIG AFL MMC XL ALL AON ….. AFSI UNM MTG HIG CNO LNC RDN CLGX=Bottom (Insurance)
REAL(96): -0.39% Top=O VTR CYS HCN UDR SKT EQR AVB ….. WPG SHO CLI HT HST GEO LHO OUT=Bottom (Real Estate)
HEAL(44): -0.42% Top=EW LH ACHC BAX UNH HRC ABT VWR ….. MD RMD OPK IRWD ABMD IART BSX CYH=Bottom (Health)
COSW(81): -0.50% Top=SQ FEYE ATHM ANSS ORCL MDRX ADP VIPS ….. PFPT TTWO MTCH CSC YELP GRUB NTES SINA=Bottom (Computer Software/Internet)
DISV(45): -0.54% Top=CNDT SERV TAL G MYGN MA VRSK EEFT ….. SCI CAR CXW KBR YY R ACM URI=Bottom (Diversified Services)
LEIS(35): -0.74% Top=CCL GPRO DPZ TXRH MCD SIX DNKN SBUX ….. PK MGM H WEN SHAK SONC BLMN JACK=Bottom (Leisure)
ELEC(46): -0.80% Top=FSLR SPWR PI CSIQ HIMX CREE SNPS AYI ….. MRVL SWKS IDTI CY AMD AMBA OCLR NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(84): -0.80% Top=EV PSEC ICE ARCC EFX TROW TD COF ….. BX APO WAL CBSH PACW SCHW CFG CLNS=Bottom (Banks/Financials)
RETA(60): -0.84% Top=GNC TJX CPRT TIF M KSS CVS WBA ….. SPLS PAG ANF GPS AEO URBN W LB=Bottom (Retail & Specialty Retail)
TRAN(24): -0.92% Top=XPO CHRW SAVE AAL EXPD UPS CNI LUV ….. ODFL CSX WAB NSC TRN UNP SWFT GWR=Bottom (Transportation)
CHEM(27): -0.95% Top=IFF MON PAH PX VSM PPG SMG EMN ….. HUN AGU OLN CC POT MOS CF TROX=Bottom (Chemicals/Fertilizers)
MATE(24): -1.09% Top=DAR WCN MAS WY TOL MDR WM RSG ….. FLR FAST PWR TPH VMC MLM EXP SUM=Bottom (Materials & Construction)
COHW(38): -1.20% Top=HPQ CCI VZ WDC TU T TDS BCE ….. CIEN ANET UBNT INFN ACIA VIAV COMM ARRS=Bottom (Computer Hardware/Telecom)
META(31): -1.21% Top=AGI AG TAHO SSRI SLW ABX NEM RGLD ….. CENX STLD CMC X CLF AKS FMSA SLCA=Bottom (Metals & Mining)
MANU(37): -1.24% Top=TTC MFS MHK ROP DHR ITW LII AOS ….. DDD RS CAT MRC MWA KMT ATI TEX=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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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