daytrend

02/24/2017

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 10:07 am ET
by daytrend on 20170224. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170224 10:07 am ET)
6.7% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
34.0% are below yesterday’s low.
59.3% are inside yesterday’s range.
10.9% of stocks with today’s high > yesterday’s high. (89.1% less than).
67.1% of stocks with today’s low < yesterday’s low. (32.9% greater than).

EVIDENCE OF INTRADAY TREND (20170224 10:07 am ET)
53.5% of stocks are above today’s open. (44.4% are below).
21.6% of stocks are above today’s open and yesterday’s close.
42.4% are below both.
2.2% of stocks opened above yesterday’s high.
13.2% of stocks opened above yesterday’s close. (84.6% opened below yesterday’s close).
36.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170224 10:07 am ET)
9.6% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN (20170224 10:07 am ET)
24.7% of stocks are above yesterday’s close. (75.3% are below.)
0.8% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 2.0% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170224 10:07 am ET)
2-day: >=95:4.5%…>=90:6.5%…>=80:11.1%…>=50:27.8%…<=20:42.5%…<=10:24.8%…<=5:11.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.6%…>=50:56.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:61.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170224 10:07 am ET)
6.7% above previous 1 highs, 34.0% below previous 1 lows
5.2% above previous 2 highs, 27.2% below previous 2 lows
4.6% above previous 3 highs, 24.1% below previous 3 lows
4.6% above previous 4 highs, 17.2% below previous 4 lows
4.4% above previous 5 highs, 16.0% below previous 5 lows
4.4% above previous 6 highs, 14.9% below previous 6 lows
4.1% above previous 7 highs, 12.9% below previous 7 lows
4.1% above previous 8 highs, 12.6% below previous 8 lows
4.1% above previous 9 highs, 11.3% below previous 9 lows
4.1% above previous 10 highs, 9.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170224 10:07 am ET)
24.7% are above or equal to 2/23 close (1 days ago), 75.3% are below.
28.5% are above or equal to 2/22 close (2 days ago), 71.5% are below.
26.4% are above or equal to 2/21 close (3 days ago), 73.6% are below.
40.9% are above or equal to 2/17 close (4 days ago), 59.1% are below.
44.2% are above or equal to 2/16 close (5 days ago), 55.8% are below.
40.0% are above or equal to 2/15 close (6 days ago), 60.0% are below.
47.8% are above or equal to 2/14 close (7 days ago), 52.2% are below.
51.3% are above or equal to 2/13 close (8 days ago), 48.7% are below.
55.1% are above or equal to 2/10 close (9 days ago), 44.9% are below.
60.5% are above or equal to 2/9 close (10 days ago), 39.5% are below.
67.2% are above or equal to 2/8 close (11 days ago), 32.8% are below.
69.1% are above or equal to 2/7 close (12 days ago), 30.9% are below.
67.5% are above or equal to 2/6 close (13 days ago), 32.5% are below.
63.5% are above or equal to 2/3 close (14 days ago), 36.5% are below.
70.1% are above or equal to 2/2 close (15 days ago), 29.9% are below.
67.5% are above or equal to 2/1 close (16 days ago), 32.5% are below.
65.2% are above or equal to 1/31 close (17 days ago), 34.8% are below.
66.8% are above or equal to 1/30 close (18 days ago), 33.2% are below.
61.9% are above or equal to 1/27 close (19 days ago), 38.1% are below.
57.9% are above or equal to 1/26 close (20 days ago), 42.1% are below.
56.2% are above or equal to 1/25 close (21 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170224 10:07 am ET)
20d: 5.4% new highs, 9.9% new lows
21d: 4.9% new highs, 9.8% new lows
42d: 4.1% new highs, 6.4% new lows
63d: 4.0% new highs, 3.5% new lows
126d: 2.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170224 10:07 am ET)
2-day: 23.4% above, 76.6% below
3-day: 26.1% above, 73.9% below
4-day: 25.3% above, 74.7% below
5-day: 29.4% above, 70.6% below
8-day: 37.4% above, 62.6% below
10-day: 41.8% above, 58.2% below
20-day: 59.6% above, 40.4% below
50-day: 64.6% above, 35.4% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170224 10:07 am ET)
RETA(59): 0.19% Top=RH JWN KSS DKS GME LB AEO BBY ….. BID GES KMX AMZN LL GNC SHLD JCP=Bottom (Retail & Specialty Retail)
HEAL(45): 0.06% Top=ACHC THC DGX CYH MD HOLX BSX ABMD ….. ANTM PKI OPK VWR BKD IRWD MOH EW=Bottom (Health)
META(32): -0.15% Top=SSRI CENX NEM AG CDE ABX AGI AEM ….. CCJ SND FMSA AA AKS TX X SLCA=Bottom (Metals & Mining)
REAL(97): -0.15% Top=RLGY CONE GEO OUT DLR HTA HCN HR ….. EQY REG SC CSAL WPG HT FCH CBL=Bottom (Real Estate)
INSU(29): -0.16% Top=AGO CLGX AJG BRO PGR ALL MMC FAF ….. ORI AIG CNO UNM MTG PRU MET LNC=Bottom (Insurance)
CONS(52): -0.44% Top=FL GIL NKE CRI IP ECL WRK HBI ….. CSL CL BERY CHD PBI FOSL TPX EPC=Bottom (Consumer)
LEIS(35): -0.47% Top=WEN YUMC LQ HLT H LVS MAR BLMN ….. QSR TXRH SHAK SIX JACK CMG GPRO SONC=Bottom (Leisure)
TRAN(24): -0.62% Top=JBHT SWFT UPS ALK EXPD CHRW CSX WAB ….. DAL AAL UAL UNP NSC JBLU XPO TK=Bottom (Transportation)
COSW(81): -0.69% Top=SINA INTU ATHM VEEV BR NTES EQIX CDK ….. VIPS DNB WUBA MBLY CSC BIDU SPLK HPE=Bottom (Computer Software/Internet)
DISV(43): -0.75% Top=CXW LDOS HRB VRSK ADS PAYX ZTO BAH ….. CAR RHI RRD MYGN AL ACM CNDT KBR=Bottom (Diversified Services)
MATE(26): -0.77% Top=EME PWR WCN WM VMC MLM RSG GMS ….. MAS SUM PHM KBH FLR MDR SRCL DAR=Bottom (Materials & Construction)
MANU(39): -0.84% Top=DHR XYL DCI MHK BDC ITW FLS ROP ….. KMT MRC CAT TEX TTC ATKR MFS DDD=Bottom (Manufacturing)
FINA(85): -0.86% Top=WU ICE CME NDAQ CBOE BEN TD PYPL ….. AMP C AMG JNS PSEC MS VOYA BGCP=Bottom (Banks/Financials)
CHEM(27): -0.90% Top=SHW ALB APD MON DD GRA FMC HUN ….. OLN VSM AGU SMG POT MOS CF TROX=Bottom (Chemicals/Fertilizers)
ENER(91): -0.90% Top=PAA APA COG QEP RSPP EGN SM NBL ….. HFC RICE NBR CVE DO CRZO PE SWN=Bottom (Energy)
COHW(39): -0.95% Top=ANET VIAV CDW T VZ VRSN VG HRS ….. TDC WDC ARRS PANW PSTG SSYS TDS ACIA=Bottom (Computer Hardware/Telecom)
ELEC(46): -1.02% Top=CGNX AMBA FSLR FTV GRMN INTC SNPS LRCX ….. IDTI SIMO AMD QRVO ON CAVM OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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