daytrend

02/27/2017

Filed under: Market Stats — daytrend @ 11:52 am

Market Stats at 11:51 am ET
by daytrend on 20170227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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

COMPARED TO YESTERDAY’S RANGE (20170227 11:51 am ET)
31.0% of stocks are above yesterday’s high.
72.6% are above yesterday’s midpoint. (27.4% are below.)
6.8% are below yesterday’s low.
62.2% are inside yesterday’s range.
62.1% of stocks with today’s high > yesterday’s high. (37.9% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND (20170227 11:51 am ET)
59.2% of stocks are above today’s open. (39.2% are below).
50.9% of stocks are above today’s open and yesterday’s close.
34.9% are below both.
12.7% of stocks opened above yesterday’s high.
41.2% of stocks opened above yesterday’s close. (51.5% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170227 11:51 am ET)
6.9% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
54.9% are in the top half. 45.1% of stocks are in the bottom half of today’s range.
18.5% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20170227 11:51 am ET)
56.7% of stocks are above yesterday’s close. (43.3% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.8% are up 3.5% or more. 0.6% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20170227 11:51 am ET)
2-day: >=95:7.5%…>=90:13.7%…>=80:21.6%…>=50:52.0%…<=20:20.0%…<=10:11.3%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:6.1%…>=50:64.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:66.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170227 11:51 am ET)
31.0% above previous 1 highs, 6.8% below previous 1 lows
14.7% above previous 2 highs, 6.0% below previous 2 lows
12.9% above previous 3 highs, 5.4% below previous 3 lows
11.8% above previous 4 highs, 4.7% below previous 4 lows
11.7% above previous 5 highs, 4.1% below previous 5 lows
10.5% above previous 6 highs, 3.9% below previous 6 lows
10.4% above previous 7 highs, 3.6% below previous 7 lows
10.3% above previous 8 highs, 3.3% below previous 8 lows
9.7% above previous 9 highs, 3.0% below previous 9 lows
9.7% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170227 11:51 am ET)
56.7% are above or equal to 2/24 close (1 days ago), 43.3% are below.
54.4% are above or equal to 2/23 close (2 days ago), 45.6% are below.
45.8% are above or equal to 2/22 close (3 days ago), 54.2% are below.
41.3% are above or equal to 2/21 close (4 days ago), 58.7% are below.
52.3% are above or equal to 2/17 close (5 days ago), 47.7% are below.
53.5% are above or equal to 2/16 close (6 days ago), 46.5% are below.
48.3% are above or equal to 2/15 close (7 days ago), 51.7% are below.
55.2% are above or equal to 2/14 close (8 days ago), 44.8% are below.
59.2% are above or equal to 2/13 close (9 days ago), 40.8% are below.
61.3% are above or equal to 2/10 close (10 days ago), 38.7% are below.
66.9% are above or equal to 2/9 close (11 days ago), 33.1% are below.
72.3% are above or equal to 2/8 close (12 days ago), 27.7% are below.
74.0% are above or equal to 2/7 close (13 days ago), 26.0% are below.
71.0% are above or equal to 2/6 close (14 days ago), 29.0% are below.
68.1% are above or equal to 2/3 close (15 days ago), 31.9% are below.
72.4% are above or equal to 2/2 close (16 days ago), 27.6% are below.
70.6% are above or equal to 2/1 close (17 days ago), 29.4% are below.
69.6% are above or equal to 1/31 close (18 days ago), 30.4% are below.
70.2% are above or equal to 1/30 close (19 days ago), 29.8% are below.
66.1% are above or equal to 1/27 close (20 days ago), 33.9% are below.
62.5% are above or equal to 1/26 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170227 11:51 am ET)
20d: 17.5% new highs, 3.9% new lows
21d: 16.7% new highs, 3.9% new lows
42d: 13.7% new highs, 2.5% new lows
63d: 12.3% new highs, 1.6% new lows
126d: 8.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170227 11:51 am ET)
2-day: 55.1% above, 44.9% below
3-day: 55.3% above, 44.7% below
4-day: 50.5% above, 49.5% below
5-day: 45.8% above, 54.2% below
8-day: 48.9% above, 51.1% below
10-day: 51.5% above, 48.5% below
20-day: 66.0% above, 34.0% below
50-day: 69.5% above, 30.5% below
200-day: 75.4% above, 24.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170227 11:51 am ET)
META(32): 2.22% Top=CDE TAHO CMC AKS AG X SSRI SLCA ….. CLF AA SLW ARNC NEM SND CNX TECK=Bottom (Metals & Mining)
MATE(26): 1.39% Top=MLM EXP VMC MDR SUM CAA USG LEN ….. MAS SRCL RSG WM FAST WCN DAR TPH=Bottom (Materials & Construction)
ENER(90): 0.65% Top=BAS PTEN NOV HLX SN ATW DO SWN ….. GEL PBF COG CPG INT MMP APA GPOR=Bottom (Energy)
REAL(98): 0.54% Top=FCH SNH CBL PEB SPG SHO HPT LHO ….. AMH PSA STWD BAM GEO CXP DFT RLGY=Bottom (Real Estate)
MANU(39): 0.49% Top=MFS MRC ATI MWA DDD CAT RS TEX ….. IR KMT SNA HON ROP SWK GE BDC=Bottom (Manufacturing)
RETA(60): 0.46% Top=BID RH JCP SHLD JWN AEO KSS LB ….. AAP WMT SFM MELI WFM DSW MIK KR=Bottom (Retail & Specialty Retail)
DISV(43): 0.37% Top=ZTO URI JEC ACM ATHN BAH HRB RBA ….. CTAS FDC KBR AMN VRSK MYGN MCO CXW=Bottom (Diversified Services)
TRAN(24): 0.29% Top=TK SWFT JBLU WAB XPO NSC CNI SAVE ….. ALK EXPD UNP CHRW JBHT AAL DAL LUV=Bottom (Transportation)
HEAL(46): 0.16% Top=CYH THC VWR PRAH WCG ABMD UNH ANTM ….. DXCM A XRAY TMO RMD IRWD ABT ACHC=Bottom (Health)
FINA(86): 0.09% Top=WETF FII WDR SIVB LAZ BEN APO FITB ….. VOYA BOFI PYPL BGCP TD CME CBOE ICE=Bottom (Banks/Financials)
CHEM(27): 0.06% Top=TROX PX PAH OLN WLK GRA HUN MON ….. APD SMG PPG FMC DOW AXTA AGU POT=Bottom (Chemicals/Fertilizers)
CONS(52): 0.05% Top=NWL KATE LULU COH COLM FL WWW PVH ….. SKX PG CL KMB SEE GIL UAA HBI=Bottom (Consumer)
LEIS(36): -0.16% Top=WYNN LQ LVS SHAK PK GPRO MAR MGM ….. PNRA YUM BYD MCD DRI SBUX YUMC ZOES=Bottom (Leisure)
ELEC(48): -0.24% Top=AMD NVDA FIT AMBA CAVM AVGO QRVO CSIQ ….. GLW MRVL BRKR GRMN XPER PI AMKR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -0.29% Top=SQ TWLO YELP ANSS JD ATHM FB FEYE ….. INTU ORCL TEAM XRX CSC HPE SHOP NOW=Bottom (Computer Software/Internet)
COHW(38): -0.29% Top=WIN SSYS COMM ZAYO CIEN VG AAPL HRS ….. TMUS QCOM VIAV MSI VZ T ACIA TDS=Bottom (Computer Hardware/Telecom)
INSU(29): -0.73% Top=AFL AIG CNO PRU ALL UNM RDN HIG ….. FNF WLTW ORI CINF XL AGO FAF AFSI=Bottom (Insurance)

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 11:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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