daytrend

02/26/2018

Filed under: Market Stats — daytrend @ 10:00 am

Market Stats at 9:59 am ET
by daytrend on 20180226. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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 (20180226 9:59 am ET)
36.1% of stocks are above yesterday’s high.
79.1% are above yesterday’s midpoint. (20.9% are below.)
4.9% are below yesterday’s low.
59.0% are inside yesterday’s range.
76.7% of stocks with today’s high > yesterday’s high. (23.3% less than).
7.0% of stocks with today’s low < yesterday’s low. (93.0% greater than).

EVIDENCE OF INTRADAY TREND (20180226 9:59 am ET)
33.2% of stocks are above today’s open. (64.8% are below).
32.3% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
53.5% of stocks opened above yesterday’s high.
86.3% of stocks opened above yesterday’s close. (10.3% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180226 9:59 am ET)
6.2% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
30.7% are in the top half. 69.3% of stocks are in the bottom half of today’s range.
37.6% are in the bottom 20%.
19.9% are in the bottom 10%.

GAIN (20180226 9:59 am ET)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.7% are down 3.5% or more.
76.3% are between +1% and -1%.

RSI on DAILY (20180226 9:59 am ET)
2-day: >=95:7.4%…>=90:18.3%…>=80:37.2%…>=50:74.6%…<=20:6.4%…<=10:2.5%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:59.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:52.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180226 9:59 am ET)
36.1% above previous 1 highs, 4.9% below previous 1 lows
26.6% above previous 2 highs, 2.8% below previous 2 lows
18.9% above previous 3 highs, 2.4% below previous 3 lows
16.1% above previous 4 highs, 2.1% below previous 4 lows
13.6% above previous 5 highs, 2.1% below previous 5 lows
13.0% above previous 6 highs, 1.7% below previous 6 lows
12.8% above previous 7 highs, 1.3% below previous 7 lows
12.7% above previous 8 highs, 1.3% below previous 8 lows
12.5% above previous 9 highs, 0.9% below previous 9 lows
12.5% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180226 9:59 am ET)
55.5% are above or equal to 2/23 close (1 days ago), 44.5% are below.
85.4% are above or equal to 2/22 close (2 days ago), 14.6% are below.
74.8% are above or equal to 2/21 close (3 days ago), 25.2% are below.
68.3% are above or equal to 2/20 close (4 days ago), 31.7% are below.
54.7% are above or equal to 2/16 close (5 days ago), 45.3% are below.
59.0% are above or equal to 2/15 close (6 days ago), 41.0% are below.
67.2% are above or equal to 2/14 close (7 days ago), 32.8% are below.
79.0% are above or equal to 2/13 close (8 days ago), 21.0% are below.
79.2% are above or equal to 2/12 close (9 days ago), 20.8% are below.
83.9% are above or equal to 2/9 close (10 days ago), 16.1% are below.
85.4% are above or equal to 2/8 close (11 days ago), 14.6% are below.
66.5% are above or equal to 2/7 close (12 days ago), 33.5% are below.
63.9% are above or equal to 2/6 close (13 days ago), 36.1% are below.
70.4% are above or equal to 2/5 close (14 days ago), 29.6% are below.
45.0% are above or equal to 2/2 close (15 days ago), 55.0% are below.
30.9% are above or equal to 2/1 close (16 days ago), 69.1% are below.
32.2% are above or equal to 1/31 close (17 days ago), 67.8% are below.
31.8% are above or equal to 1/30 close (18 days ago), 68.2% are below.
25.6% are above or equal to 1/29 close (19 days ago), 74.4% are below.
24.3% are above or equal to 1/26 close (20 days ago), 75.7% are below.
27.4% are above or equal to 1/25 close (21 days ago), 72.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180226 9:59 am ET)
20d: 7.0% new highs, 0.7% new lows
21d: 6.6% new highs, 0.7% new lows
42d: 5.5% new highs, 0.6% new lows
63d: 5.1% new highs, 0.6% new lows
126d: 4.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180226 9:59 am ET)
2-day: 54.0% above, 46.0% below
3-day: 79.2% above, 20.8% below
4-day: 78.6% above, 21.4% below
5-day: 75.7% above, 24.3% below
8-day: 69.1% above, 30.9% below
10-day: 74.8% above, 25.2% below
20-day: 59.1% above, 40.9% below
50-day: 46.6% above, 53.4% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180226 9:59 am ET)
ELEC(63): 0.85% Top=IPHI HIMX XCRA COHR RUN TSEM FSLR KLIC ….. AEIS AAOI ORBK ICHR WAT AYI SPWR KEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 0.45% Top=LUV UAL AAL DAL XPO UNP GWR ODFL ….. JBHT CNI TRN TK WAB KSU CP BRS=Bottom (Transportation)
COHW(47): 0.44% Top=UBNT IMMR HPQ ACIA QCOM PSTG EXTR SYNA ….. CTL WDC BB TDS FTR VG ZAYO GDS=Bottom (Computer Hardware/Telecom)
META(22): 0.44% Top=PAAS CLF X NEM SCCO RGLD GG AEM ….. CNX STLD CCJ TMST TECK FCX SLCA CENX=Bottom (Metals & Mining)
COSW(103): 0.40% Top=CMCM SQ TTWO AYX ATVI HQY ANGI SINA ….. SYNT NEWR TRIP SYMC CVG FIVN VIPS MULE=Bottom (Computer Software/Internet)
RETA(58): 0.29% Top=FINL CHS GES NFLX AEO DLTR ETSY LL ….. RH WSM SIG AAP DDS LB JWN W=Bottom (Retail & Specialty Retail)
CONS(60): 0.22% Top=BOOT SPB GPK CHD FN IRBT PKG SNBR ….. LEG TUP VSTO GIL FOSL BC WHR MAT=Bottom (Consumer)
INSU(37): 0.17% Top=TRV PGR ACGL HTH ALL MMC AJG BHF ….. XL LNC AEL AIG JRVR AGO AFSI MBI=Bottom (Insurance)
LEIS(43): 0.14% Top=DIN PLNT RRR WYNN SBUX YUMC MLCO YUM ….. HLT SONC JACK QSR SEAS PZZA SHAK BLMN=Bottom (Leisure)
DISV(61): 0.06% Top=WTW RCII ZTO AAN CAR RBA MA KTOS ….. CHGG HMSY CXW CAI ACM KBR QUAD ULTA=Bottom (Diversified Services)
FINA(97): -0.02% Top=GS STT VOYA MS NDAQ NTRS CBOE KKR ….. TCF TWNK SBCF NAVI OMF BGCP FBP CFG=Bottom (Banks/Financials)
REAL(114): -0.09% Top=UNIT HASI VER CLI RLGY SRC O EPR ….. GEO MPW OUT APLE DRH ESRT SC GOV=Bottom (Real Estate)
MATE(34): -0.12% Top=SRCL RSG RYN TOL WM TPH WCN BZH ….. GVA MDR EXP SUM JELD MLM DY VMC=Bottom (Materials & Construction)
MANU(48): -0.15% Top=DDD JKS DOV FLS MRC EMR AME HON ….. AOS PNR LECO KMT TEX ATI GE WBT=Bottom (Manufacturing)
HEAL(51): -0.23% Top=SYK CNC BKD ABMD BDX UNH OSUR ANTM ….. NUVA MDXG ACHC MD THC GMED TVTY SYNH=Bottom (Health)
ENER(95): -0.41% Top=INT NBL ERF WPX SM CXO SHLX GEL ….. WMB FRAC XOG ENLK CRC CRZO PUMP OII=Bottom (Energy)
CHEM(33): -1.03% Top=PAH SHW MON RPM DWDP SMG APD PPG ….. MOS CC KRO NTR OLN TROX FMC ALB=Bottom (Chemicals/Fertilizers)

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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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