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.

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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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