By 29 May 2020, the coronavirus disease (COVID-19) caused by SARS-CoV-2 had spread to 188 countries, infecting more than 5.9 million people, and causing 361,249 deaths. Governments issued travel restrictions, gatherings of institutions were cancelled, and citizens were ordered to socially distance themselves in an effort to limit the spread of the virus. Fear of being infected by the virus and panic over job losses and missed education opportunities have increased people's stress levels. Psychological studies using traditional surveys are time-consuming and contain cognitive and sampling biases, and therefore cannot be used to build large datasets for a real-time depression analysis. In this article, we propose a CorExQ9 algorithm that integrates a Correlation Explanation (CorEx) learning algorithm and clinical Patient Health Questionnaire (PHQ) lexicon to detect COVID-19 related stress symptoms at a spatiotemporal scale in the United States. The proposed algorithm overcomes the common limitations of traditional topic detection models and minimizes the ambiguity that is caused by human interventions in social media data mining. The results show a strong correlation between stress symptoms and the number of increased COVID-19 cases for major U.S. cities such as Chicago, San Francisco, Seattle, New York, and Miami. The results also show that people's risk perception is sensitive to the release of COVID-19 related public news and media messages. Between January and March, fear of infection and unpredictability of the virus caused widespread panic and people began stockpiling supplies, but later in April, concerns shifted as financial worries in western and eastern coastal areas of the U.S. left people uncertain of the long-term effects of COVID-19 on their lives.