daytrend

03/01/2017

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 11:22 am ET
by daytrend on 20170301. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170301 11:22 am ET)
49.0% of stocks are above yesterday’s high.
72.1% are above yesterday’s midpoint. (27.9% are below.)
11.7% are below yesterday’s low.
39.3% are inside yesterday’s range.
68.3% of stocks with today’s high > yesterday’s high. (31.7% less than).
21.3% of stocks with today’s low < yesterday’s low. (78.7% greater than).

EVIDENCE OF INTRADAY TREND (20170301 11:22 am ET)
61.1% of stocks are above today’s open. (37.7% are below).
58.6% of stocks are above today’s open and yesterday’s close.
19.2% are below both.
40.0% of stocks opened above yesterday’s high.
86.0% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170301 11:22 am ET)
12.5% of stocks are in the top 10% of today’s range.
26.8% are in the top 20%.
57.8% are in the top half. 42.2% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
9.7% are in the bottom 10%.

GAIN (20170301 11:22 am ET)
78.4% of stocks are above yesterday’s close. (21.6% are below.)
2.3% are up 4.5% or more. 1.0% are down 4.5% or more.
7.0% are up 3.5% or more. 1.4% are down 3.5% or more.
37.4% are between +1% and -1%.

RSI on DAILY (20170301 11:22 am ET)
2-day: >=95:7.3%…>=90:16.9%…>=80:34.6%…>=50:71.5%…<=20:12.6%…<=10:6.3%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.3%…>=50:69.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:69.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170301 11:22 am ET)
49.0% above previous 1 highs, 11.7% below previous 1 lows
38.8% above previous 2 highs, 10.1% below previous 2 lows
36.5% above previous 3 highs, 7.0% below previous 3 lows
28.6% above previous 4 highs, 6.0% below previous 4 lows
26.2% above previous 5 highs, 5.4% below previous 5 lows
22.8% above previous 6 highs, 4.9% below previous 6 lows
22.5% above previous 7 highs, 4.8% below previous 7 lows
21.0% above previous 8 highs, 4.8% below previous 8 lows
19.9% above previous 9 highs, 4.4% below previous 9 lows
19.6% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170301 11:22 am ET)
78.4% are above or equal to 2/28 close (1 days ago), 21.6% are below.
61.1% are above or equal to 2/27 close (2 days ago), 38.9% are below.
64.4% are above or equal to 2/24 close (3 days ago), 35.6% are below.
66.5% are above or equal to 2/23 close (4 days ago), 33.5% are below.
60.0% are above or equal to 2/22 close (5 days ago), 40.0% are below.
53.2% are above or equal to 2/21 close (6 days ago), 46.8% are below.
63.6% are above or equal to 2/17 close (7 days ago), 36.4% are below.
64.4% are above or equal to 2/16 close (8 days ago), 35.6% are below.
60.0% are above or equal to 2/15 close (9 days ago), 40.0% are below.
63.0% are above or equal to 2/14 close (10 days ago), 37.0% are below.
63.4% are above or equal to 2/13 close (11 days ago), 36.6% are below.
65.9% are above or equal to 2/10 close (12 days ago), 34.1% are below.
69.5% are above or equal to 2/9 close (13 days ago), 30.5% are below.
73.6% are above or equal to 2/8 close (14 days ago), 26.4% are below.
73.7% are above or equal to 2/7 close (15 days ago), 26.3% are below.
71.6% are above or equal to 2/6 close (16 days ago), 28.4% are below.
69.5% are above or equal to 2/3 close (17 days ago), 30.5% are below.
73.3% are above or equal to 2/2 close (18 days ago), 26.7% are below.
72.1% are above or equal to 2/1 close (19 days ago), 27.9% are below.
70.8% are above or equal to 1/31 close (20 days ago), 29.2% are below.
72.7% are above or equal to 1/30 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170301 11:22 am ET)
20d: 25.7% new highs, 5.1% new lows
21d: 25.6% new highs, 5.0% new lows
42d: 21.2% new highs, 3.2% new lows
63d: 19.7% new highs, 2.8% new lows
126d: 17.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170301 11:22 am ET)
2-day: 77.9% above, 22.1% below
3-day: 70.7% above, 29.3% below
4-day: 69.3% above, 30.7% below
5-day: 69.2% above, 30.8% below
8-day: 64.1% above, 35.9% below
10-day: 64.8% above, 35.2% below
20-day: 70.8% above, 29.2% below
50-day: 69.6% above, 30.4% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170301 11:22 am ET)
MATE(26): 2.84% Top=DAR GMS TPH SUM EME VMC OC MLM ….. DHI PHM FAST WY WCN RSG WM SRCL=Bottom (Materials & Construction)
MANU(40): 2.31% Top=DCI KMT ATI CFX BDC FLS MWA RS ….. HON ROP TTC CAT GE MFS ZBRA ATKR=Bottom (Manufacturing)
DISV(44): 2.29% Top=WTW ACM RRD URI TAL ZTO CXW MAN ….. ULTA GPN SERV VNTV RBA MYGN FLT SBAC=Bottom (Diversified Services)
FINA(85): 2.18% Top=SCHW CFG FITB CME TCB ETFC FNB RF ….. ARCC PYPL FII LM OMF APO JNS CLNS=Bottom (Banks/Financials)
TRAN(24): 2.13% Top=ALK DAL SAVE TRN XPO TK JBLU GWR ….. SWFT CSX JBHT UPS CNI EXPD CP CHRW=Bottom (Transportation)
ENER(92): 2.04% Top=WLL OAS RICE CVI ATW OII SM RDC ….. SXL NFG HES CVE SE MDU TLLP SU=Bottom (Energy)
CHEM(27): 1.82% Top=CC PAH WLK TROX OLN FMC HUN EMN ….. POT PX MON IFF ALB GRA MOS CF=Bottom (Chemicals/Fertilizers)
INSU(30): 1.47% Top=MET LNC PRU CNO RDN CINF UNM MTG ….. VR SLF AFSI AJG FNF ALL CLGX FAF=Bottom (Insurance)
META(31): 1.25% Top=AA CENX FMSA SLCA TECK AKS CMC SCCO ….. FNV SSRI PAAS AEM GG AG AGI CDE=Bottom (Metals & Mining)
CONS(52): 0.93% Top=OI COTY KS CSL PBI EPC GIL WRK ….. COLM HBI CRI FL MAT WHR COH LULU=Bottom (Consumer)
COSW(83): 0.81% Top=ATHM NCR ATVI TTWO CRM CSC PTC MBLY ….. XRX TWTR WDAY FTNT DATA TRIP NTES FEYE=Bottom (Computer Software/Internet)
LEIS(36): 0.79% Top=WYNN LVS MGM TXRH PK H HLT BYD ….. QSR YUMC GPRO WEN EAT CMG DPZ SIX=Bottom (Leisure)
HEAL(46): 0.76% Top=DXCM CNC TVTY WCG ESRX ANTM VWR BSX ….. BAX ALGN BCR DVA EW BKD CYH THC=Bottom (Health)
ELEC(48): 0.71% Top=HIMX PI OCLR TRMB CGNX FTV GLW MSCC ….. CSIQ CRUS SIMO INTC XPER FSLR AMBA SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.10% Top=GOGO FNSR COMM CDW STX VRSN ZAYO AAPL ….. BBRY CCI LVLT BCE TU WIN CTL PANW=Bottom (Computer Hardware/Telecom)
REAL(99): -0.26% Top=SC FCH DRH GEO HST RLGY ALLY RLJ ….. SRC HCP DDR OUT STOR AMH CONE LXP=Bottom (Real Estate)
RETA(61): -0.71% Top=LOW BID LL SPLS DKS BABA AN SIG ….. URBN JWN ROST GES BBY ANF AEO ETSY=Bottom (Retail & Specialty Retail)

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 11:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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