daytrend

03/01/2017

Filed under: Market Stats — daytrend @ 1:28 pm

Market Stats at 1:28 pm 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 1:28 pm ET)
55.4% of stocks are above yesterday’s high.
79.4% are above yesterday’s midpoint. (20.6% are below.)
7.6% are below yesterday’s low.
37.0% are inside yesterday’s range.
73.1% of stocks with today’s high > yesterday’s high. (26.9% less than).
23.5% of stocks with today’s low < yesterday’s low. (76.5% greater than).

EVIDENCE OF INTRADAY TREND (20170301 1:28 pm ET)
70.8% of stocks are above today’s open. (28.3% are below).
68.3% of stocks are above today’s open and yesterday’s close.
12.2% 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 1:28 pm ET)
13.8% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
71.5% are in the top half. 28.5% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20170301 1:28 pm ET)
85.3% of stocks are above yesterday’s close. (14.7% are below.)
3.0% are up 4.5% or more. 0.6% are down 4.5% or more.
8.3% are up 3.5% or more. 0.9% are down 3.5% or more.
31.4% are between +1% and -1%.

RSI on DAILY (20170301 1:28 pm ET)
2-day: >=95:9.2%…>=90:19.1%…>=80:39.6%…>=50:76.2%…<=20:7.9%…<=10:3.2%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.9%…>=80:6.7%…>=50:72.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:72.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170301 1:28 pm ET)
55.4% above previous 1 highs, 7.6% below previous 1 lows
44.6% above previous 2 highs, 5.8% below previous 2 lows
42.6% above previous 3 highs, 3.7% below previous 3 lows
34.8% above previous 4 highs, 3.1% below previous 4 lows
31.1% above previous 5 highs, 2.8% below previous 5 lows
27.6% above previous 6 highs, 2.7% below previous 6 lows
26.8% above previous 7 highs, 2.5% below previous 7 lows
25.3% above previous 8 highs, 2.5% below previous 8 lows
24.0% above previous 9 highs, 2.1% below previous 9 lows
23.5% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170301 1:28 pm ET)
85.3% are above or equal to 2/28 close (1 days ago), 14.7% are below.
65.7% are above or equal to 2/27 close (2 days ago), 34.3% are below.
69.9% are above or equal to 2/24 close (3 days ago), 30.1% are below.
70.2% are above or equal to 2/23 close (4 days ago), 29.8% are below.
63.3% are above or equal to 2/22 close (5 days ago), 36.7% are below.
56.1% are above or equal to 2/21 close (6 days ago), 43.9% are below.
65.7% are above or equal to 2/17 close (7 days ago), 34.3% are below.
65.0% are above or equal to 2/16 close (8 days ago), 35.0% are below.
63.0% are above or equal to 2/15 close (9 days ago), 37.0% are below.
66.0% are above or equal to 2/14 close (10 days ago), 34.0% are below.
66.3% are above or equal to 2/13 close (11 days ago), 33.7% are below.
67.2% are above or equal to 2/10 close (12 days ago), 32.8% are below.
70.9% are above or equal to 2/9 close (13 days ago), 29.1% are below.
75.0% are above or equal to 2/8 close (14 days ago), 25.0% are below.
75.0% are above or equal to 2/7 close (15 days ago), 25.0% are below.
72.9% are above or equal to 2/6 close (16 days ago), 27.1% are below.
71.1% are above or equal to 2/3 close (17 days ago), 28.9% are below.
74.9% are above or equal to 2/2 close (18 days ago), 25.1% are below.
73.8% are above or equal to 2/1 close (19 days ago), 26.2% are below.
72.5% are above or equal to 1/31 close (20 days ago), 27.5% are below.
73.7% are above or equal to 1/30 close (21 days ago), 26.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170301 1:28 pm ET)
20d: 29.0% new highs, 5.4% new lows
21d: 28.7% new highs, 5.2% new lows
42d: 23.9% new highs, 3.4% new lows
63d: 22.2% new highs, 2.8% new lows
126d: 20.4% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170301 1:28 pm ET)
2-day: 84.8% above, 15.2% below
3-day: 75.2% above, 24.8% below
4-day: 73.3% above, 26.7% below
5-day: 73.7% above, 26.3% below
8-day: 68.7% above, 31.3% below
10-day: 67.6% above, 32.4% below
20-day: 72.1% above, 27.9% below
50-day: 69.8% above, 30.2% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170301 1:28 pm ET)
MATE(26): 3.05% Top=DAR GMS MLM EME TPH CAA SUM MDR ….. DHI USG FAST WY WCN RSG WM SRCL=Bottom (Materials & Construction)
META(31): 2.61% Top=AA CENX FMSA TECK SLCA AKS CMC SCCO ….. SSRI FNV AGI PAAS AG AEM GG CDE=Bottom (Metals & Mining)
MANU(40): 2.45% Top=DCI KMT TEX CFX ATI BDC MRC FLS ….. AOS EMR GE ATKR ROP MFS DDD ZBRA=Bottom (Manufacturing)
FINA(85): 2.29% Top=SCHW CFG FITB FNB CME CMA ETFC TCB ….. PSEC ARCC OMF FII NAVI LM JNS CLNS=Bottom (Banks/Financials)
ENER(92): 2.25% Top=RICE CRC DK CVI EGN WLL RES QEP ….. SXL MDU CVE NFG EEP SEP SE SU=Bottom (Energy)
DISV(44): 2.16% Top=WTW TAL ACM URI YY MAN R INFO ….. PCLN VNTV GPN SERV SBAC RBA FLT MYGN=Bottom (Diversified Services)
TRAN(24): 2.13% Top=SAVE DAL XPO TK JBLU ALK UAL TRN ….. UNP CSX JBHT CNI EXPD UPS CP CHRW=Bottom (Transportation)
CHEM(27): 2.02% Top=CC PAH WLK TROX OLN VSM FMC HUN ….. PX ALB IFF GRA PPG AGU POT MOS=Bottom (Chemicals/Fertilizers)
INSU(30): 1.60% Top=MET LNC PRU RDN CINF UNM CNO MTG ….. AJG ORI SLF ALL AFSI FNF FAF CLGX=Bottom (Insurance)
CONS(52): 1.25% Top=OI PBI COTY KS ENR GT CSL WRK ….. CLX COH SKX CRI LULU WHR MAT KATE=Bottom (Consumer)
COSW(83): 1.18% Top=ATHM ATVI NCR GRUB VEEV TTWO CSC PTC ….. SQ INTU XRX VIPS FTNT TRIP NTES FEYE=Bottom (Computer Software/Internet)
ELEC(48): 1.08% Top=HIMX OCLR TRMB MSCC CGNX AMKR MRVL PI ….. LRCX CRUS CSIQ INTC XPER FSLR SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 1.07% Top=WYNN LVS PK MGM H TXRH MAR BYD ….. WEN ARMK ZOES CMG GPRO DPZ SEAS SIX=Bottom (Leisure)
HEAL(46): 1.05% Top=DXCM CNC WCG VAR ABMD IART MOH UNH ….. LH BAX EW OPK BKD ACHC THC CYH=Bottom (Health)
COHW(39): 0.48% Top=GOGO STX COMM ZAYO NTAP VRSN AAPL FNSR ….. TMUS BCE TU BBRY CCI TDS CTL PANW=Bottom (Computer Hardware/Telecom)
REAL(99): 0.22% Top=FCH HST DRH RLJ LHO PEB RLGY GEO ….. EQY KIM CONE TCO DDR STOR LXP OUT=Bottom (Real Estate)
RETA(61): -0.25% Top=LOW LL BID DKS SPLS SIG PIR AN ….. URBN ROST GES JWN 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 1:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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