daytrend

03/02/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 9:49 am ET
by daytrend on 20170302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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

COMPARED TO YESTERDAY’S RANGE (20170302 9:49 am ET)
5.1% of stocks are above yesterday’s high.
44.1% are above yesterday’s midpoint. (55.9% are below.)
14.4% are below yesterday’s low.
80.6% are inside yesterday’s range.
11.1% of stocks with today’s high > yesterday’s high. (88.9% less than).
30.3% of stocks with today’s low < yesterday’s low. (69.7% greater than).

EVIDENCE OF INTRADAY TREND (20170302 9:49 am ET)
41.0% of stocks are above today’s open. (57.7% are below).
20.7% of stocks are above today’s open and yesterday’s close.
52.9% are below both.
3.1% of stocks opened above yesterday’s high.
23.9% of stocks opened above yesterday’s close. (71.3% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170302 9:49 am ET)
10.7% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20170302 9:49 am ET)
27.0% of stocks are above yesterday’s close. (73.0% are below.)
0.3% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 0.9% are down 3.5% or more.
82.1% are between +1% and -1%.

RSI on DAILY (20170302 9:49 am ET)
2-day: >=95:2.9%…>=90:6.3%…>=80:14.1%…>=50:60.8%…<=20:10.6%…<=10:4.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.7%…>=50:67.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:69.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170302 9:49 am ET)
5.1% above previous 1 highs, 14.4% below previous 1 lows
3.7% above previous 2 highs, 4.9% below previous 2 lows
3.3% above previous 3 highs, 4.6% below previous 3 lows
3.1% above previous 4 highs, 3.2% below previous 4 lows
2.8% above previous 5 highs, 2.3% below previous 5 lows
2.4% above previous 6 highs, 2.1% below previous 6 lows
2.1% above previous 7 highs, 2.0% below previous 7 lows
2.1% above previous 8 highs, 1.8% below previous 8 lows
2.1% above previous 9 highs, 1.8% below previous 9 lows
2.0% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170302 9:49 am ET)
27.0% are above or equal to 3/1 close (1 days ago), 73.0% are below.
78.7% are above or equal to 2/28 close (2 days ago), 21.3% are below.
57.7% are above or equal to 2/27 close (3 days ago), 42.3% are below.
62.3% are above or equal to 2/24 close (4 days ago), 37.7% are below.
63.8% are above or equal to 2/23 close (5 days ago), 36.2% are below.
58.0% are above or equal to 2/22 close (6 days ago), 42.0% are below.
51.3% are above or equal to 2/21 close (7 days ago), 48.7% are below.
62.2% are above or equal to 2/17 close (8 days ago), 37.8% are below.
61.3% are above or equal to 2/16 close (9 days ago), 38.7% are below.
58.7% are above or equal to 2/15 close (10 days ago), 41.3% are below.
62.1% are above or equal to 2/14 close (11 days ago), 37.9% are below.
63.0% are above or equal to 2/13 close (12 days ago), 37.0% are below.
64.7% are above or equal to 2/10 close (13 days ago), 35.3% are below.
68.5% are above or equal to 2/9 close (14 days ago), 31.5% are below.
71.1% are above or equal to 2/8 close (15 days ago), 28.9% are below.
73.9% are above or equal to 2/7 close (16 days ago), 26.1% are below.
71.5% are above or equal to 2/6 close (17 days ago), 28.5% are below.
69.1% are above or equal to 2/3 close (18 days ago), 30.9% are below.
73.2% are above or equal to 2/2 close (19 days ago), 26.8% are below.
72.3% are above or equal to 2/1 close (20 days ago), 27.7% are below.
70.2% are above or equal to 1/31 close (21 days ago), 29.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170302 9:49 am ET)
20d: 4.0% new highs, 1.5% new lows
21d: 3.9% new highs, 1.5% new lows
42d: 3.4% new highs, 1.4% new lows
63d: 2.9% new highs, 1.1% new lows
126d: 2.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170302 9:49 am ET)
2-day: 24.7% above, 75.3% below
3-day: 68.4% above, 31.6% below
4-day: 63.8% above, 36.2% below
5-day: 62.9% above, 37.1% below
8-day: 60.2% above, 39.8% below
10-day: 61.8% above, 38.2% below
20-day: 68.3% above, 31.7% below
50-day: 68.6% above, 31.4% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170302 9:49 am ET)
RETA(62): 1.03% Top=ANF AEO GES BBY BURL TLRD GPS URBN ….. COST CPRT WFM EBAY TIF SIG LOW KR=Bottom (Retail & Specialty Retail)
ELEC(48): 0.21% Top=OCLR AVGO AMBA CY CSIQ SPWR SIMO PI ….. GLW BRKR QRVO NVDA MXL SNPS AMD FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): -0.13% Top=SKX FL COH LULU PAY HBI WWW KATE ….. PBI CCK AVY LEG ENR COTY BLL KS=Bottom (Consumer)
LEIS(37): -0.23% Top=PK GPRO JACK LQ ARMK MCD BLMN DRI ….. MAR WYN LVS BYD STAY WYNN HGV SHAK=Bottom (Leisure)
COHW(39): -0.27% Top=WIN PANW BBRY STX TDS CDW WDC FNSR ….. VIAV TDC VRSN TMUS UBNT ARRS ACIA PSTG=Bottom (Computer Hardware/Telecom)
REAL(99): -0.33% Top=REG OUT O TWO DFT SRC AGNC NYRT ….. RLJ CLI FCH DRH ACC BRX GEO MPW=Bottom (Real Estate)
COSW(83): -0.34% Top=JD NTNX SHOP XRX MBLY SYNT OTEX TWLO ….. ADSK MSFT TRIP TTD CRM VEEV NTES ATHM=Bottom (Computer Software/Internet)
HEAL(46): -0.34% Top=CYH IRWD DXCM THC RMD MOH HOLX EW ….. IART SYK PRAH CNC ACHC BAX MD OPK=Bottom (Health)
CHEM(27): -0.39% Top=ALB FMC PAH SMG POT DD CF HUN ….. RPM SHW AXTA APD IFF CC VSM TROX=Bottom (Chemicals/Fertilizers)
MATE(26): -0.42% Top=SUM EME EXP PHM CAA FLR DHI OC ….. FAST KBH MAS TPH DAR MLM VMC MDR=Bottom (Materials & Construction)
INSU(32): -0.46% Top=TRV HIG CNO AFSI CINF ALL AGO AIG ….. PRU RDN FNF ORI UNM FAF BRO MBI=Bottom (Insurance)
MANU(41): -0.48% Top=DDD MIDD BDC SNA BWXT MHK CAT HON ….. AOS EMR RS MRC KMT ATI ETN ZBRA=Bottom (Manufacturing)
DISV(45): -0.51% Top=MYGN ZTO PCLN ULTA RRD SCI SBAC ADS ….. TRU RHI FDC RBA CXW ILG TAL WTW=Bottom (Diversified Services)
FINA(86): -0.53% Top=GS KKR BAC BMO LM KEY C BX ….. TD EWBC LAZ SCHW CBOE WBS ETFC AMTD=Bottom (Banks/Financials)
ENER(92): -0.60% Top=XOM BAS FTI HES INT NFX WMB PAGP ….. RDC ECA CPE LPI KOS APA SEP HFC=Bottom (Energy)
TRAN(24): -0.76% Top=CHRW TK CP EXPD UPS NSC CSX UNP ….. JBLU LUV SWFT ALK DAL UAL AAL SAVE=Bottom (Transportation)
META(31): -1.48% Top=CCJ SCCO TX ARNC AKS FCX NUE CNX ….. CENX TAHO AA AGI CMC FNV ABX SND=Bottom (Metals & Mining)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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