daytrend

03/02/2017

Filed under: Market Stats — daytrend @ 11:00 am

Market Stats at 11:00 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 11:00 am ET)
6.1% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
22.4% are below yesterday’s low.
71.5% are inside yesterday’s range.
17.7% of stocks with today’s high > yesterday’s high. (82.3% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20170302 11:00 am ET)
34.4% of stocks are above today’s open. (63.9% are below).
20.8% of stocks are above today’s open and yesterday’s close.
61.0% 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 11:00 am ET)
3.6% of stocks are in the top 10% of today’s range.
10.6% are in the top 20%.
38.9% are in the top half. 61.1% of stocks are in the bottom half of today’s range.
33.8% are in the bottom 20%.
20.9% are in the bottom 10%.

GAIN (20170302 11:00 am ET)
25.4% of stocks are above yesterday’s close. (74.6% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 2.0% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20170302 11:00 am ET)
2-day: >=95:2.3%…>=90:4.9%…>=80:12.2%…>=50:50.1%…<=20:11.7%…<=10:6.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:3.2%…>=50:65.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:67.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170302 11:00 am ET)
6.1% above previous 1 highs, 22.4% below previous 1 lows
4.5% above previous 2 highs, 7.0% below previous 2 lows
4.0% above previous 3 highs, 6.1% below previous 3 lows
3.8% above previous 4 highs, 4.8% below previous 4 lows
3.2% above previous 5 highs, 4.0% below previous 5 lows
2.8% above previous 6 highs, 3.4% below previous 6 lows
2.5% above previous 7 highs, 3.0% below previous 7 lows
2.5% above previous 8 highs, 2.5% below previous 8 lows
2.4% above previous 9 highs, 2.5% below previous 9 lows
2.3% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170302 11:00 am ET)
25.4% are above or equal to 3/1 close (1 days ago), 74.6% are below.
73.7% are above or equal to 2/28 close (2 days ago), 26.3% are below.
53.4% are above or equal to 2/27 close (3 days ago), 46.6% are below.
60.0% are above or equal to 2/24 close (4 days ago), 40.0% are below.
61.1% are above or equal to 2/23 close (5 days ago), 38.9% are below.
53.6% are above or equal to 2/22 close (6 days ago), 46.4% are below.
47.7% are above or equal to 2/21 close (7 days ago), 52.3% are below.
59.4% are above or equal to 2/17 close (8 days ago), 40.6% are below.
58.7% are above or equal to 2/16 close (9 days ago), 41.3% are below.
55.9% are above or equal to 2/15 close (10 days ago), 44.1% are below.
59.7% are above or equal to 2/14 close (11 days ago), 40.3% are below.
61.7% are above or equal to 2/13 close (12 days ago), 38.3% are below.
63.0% are above or equal to 2/10 close (13 days ago), 37.0% are below.
67.5% are above or equal to 2/9 close (14 days ago), 32.5% are below.
70.5% are above or equal to 2/8 close (15 days ago), 29.5% are below.
73.4% are above or equal to 2/7 close (16 days ago), 26.6% are below.
71.0% are above or equal to 2/6 close (17 days ago), 29.0% are below.
68.3% are above or equal to 2/3 close (18 days ago), 31.7% are below.
73.0% are above or equal to 2/2 close (19 days ago), 27.0% are below.
71.7% are above or equal to 2/1 close (20 days ago), 28.3% are below.
69.7% are above or equal to 1/31 close (21 days ago), 30.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170302 11:00 am ET)
20d: 5.7% new highs, 2.2% new lows
21d: 5.6% new highs, 2.2% new lows
42d: 4.9% new highs, 1.7% new lows
63d: 4.4% new highs, 1.5% new lows
126d: 4.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170302 11:00 am ET)
2-day: 23.8% above, 76.2% below
3-day: 58.0% above, 42.0% below
4-day: 56.1% above, 43.9% below
5-day: 58.2% above, 41.8% below
8-day: 54.9% above, 45.1% below
10-day: 57.0% above, 43.0% below
20-day: 65.4% above, 34.6% below
50-day: 68.4% above, 31.6% below
200-day: 74.1% above, 25.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170302 11:00 am ET)
RETA(62): 0.97% Top=ANF BLDR BBY AEO GES BURL TLRD URBN ….. LOW SIG BABA TIF EBAY GNC NFLX KR=Bottom (Retail & Specialty Retail)
CONS(52): -0.16% Top=WWW HBI UAA SKX LULU FL COH IP ….. FOSL LEG AVY PBI PVH TPX BLL COTY=Bottom (Consumer)
LEIS(37): -0.24% Top=PK LQ JACK BLMN ARMK DPZ DRI HLT ….. WYN ZOES MGM BYD WYNN SHAK LVS HGV=Bottom (Leisure)
ELEC(48): -0.30% Top=SPWR CSIQ FSLR AVGO AMBA AMKR CY HIMX ….. LRCX IDTI SNPS MXL QRVO NVDA FIT AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): -0.38% Top=OUT CBL DRE STOR O REG STAG HT ….. CXP ACC SLG RLJ CLI BRX SC MPW=Bottom (Real Estate)
MATE(26): -0.41% Top=FAST GMS EME SUM TOL EXP WM PHM ….. USG DAR MAS KBH TPH MLM VMC MDR=Bottom (Materials & Construction)
HEAL(46): -0.45% Top=MOH THC CYH VAR NUVA BSX DXCM RMD ….. ZBH VWR XRAY EW MD CNC UHS OPK=Bottom (Health)
DISV(45): -0.48% Top=RRD ZTO MYGN ULTA CAR SBAC PCLN SCI ….. FLT GPN URI YY TAL FDC ILG WTW=Bottom (Diversified Services)
CHEM(27): -0.49% Top=ALB PAH CF FMC DD DOW MON WLK ….. AXTA IFF HUN RPM POT APD VSM CC=Bottom (Chemicals/Fertilizers)
INSU(32): -0.51% Top=AFSI PGR CINF AGO FNF SLF MBI TRV ….. AFL AJG BRO WLTW LNC MTG UNM RDN=Bottom (Insurance)
COSW(83): -0.54% Top=TRI JD AKAM EPAM TWTR SHOP SYNT OTEX ….. ANSS TTWO NOW FFIV VEEV GRUB NTES ATHM=Bottom (Computer Software/Internet)
MANU(41): -0.80% Top=PH BWXT LII BDC ROP DE AME ITW ….. AOS ETN KMT MRC ZBRA RS ATKR ATI=Bottom (Manufacturing)
ENER(92): -0.93% Top=WMB BAS XOM FTI MPLX ETE HES NFX ….. SN OAS PBF PDCE CRZO HFC CVI CPE=Bottom (Energy)
COHW(39): -0.95% Top=WIN BBRY ZAYO CCI VZ CDW BCE TMUS ….. ARRS ACIA FNSR WDC UBNT VIAV GOGO PSTG=Bottom (Computer Hardware/Telecom)
FINA(86): -0.98% Top=BMO PYPL OMF IVZ LM WDR PSEC BX ….. CFG SIVB FITB EWBC WBS ETFC AMTD BOFI=Bottom (Banks/Financials)
TRAN(24): -1.04% Top=CP EXPD CNI TK UNP KSU CHRW UPS ….. ALK LUV TRN DAL UAL AAL SWFT SAVE=Bottom (Transportation)
META(31): -2.65% Top=CCJ SCCO CNX AA ARNC TX NEM SLW ….. AG CENX AKS CMC ABX X SND CLF=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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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