daytrend

03/03/2017

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 9:43 am ET
by daytrend on 20170303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20170303 9:43 am ET)
4.4% of stocks are above yesterday’s high.
29.7% are above yesterday’s midpoint. (70.3% are below.)
13.1% are below yesterday’s low.
82.5% are inside yesterday’s range.
11.3% of stocks with today’s high > yesterday’s high. (88.7% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170303 9:43 am ET)
61.4% of stocks are above today’s open. (35.9% are below).
50.7% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
2.3% of stocks opened above yesterday’s high.
45.6% of stocks opened above yesterday’s close. (49.6% opened below yesterday’s close).
14.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170303 9:43 am ET)
19.4% of stocks are in the top 10% of today’s range.
33.4% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20170303 9:43 am ET)
60.6% of stocks are above yesterday’s close. (39.4% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.5% are down 3.5% or more.
86.4% are between +1% and -1%.

RSI on DAILY (20170303 9:43 am ET)
2-day: >=95:1.4%…>=90:3.1%…>=80:6.9%…>=50:44.5%…<=20:14.3%…<=10:7.4%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:59.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:62.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170303 9:43 am ET)
4.4% above previous 1 highs, 13.1% below previous 1 lows
2.4% above previous 2 highs, 8.3% below previous 2 lows
1.8% above previous 3 highs, 5.3% below previous 3 lows
1.4% above previous 4 highs, 4.7% below previous 4 lows
1.2% above previous 5 highs, 4.1% below previous 5 lows
0.9% above previous 6 highs, 3.8% below previous 6 lows
0.7% above previous 7 highs, 3.6% below previous 7 lows
0.7% above previous 8 highs, 3.2% below previous 8 lows
0.6% above previous 9 highs, 2.9% below previous 9 lows
0.5% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170303 9:43 am ET)
60.6% are above or equal to 3/2 close (1 days ago), 39.4% are below.
21.1% are above or equal to 3/1 close (2 days ago), 78.9% are below.
65.6% are above or equal to 2/28 close (3 days ago), 34.4% are below.
46.6% are above or equal to 2/27 close (4 days ago), 53.4% are below.
53.2% are above or equal to 2/24 close (5 days ago), 46.8% are below.
55.2% are above or equal to 2/23 close (6 days ago), 44.8% are below.
49.9% are above or equal to 2/22 close (7 days ago), 50.1% are below.
42.5% are above or equal to 2/21 close (8 days ago), 57.5% are below.
54.9% are above or equal to 2/17 close (9 days ago), 45.1% are below.
55.7% are above or equal to 2/16 close (10 days ago), 44.3% are below.
52.2% are above or equal to 2/15 close (11 days ago), 47.8% are below.
55.8% are above or equal to 2/14 close (12 days ago), 44.2% are below.
58.7% are above or equal to 2/13 close (13 days ago), 41.3% are below.
60.8% are above or equal to 2/10 close (14 days ago), 39.2% are below.
65.2% are above or equal to 2/9 close (15 days ago), 34.8% are below.
69.0% are above or equal to 2/8 close (16 days ago), 31.0% are below.
71.0% are above or equal to 2/7 close (17 days ago), 29.0% are below.
67.9% are above or equal to 2/6 close (18 days ago), 32.1% are below.
65.8% are above or equal to 2/3 close (19 days ago), 34.2% are below.
71.6% are above or equal to 2/2 close (20 days ago), 28.4% are below.
69.5% are above or equal to 2/1 close (21 days ago), 30.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170303 9:43 am ET)
20d: 1.3% new highs, 4.1% new lows
21d: 1.2% new highs, 4.1% new lows
42d: 0.9% new highs, 2.4% new lows
63d: 0.8% new highs, 1.8% new lows
126d: 0.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170303 9:43 am ET)
2-day: 58.6% above, 41.4% below
3-day: 24.5% above, 75.5% below
4-day: 45.8% above, 54.2% below
5-day: 44.3% above, 55.7% below
8-day: 49.5% above, 50.5% below
10-day: 48.4% above, 51.6% below
20-day: 61.3% above, 38.7% below
50-day: 66.1% above, 33.9% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170303 9:43 am ET)
META(31): 0.99% Top=CLF CENX AA AKS CDE SLCA FMSA X ….. FNV NUE FCX NEM GG CCJ CNX SND=Bottom (Metals & Mining)
TRAN(24): 0.60% Top=SWFT UAL ALK TK AAL TRN JBLU LUV ….. KSU FDX EXPD NSC GWR UNP CSX CHRW=Bottom (Transportation)
ENER(91): 0.47% Top=HP OAS SWN NOV PTEN WLL MRO NBR ….. COP XOM OXY NBL GPOR APC BPL VVV=Bottom (Energy)
MANU(41): 0.43% Top=CAT ZBRA LII CMI MHK ATI MFS RS ….. DHR SWK ITW GE ROP PH SNA DDD=Bottom (Manufacturing)
FINA(86): 0.36% Top=SNV VLY BAC WBS CBSH OZRK FNB RF ….. COF WETF EFX BMO LM CLNS WDR BOFI=Bottom (Banks/Financials)
CHEM(27): 0.29% Top=TROX CC ALB HUN CE RPM EMN DD ….. VSM APD POT AGU SMG MOS CF PX=Bottom (Chemicals/Fertilizers)
INSU(32): 0.24% Top=MET PRU UNM LNC RDN CNO AFL WLTW ….. VR FAF ORI ALL FNF SLF CINF XL=Bottom (Insurance)
HEAL(47): 0.18% Top=OPK CYH THC ACHC BKD HCA TVTY IART ….. SYK RMD BDX WCG XRAY ABT EW COO=Bottom (Health)
DISV(45): 0.17% Top=WTW KBR MYGN URI ACM RBA GPN AL ….. FISV VNTV ADS HRB INFO ILG RRD PAYX=Bottom (Diversified Services)
MATE(26): 0.11% Top=PWR SUM FLR EXP OC PHM EME USG ….. TOL CAA RSG WY LEN TPH DHI MDR=Bottom (Materials & Construction)
ELEC(48): 0.03% Top=MRVL OCLR HIMX AVGO FIT MXL QRVO PI ….. CRUS XLNX SIMO AMBA FSLR NVDA SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.03% Top=TPX KS CSL PBI FBHS HBI IP WHR ….. EL KMB CHD CLX COTY CL NKE FOSL=Bottom (Consumer)
COHW(39): -0.01% Top=WDC ACIA STX WIN S VRSN PANW VSAT ….. TDS ARRS JNPR VIAV QCOM T UBNT CIEN=Bottom (Computer Hardware/Telecom)
LEIS(37): -0.10% Top=PK JACK EXPE LQ SEAS BLMN WYNN YUMC ….. SIX EAT DNKN CCL RCL HLT SHAK GPRO=Bottom (Leisure)
COSW(82): -0.14% Top=BITA JD VEEV TWTR NTES XRX NCR PTC ….. CRM FTNT AKAM EPAM ADSK TWLO VIPS NTNX=Bottom (Computer Software/Internet)
RETA(62): -0.20% Top=GNC BIG BID BURL LOW DKS KAR MIK ….. ETSY WFM M GPS KR BLDR COST ANF=Bottom (Retail & Specialty Retail)
REAL(99): -0.33% Top=DDR AMH SLG WRI MPW SKT HST DRH ….. GEO PEI APLE EQR REG HT UDR VTR=Bottom (Real Estate)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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