daytrend

03/03/2017

Filed under: Market Stats — daytrend @ 12:25 pm

Market Stats at 12:24 pm 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 12:24 pm ET)
5.3% of stocks are above yesterday’s high.
20.4% are above yesterday’s midpoint. (79.6% are below.)
37.2% are below yesterday’s low.
57.5% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
67.2% of stocks with today’s low < yesterday’s low. (32.8% greater than).

EVIDENCE OF INTRADAY TREND (20170303 12:24 pm ET)
37.6% of stocks are above today’s open. (60.9% are below).
31.8% of stocks are above today’s open and yesterday’s close.
54.4% 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 12:24 pm ET)
5.4% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
36.1% are in the top half. 63.9% of stocks are in the bottom half of today’s range.
30.7% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN (20170303 12:24 pm ET)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.7% are up 4.5% or more. 0.9% are down 4.5% or more.
1.0% are up 3.5% or more. 1.6% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20170303 12:24 pm ET)
2-day: >=95:1.0%…>=90:2.0%…>=80:4.5%…>=50:28.9%…<=20:23.8%…<=10:11.4%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:53.7%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:57.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170303 12:24 pm ET)
5.3% above previous 1 highs, 37.2% below previous 1 lows
2.6% above previous 2 highs, 29.3% below previous 2 lows
2.3% above previous 3 highs, 19.0% below previous 3 lows
1.8% above previous 4 highs, 17.4% below previous 4 lows
1.8% above previous 5 highs, 14.4% below previous 5 lows
0.9% above previous 6 highs, 12.9% below previous 6 lows
0.9% above previous 7 highs, 12.1% below previous 7 lows
0.8% above previous 8 highs, 11.6% below previous 8 lows
0.8% above previous 9 highs, 10.1% below previous 9 lows
0.8% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170303 12:24 pm ET)
39.7% are above or equal to 3/2 close (1 days ago), 60.3% are below.
16.5% are above or equal to 3/1 close (2 days ago), 83.5% are below.
55.8% are above or equal to 2/28 close (3 days ago), 44.2% are below.
39.4% are above or equal to 2/27 close (4 days ago), 60.6% are below.
46.0% are above or equal to 2/24 close (5 days ago), 54.0% are below.
47.9% are above or equal to 2/23 close (6 days ago), 52.1% are below.
44.3% are above or equal to 2/22 close (7 days ago), 55.7% are below.
37.9% are above or equal to 2/21 close (8 days ago), 62.1% are below.
50.5% are above or equal to 2/17 close (9 days ago), 49.5% are below.
51.8% are above or equal to 2/16 close (10 days ago), 48.2% are below.
48.1% are above or equal to 2/15 close (11 days ago), 51.9% are below.
52.2% are above or equal to 2/14 close (12 days ago), 47.8% are below.
54.9% are above or equal to 2/13 close (13 days ago), 45.1% are below.
58.7% are above or equal to 2/10 close (14 days ago), 41.3% are below.
62.1% are above or equal to 2/9 close (15 days ago), 37.9% are below.
66.6% are above or equal to 2/8 close (16 days ago), 33.4% are below.
68.8% are above or equal to 2/7 close (17 days ago), 31.2% are below.
66.6% are above or equal to 2/6 close (18 days ago), 33.4% are below.
63.1% are above or equal to 2/3 close (19 days ago), 36.9% are below.
69.3% are above or equal to 2/2 close (20 days ago), 30.7% are below.
67.1% are above or equal to 2/1 close (21 days ago), 32.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170303 12:24 pm ET)
20d: 1.8% new highs, 8.7% new lows
21d: 1.7% new highs, 8.6% new lows
42d: 1.2% new highs, 5.6% new lows
63d: 1.0% new highs, 4.4% new lows
126d: 0.9% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170303 12:24 pm ET)
2-day: 37.9% above, 62.1% below
3-day: 18.1% above, 81.9% below
4-day: 32.1% above, 67.9% below
5-day: 33.1% above, 66.9% below
8-day: 39.7% above, 60.3% below
10-day: 41.1% above, 58.9% below
20-day: 56.6% above, 43.4% below
50-day: 62.8% above, 37.2% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170303 12:24 pm ET)
TRAN(24): 0.73% Top=UAL AAL SAVE TK ALK LUV JBLU CNI ….. FDX JBHT NSC UNP GWR EXPD WAB CHRW=Bottom (Transportation)
HEAL(47): 0.15% Top=CYH THC ACHC PRAH OPK UHS HCA MD ….. XRAY HRC EW DXCM STE TVTY ESRX COO=Bottom (Health)
FINA(86): 0.09% Top=APO PSEC BAC PFG OZRK ETFC VLY PACW ….. BX TROW BEN CLNS LM BOFI WDR WETF=Bottom (Banks/Financials)
ENER(91): -0.00% Top=DK LPI RICE WMB CLR OAS OKS TSO ….. PDCE APC BPL DO SM CRC BAS REN=Bottom (Energy)
DISV(45): -0.01% Top=GPN VNTV MYGN ACM RRD LDOS SERV FLT ….. TAL ULTA JEC URI WTW BAH ILG KBR=Bottom (Diversified Services)
CHEM(27): -0.02% Top=ALB TROX CE OLN CC WLK HUN RPM ….. SHW VSM FMC APD PX IFF MOS CF=Bottom (Chemicals/Fertilizers)
INSU(32): -0.07% Top=MET PRU L UNM LNC CLGX AIG BRO ….. VR AGO XL FNF MBI CINF FAF AFSI=Bottom (Insurance)
COHW(39): -0.08% Top=ACIA FNSR WDC TMUS TDC NTAP S VRSN ….. UBNT BBRY WIN ARRS CIEN CCI GOGO PSTG=Bottom (Computer Hardware/Telecom)
MANU(41): -0.16% Top=MIDD BWXT AOS ZBRA BDC KMT TEX CMI ….. SNA ROK ETN MRC RS DDD FLS ATI=Bottom (Manufacturing)
ELEC(48): -0.25% Top=OCLR MRVL AVGO FIT AMAT KEYS CGNX AMKR ….. AMBA XLNX AYI PI FSLR CREE AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): -0.34% Top=BITA TTD TRIP NCR NTES ATHM XRX CDK ….. ADSK VIPS MDSO EPAM GRUB SYNT TWLO NTNX=Bottom (Computer Software/Internet)
MATE(26): -0.38% Top=PWR DAR OC KBH PHM FAST CAA GMS ….. RSG DHI TPH MLM EXP WY SRCL MDR=Bottom (Materials & Construction)
CONS(52): -0.44% Top=TPX CSL PBI HBI PAY BLL KS BERY ….. COLM RL CRI UAA NKE PVH WWW FOSL=Bottom (Consumer)
META(31): -0.75% Top=SLCA TX FMSA AEM NEM AGI AA SLW ….. PAAS FCX CENX TAHO CDE ARNC SND AG=Bottom (Metals & Mining)
RETA(62): -0.86% Top=GNC BIG DKS BURL MELI LOW KAR GME ….. URBN SHLD TLRD SPLS GES COST M ANF=Bottom (Retail & Specialty Retail)
LEIS(37): -0.93% Top=YUMC EXPE STAY ARMK JACK DPZ TXRH WYNN ….. CCL H SEAS RCL GPRO HLT ZOES SHAK=Bottom (Leisure)
REAL(99): -1.19% Top=DDR AGNC CONE UNIT AMT MPW EQY GLPI ….. GEO UDR WPG BRX REG VTR APLE PEI=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 12:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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