daytrend

03/06/2017

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 10:40 am ET
by daytrend on 20170306. 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 (20170306 10:40 am ET)
3.9% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
35.6% are below yesterday’s low.
60.5% are inside yesterday’s range.
12.3% of stocks with today’s high > yesterday’s high. (87.7% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND (20170306 10:40 am ET)
38.6% of stocks are above today’s open. (59.4% are below).
12.4% of stocks are above today’s open and yesterday’s close.
57.9% are below both.
2.0% of stocks opened above yesterday’s high.
10.0% of stocks opened above yesterday’s close. (86.4% opened below yesterday’s close).
24.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170306 10:40 am ET)
5.5% of stocks are in the top 10% of today’s range.
10.6% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
25.7% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20170306 10:40 am ET)
15.2% of stocks are above yesterday’s close. (84.8% are below.)
0.0% are up 4.5% or more. 0.8% are down 4.5% or more.
0.1% are up 3.5% or more. 2.2% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY (20170306 10:40 am ET)
2-day: >=95:0.7%…>=90:1.0%…>=80:2.9%…>=50:15.1%…<=20:37.2%…<=10:15.8%…<=5:7.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.8%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170306 10:40 am ET)
3.9% above previous 1 highs, 35.6% below previous 1 lows
2.0% above previous 2 highs, 30.3% below previous 2 lows
1.2% above previous 3 highs, 26.4% below previous 3 lows
1.2% above previous 4 highs, 16.0% below previous 4 lows
0.9% above previous 5 highs, 14.3% below previous 5 lows
0.8% above previous 6 highs, 11.4% below previous 6 lows
0.7% above previous 7 highs, 10.7% below previous 7 lows
0.7% above previous 8 highs, 9.9% below previous 8 lows
0.7% above previous 9 highs, 9.4% below previous 9 lows
0.7% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170306 10:40 am ET)
15.2% are above or equal to 3/3 close (1 days ago), 84.8% are below.
26.0% are above or equal to 3/2 close (2 days ago), 74.0% are below.
12.7% are above or equal to 3/1 close (3 days ago), 87.3% are below.
44.5% are above or equal to 2/28 close (4 days ago), 55.5% are below.
30.8% are above or equal to 2/27 close (5 days ago), 69.2% are below.
37.3% are above or equal to 2/24 close (6 days ago), 62.7% are below.
39.0% are above or equal to 2/23 close (7 days ago), 61.0% are below.
37.5% are above or equal to 2/22 close (8 days ago), 62.5% are below.
32.5% are above or equal to 2/21 close (9 days ago), 67.5% are below.
44.9% are above or equal to 2/17 close (10 days ago), 55.1% are below.
45.2% are above or equal to 2/16 close (11 days ago), 54.8% are below.
42.9% are above or equal to 2/15 close (12 days ago), 57.1% are below.
47.9% are above or equal to 2/14 close (13 days ago), 52.1% are below.
51.0% are above or equal to 2/13 close (14 days ago), 49.0% are below.
55.6% are above or equal to 2/10 close (15 days ago), 44.4% are below.
58.7% are above or equal to 2/9 close (16 days ago), 41.3% are below.
63.4% are above or equal to 2/8 close (17 days ago), 36.6% are below.
66.3% are above or equal to 2/7 close (18 days ago), 33.7% are below.
64.1% are above or equal to 2/6 close (19 days ago), 35.9% are below.
60.6% are above or equal to 2/3 close (20 days ago), 39.4% are below.
66.2% are above or equal to 2/2 close (21 days ago), 33.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170306 10:40 am ET)
20d: 1.4% new highs, 9.0% new lows
21d: 1.4% new highs, 8.1% new lows
42d: 1.3% new highs, 5.5% new lows
63d: 1.2% new highs, 4.5% new lows
126d: 1.2% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170306 10:40 am ET)
2-day: 13.9% above, 86.1% below
3-day: 18.2% above, 81.8% below
4-day: 12.5% above, 87.5% below
5-day: 19.3% above, 80.7% below
8-day: 27.0% above, 73.0% below
10-day: 28.1% above, 71.9% below
20-day: 48.7% above, 51.3% below
50-day: 60.5% above, 39.5% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170306 10:40 am ET)
ENER(90): -0.16% Top=RRC RICE SWN COG AR SM GPOR REN ….. RES BAS PTEN QEP DO RIG ATW HLX=Bottom (Energy)
CHEM(27): -0.66% Top=DOW DD PX APD PAH CE MON IFF ….. MOS GRA OLN HUN TROX VSM CC ALB=Bottom (Chemicals/Fertilizers)
MATE(26): -0.66% Top=FAST GMS WCN LEN SUM RSG OC PHM ….. USG WY EXP PWR SRCL MDR EME DAR=Bottom (Materials & Construction)
LEIS(37): -0.68% Top=EXPE LVS JACK BYD WYN PNRA MAR CMG ….. SBUX SEAS YUMC SONC DNKN RCL SHAK GPRO=Bottom (Leisure)
MANU(41): -0.69% Top=KMT CAT CFX SWK DDD CMI MFS PH ….. ZBRA MRC ATKR RS MWA MIDD BDC ATI=Bottom (Manufacturing)
COSW(83): -0.70% Top=BITA XRX TWLO YELP TTWO VIPS CA ATVI ….. MDSO SHOP ADSK ATHM TSS CSRA NTNX TTD=Bottom (Computer Software/Internet)
CONS(52): -0.75% Top=VFC EPC CRI CHD COTY PVH NKE ECL ….. OI PKG BERY UAA IP KS WRK TPX=Bottom (Consumer)
INSU(32): -0.77% Top=AFL MMC AON ALL L CLGX TRV FAF ….. XL MBI LNC CNO RDN MTG MET AFSI=Bottom (Insurance)
COHW(39): -0.78% Top=GOGO UBNT TU FNSR VRSN CDW VIAV ACIA ….. STX WDC BBRY ZAYO S TDS PSTG WIN=Bottom (Computer Hardware/Telecom)
DISV(45): -0.78% Top=WTW TAL CNDT SBAC R INFO SERV RBA ….. GPN ACM VNTV AL AMN CXW CAR RRD=Bottom (Diversified Services)
REAL(100): -0.79% Top=RESI AVB NYRT UDR SLG EQR AIV ARI ….. SNH TCO CBL WRI FCH GEO CONE WPG=Bottom (Real Estate)
HEAL(46): -0.80% Top=UHS AET BCR COO WCG UNH BAX LH ….. ESRX CYH MOH TMO ACHC EW DXCM BKD=Bottom (Health)
RETA(62): -0.92% Top=NFLX CASY LL KORS KR BLDR WMT WFM ….. JCP JWN BURL WSM SHLD GNC M KSS=Bottom (Retail & Specialty Retail)
FINA(86): -1.00% Top=JNS APO KKR NDAQ BMO BX TROW ARCC ….. RF SYF OZRK UMPQ FHN FITB WDR NAVI=Bottom (Banks/Financials)
TRAN(24): -1.06% Top=TK JBHT UPS NSC FDX UNP EXPD CHRW ….. GWR SAVE LUV ALK DAL AAL UAL JBLU=Bottom (Transportation)
ELEC(48): -1.09% Top=AMKR CGNX IDTI GRMN FIT AMAT XLNX SNPS ….. CREE AYI FLEX FSLR MXL CSIQ SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(31): -1.69% Top=CNX CCJ SLCA AA NUE TX ABX FNV ….. AG FCX CDE TECK SSRI CENX AKS AGI=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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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