daytrend

03/06/2017

Filed under: Market Stats — daytrend @ 12:02 pm

Market Stats at 12:02 pm ET
by daytrend on 20170306. 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 (20170306 12:02 pm ET)
3.7% of stocks are above yesterday’s high.
21.3% are above yesterday’s midpoint. (78.7% are below.)
42.5% are below yesterday’s low.
53.8% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
70.7% of stocks with today’s low < yesterday’s low. (29.3% greater than).

EVIDENCE OF INTRADAY TREND (20170306 12:02 pm ET)
34.4% of stocks are above today’s open. (64.7% are below).
12.1% of stocks are above today’s open and yesterday’s close.
63.4% are below both.
2.0% of stocks opened above yesterday’s high.
10.1% of stocks opened above yesterday’s close. (86.3% opened below yesterday’s close).
24.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170306 12:02 pm ET)
4.4% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
31.8% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20170306 12:02 pm ET)
13.9% of stocks are above yesterday’s close. (86.1% are below.)
0.0% are up 4.5% or more. 2.3% are down 4.5% or more.
0.2% are up 3.5% or more. 4.0% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20170306 12:02 pm ET)
2-day: >=95:0.6%…>=90:1.1%…>=80:2.5%…>=50:13.9%…<=20:41.1%…<=10:17.9%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.0%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170306 12:02 pm ET)
3.7% above previous 1 highs, 42.5% below previous 1 lows
2.2% above previous 2 highs, 37.8% below previous 2 lows
1.5% above previous 3 highs, 33.0% below previous 3 lows
1.5% above previous 4 highs, 22.8% below previous 4 lows
1.3% above previous 5 highs, 20.6% below previous 5 lows
0.9% above previous 6 highs, 16.0% below previous 6 lows
0.7% above previous 7 highs, 15.5% below previous 7 lows
0.7% above previous 8 highs, 14.3% below previous 8 lows
0.7% above previous 9 highs, 13.8% below previous 9 lows
0.7% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170306 12:02 pm ET)
13.9% are above or equal to 3/3 close (1 days ago), 86.1% are below.
23.7% are above or equal to 3/2 close (2 days ago), 76.3% are below.
11.3% are above or equal to 3/1 close (3 days ago), 88.7% are below.
41.5% are above or equal to 2/28 close (4 days ago), 58.5% are below.
31.0% are above or equal to 2/27 close (5 days ago), 69.0% are below.
35.3% are above or equal to 2/24 close (6 days ago), 64.7% are below.
38.3% are above or equal to 2/23 close (7 days ago), 61.7% are below.
35.6% are above or equal to 2/22 close (8 days ago), 64.4% are below.
30.9% are above or equal to 2/21 close (9 days ago), 69.1% are below.
43.2% are above or equal to 2/17 close (10 days ago), 56.8% are below.
44.3% are above or equal to 2/16 close (11 days ago), 55.7% are below.
40.7% are above or equal to 2/15 close (12 days ago), 59.3% are below.
47.4% are above or equal to 2/14 close (13 days ago), 52.6% are below.
49.8% are above or equal to 2/13 close (14 days ago), 50.2% are below.
54.4% are above or equal to 2/10 close (15 days ago), 45.6% are below.
57.9% are above or equal to 2/9 close (16 days ago), 42.1% are below.
63.0% are above or equal to 2/8 close (17 days ago), 37.0% are below.
64.7% are above or equal to 2/7 close (18 days ago), 35.3% are below.
63.1% are above or equal to 2/6 close (19 days ago), 36.9% are below.
59.7% are above or equal to 2/3 close (20 days ago), 40.3% are below.
64.6% are above or equal to 2/2 close (21 days ago), 35.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170306 12:02 pm ET)
20d: 1.5% new highs, 11.4% new lows
21d: 1.5% new highs, 10.2% new lows
42d: 1.5% new highs, 7.4% new lows
63d: 1.4% new highs, 5.6% new lows
126d: 1.3% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170306 12:02 pm ET)
2-day: 13.1% above, 86.9% below
3-day: 16.0% above, 84.0% below
4-day: 11.6% above, 88.4% below
5-day: 17.6% above, 82.4% below
8-day: 25.6% above, 74.4% below
10-day: 26.9% above, 73.1% below
20-day: 46.4% above, 53.6% below
50-day: 60.1% above, 39.9% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170306 12:02 pm ET)
ENER(91): -0.44% Top=RRC SWN RICE COG AR GPOR SM EOG ….. QEP DK CVI PTEN DO HLX RIG ATW=Bottom (Energy)
MATE(26): -0.68% Top=FAST GMS WM RSG TOL LEN OC PHM ….. PWR EXP MLM SRCL USG EME WY MAS=Bottom (Materials & Construction)
COSW(83): -0.78% Top=BITA XRX CA TTWO ATVI TWLO VIPS IBM ….. FEYE TSS SHOP ADSK ATHM CSRA NTNX TTD=Bottom (Computer Software/Internet)
MANU(41): -0.79% Top=KMT SWK CFX CAT MFS CMI ROK PH ….. DHR ZBRA RS ATKR MWA BDC MRC ATI=Bottom (Manufacturing)
INSU(32): -0.83% Top=AGO AFL SLF FAF CLGX MMC AON VR ….. AIG RDN MTG CNO LNC MBI MET AFSI=Bottom (Insurance)
LEIS(37): -0.84% Top=EXPE LVS BYD JACK WYN STAY PK MAR ….. WYNN RCL SBUX DNKN LQ SONC SHAK GPRO=Bottom (Leisure)
REAL(100): -0.92% Top=AVB NYRT DRH LHO PSA UDR APLE BRX ….. ALLY STAG O SNH WRI CBL GEO WPG=Bottom (Real Estate)
CONS(52): -0.94% Top=EPC VFC COTY CRI CHD RL KMB CL ….. PKG SEE BERY UAA IP KS WRK TPX=Bottom (Consumer)
DISV(45): -0.94% Top=TAL CNDT WTW INFO R SERV URI CTAS ….. ULTA AL ACM VNTV AMN CXW CAR RRD=Bottom (Diversified Services)
COHW(39): -0.95% Top=GOGO TU UBNT CDW VIAV BCE VRSN FNSR ….. CTL ZAYO WDC BBRY S TDS PSTG WIN=Bottom (Computer Hardware/Telecom)
FINA(86): -0.98% Top=JNS NDAQ TD TROW BMO ICE CME CBOE ….. BKU OZRK SLM FITB UMPQ WDR FHN NAVI=Bottom (Banks/Financials)
CHEM(27): -1.00% Top=DOW DD PX MON PAH CE IFF SHW ….. RPM MOS TROX HUN OLN VSM CC ALB=Bottom (Chemicals/Fertilizers)
HEAL(46): -1.09% Top=IRWD BCR UNH COO AET WCG UHS OPK ….. IART CYH MOH THC DXCM EW ACHC BKD=Bottom (Health)
TRAN(24): -1.22% Top=JBHT UNP CNI TK UPS EXPD SWFT NSC ….. XPO GWR LUV ALK DAL UAL AAL JBLU=Bottom (Transportation)
RETA(62): -1.27% Top=NFLX CASY KORS WBA KR RH ROST WFM ….. SPLS ANF WSM GNC JWN JCP M KSS=Bottom (Retail & Specialty Retail)
ELEC(48): -1.29% Top=AMKR CGNX GRMN ADI IDTI TER XLNX APH ….. CREE AYI NVDA PI FSLR AMD CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(31): -2.49% Top=CNX SND ARNC NUE AA SLCA CCJ CMC ….. FCX PAAS TECK AG TAHO CDE SSRI 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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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