daytrend

03/06/2017

Filed under: Market Stats — daytrend @ 2:36 pm

Market Stats at 2:36 pm ET
by daytrend on 20170306. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20170306 2:36 pm ET)
8.3% of stocks are above yesterday’s high.
30.8% are above yesterday’s midpoint. (69.2% are below.)
32.7% are below yesterday’s low.
59.0% are inside yesterday’s range.
17.9% of stocks with today’s high > yesterday’s high. (82.1% less than).
71.8% of stocks with today’s low < yesterday’s low. (28.2% greater than).

EVIDENCE OF INTRADAY TREND (20170306 2:36 pm ET)
47.1% of stocks are above today’s open. (51.3% are below).
21.1% of stocks are above today’s open and yesterday’s close.
50.0% are below both.
2.0% of stocks opened above yesterday’s high.
10.1% 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 2:36 pm ET)
10.5% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
57.8% are in the top half. 42.2% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170306 2:36 pm ET)
23.6% of stocks are above yesterday’s close. (76.4% are below.)
0.0% are up 4.5% or more. 1.7% are down 4.5% or more.
0.2% are up 3.5% or more. 3.3% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY (20170306 2:36 pm ET)
2-day: >=95:1.0%…>=90:2.1%…>=80:4.8%…>=50:23.4%…<=20:34.4%…<=10:15.7%…<=5:7.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:48.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170306 2:36 pm ET)
8.3% above previous 1 highs, 32.7% below previous 1 lows
3.7% above previous 2 highs, 28.7% below previous 2 lows
2.6% above previous 3 highs, 25.1% below previous 3 lows
2.4% above previous 4 highs, 16.4% below previous 4 lows
2.1% above previous 5 highs, 14.9% below previous 5 lows
1.7% above previous 6 highs, 12.8% below previous 6 lows
1.3% above previous 7 highs, 12.2% below previous 7 lows
1.0% above previous 8 highs, 11.1% below previous 8 lows
1.0% above previous 9 highs, 10.7% below previous 9 lows
1.0% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170306 2:36 pm ET)
23.6% are above or equal to 3/3 close (1 days ago), 76.4% are below.
31.8% are above or equal to 3/2 close (2 days ago), 68.2% are below.
15.4% are above or equal to 3/1 close (3 days ago), 84.6% are below.
47.6% are above or equal to 2/28 close (4 days ago), 52.4% are below.
34.4% are above or equal to 2/27 close (5 days ago), 65.6% are below.
41.6% are above or equal to 2/24 close (6 days ago), 58.4% are below.
42.4% are above or equal to 2/23 close (7 days ago), 57.6% are below.
38.9% are above or equal to 2/22 close (8 days ago), 61.1% are below.
34.3% are above or equal to 2/21 close (9 days ago), 65.7% are below.
46.9% are above or equal to 2/17 close (10 days ago), 53.1% are below.
48.3% are above or equal to 2/16 close (11 days ago), 51.7% are below.
43.5% are above or equal to 2/15 close (12 days ago), 56.5% are below.
50.7% are above or equal to 2/14 close (13 days ago), 49.3% are below.
51.8% are above or equal to 2/13 close (14 days ago), 48.2% are below.
55.9% are above or equal to 2/10 close (15 days ago), 44.1% are below.
59.2% are above or equal to 2/9 close (16 days ago), 40.8% are below.
64.2% are above or equal to 2/8 close (17 days ago), 35.8% are below.
66.0% are above or equal to 2/7 close (18 days ago), 34.0% are below.
64.3% are above or equal to 2/6 close (19 days ago), 35.7% are below.
61.5% are above or equal to 2/3 close (20 days ago), 38.5% are below.
66.4% are above or equal to 2/2 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170306 2:36 pm ET)
20d: 2.4% new highs, 11.6% new lows
21d: 2.4% new highs, 10.7% new lows
42d: 2.1% new highs, 7.6% new lows
63d: 2.0% new highs, 5.9% new lows
126d: 1.8% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170306 2:36 pm ET)
2-day: 22.5% above, 77.5% below
3-day: 26.6% above, 73.4% below
4-day: 17.2% above, 82.8% below
5-day: 27.0% above, 73.0% below
8-day: 31.5% above, 68.5% below
10-day: 32.5% above, 67.5% below
20-day: 50.8% above, 49.2% below
50-day: 61.4% above, 38.6% below
200-day: 70.0% above, 30.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170306 2:36 pm ET)
ENER(91): -0.09% Top=RRC RICE COG SWN SM AR MRO EOG ….. VVV RDC PBF DO CVI HLX RIG ATW=Bottom (Energy)
LEIS(37): -0.40% Top=ZOES BYD EXPE SIX LVS PK JACK SEAS ….. SBUX RCL HGV YUMC DNKN SONC SHAK GPRO=Bottom (Leisure)
COSW(83): -0.51% Top=TWLO XRX ATVI CA TTWO BITA FTNT SINA ….. MANH GRUB MBLY WDAY ADSK CSRA TTD NTNX=Bottom (Computer Software/Internet)
COHW(39): -0.52% Top=GOGO FNSR VIAV UBNT TU CDW VRSN BCE ….. ACIA ZAYO WDC TDS PSTG CTL BBRY WIN=Bottom (Computer Hardware/Telecom)
MANU(41): -0.54% Top=KMT CAT DDD SWK PH CMI EMR HON ….. FLS ZBRA MHK IR BDC ATKR ATI MRC=Bottom (Manufacturing)
CHEM(27): -0.54% Top=DD DOW PX CE CF MON FMC SHW ….. RPM VSM TROX HUN MOS CC OLN ALB=Bottom (Chemicals/Fertilizers)
FINA(86): -0.66% Top=APO JNS BGCP NDAQ ICE TD PVTB BMO ….. OZRK WDR FHN FITB UMPQ SLM NYCB NAVI=Bottom (Banks/Financials)
CONS(52): -0.71% Top=EPC WWW VFC CRI NKE ENR CL COTY ….. FBHS SEE BERY UAA KS IP WRK TPX=Bottom (Consumer)
MATE(26): -0.71% Top=MDR FAST WM LEN RSG PHM TOL KBH ….. USG VMC DAR PWR WY EXP MLM MAS=Bottom (Materials & Construction)
INSU(32): -0.72% Top=CLGX AGO SLF AFL FAF FNF TMK L ….. AXS CNO TRV MBI MTG MET LNC AFSI=Bottom (Insurance)
ELEC(47): -0.72% Top=AMKR ADI ON MCHP TER CGNX GRMN TXN ….. NVDA TEL AYI BRKR PI FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): -0.79% Top=OPK UHS BCR UNH AET WCG COO LH ….. MOH IART ESRX THC ACHC EW DXCM BKD=Bottom (Health)
DISV(45): -0.84% Top=TAL URI ADS BAH V SERV ILG HRB ….. MYGN ULTA VNTV ACM AMN CXW CAR RRD=Bottom (Diversified Services)
REAL(100): -0.93% Top=AVB LHO DRH RESI NYRT UDR BRX PSA ….. CBG HCP GEO WRI TCO PEI CBL WPG=Bottom (Real Estate)
TRAN(24): -0.96% Top=JBHT TK CNI UNP UPS CP EXPD NSC ….. XPO GWR LUV ALK DAL UAL AAL JBLU=Bottom (Transportation)
RETA(61): -0.99% Top=RH NFLX CASY SIG ROST DKS WBA WFM ….. ANF SPLS AEO PIR GNC WSM M KSS=Bottom (Retail & Specialty Retail)
META(31): -2.24% Top=AA CNX NUE CMC CCJ SLCA SND X ….. TECK AEM PAAS TAHO AG AGI CDE SSRI=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 2:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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