daytrend

03/07/2017

Filed under: Market Stats — daytrend @ 10:13 am

Market Stats at 10:12 am ET
by daytrend on 20170307. 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 (20170307 10:12 am ET)
7.6% of stocks are above yesterday’s high.
40.6% are above yesterday’s midpoint. (59.4% are below.)
20.4% are below yesterday’s low.
72.0% are inside yesterday’s range.
24.0% of stocks with today’s high > yesterday’s high. (76.0% less than).
41.1% of stocks with today’s low < yesterday’s low. (58.9% greater than).

EVIDENCE OF INTRADAY TREND (20170307 10:12 am ET)
39.7% of stocks are above today’s open. (58.1% are below).
24.0% of stocks are above today’s open and yesterday’s close.
54.7% are below both.
5.5% of stocks opened above yesterday’s high.
27.4% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170307 10:12 am ET)
9.4% of stocks are in the top 10% of today’s range.
17.7% are in the top 20%.
48.7% are in the top half. 51.3% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20170307 10:12 am ET)
29.6% of stocks are above yesterday’s close. (70.4% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.2% are up 3.5% or more. 0.7% are down 3.5% or more.
82.8% are between +1% and -1%.

RSI on DAILY (20170307 10:12 am ET)
2-day: >=95:0.7%…>=90:1.5%…>=80:4.3%…>=50:22.4%…<=20:41.2%…<=10:21.0%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:45.2%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:51.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170307 10:12 am ET)
7.6% above previous 1 highs, 20.4% below previous 1 lows
3.6% above previous 2 highs, 18.1% below previous 2 lows
1.7% above previous 3 highs, 17.3% below previous 3 lows
1.3% above previous 4 highs, 15.8% below previous 4 lows
1.2% above previous 5 highs, 13.5% below previous 5 lows
1.2% above previous 6 highs, 12.0% below previous 6 lows
1.0% above previous 7 highs, 10.1% below previous 7 lows
0.9% above previous 8 highs, 9.9% below previous 8 lows
0.9% above previous 9 highs, 9.0% below previous 9 lows
0.7% above previous 10 highs, 8.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170307 10:12 am ET)
29.6% are above or equal to 3/6 close (1 days ago), 70.4% are below.
22.4% are above or equal to 3/3 close (2 days ago), 77.6% are below.
29.3% are above or equal to 3/2 close (3 days ago), 70.7% are below.
13.5% are above or equal to 3/1 close (4 days ago), 86.5% are below.
43.5% are above or equal to 2/28 close (5 days ago), 56.5% are below.
31.6% are above or equal to 2/27 close (6 days ago), 68.4% are below.
37.4% are above or equal to 2/24 close (7 days ago), 62.6% are below.
36.6% are above or equal to 2/23 close (8 days ago), 63.4% are below.
34.9% are above or equal to 2/22 close (9 days ago), 65.1% are below.
31.0% are above or equal to 2/21 close (10 days ago), 69.0% are below.
42.9% are above or equal to 2/17 close (11 days ago), 57.1% are below.
44.8% are above or equal to 2/16 close (12 days ago), 55.2% are below.
40.9% are above or equal to 2/15 close (13 days ago), 59.1% are below.
47.4% are above or equal to 2/14 close (14 days ago), 52.6% are below.
50.5% are above or equal to 2/13 close (15 days ago), 49.5% are below.
54.0% are above or equal to 2/10 close (16 days ago), 46.0% are below.
58.3% are above or equal to 2/9 close (17 days ago), 41.7% are below.
62.1% are above or equal to 2/8 close (18 days ago), 37.9% are below.
64.7% are above or equal to 2/7 close (19 days ago), 35.3% are below.
63.0% are above or equal to 2/6 close (20 days ago), 37.0% are below.
60.4% are above or equal to 2/3 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170307 10:12 am ET)
20d: 1.8% new highs, 7.9% new lows
21d: 1.8% new highs, 7.7% new lows
42d: 1.4% new highs, 5.6% new lows
63d: 1.3% new highs, 4.1% new lows
126d: 1.3% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170307 10:12 am ET)
2-day: 27.2% above, 72.8% below
3-day: 21.3% above, 78.7% below
4-day: 23.2% above, 76.8% below
5-day: 17.2% above, 82.8% below
8-day: 26.7% above, 73.3% below
10-day: 27.9% above, 72.1% below
20-day: 46.4% above, 53.6% below
50-day: 60.3% above, 39.7% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170307 10:12 am ET)
MATE(26): 0.03% Top=SRCL TPH LEN FLR DHI PWR KBH CAA ….. FAST WY USG EXP SUM MDR MLM VMC=Bottom (Materials & Construction)
COSW(83): -0.07% Top=NTNX GRUB WUBA AKAM CRM SHOP YELP DOX ….. MDRX FTNT MANH MBLY TTD FEYE XRX CA=Bottom (Computer Software/Internet)
ELEC(47): -0.12% Top=TXN SIMO CGNX CRUS AMKR AVGO AMAT QRVO ….. SWKS JBL XPER AMBA AYI CSIQ FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.12% Top=ALB POT CC AGU WLK VSM HUN CE ….. DD DOW IFF OLN MOS PAH AXTA CF=Bottom (Chemicals/Fertilizers)
FINA(86): -0.16% Top=BOFI LAZ NAVI FNB AXP SEIC TD PYPL ….. BLK BX KKR CIT OMF AMTD WDR FRC=Bottom (Banks/Financials)
DISV(45): -0.19% Top=GPN SERV VNTV FLT SBAC MAN WTW JEC ….. AL MYGN VRSK RRD HRB CXW AMN ZTO=Bottom (Diversified Services)
COHW(39): -0.20% Top=PSTG PANW CDW CCI ANET T TU BBRY ….. VIAV MSI GOGO TDS INFN ACIA FNSR WIN=Bottom (Computer Hardware/Telecom)
MANU(41): -0.21% Top=TTC ATKR CFX XYL AOS AME IR AGCO ….. TEX DOV ITT DDD WBT RS MRC ATI=Bottom (Manufacturing)
REAL(100): -0.27% Top=BXMT APLE CBG TWO WPG AMT CIM NRZ ….. TCO DRH GGP LHO HT HST FCH GEO=Bottom (Real Estate)
INSU(32): -0.27% Top=XL SLF FAF CLGX FNF VR ALL L ….. MTG BRO UNM CNO MET AIG AFSI WLTW=Bottom (Insurance)
ENER(90): -0.47% Top=FANG CLR NFX RICE REN OAS DO MTDR ….. FTI RRC CVE WMB HES SWN HLX SPN=Bottom (Energy)
LEIS(36): -0.47% Top=GPRO JACK WEN DPZ EXPE QSR WYN DNKN ….. BYD PK BLMN MGM HLT SONC SHAK STAY=Bottom (Leisure)
TRAN(25): -0.53% Top=WAB CSX CNI GWR EXPD UPS CP CHRW ….. AAL TRN LUV ALK SAVE DAL TK SWFT=Bottom (Transportation)
HEAL(46): -0.55% Top=OPK TVTY BKD ANTM AET WCG EW A ….. STE HCA DVA ACHC UHS ESRX CYH THC=Bottom (Health)
RETA(62): -0.56% Top=PIR MIK MELI BBY JCP COST BID M ….. AN SHLD BIG SFM CASY SIG GNC DKS=Bottom (Retail & Specialty Retail)
CONS(52): -0.72% Top=PKG CLX KMB FBHS LULU GT HAS PVH ….. SEE RL OI COTY GPK FOSL HBI UAA=Bottom (Consumer)
META(31): -1.10% Top=NEM SCCO CDE SLCA CCJ RGLD AG FMSA ….. ABX SLW CNX ARNC GG CLF CMC AKS=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 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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