daytrend

03/07/2017

Filed under: Market Stats — daytrend @ 11:46 am

Market Stats at 11:45 am ET
by daytrend on 20170307. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170307 11:45 am ET)
10.3% of stocks are above yesterday’s high.
37.3% are above yesterday’s midpoint. (62.7% are below.)
27.6% are below yesterday’s low.
62.1% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
48.6% of stocks with today’s low < yesterday’s low. (51.4% greater than).

EVIDENCE OF INTRADAY TREND (20170307 11:45 am ET)
37.7% of stocks are above today’s open. (60.3% are below).
25.2% of stocks are above today’s open and yesterday’s close.
57.4% 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 11:45 am ET)
3.2% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
37.2% are in the top half. 62.8% of stocks are in the bottom half of today’s range.
31.5% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20170307 11:45 am ET)
29.7% of stocks are above yesterday’s close. (70.3% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.2% are up 3.5% or more. 1.5% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY (20170307 11:45 am ET)
2-day: >=95:0.8%…>=90:1.6%…>=80:5.1%…>=50:22.1%…<=20:41.8%…<=10:23.6%…<=5:11.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:42.5%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:50.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170307 11:45 am ET)
10.3% above previous 1 highs, 27.6% below previous 1 lows
5.5% above previous 2 highs, 24.0% below previous 2 lows
2.3% above previous 3 highs, 22.8% below previous 3 lows
1.6% above previous 4 highs, 21.7% below previous 4 lows
1.5% above previous 5 highs, 18.8% below previous 5 lows
1.3% above previous 6 highs, 17.5% below previous 6 lows
1.2% above previous 7 highs, 15.0% below previous 7 lows
1.2% above previous 8 highs, 14.4% below previous 8 lows
1.2% above previous 9 highs, 13.5% below previous 9 lows
0.8% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170307 11:45 am ET)
29.7% are above or equal to 3/6 close (1 days ago), 70.3% are below.
20.7% are above or equal to 3/3 close (2 days ago), 79.3% are below.
28.6% are above or equal to 3/2 close (3 days ago), 71.4% are below.
13.8% are above or equal to 3/1 close (4 days ago), 86.2% are below.
42.9% are above or equal to 2/28 close (5 days ago), 57.1% are below.
30.9% are above or equal to 2/27 close (6 days ago), 69.1% are below.
36.9% are above or equal to 2/24 close (7 days ago), 63.1% are below.
37.2% are above or equal to 2/23 close (8 days ago), 62.8% are below.
35.3% are above or equal to 2/22 close (9 days ago), 64.7% are below.
31.5% are above or equal to 2/21 close (10 days ago), 68.5% are below.
41.2% are above or equal to 2/17 close (11 days ago), 58.8% are below.
43.0% are above or equal to 2/16 close (12 days ago), 57.0% are below.
40.3% are above or equal to 2/15 close (13 days ago), 59.7% are below.
46.1% are above or equal to 2/14 close (14 days ago), 53.9% are below.
49.4% are above or equal to 2/13 close (15 days ago), 50.6% are below.
52.5% are above or equal to 2/10 close (16 days ago), 47.5% are below.
57.0% are above or equal to 2/9 close (17 days ago), 43.0% are below.
61.4% are above or equal to 2/8 close (18 days ago), 38.6% are below.
63.6% are above or equal to 2/7 close (19 days ago), 36.4% are below.
62.1% are above or equal to 2/6 close (20 days ago), 37.9% are below.
59.3% are above or equal to 2/3 close (21 days ago), 40.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170307 11:45 am ET)
20d: 2.5% new highs, 10.7% new lows
21d: 2.5% new highs, 10.5% new lows
42d: 2.1% new highs, 7.4% new lows
63d: 2.0% new highs, 5.8% new lows
126d: 1.8% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170307 11:45 am ET)
2-day: 28.5% above, 71.5% below
3-day: 20.9% above, 79.1% below
4-day: 22.8% above, 77.2% below
5-day: 16.8% above, 83.2% below
8-day: 26.2% above, 73.8% below
10-day: 27.5% above, 72.5% below
20-day: 45.2% above, 54.8% below
50-day: 59.3% above, 40.7% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170307 11:45 am ET)
ELEC(47): 0.16% Top=TXN SIMO AMKR ON AVGO CRUS MXL AMAT ….. AYI SPWR XPER BRKR CSIQ AMBA FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): 0.05% Top=TTD BITA NTNX SHOP WUBA MTCH GRUB YELP ….. XRX TRIP SQ ZEN FEYE MANH TWTR CA=Bottom (Computer Software/Internet)
COHW(39): 0.02% Top=PSTG BBRY ANET PANW UBNT NTAP QCOM WDC ….. VZ TMUS FNSR S ZAYO LVLT CTL WIN=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.10% Top=ALB WLK AGU POT CC FMC PX CE ….. DOW EMN AXTA IFF VSM MOS PAH CF=Bottom (Chemicals/Fertilizers)
FINA(86): -0.11% Top=BOFI NAVI LAZ FHB FNB SYF WETF BMO ….. OMF BX NDAQ AMTD VOYA KKR WDR FRC=Bottom (Banks/Financials)
MATE(26): -0.16% Top=DHI SRCL LEN TOL TPH PHM GMS KBH ….. WY SUM VMC EXP FAST USG MLM MDR=Bottom (Materials & Construction)
INSU(32): -0.22% Top=XL SLF CLGX VR AJG ALL MMC AON ….. RDN CNO PRU UNM AFSI LNC MET AIG=Bottom (Insurance)
MANU(41): -0.39% Top=XYL BDC AGCO PNR KMT ZBRA TTC IR ….. CAT ITT DOV TEX RS WBT MRC ATI=Bottom (Manufacturing)
DISV(45): -0.48% Top=YY MAN SERV BAH RHI CAR GPN SBAC ….. ULTA VRSK HRB AMN WTW CXW RRD ZTO=Bottom (Diversified Services)
HEAL(46): -0.52% Top=OPK WCG NUVA BAX EW TVTY UNH ALGN ….. VWR IRWD DVA ACHC UHS ESRX THC CYH=Bottom (Health)
TRAN(25): -0.63% Top=CNI CHRW JBLU GWR ODFL FDX EXPD NSC ….. AAL LUV TRN JBHT SAVE SWFT TK DAL=Bottom (Transportation)
REAL(100): -0.64% Top=BXMT CBG ARI APLE BAM TWO CIM NRZ ….. HST DFT BRX MAC HT AKR GGP GEO=Bottom (Real Estate)
LEIS(36): -0.77% Top=GPRO SEAS DPZ EXPE H QSR MCD ARMK ….. CMG TXRH PK WYNN SONC LQ STAY MGM=Bottom (Leisure)
RETA(62): -0.80% Top=PIR MIK JCP BBY BABA M COST KSS ….. LB BBBY BIG CASY SHLD SIG GNC DKS=Bottom (Retail & Specialty Retail)
CONS(52): -0.86% Top=PKG LULU KMB CLX CHD HAS ENR FBHS ….. TPX MAT PBI COTY FOSL HBI GPK UAA=Bottom (Consumer)
ENER(90): -1.04% Top=CLR FANG GEL PXD RSPP OAS NFX EPD ….. CRC HLX HFC RDC OII SWN ATW SPN=Bottom (Energy)
META(31): -1.23% Top=CDE SLCA SSRI PAAS NEM CCJ AGI TAHO ….. STLD FCX CNX CMC AA AKS ARNC CLF=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 11:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: