daytrend

03/08/2017

Filed under: Market Stats — daytrend @ 10:00 am

Market Stats at 10:00 am ET
by daytrend on 20170308. 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 (20170308 10:00 am ET)
19.0% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
17.8% are below yesterday’s low.
63.2% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
38.7% of stocks with today’s low < yesterday’s low. (61.3% greater than).

EVIDENCE OF INTRADAY TREND (20170308 10:00 am ET)
56.9% of stocks are above today’s open. (40.7% are below).
45.2% of stocks are above today’s open and yesterday’s close.
26.8% are below both.
10.9% of stocks opened above yesterday’s high.
54.4% of stocks opened above yesterday’s close. (41.4% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170308 10:00 am ET)
14.6% of stocks are in the top 10% of today’s range.
25.6% are in the top 20%.
56.1% are in the top half. 43.9% of stocks are in the bottom half of today’s range.
17.5% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170308 10:00 am ET)
60.7% of stocks are above yesterday’s close. (39.3% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 0.7% are down 3.5% or more.
78.5% are between +1% and -1%.

RSI on DAILY (20170308 10:00 am ET)
2-day: >=95:2.0%…>=90:4.5%…>=80:10.9%…>=50:39.1%…<=20:30.8%…<=10:18.7%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:43.6%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170308 10:00 am ET)
19.0% above previous 1 highs, 17.8% below previous 1 lows
12.8% above previous 2 highs, 13.8% below previous 2 lows
7.8% above previous 3 highs, 13.0% below previous 3 lows
4.0% above previous 4 highs, 12.3% below previous 4 lows
3.3% above previous 5 highs, 11.8% below previous 5 lows
3.2% above previous 6 highs, 10.9% below previous 6 lows
2.8% above previous 7 highs, 10.8% below previous 7 lows
2.6% above previous 8 highs, 9.4% below previous 8 lows
2.2% above previous 9 highs, 9.2% below previous 9 lows
2.2% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170308 10:00 am ET)
60.7% are above or equal to 3/7 close (1 days ago), 39.3% are below.
38.9% are above or equal to 3/6 close (2 days ago), 61.1% are below.
25.7% are above or equal to 3/3 close (3 days ago), 74.3% are below.
32.1% are above or equal to 3/2 close (4 days ago), 67.9% are below.
17.2% are above or equal to 3/1 close (5 days ago), 82.8% are below.
44.9% are above or equal to 2/28 close (6 days ago), 55.1% are below.
33.9% are above or equal to 2/27 close (7 days ago), 66.1% are below.
38.0% are above or equal to 2/24 close (8 days ago), 62.0% are below.
39.7% are above or equal to 2/23 close (9 days ago), 60.3% are below.
35.6% are above or equal to 2/22 close (10 days ago), 64.4% are below.
33.7% are above or equal to 2/21 close (11 days ago), 66.3% are below.
42.5% are above or equal to 2/17 close (12 days ago), 57.5% are below.
45.6% are above or equal to 2/16 close (13 days ago), 54.4% are below.
42.9% are above or equal to 2/15 close (14 days ago), 57.1% are below.
46.9% are above or equal to 2/14 close (15 days ago), 53.1% are below.
50.5% are above or equal to 2/13 close (16 days ago), 49.5% are below.
52.3% are above or equal to 2/10 close (17 days ago), 47.7% are below.
56.1% are above or equal to 2/9 close (18 days ago), 43.9% are below.
60.7% are above or equal to 2/8 close (19 days ago), 39.3% are below.
63.0% are above or equal to 2/7 close (20 days ago), 37.0% are below.
61.4% are above or equal to 2/6 close (21 days ago), 38.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170308 10:00 am ET)
20d: 3.0% new highs, 9.1% new lows
21d: 3.0% new highs, 9.0% new lows
42d: 2.6% new highs, 6.7% new lows
63d: 2.5% new highs, 5.1% new lows
126d: 2.1% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170308 10:00 am ET)
2-day: 58.6% above, 41.4% below
3-day: 47.5% above, 52.5% below
4-day: 35.6% above, 64.4% below
5-day: 33.3% above, 66.7% below
8-day: 31.5% above, 68.5% below
10-day: 33.6% above, 66.4% below
20-day: 42.9% above, 57.1% below
50-day: 58.0% above, 42.0% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170308 10:00 am ET)
ELEC(47): 0.90% Top=HIMX CAVM AMD NVDA SIMO CSIQ FSLR PI ….. KLAC KEYS AYI FTV XPER APH WAT OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): 0.88% Top=YRD C BAC CMA SCHW ZION BK NTRS ….. NDAQ FHB WU CLNS SLM ARCC BMO PSEC=Bottom (Banks/Financials)
DISV(45): 0.75% Top=HRB RRD YY AMN MYGN ULTA TRU TAL ….. LDOS ALLE ROL CTAS RBA R VRSK VNTV=Bottom (Diversified Services)
HEAL(46): 0.60% Top=CYH THC OPK HOLX DXCM WCG IART ACHC ….. TMO STE ANTM TVTY BDX RMD UNH BKD=Bottom (Health)
COSW(83): 0.56% Top=WUBA TRIP NTNX BITA SINA VIPS FTNT ZEN ….. FIS CTXS TTD NCR CERN FFIV MSCI EQIX=Bottom (Computer Software/Internet)
MANU(40): 0.43% Top=MWA ATKR ATI DDD CFX ITT KMT PH ….. EMR GE ROP XYL IR RS BWXT CAT=Bottom (Manufacturing)
MATE(26): 0.41% Top=SUM EXP EME KBH LEN VMC DHI TOL ….. RSG MDR SRCL FAST OC WCN DAR WM=Bottom (Materials & Construction)
RETA(63): 0.40% Top=GNC BLDR MIK DKS WSM RH KSS BABA ….. AEO TLRD WBA GES ANF CHS ETSY URBN=Bottom (Retail & Specialty Retail)
CONS(52): 0.31% Top=GPK SKX WRK FOSL KS OI FL PVH ….. HAS VFC BERY ENR CL KMB PAY UAA=Bottom (Consumer)
INSU(32): 0.29% Top=LNC MET PRU UNM SLF CNO AIG HIG ….. TRV WLTW FAF AON MMC FNF CLGX MBI=Bottom (Insurance)
LEIS(36): 0.13% Top=GPRO RCL YUMC EXPE DRI MAR LQ WYN ….. TXRH EAT DPZ CMG MCD HGV BLMN SHAK=Bottom (Leisure)
COHW(40): -0.08% Top=ANET QCOM S GOGO VRSN PSTG VIAV STX ….. NMBL BCE VZ ACIA JNPR TU WIN CIEN=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.21% Top=SAVE WAB CP TK DAL UAL XPO JBHT ….. UNP JBLU SWFT CHRW CNI LUV ALK KSU=Bottom (Transportation)
CHEM(27): -0.27% Top=IFF HUN VSM GRA MOS DD DOW SHW ….. ALB RPM FMC MON AXTA WLK CC TROX=Bottom (Chemicals/Fertilizers)
META(31): -0.32% Top=AKS CNX CCJ AA X STLD TX NEM ….. GG RGLD AG CDE SLCA SLW CENX SND=Bottom (Metals & Mining)
ENER(90): -0.45% Top=PBF GPOR SWN VLO AR COG RRC DK ….. OAS PDCE OXY CPG SM EGN WLL CRC=Bottom (Energy)
REAL(100): -0.72% Top=PEB HST BAM FCH ALLY SC RLGY RLJ ….. GGP SKT MAC O PEI WPG CBL GEO=Bottom (Real Estate)

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 10:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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