daytrend

03/08/2017

Filed under: Market Stats — daytrend @ 10:56 am

Market Stats at 10:56 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 10:56 am ET)
16.0% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
21.8% are below yesterday’s low.
62.2% are inside yesterday’s range.
34.4% of stocks with today’s high > yesterday’s high. (65.6% less than).
44.8% of stocks with today’s low < yesterday’s low. (55.2% greater than).

EVIDENCE OF INTRADAY TREND (20170308 10:56 am ET)
51.6% of stocks are above today’s open. (47.0% are below).
43.0% of stocks are above today’s open and yesterday’s close.
33.4% 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 10:56 am ET)
9.7% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
48.5% are in the top half. 51.5% of stocks are in the bottom half of today’s range.
24.5% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20170308 10:56 am ET)
58.3% of stocks are above yesterday’s close. (41.7% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.8% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY (20170308 10:56 am ET)
2-day: >=95:2.4%…>=90:4.7%…>=80:9.9%…>=50:36.0%…<=20:33.2%…<=10:21.6%…<=5:12.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:43.0%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:50.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170308 10:56 am ET)
16.0% above previous 1 highs, 21.8% below previous 1 lows
10.3% above previous 2 highs, 19.0% below previous 2 lows
6.9% above previous 3 highs, 18.0% below previous 3 lows
4.4% above previous 4 highs, 17.4% below previous 4 lows
3.9% above previous 5 highs, 16.0% below previous 5 lows
3.6% above previous 6 highs, 14.8% below previous 6 lows
3.2% above previous 7 highs, 14.6% below previous 7 lows
3.1% above previous 8 highs, 13.2% below previous 8 lows
2.6% above previous 9 highs, 12.4% below previous 9 lows
2.6% above previous 10 highs, 12.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170308 10:56 am ET)
58.3% are above or equal to 3/7 close (1 days ago), 41.7% are below.
34.6% are above or equal to 3/6 close (2 days ago), 65.4% are below.
24.7% are above or equal to 3/3 close (3 days ago), 75.3% are below.
29.4% are above or equal to 3/2 close (4 days ago), 70.6% are below.
16.0% are above or equal to 3/1 close (5 days ago), 84.0% are below.
42.5% are above or equal to 2/28 close (6 days ago), 57.5% are below.
32.3% are above or equal to 2/27 close (7 days ago), 67.7% are below.
39.0% are above or equal to 2/24 close (8 days ago), 61.0% are below.
37.6% are above or equal to 2/23 close (9 days ago), 62.4% are below.
34.6% are above or equal to 2/22 close (10 days ago), 65.4% are below.
32.2% are above or equal to 2/21 close (11 days ago), 67.8% are below.
41.6% are above or equal to 2/17 close (12 days ago), 58.4% are below.
43.9% are above or equal to 2/16 close (13 days ago), 56.1% are below.
40.6% are above or equal to 2/15 close (14 days ago), 59.4% are below.
45.4% are above or equal to 2/14 close (15 days ago), 54.6% are below.
48.9% are above or equal to 2/13 close (16 days ago), 51.1% are below.
51.6% are above or equal to 2/10 close (17 days ago), 48.4% are below.
55.2% are above or equal to 2/9 close (18 days ago), 44.8% are below.
60.2% are above or equal to 2/8 close (19 days ago), 39.8% are below.
62.0% are above or equal to 2/7 close (20 days ago), 38.0% are below.
60.6% are above or equal to 2/6 close (21 days ago), 39.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170308 10:56 am ET)
20d: 3.4% new highs, 10.9% new lows
21d: 3.4% new highs, 10.8% new lows
42d: 3.0% new highs, 7.9% new lows
63d: 2.8% new highs, 6.2% new lows
126d: 2.2% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170308 10:56 am ET)
2-day: 56.3% above, 43.7% below
3-day: 43.0% above, 57.0% below
4-day: 32.1% above, 67.9% below
5-day: 29.8% above, 70.2% below
8-day: 27.7% above, 72.3% below
10-day: 30.3% above, 69.7% below
20-day: 41.1% above, 58.9% below
50-day: 57.8% above, 42.2% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170308 10:56 am ET)
ELEC(47): 0.76% Top=HIMX SIMO AMKR AMD CAVM MXL SPWR NVDA ….. TRMB JBL APH QRVO FLEX INTC OCLR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(63): 0.75% Top=RH JCP MIK SPLS DKS PIR FINL GNC ….. CPRT EBAY MELI WBA SBH CASY ETSY URBN=Bottom (Retail & Specialty Retail)
DISV(45): 0.73% Top=HRB YY CNDT MYGN RHI AMN RRD TRU ….. CTAS LDOS SBAC VRSK R VNTV RBA ILG=Bottom (Diversified Services)
COSW(83): 0.66% Top=BITA TRIP WUBA ATHM NTNX VIPS FTNT SINA ….. CTXS MSCI HPE ADP FFIV OTEX CERN EQIX=Bottom (Computer Software/Internet)
HEAL(46): 0.59% Top=CYH THC IRWD OPK HOLX WCG IART HCA ….. ANTM UNH BDX NUVA BKD STE TVTY RMD=Bottom (Health)
FINA(87): 0.45% Top=YRD C VOYA JNS WDR AMG NTRS SIVB ….. HBAN PACW AMTD OMF PSEC FHN CLNS FHB=Bottom (Banks/Financials)
MANU(40): 0.32% Top=CFX DDD MWA ATI ITT KMT ATKR PNR ….. ROP AGCO ZBRA XYL BWXT RS MRC CAT=Bottom (Manufacturing)
MATE(26): 0.32% Top=LEN SUM EME VMC MAS SRCL DHI PHM ….. FAST GMS PWR WCN OC TPH WM DAR=Bottom (Materials & Construction)
CONS(52): 0.30% Top=GPK FOSL TPX SKX FL LULU RL WRK ….. CSL CL SEE ENR LEG KMB BERY UAA=Bottom (Consumer)
LEIS(36): 0.09% Top=YUMC EXPE RCL GPRO TXRH DRI QSR SEAS ….. SBUX CMG PK STAY SONC BLMN SHAK HGV=Bottom (Leisure)
INSU(32): -0.04% Top=LNC SLF MET RDN PRU CLGX MTG AGO ….. AFSI TMK BRO FNF MMC FAF TRV MBI=Bottom (Insurance)
TRAN(25): -0.04% Top=SAVE TK CP UAL TRN ALK AAL JBLU ….. CHRW ODFL CSX NSC KSU SWFT UNP GWR=Bottom (Transportation)
CHEM(27): -0.13% Top=DD DOW OLN CF POT AGU SMG GRA ….. PX APD HUN FMC WLK MON ALB TROX=Bottom (Chemicals/Fertilizers)
META(31): -0.17% Top=CCJ AA AKS TX TAHO STLD CENX CNX ….. TECK CLF PAAS AG SLW FMSA SLCA SND=Bottom (Metals & Mining)
COHW(40): -0.21% Top=QCOM GOGO VRSN PANW S UBNT MSI ANET ….. NMBL VZ TDS JNPR TU ACIA WIN CIEN=Bottom (Computer Hardware/Telecom)
ENER(90): -0.50% Top=PBF VLO SWN TSO COG HFC RRC DK ….. CPG NBR CRZO SN BAS SM WLL CRC=Bottom (Energy)
REAL(100): -1.16% Top=BAM FCH SC ALLY CBG RLGY RESI EQR ….. DFT HCP BRX O DDR CBL WPG 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 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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