daytrend

03/08/2017

Filed under: Market Stats — daytrend @ 2:34 pm

Market Stats at 2:33 pm ET
by daytrend on 20170308. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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 (20170308 2:33 pm ET)
17.8% of stocks are above yesterday’s high.
36.9% are above yesterday’s midpoint. (63.1% are below.)
34.3% are below yesterday’s low.
47.9% are inside yesterday’s range.
41.8% of stocks with today’s high > yesterday’s high. (58.2% less than).
54.0% of stocks with today’s low < yesterday’s low. (46.0% greater than).

EVIDENCE OF INTRADAY TREND (20170308 2:33 pm ET)
40.3% of stocks are above today’s open. (57.9% are below).
36.0% of stocks are above today’s open and yesterday’s close.
47.1% 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 2:33 pm ET)
3.3% of stocks are in the top 10% of today’s range.
10.3% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
38.7% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20170308 2:33 pm ET)
48.0% of stocks are above yesterday’s close. (52.0% are below.)
0.9% are up 4.5% or more. 3.4% are down 4.5% or more.
1.5% are up 3.5% or more. 4.7% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20170308 2:33 pm ET)
2-day: >=95:2.1%…>=90:4.9%…>=80:10.2%…>=50:31.5%…<=20:43.8%…<=10:29.9%…<=5:17.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:39.9%…<=20:2.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170308 2:33 pm ET)
17.8% above previous 1 highs, 34.3% below previous 1 lows
12.4% above previous 2 highs, 30.0% below previous 2 lows
8.3% above previous 3 highs, 28.3% below previous 3 lows
5.7% above previous 4 highs, 27.2% below previous 4 lows
4.6% above previous 5 highs, 26.1% below previous 5 lows
4.1% above previous 6 highs, 23.1% below previous 6 lows
4.0% above previous 7 highs, 22.4% below previous 7 lows
3.9% above previous 8 highs, 20.9% below previous 8 lows
3.4% above previous 9 highs, 20.3% below previous 9 lows
3.3% above previous 10 highs, 19.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170308 2:33 pm ET)
48.0% are above or equal to 3/7 close (1 days ago), 52.0% are below.
30.2% are above or equal to 3/6 close (2 days ago), 69.8% are below.
22.9% are above or equal to 3/3 close (3 days ago), 77.1% are below.
25.4% are above or equal to 3/2 close (4 days ago), 74.6% are below.
14.8% are above or equal to 3/1 close (5 days ago), 85.2% are below.
38.2% are above or equal to 2/28 close (6 days ago), 61.8% are below.
27.2% are above or equal to 2/27 close (7 days ago), 72.8% are below.
33.7% are above or equal to 2/24 close (8 days ago), 66.3% are below.
35.2% are above or equal to 2/23 close (9 days ago), 64.8% are below.
30.5% are above or equal to 2/22 close (10 days ago), 69.5% are below.
30.2% are above or equal to 2/21 close (11 days ago), 69.8% are below.
39.5% are above or equal to 2/17 close (12 days ago), 60.5% are below.
42.1% are above or equal to 2/16 close (13 days ago), 57.9% are below.
38.7% are above or equal to 2/15 close (14 days ago), 61.3% are below.
43.7% are above or equal to 2/14 close (15 days ago), 56.3% are below.
47.6% are above or equal to 2/13 close (16 days ago), 52.4% are below.
50.2% are above or equal to 2/10 close (17 days ago), 49.8% are below.
53.3% are above or equal to 2/9 close (18 days ago), 46.7% are below.
58.2% are above or equal to 2/8 close (19 days ago), 41.8% are below.
59.7% are above or equal to 2/7 close (20 days ago), 40.3% are below.
59.4% are above or equal to 2/6 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170308 2:33 pm ET)
20d: 4.8% new highs, 16.2% new lows
21d: 4.8% new highs, 16.0% new lows
42d: 4.4% new highs, 11.8% new lows
63d: 3.8% new highs, 9.7% new lows
126d: 3.0% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170308 2:33 pm ET)
2-day: 47.1% above, 52.9% below
3-day: 35.1% above, 64.9% below
4-day: 28.4% above, 71.6% below
5-day: 26.3% above, 73.7% below
8-day: 24.5% above, 75.5% below
10-day: 26.7% above, 73.3% below
20-day: 40.1% above, 59.9% below
50-day: 55.9% above, 44.1% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170308 2:33 pm ET)
RETA(63): 0.77% Top=MIK JCP FINL M RH KSS BLDR WSM ….. ROST BURL CASY NFLX MELI BID ETSY URBN=Bottom (Retail & Specialty Retail)
MATE(26): 0.69% Top=LEN KBH TPH PHM MAS USG DHI TOL ….. PWR FAST RSG FLR DAR WM WCN MDR=Bottom (Materials & Construction)
COSW(83): 0.60% Top=BITA TRIP ATHM WUBA FTNT PTC JD ADSK ….. ADP HPE FFIV FIS GRUB MSCI CERN EQIX=Bottom (Computer Software/Internet)
HEAL(46): 0.51% Top=CYH HOLX OPK PRAH IART VWR THC ALGN ….. UNH HCA TVTY STE EW NUVA RMD BKD=Bottom (Health)
ELEC(47): 0.50% Top=HIMX CAVM SIMO AMD AMKR SWKS CRUS AYI ….. SPWR INTC FLEX QRVO CY ON XPER OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.49% Top=HRB YY RHI CNDT AMN ADS MAN ULTA ….. ZTO KBR VNTV ILG ACM VRSK URI RBA=Bottom (Diversified Services)
CONS(52): 0.43% Top=GPK SKX FL FOSL TPX COH PVH LULU ….. GIL SEE COTY EPC KMB CL ENR UAA=Bottom (Consumer)
FINA(87): 0.06% Top=YRD C FII BOFI ICE BK LM FRC ….. BX PACW CLNS PBCT PSEC FHB OMF FHN=Bottom (Banks/Financials)
LEIS(36): -0.02% Top=EXPE ZOES YUMC DRI RCL DNKN BYD EAT ….. PK DPZ H STAY SBUX SONC SHAK HGV=Bottom (Leisure)
MANU(40): -0.06% Top=CFX MHK KMT ATKR ETN DHR PH TTC ….. ROP TEX MRC RS DOV CAT XYL BWXT=Bottom (Manufacturing)
INSU(32): -0.26% Top=CLGX XL MET SLF LNC UNM AXS AON ….. WLTW TMK TRV FNF FAF CNO AFSI MBI=Bottom (Insurance)
CHEM(27): -0.27% Top=PPG AXTA RPM GRA VSM DD IFF SHW ….. HUN FMC ALB CC MOS WLK CF TROX=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.28% Top=SWFT SAVE UAL JBLU UPS JBHT FDX ALK ….. CP KSU CNI CSX UNP NSC GWR TK=Bottom (Transportation)
COHW(40): -0.45% Top=ANET VRSN GOGO QCOM S UBNT COMM PANW ….. VSAT PSTG JNPR FNSR ACIA TU WIN CIEN=Bottom (Computer Hardware/Telecom)
META(31): -1.26% Top=AGI AA TAHO CCJ STLD FNV AKS RGLD ….. SSRI PAAS CNX FCX CLF SND SLCA FMSA=Bottom (Metals & Mining)
REAL(100): -1.47% Top=CBG RLGY RLJ FCH EQR ALLY EXR EQC ….. HCP DFT WRI O DDR GEO VER WPG=Bottom (Real Estate)
ENER(90): -3.04% Top=VLO MPC PBF AR TSO INT CVI PSX ….. SN NBR MRO BAS SM REN WLL CRC=Bottom (Energy)

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 2:33 pm 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: