daytrend

03/08/2017

Filed under: Market Stats — daytrend @ 3:51 pm

Market Stats at 3:51 pm 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 3:51 pm ET)
15.1% of stocks are above yesterday’s high.
32.6% are above yesterday’s midpoint. (67.4% are below.)
38.0% are below yesterday’s low.
46.9% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
57.1% of stocks with today’s low < yesterday’s low. (42.9% greater than).

EVIDENCE OF INTRADAY TREND (20170308 3:51 pm ET)
36.1% of stocks are above today’s open. (62.6% are below).
33.0% of stocks are above today’s open and yesterday’s close.
52.8% 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 3:51 pm ET)
2.3% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
29.2% are in the top half. 70.8% of stocks are in the bottom half of today’s range.
46.8% are in the bottom 20%.
31.3% are in the bottom 10%.

GAIN (20170308 3:51 pm ET)
44.1% of stocks are above yesterday’s close. (55.9% are below.)
0.7% are up 4.5% or more. 4.3% are down 4.5% or more.
1.5% are up 3.5% or more. 6.4% are down 3.5% or more.
58.9% are between +1% and -1%.

RSI on DAILY (20170308 3:51 pm ET)
2-day: >=95:2.1%…>=90:4.7%…>=80:9.2%…>=50:26.7%…<=20:48.3%…<=10:33.2%…<=5:19.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:37.4%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170308 3:51 pm ET)
15.1% above previous 1 highs, 38.0% below previous 1 lows
10.5% above previous 2 highs, 34.0% below previous 2 lows
6.9% above previous 3 highs, 32.1% below previous 3 lows
5.3% above previous 4 highs, 30.6% below previous 4 lows
4.5% above previous 5 highs, 29.5% below previous 5 lows
4.0% above previous 6 highs, 26.9% below previous 6 lows
3.8% above previous 7 highs, 25.7% below previous 7 lows
3.8% above previous 8 highs, 22.8% below previous 8 lows
3.4% above previous 9 highs, 22.0% below previous 9 lows
3.3% above previous 10 highs, 21.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170308 3:51 pm ET)
44.1% are above or equal to 3/7 close (1 days ago), 55.9% are below.
27.0% are above or equal to 3/6 close (2 days ago), 73.0% are below.
21.0% are above or equal to 3/3 close (3 days ago), 79.0% are below.
23.0% are above or equal to 3/2 close (4 days ago), 77.0% are below.
13.6% are above or equal to 3/1 close (5 days ago), 86.4% are below.
34.7% are above or equal to 2/28 close (6 days ago), 65.3% are below.
26.7% are above or equal to 2/27 close (7 days ago), 73.3% are below.
32.0% are above or equal to 2/24 close (8 days ago), 68.0% are below.
33.6% are above or equal to 2/23 close (9 days ago), 66.4% are below.
29.4% are above or equal to 2/22 close (10 days ago), 70.6% are below.
29.2% are above or equal to 2/21 close (11 days ago), 70.8% are below.
37.2% are above or equal to 2/17 close (12 days ago), 62.8% are below.
39.7% are above or equal to 2/16 close (13 days ago), 60.3% are below.
37.6% are above or equal to 2/15 close (14 days ago), 62.4% are below.
42.0% are above or equal to 2/14 close (15 days ago), 58.0% are below.
46.2% are above or equal to 2/13 close (16 days ago), 53.8% are below.
49.8% are above or equal to 2/10 close (17 days ago), 50.2% are below.
51.4% are above or equal to 2/9 close (18 days ago), 48.6% are below.
57.4% are above or equal to 2/8 close (19 days ago), 42.6% are below.
58.9% are above or equal to 2/7 close (20 days ago), 41.1% are below.
58.4% are above or equal to 2/6 close (21 days ago), 41.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170308 3:51 pm ET)
20d: 4.8% new highs, 17.9% new lows
21d: 4.8% new highs, 17.5% new lows
42d: 4.4% new highs, 13.4% new lows
63d: 3.8% new highs, 10.9% new lows
126d: 3.0% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170308 3:51 pm ET)
2-day: 43.0% above, 57.0% below
3-day: 31.4% above, 68.6% below
4-day: 25.2% above, 74.8% below
5-day: 22.3% above, 77.7% below
8-day: 21.8% above, 78.2% below
10-day: 24.8% above, 75.2% below
20-day: 37.4% above, 62.6% below
50-day: 54.7% above, 45.3% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170308 3:51 pm ET)
RETA(63): 0.91% Top=MIK FINL JCP RH M GNC KSS JWN ….. EBAY NFLX CASY WBA MELI BID URBN ETSY=Bottom (Retail & Specialty Retail)
MATE(26): 0.53% Top=LEN KBH TPH MAS PHM DHI USG TOL ….. EME DAR PWR EXP WCN WM FLR MDR=Bottom (Materials & Construction)
CONS(52): 0.48% Top=SKX COH FL GPK FOSL PVH TPX LULU ….. AVY SEE CL GIL EPC KMB ENR UAA=Bottom (Consumer)
COSW(83): 0.46% Top=BITA TRIP ATHM FTNT WUBA JD MDSO ADSK ….. DATA HPE NTNX MSCI CERN TTD GRUB EQIX=Bottom (Computer Software/Internet)
DISV(45): 0.34% Top=HRB YY RHI ULTA MAN TRU CAR G ….. ZTO SCI FLT VNTV VRSK ACM RBA URI=Bottom (Diversified Services)
HEAL(46): 0.31% Top=CYH HOLX OPK IRWD PRAH THC IART VWR ….. TVTY STE UNH DXCM EW NUVA RMD BKD=Bottom (Health)
ELEC(47): 0.30% Top=HIMX CAVM SIMO SWKS AMKR CRUS GRMN AMD ….. INTC SPWR FLEX CY QRVO ON XPER OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.03% Top=ZOES EXPE YUMC EAT DRI RCL GPRO BYD ….. PK LVS H SBUX STAY SONC HGV SHAK=Bottom (Leisure)
FINA(87): -0.08% Top=YRD BOFI ICE WETF BK C FII LM ….. CFR PBCT BX OMF FHB FHN CLNS PSEC=Bottom (Banks/Financials)
CHEM(27): -0.38% Top=PPG AXTA RPM GRA IFF DD VSM SHW ….. POT FMC CE CC MOS WLK CF TROX=Bottom (Chemicals/Fertilizers)
INSU(32): -0.40% Top=XL SLF CLGX MET UNM AON AXS AFL ….. MMC FNF WLTW FAF AGO CNO AFSI MBI=Bottom (Insurance)
MANU(40): -0.41% Top=MHK CFX DHR PNR ETN TTC ATKR ZBRA ….. EMR AGCO MRC TEX XYL BWXT DOV CAT=Bottom (Manufacturing)
TRAN(25): -0.48% Top=SAVE UAL SWFT JBLU DAL ALK JBHT LUV ….. TRN XPO CNI UNP CSX NSC GWR TK=Bottom (Transportation)
COHW(40): -0.62% Top=GOGO ANET QCOM VRSN S ZAYO UBNT MSI ….. BBRY JNPR VSAT PSTG ACIA TU WIN CIEN=Bottom (Computer Hardware/Telecom)
META(31): -1.36% Top=AGI TAHO CCJ STLD FNV AA AKS ABX ….. CENX AG FCX CNX CLF SND SLCA FMSA=Bottom (Metals & Mining)
REAL(100): -1.71% Top=RLGY CBG RLJ EQR SC FCH EQC ALLY ….. WRI WPG GPT O VER UNIT DDR GEO=Bottom (Real Estate)
ENER(90): -3.78% Top=VLO TSO MPC PBF INT CVI PSX HFC ….. SN MRO BAS OAS 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 3:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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