daytrend

03/09/2017

Filed under: Market Stats — daytrend @ 10:23 am

Market Stats at 10:22 am ET
by daytrend on 20170309. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

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

COMPARED TO YESTERDAY’S RANGE (20170309 10:22 am ET)
8.6% of stocks are above yesterday’s high.
40.1% are above yesterday’s midpoint. (59.9% are below.)
18.2% are below yesterday’s low.
73.3% are inside yesterday’s range.
22.8% of stocks with today’s high > yesterday’s high. (77.2% less than).
47.2% of stocks with today’s low < yesterday’s low. (52.8% greater than).

EVIDENCE OF INTRADAY TREND (20170309 10:22 am ET)
63.4% of stocks are above today’s open. (35.6% are below).
51.9% of stocks are above today’s open and yesterday’s close.
28.3% are below both.
2.5% of stocks opened above yesterday’s high.
42.8% of stocks opened above yesterday’s close. (51.3% opened below yesterday’s close).
19.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170309 10:22 am ET)
7.1% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
63.2% are in the top half. 36.8% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170309 10:22 am ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.1% are up 4.5% or more. 0.3% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
84.0% are between +1% and -1%.

RSI on DAILY (20170309 10:22 am ET)
2-day: >=95:2.1%…>=90:5.1%…>=80:13.2%…>=50:40.2%…<=20:31.0%…<=10:21.0%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:40.6%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:47.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170309 10:22 am ET)
8.6% above previous 1 highs, 18.2% below previous 1 lows
6.5% above previous 2 highs, 16.1% below previous 2 lows
5.4% above previous 3 highs, 14.2% below previous 3 lows
4.0% above previous 4 highs, 14.2% below previous 4 lows
2.9% above previous 5 highs, 14.0% below previous 5 lows
2.4% above previous 6 highs, 13.5% below previous 6 lows
2.3% above previous 7 highs, 12.5% below previous 7 lows
2.3% above previous 8 highs, 11.8% below previous 8 lows
2.2% above previous 9 highs, 10.9% below previous 9 lows
2.1% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170309 10:22 am ET)
60.8% are above or equal to 3/8 close (1 days ago), 39.2% are below.
47.4% are above or equal to 3/7 close (2 days ago), 52.6% are below.
32.9% are above or equal to 3/6 close (3 days ago), 67.1% are below.
23.7% are above or equal to 3/3 close (4 days ago), 76.3% are below.
27.6% are above or equal to 3/2 close (5 days ago), 72.4% are below.
15.6% are above or equal to 3/1 close (6 days ago), 84.4% are below.
38.6% are above or equal to 2/28 close (7 days ago), 61.4% are below.
28.6% are above or equal to 2/27 close (8 days ago), 71.4% are below.
32.4% are above or equal to 2/24 close (9 days ago), 67.6% are below.
36.0% are above or equal to 2/23 close (10 days ago), 64.0% are below.
31.1% are above or equal to 2/22 close (11 days ago), 68.9% are below.
31.2% are above or equal to 2/21 close (12 days ago), 68.8% are below.
39.0% are above or equal to 2/17 close (13 days ago), 61.0% are below.
41.4% are above or equal to 2/16 close (14 days ago), 58.6% are below.
38.8% are above or equal to 2/15 close (15 days ago), 61.2% are below.
43.7% are above or equal to 2/14 close (16 days ago), 56.3% are below.
47.4% are above or equal to 2/13 close (17 days ago), 52.6% are below.
49.5% are above or equal to 2/10 close (18 days ago), 50.5% are below.
51.6% are above or equal to 2/9 close (19 days ago), 48.4% are below.
56.5% are above or equal to 2/8 close (20 days ago), 43.5% are below.
58.6% are above or equal to 2/7 close (21 days ago), 41.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170309 10:22 am ET)
20d: 3.8% new highs, 16.6% new lows
21d: 3.7% new highs, 16.4% new lows
42d: 3.2% new highs, 11.7% new lows
63d: 3.2% new highs, 10.6% new lows
126d: 2.5% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170309 10:22 am ET)
2-day: 58.4% above, 41.6% below
3-day: 49.2% above, 50.8% below
4-day: 41.3% above, 58.7% below
5-day: 33.2% above, 66.8% below
8-day: 27.7% above, 72.3% below
10-day: 26.7% above, 73.3% below
20-day: 36.8% above, 63.2% below
50-day: 55.1% above, 44.9% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170309 10:22 am ET)
CHEM(27): 0.63% Top=MOS POT AGU AXTA FMC CF PAH TROX ….. PX HUN GRA EMN VSM IFF RPM PPG=Bottom (Chemicals/Fertilizers)
FINA(87): 0.54% Top=FNB BOFI RF C FITB KEY PNC MS ….. WDR WU FII EV CLNS WETF PSEC YRD=Bottom (Banks/Financials)
INSU(32): 0.49% Top=MTG MBI RDN AIG CINF CNO TRV FAF ….. FNF ALL HIG AXS BRO VR PGR SLF=Bottom (Insurance)
REAL(101): 0.33% Top=GEO CONE AGNC O SRC ALLY HPP DRH ….. AVB SLG CBL DLR WPG DDR SPG GLPI=Bottom (Real Estate)
HEAL(45): 0.28% Top=IRWD THC CYH PKI OPK AET HLS UHS ….. STE RMD HOLX MOH BKD WCG DXCM ESRX=Bottom (Health)
ELEC(47): 0.17% Top=SIMO WAT XPER HIMX PI OCLR AMBA INTC ….. IDTI MCHP FSLR MSCC AMKR JBL CAVM SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.16% Top=BLMN PK CMG EXPE SEAS CCL HGV MAR ….. LVS WEN DNKN SONC QSR SHAK SBUX DPZ=Bottom (Leisure)
MATE(26): 0.13% Top=OC GMS USG PHM DAR MAS WY DHI ….. WCN FAST SRCL TPH PWR EME EXP FLR=Bottom (Materials & Construction)
COHW(40): 0.08% Top=ACIA VSAT CTL ZAYO GOGO TDS S BBRY ….. NTAP TMUS AAPL WIN INFN CIEN WDC STX=Bottom (Computer Hardware/Telecom)
DISV(45): 0.03% Top=ALLE YY CXW R CNDT CAR SBAC MAN ….. G HRB VRSK ACM RBA JEC RRD ZTO=Bottom (Diversified Services)
COSW(83): 0.00% Top=EQIX SHOP SQ MBLY COTV GRUB TTD DNB ….. SYNT SINA MDSO ACN IBM VIPS FEYE ATHM=Bottom (Computer Software/Internet)
TRAN(25): -0.01% Top=XPO UAL LUV DAL SAVE EXPD ALK CSX ….. CP SWFT TRN WAB FDX KSU AAL TK=Bottom (Transportation)
CONS(52): -0.10% Top=FBHS PAY UAA CLX ENR EPC CL PBI ….. NKE HBI IP OI BERY BC LULU FOSL=Bottom (Consumer)
MANU(38): -0.21% Top=XYL RS SNA ROP AOS HON DHR PNR ….. MWA MIDD ITT DOV DDD CAT FLS TEX=Bottom (Manufacturing)
META(31): -0.24% Top=CLF X AKS AA STLD CNX TX SSRI ….. FCX TECK CCJ SCCO CENX SLCA SND FMSA=Bottom (Metals & Mining)
ENER(90): -0.50% Top=MRO MTDR WPX MDU ATW WMB ECA PE ….. AR PAA CRZO RDC CRC RIG WLL SM=Bottom (Energy)
RETA(61): -0.73% Top=SIG GNC ETSY JCP WFM SFM KR URBN ….. CHS RH DSW FINL GES SPLS PIR TLRD=Bottom (Retail & Specialty Retail)

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 10:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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