daytrend

03/09/2017

Filed under: Market Stats — daytrend @ 1:11 pm

Market Stats at 1:11 pm 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 1:11 pm ET)
9.2% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
31.8% are below yesterday’s low.
59.0% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
55.8% of stocks with today’s low < yesterday’s low. (44.2% greater than).

EVIDENCE OF INTRADAY TREND (20170309 1:11 pm ET)
44.0% of stocks are above today’s open. (54.5% are below).
35.3% of stocks are above today’s open and yesterday’s close.
47.1% 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 1:11 pm ET)
6.8% of stocks are in the top 10% of today’s range.
14.3% are in the top 20%.
37.5% are in the top half. 62.5% of stocks are in the bottom half of today’s range.
26.5% are in the bottom 20%.
12.6% are in the bottom 10%.

GAIN (20170309 1:11 pm ET)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
0.2% are up 4.5% or more. 1.4% are down 4.5% or more.
0.7% are up 3.5% or more. 2.5% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20170309 1:11 pm ET)
2-day: >=95:2.0%…>=90:4.9%…>=80:11.8%…>=50:34.7%…<=20:41.6%…<=10:32.1%…<=5:22.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:37.7%…<=20:4.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:45.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170309 1:11 pm ET)
9.2% above previous 1 highs, 31.8% below previous 1 lows
6.7% above previous 2 highs, 28.4% below previous 2 lows
6.4% above previous 3 highs, 26.6% below previous 3 lows
5.1% above previous 4 highs, 25.8% below previous 4 lows
3.5% above previous 5 highs, 25.7% below previous 5 lows
2.5% above previous 6 highs, 25.1% below previous 6 lows
2.3% above previous 7 highs, 23.1% below previous 7 lows
2.3% above previous 8 highs, 22.1% below previous 8 lows
2.3% above previous 9 highs, 20.6% below previous 9 lows
2.2% above previous 10 highs, 20.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170309 1:11 pm ET)
44.4% are above or equal to 3/8 close (1 days ago), 55.6% are below.
43.9% are above or equal to 3/7 close (2 days ago), 56.1% are below.
31.2% are above or equal to 3/6 close (3 days ago), 68.8% are below.
22.2% are above or equal to 3/3 close (4 days ago), 77.8% are below.
25.8% are above or equal to 3/2 close (5 days ago), 74.2% are below.
14.8% are above or equal to 3/1 close (6 days ago), 85.2% are below.
36.4% are above or equal to 2/28 close (7 days ago), 63.6% are below.
28.0% are above or equal to 2/27 close (8 days ago), 72.0% are below.
30.3% are above or equal to 2/24 close (9 days ago), 69.7% are below.
34.0% are above or equal to 2/23 close (10 days ago), 66.0% are below.
29.5% are above or equal to 2/22 close (11 days ago), 70.5% are below.
29.2% are above or equal to 2/21 close (12 days ago), 70.8% are below.
37.2% are above or equal to 2/17 close (13 days ago), 62.8% are below.
39.1% are above or equal to 2/16 close (14 days ago), 60.9% are below.
37.5% are above or equal to 2/15 close (15 days ago), 62.5% are below.
41.8% are above or equal to 2/14 close (16 days ago), 58.2% are below.
45.5% are above or equal to 2/13 close (17 days ago), 54.5% are below.
48.2% are above or equal to 2/10 close (18 days ago), 51.8% are below.
50.5% are above or equal to 2/9 close (19 days ago), 49.5% are below.
55.0% are above or equal to 2/8 close (20 days ago), 45.0% are below.
57.2% are above or equal to 2/7 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170309 1:11 pm ET)
20d: 4.6% new highs, 21.6% new lows
21d: 4.4% new highs, 21.5% new lows
42d: 3.9% new highs, 15.6% new lows
63d: 3.8% new highs, 13.3% new lows
126d: 2.8% new highs, 5.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170309 1:11 pm ET)
2-day: 42.3% above, 57.7% below
3-day: 43.1% above, 56.9% below
4-day: 37.9% above, 62.1% below
5-day: 30.8% above, 69.2% below
8-day: 25.2% above, 74.8% below
10-day: 26.2% above, 73.8% below
20-day: 35.1% above, 64.9% below
50-day: 52.7% above, 47.3% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170309 1:11 pm ET)
HEAL(45): 0.52% Top=THC IRWD CYH EW ALGN IART HCA ZBH ….. DXCM BKD PRAH OPK ACHC WCG ESRX MOH=Bottom (Health)
INSU(32): 0.39% Top=MTG HIG RDN CINF AON TMK TRV MET ….. ORI L VR FNF AIG SLF AFSI MBI=Bottom (Insurance)
COHW(40): 0.36% Top=GOGO ACIA VSAT TDS FNSR BBRY CTL ZAYO ….. AAPL TMUS S PSTG INFN CIEN WDC STX=Bottom (Computer Hardware/Telecom)
FINA(87): 0.32% Top=FNB ICE BOFI C LAZ UMPQ VLY OZRK ….. WDR FII EV BX PSEC WETF CLNS YRD=Bottom (Banks/Financials)
ELEC(47): 0.11% Top=SIMO WAT XPER PI AVGO AMD OCLR ON ….. AMBA CAVM HIMX MSCC FSLR AMKR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.08% Top=BLMN HGV CMG SEAS CCL BYD EAT EXPE ….. SHAK LVS WEN DNKN H STAY SBUX DPZ=Bottom (Leisure)
COSW(83): 0.03% Top=EQIX YELP BITA SHOP TWLO SQ COTV TRI ….. SPLK TWTR CTXS MDSO FEYE VIPS IBM SINA=Bottom (Computer Software/Internet)
CHEM(27): -0.05% Top=AGU POT AXTA MOS FMC DD CE PAH ….. WLK HUN PX CF OLN TROX VSM PPG=Bottom (Chemicals/Fertilizers)
CONS(52): -0.13% Top=FBHS PAY SEE GIL CLX CHD EPC BMS ….. RL TUP IP OI TPX LULU KS FOSL=Bottom (Consumer)
DISV(45): -0.21% Top=AMN SBAC CXW KBR ADS ALLE LDOS BAH ….. AL URI RBA RHI ACM RRD HRB ZTO=Bottom (Diversified Services)
TRAN(25): -0.32% Top=CSX CNI LUV UPS ALK EXPD DAL CHRW ….. ODFL WAB FDX TK KSU TRN SWFT AAL=Bottom (Transportation)
REAL(101): -0.50% Top=GEO CONE DFT OUT ALLY FCH AGNC MFA ….. RPAI KIM CBL VER WPG SPG DDR GLPI=Bottom (Real Estate)
MATE(26): -0.53% Top=GMS OC MAS RSG WCN DAR PHM WY ….. KBH EME PWR MLM FLR FAST VMC EXP=Bottom (Materials & Construction)
MANU(38): -0.80% Top=DHR ROP BWXT XYL HON PNR SNA ETN ….. DDD FLS CAT ITT KMT MRC TEX ATI=Bottom (Manufacturing)
RETA(61): -0.98% Top=SIG WBA MIK ETSY URBN BLDR GME AMZN ….. WSM LB KSS FINL SPLS GES PIR TLRD=Bottom (Retail & Specialty Retail)
META(31): -1.67% Top=AKS TX CLF AEM TAHO X AG SSRI ….. CMC AGI CCJ SCCO CENX SLCA SND FMSA=Bottom (Metals & Mining)
ENER(90): -1.82% Top=MRO MTDR MDU NFG VVV XOM APA NBL ….. SM NBR WLL RDC BAS REN CRZO RIG=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 1:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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