daytrend

03/09/2017

Filed under: Market Stats — daytrend @ 2:06 pm

Market Stats at 2:05 pm ET
by daytrend on 20170309. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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

COMPARED TO YESTERDAY’S RANGE (20170309 2:05 pm ET)
5.5% of stocks are above yesterday’s high.
19.6% are above yesterday’s midpoint. (80.4% are below.)
50.5% are below yesterday’s low.
44.0% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
63.5% of stocks with today’s low < yesterday’s low. (36.5% greater than).

EVIDENCE OF INTRADAY TREND (20170309 2:05 pm ET)
22.3% of stocks are above today’s open. (77.0% are below).
17.4% of stocks are above today’s open and yesterday’s close.
71.1% are below both.
2.5% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (51.4% opened below yesterday’s close).
19.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170309 2:05 pm ET)
1.5% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
16.3% are in the top half. 83.7% of stocks are in the bottom half of today’s range.
62.9% are in the bottom 20%.
50.7% are in the bottom 10%.

GAIN (20170309 2:05 pm ET)
23.7% of stocks are above yesterday’s close. (76.3% are below.)
0.1% are up 4.5% or more. 2.3% are down 4.5% or more.
0.5% are up 3.5% or more. 3.8% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20170309 2:05 pm ET)
2-day: >=95:1.3%…>=90:2.8%…>=80:6.9%…>=50:21.8%…<=20:54.4%…<=10:42.4%…<=5:29.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:31.6%…<=20:5.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:41.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170309 2:05 pm ET)
5.5% above previous 1 highs, 50.5% below previous 1 lows
4.3% above previous 2 highs, 43.6% below previous 2 lows
3.8% above previous 3 highs, 41.2% below previous 3 lows
3.5% above previous 4 highs, 40.3% below previous 4 lows
2.2% above previous 5 highs, 39.7% below previous 5 lows
1.8% above previous 6 highs, 38.9% below previous 6 lows
1.8% above previous 7 highs, 35.2% below previous 7 lows
1.7% above previous 8 highs, 33.7% below previous 8 lows
1.6% above previous 9 highs, 30.3% below previous 9 lows
1.6% above previous 10 highs, 29.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170309 2:05 pm ET)
23.7% are above or equal to 3/8 close (1 days ago), 76.3% are below.
32.0% are above or equal to 3/7 close (2 days ago), 68.0% are below.
23.8% are above or equal to 3/6 close (3 days ago), 76.2% are below.
17.0% are above or equal to 3/3 close (4 days ago), 83.0% are below.
19.4% are above or equal to 3/2 close (5 days ago), 80.6% are below.
11.7% are above or equal to 3/1 close (6 days ago), 88.3% are below.
30.8% are above or equal to 2/28 close (7 days ago), 69.2% are below.
23.7% are above or equal to 2/27 close (8 days ago), 76.3% are below.
25.5% are above or equal to 2/24 close (9 days ago), 74.5% are below.
27.8% are above or equal to 2/23 close (10 days ago), 72.2% are below.
24.8% are above or equal to 2/22 close (11 days ago), 75.2% are below.
24.4% are above or equal to 2/21 close (12 days ago), 75.6% are below.
32.1% are above or equal to 2/17 close (13 days ago), 67.9% are below.
34.5% are above or equal to 2/16 close (14 days ago), 65.5% are below.
32.9% are above or equal to 2/15 close (15 days ago), 67.1% are below.
38.6% are above or equal to 2/14 close (16 days ago), 61.4% are below.
41.2% are above or equal to 2/13 close (17 days ago), 58.8% are below.
43.9% are above or equal to 2/10 close (18 days ago), 56.1% are below.
47.2% are above or equal to 2/9 close (19 days ago), 52.8% are below.
52.1% are above or equal to 2/8 close (20 days ago), 47.9% are below.
54.4% are above or equal to 2/7 close (21 days ago), 45.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170309 2:05 pm ET)
20d: 4.7% new highs, 24.2% new lows
21d: 4.5% new highs, 23.9% new lows
42d: 4.0% new highs, 17.4% new lows
63d: 3.9% new highs, 14.5% new lows
126d: 2.9% new highs, 6.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170309 2:05 pm ET)
2-day: 23.3% above, 76.7% below
3-day: 26.3% above, 73.7% below
4-day: 24.5% above, 75.5% below
5-day: 20.8% above, 79.2% below
8-day: 17.6% above, 82.4% below
10-day: 18.2% above, 81.8% below
20-day: 29.2% above, 70.8% below
50-day: 50.5% above, 49.5% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170309 2:05 pm ET)
HEAL(45): 0.16% Top=THC IRWD EW CYH NUVA IART HRC ALGN ….. DXCM OPK PRAH WCG BKD ACHC ESRX MOH=Bottom (Health)
COHW(41): 0.15% Top=GOGO ACIA WIN TDS VG VSAT ZAYO BBRY ….. TMUS ANET S CIEN PSTG INFN WDC STX=Bottom (Computer Hardware/Telecom)
INSU(32): 0.00% Top=MTG HIG RDN CINF TMK TRV AON XL ….. FNF ORI LNC AIG VR SLF MBI AFSI=Bottom (Insurance)
FINA(87): -0.19% Top=FNB BOFI ICE LAZ C UMPQ SCHW RJF ….. AMG WDR EV BX PSEC WETF CLNS YRD=Bottom (Banks/Financials)
LEIS(35): -0.27% Top=BLMN HGV CMG BYD SEAS CCL EAT SIX ….. DNKN LVS PK SHAK SBUX H STAY DPZ=Bottom (Leisure)
ELEC(47): -0.31% Top=SIMO WAT PI AVGO FLEX AYI XPER INTC ….. IDTI MSCC FSLR CSIQ AMKR AMBA HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): -0.39% Top=YELP EQIX SHOP TWLO BITA DNB SQ ATHM ….. FEYE CTXS TRIP SPLK IBM VIPS FTNT SINA=Bottom (Computer Software/Internet)
CONS(52): -0.50% Top=FBHS SEE GIL BMS CLX CHD CCK EPC ….. TUP BC OI IP TPX LULU KS FOSL=Bottom (Consumer)
DISV(45): -0.60% Top=SBAC AMN CXW KBR ADS PCLN SERV LDOS ….. JEC AL URI RHI ACM HRB RRD ZTO=Bottom (Diversified Services)
CHEM(27): -0.62% Top=AGU AXTA POT MOS FMC DD DOW CE ….. RPM PX CF HUN OLN TROX VSM PPG=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.94% Top=CNI CSX UPS JBHT EXPD CHRW LUV ALK ….. FDX GWR WAB SAVE TRN SWFT TK AAL=Bottom (Transportation)
RETA(61): -1.19% Top=SIG MIK ETSY GNC URBN WBA GME RH ….. SBH KSS WSM FINL SPLS GES PIR TLRD=Bottom (Retail & Specialty Retail)
MATE(26): -1.34% Top=OC GMS RSG MAS WM WCN SRCL PHM ….. PWR TPH KBH MLM FLR VMC FAST EXP=Bottom (Materials & Construction)
MANU(38): -1.36% Top=DHR BWXT ROP XYL PNR SNA SWK HON ….. DDD FLS CAT ITT MRC ATI KMT TEX=Bottom (Manufacturing)
REAL(101): -1.50% Top=GEO OUT ALLY DFT CONE NYRT AGNC TWO ….. WPG GGP VER RPAI CXP CBL DDR GLPI=Bottom (Real Estate)
ENER(90): -2.03% Top=MRO MTDR VVV NBL PDCE MDU XOM APA ….. SPN NBR BAS WLL RDC REN RIG CRZO=Bottom (Energy)
META(31): -2.47% Top=TAHO GG AEM AG SSRI AKS ABX CNX ….. CDE CCJ SCCO CMC CENX SLCA SND FMSA=Bottom (Metals & Mining)

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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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