daytrend

03/09/2017

Filed under: Market Stats — daytrend @ 2:18 pm

Market Stats at 2:18 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 2:18 pm ET)
4.0% of stocks are above yesterday’s high.
17.0% are above yesterday’s midpoint. (83.0% are below.)
57.0% are below yesterday’s low.
39.0% are inside yesterday’s range.
27.3% of stocks with today’s high > yesterday’s high. (72.7% less than).
68.6% of stocks with today’s low < yesterday’s low. (31.4% greater than).

EVIDENCE OF INTRADAY TREND (20170309 2:18 pm ET)
18.4% of stocks are above today’s open. (80.3% are below).
13.9% of stocks are above today’s open and yesterday’s close.
75.8% 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 2:18 pm ET)
0.8% of stocks are in the top 10% of today’s range.
2.4% are in the top 20%.
11.4% are in the top half. 88.6% of stocks are in the bottom half of today’s range.
68.2% are in the bottom 20%.
54.0% are in the bottom 10%.

GAIN (20170309 2:18 pm ET)
19.1% of stocks are above yesterday’s close. (80.9% 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. 4.3% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY (20170309 2:18 pm ET)
2-day: >=95:0.9%…>=90:2.3%…>=80:5.2%…>=50:17.2%…<=20:59.1%…<=10:44.3%…<=5:31.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:28.9%…<=20:5.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170309 2:18 pm ET)
4.0% above previous 1 highs, 57.0% below previous 1 lows
3.4% above previous 2 highs, 48.3% below previous 2 lows
2.9% above previous 3 highs, 44.7% below previous 3 lows
2.5% above previous 4 highs, 44.0% below previous 4 lows
1.8% above previous 5 highs, 43.6% below previous 5 lows
1.5% above previous 6 highs, 42.2% below previous 6 lows
1.5% above previous 7 highs, 38.5% below previous 7 lows
1.3% above previous 8 highs, 37.1% below previous 8 lows
1.3% above previous 9 highs, 33.2% below previous 9 lows
1.3% above previous 10 highs, 32.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170309 2:18 pm ET)
19.1% are above or equal to 3/8 close (1 days ago), 80.9% are below.
26.9% are above or equal to 3/7 close (2 days ago), 73.1% are below.
20.5% are above or equal to 3/6 close (3 days ago), 79.5% are below.
15.5% are above or equal to 3/3 close (4 days ago), 84.5% are below.
17.2% are above or equal to 3/2 close (5 days ago), 82.8% are below.
10.2% are above or equal to 3/1 close (6 days ago), 89.8% are below.
29.0% are above or equal to 2/28 close (7 days ago), 71.0% are below.
22.2% are above or equal to 2/27 close (8 days ago), 77.8% are below.
23.9% are above or equal to 2/24 close (9 days ago), 76.1% are below.
26.0% are above or equal to 2/23 close (10 days ago), 74.0% are below.
23.6% are above or equal to 2/22 close (11 days ago), 76.4% are below.
23.7% are above or equal to 2/21 close (12 days ago), 76.3% are below.
31.2% are above or equal to 2/17 close (13 days ago), 68.8% are below.
33.1% are above or equal to 2/16 close (14 days ago), 66.9% are below.
31.9% are above or equal to 2/15 close (15 days ago), 68.1% are below.
36.3% are above or equal to 2/14 close (16 days ago), 63.7% are below.
40.0% are above or equal to 2/13 close (17 days ago), 60.0% are below.
43.5% are above or equal to 2/10 close (18 days ago), 56.5% are below.
46.1% are above or equal to 2/9 close (19 days ago), 53.9% are below.
50.8% are above or equal to 2/8 close (20 days ago), 49.2% are below.
54.2% are above or equal to 2/7 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170309 2:18 pm ET)
20d: 4.7% new highs, 25.4% new lows
21d: 4.5% new highs, 24.9% new lows
42d: 4.0% new highs, 18.5% new lows
63d: 3.9% new highs, 15.0% new lows
126d: 2.9% new highs, 6.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170309 2:18 pm ET)
2-day: 18.8% above, 81.2% below
3-day: 21.0% above, 79.0% below
4-day: 20.2% above, 79.8% below
5-day: 17.5% above, 82.5% below
8-day: 15.8% above, 84.2% below
10-day: 16.4% above, 83.6% below
20-day: 27.7% above, 72.3% below
50-day: 49.7% above, 50.3% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170309 2:18 pm ET)
HEAL(45): -0.02% Top=THC EW IRWD IART CYH HRC NUVA ALGN ….. PRXL PRAH WCG ACHC OPK ESRX BKD MOH=Bottom (Health)
COHW(40): -0.03% Top=ACIA GOGO WIN TDS VSAT ZAYO CTL FNSR ….. TMUS ANET CIEN S PSTG INFN WDC STX=Bottom (Computer Hardware/Telecom)
INSU(32): -0.13% Top=MTG HIG RDN TRV CINF TMK AON AFL ….. ORI FNF AIG VR LNC SLF MBI AFSI=Bottom (Insurance)
LEIS(35): -0.39% Top=BLMN HGV CMG BYD CCL SEAS EAT JACK ….. LQ SBUX PK MGM SHAK STAY H DPZ=Bottom (Leisure)
FINA(87): -0.42% Top=FNB ICE BOFI LAZ C MS UMPQ WFC ….. OMF WDR BX EV WETF PSEC CLNS YRD=Bottom (Banks/Financials)
ELEC(47): -0.48% Top=SIMO WAT PI AVGO AYI FLEX INTC OCLR ….. IDTI FSLR MSCC AMBA CSIQ HIMX AMKR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): -0.56% Top=EQIX YELP BITA DNB SHOP ATHM ATVI SQ ….. CSRA PTC CTXS IBM VIPS SPLK FTNT SINA=Bottom (Computer Software/Internet)
CONS(52): -0.63% Top=SEE FBHS CLX BMS CHD GIL CCK PG ….. BC TUP OI IP LULU TPX KS FOSL=Bottom (Consumer)
CHEM(27): -0.71% Top=AXTA AGU POT FMC MOS DD DOW CE ….. RPM OLN PAH CF HUN TROX VSM PPG=Bottom (Chemicals/Fertilizers)
DISV(45): -0.80% Top=SBAC AMN KBR CXW ALLE ADS LDOS PCLN ….. AL RHI HRB URI WTW ACM RRD ZTO=Bottom (Diversified Services)
TRAN(25): -1.09% Top=CNI CSX UPS EXPD JBHT CHRW LUV ALK ….. DAL ODFL WAB GWR TRN TK SWFT AAL=Bottom (Transportation)
RETA(61): -1.33% Top=SIG GNC RH ETSY WMT URBN GME AMZN ….. SBH KSS WSM FINL SPLS GES PIR TLRD=Bottom (Retail & Specialty Retail)
MANU(38): -1.49% Top=DHR BWXT ROP XYL PNR SNA SWK GE ….. MIDD FLS CAT ITT MRC KMT ATI TEX=Bottom (Manufacturing)
MATE(26): -1.50% Top=GMS OC RSG WM MAS SRCL WCN WY ….. EME PWR TPH VMC KBH FAST FLR EXP=Bottom (Materials & Construction)
REAL(101): -1.58% Top=GEO DFT OUT CONE ALLY NYRT MFA AGNC ….. SPG GGP CBL CXP RPAI VER DDR GLPI=Bottom (Real Estate)
ENER(90): -1.98% Top=MRO MTDR PDCE NBL VVV XOM MDU APA ….. SPN WLL NBR RDC RIG BAS CRZO REN=Bottom (Energy)
META(31): -2.63% Top=TAHO GG AEM SSRI AG CNX ABX PAAS ….. SCCO CCJ CMC AA 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 2:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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