daytrend

03/10/2017

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 10:21 am ET
by daytrend on 20170310. 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 (20170310 10:21 am ET)
30.0% of stocks are above yesterday’s high.
71.2% are above yesterday’s midpoint. (28.8% are below.)
4.3% are below yesterday’s low.
65.7% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
9.9% of stocks with today’s low < yesterday’s low. (90.1% greater than).

EVIDENCE OF INTRADAY TREND (20170310 10:21 am ET)
48.0% of stocks are above today’s open. (49.5% are below).
47.5% of stocks are above today’s open and yesterday’s close.
19.5% are below both.
25.1% of stocks opened above yesterday’s high.
91.3% of stocks opened above yesterday’s close. (7.6% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170310 10:21 am ET)
11.3% of stocks are in the top 10% of today’s range.
22.7% are in the top 20%.
49.8% are in the top half. 50.2% of stocks are in the bottom half of today’s range.
27.1% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20170310 10:21 am ET)
80.0% of stocks are above yesterday’s close. (20.0% are below.)
0.3% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 0.9% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20170310 10:21 am ET)
2-day: >=95:4.8%…>=90:11.1%…>=80:22.9%…>=50:59.5%…<=20:18.7%…<=10:12.0%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:43.3%…<=20:2.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:47.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170310 10:21 am ET)
30.0% above previous 1 highs, 4.3% below previous 1 lows
18.2% above previous 2 highs, 4.2% below previous 2 lows
15.0% above previous 3 highs, 3.9% below previous 3 lows
12.8% above previous 4 highs, 3.9% below previous 4 lows
10.4% above previous 5 highs, 3.9% below previous 5 lows
8.5% above previous 6 highs, 3.7% below previous 6 lows
7.5% above previous 7 highs, 3.5% below previous 7 lows
7.0% above previous 8 highs, 3.3% below previous 8 lows
6.7% above previous 9 highs, 3.3% below previous 9 lows
6.4% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170310 10:21 am ET)
80.0% are above or equal to 3/9 close (1 days ago), 20.0% are below.
59.7% are above or equal to 3/8 close (2 days ago), 40.3% are below.
51.2% are above or equal to 3/7 close (3 days ago), 48.8% are below.
40.1% are above or equal to 3/6 close (4 days ago), 59.9% are below.
31.1% are above or equal to 3/3 close (5 days ago), 68.9% are below.
31.9% are above or equal to 3/2 close (6 days ago), 68.1% are below.
20.9% are above or equal to 3/1 close (7 days ago), 79.1% are below.
41.9% are above or equal to 2/28 close (8 days ago), 58.1% are below.
33.1% are above or equal to 2/27 close (9 days ago), 66.9% are below.
37.0% are above or equal to 2/24 close (10 days ago), 63.0% are below.
38.9% are above or equal to 2/23 close (11 days ago), 61.1% are below.
33.5% are above or equal to 2/22 close (12 days ago), 66.5% are below.
32.2% are above or equal to 2/21 close (13 days ago), 67.8% are below.
40.0% are above or equal to 2/17 close (14 days ago), 60.0% are below.
42.5% are above or equal to 2/16 close (15 days ago), 57.5% are below.
39.4% are above or equal to 2/15 close (16 days ago), 60.6% are below.
43.2% are above or equal to 2/14 close (17 days ago), 56.8% are below.
46.7% are above or equal to 2/13 close (18 days ago), 53.3% are below.
48.8% are above or equal to 2/10 close (19 days ago), 51.2% are below.
51.3% are above or equal to 2/9 close (20 days ago), 48.7% are below.
56.1% are above or equal to 2/8 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170310 10:21 am ET)
20d: 7.4% new highs, 3.7% new lows
21d: 7.4% new highs, 3.6% new lows
42d: 6.2% new highs, 2.3% new lows
63d: 6.0% new highs, 2.0% new lows
126d: 5.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170310 10:21 am ET)
2-day: 78.8% above, 21.2% below
3-day: 69.9% above, 30.1% below
4-day: 61.3% above, 38.7% below
5-day: 53.0% above, 47.0% below
8-day: 35.9% above, 64.1% below
10-day: 35.3% above, 64.7% below
20-day: 38.8% above, 61.2% below
50-day: 53.1% above, 46.9% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170310 10:21 am ET)
MATE(26): 1.41% Top=TPH LEN GMS TOL PHM KBH CAA DHI ….. MLM VMC RSG SRCL WCN MDR SUM EXP=Bottom (Materials & Construction)
RETA(61): 1.10% Top=PIR SPLS SIG FINL GNC DSW BLDR W ….. BURL CPRT AAP COST BABA CVS JCP TLRD=Bottom (Retail & Specialty Retail)
ELEC(47): 0.99% Top=ON HIMX LRCX KEYS AMKR AMAT AMD MRVL ….. SNPS AMBA FTV XPER PI FSLR SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.85% Top=RCL RRR BYD CCL DPZ H WEN GPRO ….. HGV PK DRI EAT MGM MCD CMG SBUX=Bottom (Leisure)
CONS(52): 0.81% Top=EL FOSL UAA COTY WHR OI SKX COH ….. BERY CLX KMB HBI HAS PKG ELF PAY=Bottom (Consumer)
CHEM(27): 0.74% Top=OLN FMC AXTA CE IFF ALB TROX SMG ….. MOS PX GRA SHW RPM CC PPG CF=Bottom (Chemicals/Fertilizers)
DISV(45): 0.57% Top=ULTA MAN HRB RHI ACM ALLE R CAR ….. VRSK MCO LDOS YY FLT INFO ZTO WTW=Bottom (Diversified Services)
INSU(31): 0.54% Top=MBI FAF MET FNF AGO AON UNM RDN ….. PGR ALL SLF CNO AXS HIG AIG AFSI=Bottom (Insurance)
FINA(87): 0.54% Top=YRD OMF CLNS JNS APO PSEC WETF SLM ….. ISBC PVTB FRC KEY IVZ RJF BOFI TD=Bottom (Banks/Financials)
MANU(38): 0.53% Top=FLS AOS ROK PNR CMI ETN MHK MWA ….. AGCO DOV DE AME BWXT WBT DDD ATI=Bottom (Manufacturing)
TRAN(25): 0.50% Top=JBLU XPO CNI CP EXPD CSX GWR FDX ….. TRN KSU TK SWFT WAB UAL SAVE LUV=Bottom (Transportation)
COSW(82): 0.45% Top=ATHM VIPS TSS FEYE SHOP SYNT IBM CA ….. SINA DATA MDSO HPE CSC BITA NTNX TWTR=Bottom (Computer Software/Internet)
META(31): 0.40% Top=FMSA AG FNV AEM CDE SLCA CCJ ABX ….. FCX AA CLF AKS CNX X SND TAHO=Bottom (Metals & Mining)
HEAL(45): 0.25% Top=A BKD PKI XRAY PRAH HRC ESRX ZBH ….. ACHC BSX IART EW MD UHS THC MOH=Bottom (Health)
REAL(101): 0.19% Top=CIM NLY TWO SC RLGY RLJ AGNC PEB ….. KRG EXR REG DEI PEI ACC KRC ARE=Bottom (Real Estate)
ENER(90): 0.10% Top=BAS SWN INT HLX RRC HFC FRAC MDU ….. QEP XEC CRC APA MRO ATW OII HES=Bottom (Energy)
COHW(42): -0.08% Top=ARRS TDS PSTG WDC QCOM TDC HPQ CTL ….. VSAT NMBL SSYS CIEN WIN GOGO ACIA FNSR=Bottom (Computer Hardware/Telecom)

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 10:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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