daytrend

03/10/2017

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 11:56 am ET
by daytrend on 20170310. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170310 11:56 am ET)
22.5% of stocks are above yesterday’s high.
58.2% are above yesterday’s midpoint. (41.8% are below.)
11.5% are below yesterday’s low.
65.9% are inside yesterday’s range.
57.5% of stocks with today’s high > yesterday’s high. (42.5% less than).
24.0% of stocks with today’s low < yesterday’s low. (76.0% greater than).

EVIDENCE OF INTRADAY TREND (20170310 11:56 am ET)
37.1% of stocks are above today’s open. (61.1% are below).
36.4% of stocks are above today’s open and yesterday’s close.
30.4% 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 11:56 am ET)
3.9% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
20.4% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20170310 11:56 am ET)
68.8% of stocks are above yesterday’s close. (31.2% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 1.0% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY (20170310 11:56 am ET)
2-day: >=95:3.6%…>=90:9.2%…>=80:19.3%…>=50:47.5%…<=20:25.6%…<=10:18.6%…<=5:12.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:38.7%…<=20:3.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170310 11:56 am ET)
22.5% above previous 1 highs, 11.5% below previous 1 lows
14.1% above previous 2 highs, 10.5% below previous 2 lows
11.8% above previous 3 highs, 9.5% below previous 3 lows
11.0% above previous 4 highs, 8.8% below previous 4 lows
8.5% above previous 5 highs, 8.8% below previous 5 lows
7.3% above previous 6 highs, 8.7% below previous 6 lows
6.4% above previous 7 highs, 8.3% below previous 7 lows
6.0% above previous 8 highs, 7.6% below previous 8 lows
5.7% above previous 9 highs, 7.6% below previous 9 lows
5.5% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170310 11:56 am ET)
68.8% are above or equal to 3/9 close (1 days ago), 31.2% are below.
49.0% are above or equal to 3/8 close (2 days ago), 51.0% are below.
43.9% are above or equal to 3/7 close (3 days ago), 56.1% are below.
34.4% are above or equal to 3/6 close (4 days ago), 65.6% are below.
27.3% are above or equal to 3/3 close (5 days ago), 72.7% are below.
28.4% are above or equal to 3/2 close (6 days ago), 71.6% are below.
18.9% are above or equal to 3/1 close (7 days ago), 81.1% are below.
37.9% are above or equal to 2/28 close (8 days ago), 62.1% are below.
29.9% are above or equal to 2/27 close (9 days ago), 70.1% are below.
34.4% are above or equal to 2/24 close (10 days ago), 65.6% are below.
35.1% are above or equal to 2/23 close (11 days ago), 64.9% are below.
30.9% are above or equal to 2/22 close (12 days ago), 69.1% are below.
30.0% are above or equal to 2/21 close (13 days ago), 70.0% are below.
37.3% are above or equal to 2/17 close (14 days ago), 62.7% are below.
40.5% are above or equal to 2/16 close (15 days ago), 59.5% are below.
37.3% are above or equal to 2/15 close (16 days ago), 62.7% are below.
42.0% are above or equal to 2/14 close (17 days ago), 58.0% are below.
44.7% are above or equal to 2/13 close (18 days ago), 55.3% are below.
47.3% are above or equal to 2/10 close (19 days ago), 52.7% are below.
49.4% are above or equal to 2/9 close (20 days ago), 50.6% are below.
54.4% are above or equal to 2/8 close (21 days ago), 45.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170310 11:56 am ET)
20d: 7.7% new highs, 9.7% new lows
21d: 7.7% new highs, 9.1% new lows
42d: 6.5% new highs, 6.5% new lows
63d: 6.1% new highs, 5.1% new lows
126d: 5.4% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170310 11:56 am ET)
2-day: 67.2% above, 32.8% below
3-day: 55.3% above, 44.7% below
4-day: 49.5% above, 50.5% below
5-day: 43.8% above, 56.2% below
8-day: 30.7% above, 69.3% below
10-day: 30.6% above, 69.4% below
20-day: 34.6% above, 65.4% below
50-day: 51.4% above, 48.6% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170310 11:56 am ET)
MATE(26): 1.15% Top=TPH TOL LEN PHM DHI FLR MLM CAA ….. MAS USG RSG WCN OC SRCL MDR EXP=Bottom (Materials & Construction)
ELEC(47): 0.78% Top=HIMX AMD LRCX MRVL KEYS AMAT TER ON ….. FTV SNPS GLW XPER FSLR PI SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 0.69% Top=PIR SPLS FINL RH GNC SBH KSS DSW ….. BURL BID WFM CVS BBY AAP ETSY TLRD=Bottom (Retail & Specialty Retail)
CONS(52): 0.55% Top=EL COTY UAA COH FOSL WHR LEG GPK ….. NKE HAS LULU PVH KMB PKG ELF PAY=Bottom (Consumer)
CHEM(27): 0.50% Top=AXTA FMC CE IFF SMG SHW OLN ALB ….. MOS PPG WLK HUN AGU POT TROX CF=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.50% Top=CCL RRR RCL SEAS BYD H DPZ HGV ….. MCD MGM SHAK DRI EAT CMG SBUX PK=Bottom (Leisure)
MANU(38): 0.46% Top=ETN MIDD ROK KMT CMI PNR AOS ATKR ….. DDD DE ROP AME ATI BWXT MRC WBT=Bottom (Manufacturing)
DISV(45): 0.39% Top=ULTA RBA ACM CAR ROL MAN ALLE HRB ….. GPN INFO MCO LDOS MYGN ZTO RRD WTW=Bottom (Diversified Services)
COSW(82): 0.36% Top=ATHM FEYE VIPS SHOP TSS VEEV SABR ZEN ….. CSC DATA MDSO NTES TWTR SINA BITA NTNX=Bottom (Computer Software/Internet)
TRAN(25): 0.32% Top=JBLU ALK DAL EXPD XPO CNI CSX CP ….. NSC KSU UNP JBHT SAVE UAL WAB LUV=Bottom (Transportation)
INSU(31): 0.27% Top=AON MET WLTW MBI AGO FAF SLF MMC ….. PRU AIG AXS LNC AFL CNO MTG AFSI=Bottom (Insurance)
HEAL(45): 0.01% Top=PRAH OPK PKI ESRX A RMD HRC ZBH ….. IART ACHC CNC HCA UHS MOH CYH THC=Bottom (Health)
META(31): -0.03% Top=AG TECK CDE FNV SLCA NUE CMC ABX ….. FCX AKS X CLF CNX AA SND TAHO=Bottom (Metals & Mining)
COHW(42): -0.05% Top=PSTG PANW ARRS TDC WDC TDS ZAYO CTL ….. VSAT INFN HRS GOGO S CIEN ACIA FNSR=Bottom (Computer Hardware/Telecom)
REAL(101): -0.11% Top=CIM NLY TWO AGNC CONE CBL UNIT BAM ….. EXR OUT REG WPG KRG ACC KRC ARE=Bottom (Real Estate)
FINA(87): -0.12% Top=YRD JNS APO BX PSEC SLM TROW OMF ….. FHN IVZ CMA ZION FITB KEY BOFI TD=Bottom (Banks/Financials)
ENER(90): -0.18% Top=BAS PSX HLX CRZO HFC MDU MPLX MPC ….. DVN WLL OAS MRO SN OII ATW CRC=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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: