daytrend

03/10/2017

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 1:58 pm 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 1:58 pm ET)
18.5% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
18.2% are below yesterday’s low.
63.3% are inside yesterday’s range.
58.3% of stocks with today’s high > yesterday’s high. (41.7% less than).
30.7% of stocks with today’s low < yesterday’s low. (69.3% greater than).

EVIDENCE OF INTRADAY TREND (20170310 1:58 pm ET)
30.9% of stocks are above today’s open. (67.2% are below).
30.3% of stocks are above today’s open and yesterday’s close.
40.6% 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 1:58 pm ET)
4.2% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20170310 1:58 pm ET)
58.8% of stocks are above yesterday’s close. (41.2% are below.)
0.3% are up 4.5% or more. 0.9% are down 4.5% or more.
1.2% are up 3.5% or more. 1.2% are down 3.5% or more.
70.2% are between +1% and -1%.

RSI on DAILY (20170310 1:58 pm ET)
2-day: >=95:3.6%…>=90:8.4%…>=80:16.3%…>=50:41.9%…<=20:32.2%…<=10:23.3%…<=5:18.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:36.5%…<=20:4.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170310 1:58 pm ET)
18.5% above previous 1 highs, 18.2% below previous 1 lows
12.0% above previous 2 highs, 16.7% below previous 2 lows
10.0% above previous 3 highs, 15.6% below previous 3 lows
8.8% above previous 4 highs, 15.0% below previous 4 lows
7.3% above previous 5 highs, 14.9% below previous 5 lows
6.0% above previous 6 highs, 14.8% below previous 6 lows
4.8% above previous 7 highs, 14.5% below previous 7 lows
4.7% above previous 8 highs, 13.4% below previous 8 lows
4.5% above previous 9 highs, 13.0% below previous 9 lows
4.4% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170310 1:58 pm ET)
58.8% are above or equal to 3/9 close (1 days ago), 41.2% are below.
43.9% are above or equal to 3/8 close (2 days ago), 56.1% are below.
40.4% are above or equal to 3/7 close (3 days ago), 59.6% are below.
31.5% are above or equal to 3/6 close (4 days ago), 68.5% are below.
24.0% are above or equal to 3/3 close (5 days ago), 76.0% are below.
26.1% are above or equal to 3/2 close (6 days ago), 73.9% are below.
18.1% are above or equal to 3/1 close (7 days ago), 81.9% are below.
35.0% are above or equal to 2/28 close (8 days ago), 65.0% are below.
27.9% are above or equal to 2/27 close (9 days ago), 72.1% are below.
32.3% are above or equal to 2/24 close (10 days ago), 67.7% are below.
33.8% are above or equal to 2/23 close (11 days ago), 66.2% are below.
29.6% are above or equal to 2/22 close (12 days ago), 70.4% are below.
28.3% are above or equal to 2/21 close (13 days ago), 71.7% are below.
34.9% are above or equal to 2/17 close (14 days ago), 65.1% are below.
37.6% are above or equal to 2/16 close (15 days ago), 62.4% are below.
36.1% are above or equal to 2/15 close (16 days ago), 63.9% are below.
40.0% are above or equal to 2/14 close (17 days ago), 60.0% are below.
43.0% are above or equal to 2/13 close (18 days ago), 57.0% are below.
45.2% are above or equal to 2/10 close (19 days ago), 54.8% are below.
48.8% are above or equal to 2/9 close (20 days ago), 51.2% are below.
53.2% are above or equal to 2/8 close (21 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170310 1:58 pm ET)
20d: 8.1% new highs, 10.9% new lows
21d: 8.1% new highs, 10.2% new lows
42d: 6.8% new highs, 7.3% new lows
63d: 6.5% new highs, 5.8% new lows
126d: 5.8% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170310 1:58 pm ET)
2-day: 56.5% above, 43.5% below
3-day: 49.3% above, 50.7% below
4-day: 44.2% above, 55.8% below
5-day: 37.9% above, 62.1% below
8-day: 26.7% above, 73.3% below
10-day: 27.1% above, 72.9% below
20-day: 32.7% above, 67.3% below
50-day: 50.0% above, 50.0% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170310 1:58 pm ET)
MATE(26): 1.00% Top=TPH MLM FLR SUM TOL CAA PHM EME ….. MAS DAR KBH EXP WY OC SRCL USG=Bottom (Materials & Construction)
MANU(38): 0.66% Top=GE CMI ROK ATKR PNR MIDD CAT KMT ….. TTC MWA ATI RS AME BWXT WBT MRC=Bottom (Manufacturing)
ELEC(47): 0.63% Top=MRVL AMKR AMD LRCX HIMX KEYS SIMO AMAT ….. FTV ADI XPER AMBA PI FSLR SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 0.60% Top=PIR RH FINL SPLS CHS BLDR DSW URBN ….. COST CVS BBY SFM WFM DLTR AAP TLRD=Bottom (Retail & Specialty Retail)
LEIS(36): 0.43% Top=SEAS RRR STAY CCL HGV RCL BYD H ….. PK MCD SHAK MGM EAT CMG SBUX DRI=Bottom (Leisure)
TRAN(25): 0.43% Top=JBLU ALK DAL EXPD TRN AAL ODFL CNI ….. NSC TK FDX UNP KSU UAL WAB LUV=Bottom (Transportation)
CHEM(27): 0.42% Top=CE FMC AXTA IFF RPM PAH SMG WLK ….. HUN CC DD APD PX CF PPG TROX=Bottom (Chemicals/Fertilizers)
CONS(52): 0.39% Top=EL FOSL COTY COH CSL CCK LEG SKX ….. NKE LULU NWL HBI PKG IP ELF PAY=Bottom (Consumer)
META(31): 0.34% Top=AG FMSA FNV CDE AEM PAAS TECK RGLD ….. FCX AKS CLF SND CNX X AA TAHO=Bottom (Metals & Mining)
COSW(82): 0.23% Top=ATHM TTD SHOP VIPS FEYE TSS ADSK FFIV ….. SINA HPE NTES MDSO SQ TWTR DATA NTNX=Bottom (Computer Software/Internet)
DISV(45): 0.18% Top=ULTA RBA ACM CAR ROL MAN R TAL ….. CXW LDOS MYGN FLT GPN RRD ZTO WTW=Bottom (Diversified Services)
INSU(31): -0.02% Top=AON MMC WLTW MET TRV AJG HIG ALL ….. AIG UNM RDN AFL LNC MBI AFSI MTG=Bottom (Insurance)
COHW(42): -0.09% Top=PSTG PANW SSYS ARRS CTL T TDC LVLT ….. VIAV INFN VSAT WIN GOGO CCI ACIA FNSR=Bottom (Computer Hardware/Telecom)
ENER(90): -0.20% Top=BAS HLX PSX FRAC CRZO MPC PAGP MDU ….. AR PXD COP OII SN HES ATW CRC=Bottom (Energy)
HEAL(45): -0.38% Top=PRAH A PKI UNH OPK ESRX HRC TMO ….. ACHC HCA CNC UHS CYH IRWD MOH THC=Bottom (Health)
FINA(87): -0.57% Top=YRD APO JNS PSEC SLM OMF BX CLNS ….. FHN CMA WETF WBS KEY FITB BOFI TD=Bottom (Banks/Financials)
REAL(101): -0.62% Top=CIM NLY TWO AGNC PEB MFA ALLY CONE ….. KRC KRG EXR CLI OUT CXP SLG ARE=Bottom (Real Estate)

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 1:58 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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