daytrend

03/13/2017

Filed under: Market Stats — daytrend @ 9:41 am

Market Stats at 10:39 am ET
by daytrend on 20170313. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20170313 10:39 am ET)
23.4% of stocks are above yesterday’s high.
64.6% are above yesterday’s midpoint. (35.4% are below.)
7.0% are below yesterday’s low.
69.6% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
19.2% of stocks with today’s low < yesterday’s low. (80.8% greater than).

EVIDENCE OF INTRADAY TREND (20170313 10:39 am ET)
65.5% of stocks are above today’s open. (33.5% are below).
58.7% of stocks are above today’s open and yesterday’s close.
26.4% are below both.
7.9% of stocks opened above yesterday’s high.
49.4% of stocks opened above yesterday’s close. (43.5% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170313 10:39 am ET)
16.4% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170313 10:39 am ET)
67.4% of stocks are above yesterday’s close. (32.6% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.3% are down 3.5% or more.
77.3% are between +1% and -1%.

RSI on DAILY (20170313 10:39 am ET)
2-day: >=95:6.2%…>=90:11.8%…>=80:24.9%…>=50:62.7%…<=20:12.1%…<=10:5.8%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:43.8%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:48.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170313 10:39 am ET)
23.4% above previous 1 highs, 7.0% below previous 1 lows
18.0% above previous 2 highs, 4.2% below previous 2 lows
12.6% above previous 3 highs, 3.5% below previous 3 lows
10.9% above previous 4 highs, 2.8% below previous 4 lows
9.4% above previous 5 highs, 2.8% below previous 5 lows
7.7% above previous 6 highs, 2.8% below previous 6 lows
5.6% above previous 7 highs, 2.8% below previous 7 lows
4.9% above previous 8 highs, 2.7% below previous 8 lows
4.8% above previous 9 highs, 2.4% below previous 9 lows
4.7% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170313 10:39 am ET)
67.4% are above or equal to 3/10 close (1 days ago), 32.6% are below.
75.0% are above or equal to 3/9 close (2 days ago), 25.0% are below.
60.4% are above or equal to 3/8 close (3 days ago), 39.6% are below.
50.4% are above or equal to 3/7 close (4 days ago), 49.6% are below.
40.6% are above or equal to 3/6 close (5 days ago), 59.4% are below.
30.6% are above or equal to 3/3 close (6 days ago), 69.4% are below.
33.4% are above or equal to 3/2 close (7 days ago), 66.6% are below.
22.1% are above or equal to 3/1 close (8 days ago), 77.9% are below.
42.6% are above or equal to 2/28 close (9 days ago), 57.4% are below.
33.3% are above or equal to 2/27 close (10 days ago), 66.7% are below.
38.3% are above or equal to 2/24 close (11 days ago), 61.7% are below.
39.2% are above or equal to 2/23 close (12 days ago), 60.8% are below.
36.3% are above or equal to 2/22 close (13 days ago), 63.7% are below.
34.3% are above or equal to 2/21 close (14 days ago), 65.7% are below.
40.4% are above or equal to 2/17 close (15 days ago), 59.6% are below.
42.5% are above or equal to 2/16 close (16 days ago), 57.5% are below.
40.5% are above or equal to 2/15 close (17 days ago), 59.5% are below.
43.8% are above or equal to 2/14 close (18 days ago), 56.2% are below.
47.7% are above or equal to 2/13 close (19 days ago), 52.3% are below.
49.5% are above or equal to 2/10 close (20 days ago), 50.5% are below.
51.6% are above or equal to 2/9 close (21 days ago), 48.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170313 10:39 am ET)
20d: 6.5% new highs, 3.7% new lows
21d: 6.5% new highs, 3.1% new lows
42d: 5.7% new highs, 2.0% new lows
63d: 5.2% new highs, 1.6% new lows
126d: 4.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170313 10:39 am ET)
2-day: 65.7% above, 34.3% below
3-day: 74.6% above, 25.4% below
4-day: 68.7% above, 31.3% below
5-day: 60.4% above, 39.6% below
8-day: 43.1% above, 56.9% below
10-day: 39.1% above, 60.9% below
20-day: 38.9% above, 61.1% below
50-day: 53.6% above, 46.4% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170313 10:39 am ET)
META(30): 1.40% Top=SSRI X CLF AKS FMSA TECK AA FCX ….. SLW GG TAHO ABX AEM FNV NEM AG=Bottom (Metals & Mining)
ENER(89): 0.88% Top=HFC SWN REN ECA FRAC PBF CVI MPC ….. SLB WMB EOG HLX CVX BAS CVE SPN=Bottom (Energy)
DISV(45): 0.71% Top=YY ZTO ACM WTW HRB URI TAL ILG ….. PAYX VNTV RBA ROL ALLE R G SBAC=Bottom (Diversified Services)
ELEC(47): 0.67% Top=AMBA AMD NVDA PI HIMX XPER SPWR TER ….. FSLR BRKR WAT OCLR GRMN KEYS AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): 0.50% Top=BX APO LAZ TD WAL WETF WDR TCB ….. WFC IVZ FNB WU EFX NDAQ PYPL ARCC=Bottom (Banks/Financials)
COSW(81): 0.49% Top=BITA TWLO SYMC FEYE IT VIPS YHOO SINA ….. TRIP EPAM XRX IBM TSS NTNX TTD NCR=Bottom (Computer Software/Internet)
MANU(37): 0.40% Top=ITT ATKR RS SWK ATI CAT PNR MWA ….. MHK DE ITW ROP HON ROK DHR GE=Bottom (Manufacturing)
REAL(99): 0.39% Top=RPAI KRG MPW CONE GEO AKR BDN PEB ….. NYRT UNIT PEI TCO CBG DLR EXR PSA=Bottom (Real Estate)
TRAN(23): 0.38% Top=JBLU ALK XPO SAVE CSX WAB SWFT TRN ….. CP FDX UNP EXPD UPS NSC CHRW JBHT=Bottom (Transportation)
CHEM(27): 0.34% Top=HUN CC PAH WLK OLN TROX RPM AXTA ….. PPG GRA PX APD SMG SHW POT AGU=Bottom (Chemicals/Fertilizers)
COHW(41): 0.31% Top=SSYS ANET BBRY VG UBNT VIAV ACIA S ….. VZ CSCO STX ARRS WIN MSI ZAYO BCE=Bottom (Computer Hardware/Telecom)
INSU(31): 0.17% Top=AFSI RDN MTG MBI AGO LNC PRU MET ….. FNF HIG AIG CINF TRV UNM VR XL=Bottom (Insurance)
MATE(27): 0.09% Top=PWR FLR USG EXP DAR EME MLM MDR ….. GMS OC WM TOL KBH CAA PHM TPH=Bottom (Materials & Construction)
LEIS(37): 0.01% Top=WYNN PK LQ MGM LVS STAY YUMC HLT ….. MTN CMG SONC DPZ GPRO BLMN SHAK TXRH=Bottom (Leisure)
HEAL(45): -0.06% Top=ALGN MD OPK WCG CYH HRC IART PRAH ….. VWR TMO BDX THC ABT MOH HCA IRWD=Bottom (Health)
CONS(52): -0.10% Top=KS GT PBI GPK SKX WRK BLL OI ….. NWL SEE BC UAA FL RL LULU FOSL=Bottom (Consumer)
RETA(62): -0.49% Top=BABA W ETSY SFM BID NFLX KORS PAG ….. BIG URBN MIK DSW GME JCP TSCO RH=Bottom (Retail & Specialty Retail)

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 10:39 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

Blog at WordPress.com.

%d bloggers like this: