daytrend

03/13/2017

Filed under: Market Stats — daytrend @ 11:58 am

Market Stats at 12:57 pm ET
by daytrend on 20170313. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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

COMPARED TO YESTERDAY’S RANGE (20170313 12:57 pm ET)
21.7% of stocks are above yesterday’s high.
58.7% are above yesterday’s midpoint. (41.3% are below.)
10.9% are below yesterday’s low.
67.3% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
25.7% of stocks with today’s low < yesterday’s low. (74.3% greater than).

EVIDENCE OF INTRADAY TREND (20170313 12:57 pm ET)
57.2% of stocks are above today’s open. (41.7% are below).
51.2% of stocks are above today’s open and yesterday’s close.
33.5% are below both.
7.9% of stocks opened above yesterday’s high.
49.3% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170313 12:57 pm ET)
8.8% of stocks are in the top 10% of today’s range.
19.0% are in the top 20%.
51.7% are in the top half. 48.3% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20170313 12:57 pm ET)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.7% are down 3.5% or more.
76.6% are between +1% and -1%.

RSI on DAILY (20170313 12:57 pm ET)
2-day: >=95:6.6%…>=90:12.2%…>=80:25.9%…>=50:56.6%…<=20:18.0%…<=10:9.5%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:42.9%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170313 12:57 pm ET)
21.7% above previous 1 highs, 10.9% below previous 1 lows
18.1% above previous 2 highs, 6.5% below previous 2 lows
12.9% above previous 3 highs, 5.7% below previous 3 lows
11.5% above previous 4 highs, 5.6% below previous 4 lows
10.3% above previous 5 highs, 5.5% below previous 5 lows
8.5% above previous 6 highs, 5.3% below previous 6 lows
6.6% above previous 7 highs, 5.3% below previous 7 lows
5.8% above previous 8 highs, 5.1% below previous 8 lows
5.6% above previous 9 highs, 5.1% below previous 9 lows
5.5% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170313 12:57 pm ET)
61.4% are above or equal to 3/10 close (1 days ago), 38.6% are below.
68.8% are above or equal to 3/9 close (2 days ago), 31.2% are below.
57.8% are above or equal to 3/8 close (3 days ago), 42.2% are below.
49.3% are above or equal to 3/7 close (4 days ago), 50.7% are below.
40.0% are above or equal to 3/6 close (5 days ago), 60.0% are below.
30.9% are above or equal to 3/3 close (6 days ago), 69.1% are below.
33.1% are above or equal to 3/2 close (7 days ago), 66.9% are below.
22.4% are above or equal to 3/1 close (8 days ago), 77.6% are below.
41.3% are above or equal to 2/28 close (9 days ago), 58.7% are below.
32.8% are above or equal to 2/27 close (10 days ago), 67.2% are below.
37.6% are above or equal to 2/24 close (11 days ago), 62.4% are below.
39.2% are above or equal to 2/23 close (12 days ago), 60.8% are below.
35.2% are above or equal to 2/22 close (13 days ago), 64.8% are below.
33.0% are above or equal to 2/21 close (14 days ago), 67.0% are below.
40.1% are above or equal to 2/17 close (15 days ago), 59.9% are below.
41.6% are above or equal to 2/16 close (16 days ago), 58.4% are below.
40.0% are above or equal to 2/15 close (17 days ago), 60.0% are below.
43.0% are above or equal to 2/14 close (18 days ago), 57.0% are below.
46.4% are above or equal to 2/13 close (19 days ago), 53.6% are below.
48.0% are above or equal to 2/10 close (20 days ago), 52.0% are below.
50.9% are above or equal to 2/9 close (21 days ago), 49.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170313 12:57 pm ET)
20d: 7.6% new highs, 6.0% new lows
21d: 7.6% new highs, 5.3% new lows
42d: 6.6% new highs, 3.3% new lows
63d: 6.2% new highs, 2.7% new lows
126d: 4.9% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170313 12:57 pm ET)
2-day: 59.4% above, 40.6% below
3-day: 66.4% above, 33.6% below
4-day: 60.7% above, 39.3% below
5-day: 55.6% above, 44.4% below
8-day: 41.9% above, 58.1% below
10-day: 39.3% above, 60.7% below
20-day: 37.8% above, 62.2% below
50-day: 52.9% above, 47.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170313 12:57 pm ET)
META(30): 1.36% Top=SSRI AGI TECK CLF X AKS CDE FCX ….. ABX ARNC SLCA AEM CCJ NEM GG AG=Bottom (Metals & Mining)
ENER(90): 0.60% Top=ECA KOS RIG PBF REN FRAC MPC HFC ….. SLB BAS CVE NFG CVX SPN GPOR HLX=Bottom (Energy)
DISV(45): 0.47% Top=YY ZTO TAL MYGN URI CNDT HRB LDOS ….. FDC FLT VRSK SBAC G KBR R RRD=Bottom (Diversified Services)
ELEC(47): 0.42% Top=AMBA AMD PI NVDA AMKR IDTI TER LRCX ….. MXL SPWR KLAC MRVL GRMN KEYS OCLR INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.38% Top=OLN CC HUN WLK PAH RPM TROX ALB ….. SMG GRA EMN SHW POT AGU PX APD=Bottom (Chemicals/Fertilizers)
FINA(86): 0.37% Top=BX LAZ APO ETFC TD SCHW WBS WDR ….. MTB NDAQ WU FITB CIT FNB PYPL ARCC=Bottom (Banks/Financials)
COSW(81): 0.37% Top=BITA TWLO IT VEEV SYMC SINA VIPS JD ….. DATA NTES MDRX GWRE EPAM NTNX TTD NCR=Bottom (Computer Software/Internet)
MANU(37): 0.29% Top=ITT SWK PNR MIDD BWXT RS CFX AME ….. ITW DE HON ROP TEX DHR DDD GE=Bottom (Manufacturing)
COHW(41): 0.14% Top=SSYS ANET VG UBNT ACIA BBRY WDC S ….. TDC PANW WIN MSI ZAYO CIEN BCE ARRS=Bottom (Computer Hardware/Telecom)
REAL(99): 0.12% Top=CONE GEO OUT AKR RPAI EQR KRG SHO ….. CBG NLY DLR VTR UNIT PSA EXR TCO=Bottom (Real Estate)
MATE(27): 0.02% Top=PWR EXP FAST GMS FLR MDR DAR MLM ….. OC PHM MAS TOL LEN DHI CAA TPH=Bottom (Materials & Construction)
INSU(31): 0.02% Top=RDN MTG AGO AON MMC PRU SLF WLTW ….. HIG UNM ORI FAF FNF TRV VR XL=Bottom (Insurance)
LEIS(37): -0.07% Top=WYNN LVS EXPE MGM HLT LQ YUMC WYN ….. SEAS SONC MTN EAT BLMN TXRH SHAK GPRO=Bottom (Leisure)
HEAL(45): -0.07% Top=ALGN CNC IART HRC EW CYH WCG MD ….. STE HLS TMO HCA VWR MOH THC IRWD=Bottom (Health)
CONS(52): -0.20% Top=KS GT SKX GPK ENR BLL HAS PBI ….. BC FL SEE WWW COH RL LULU FOSL=Bottom (Consumer)
TRAN(23): -0.27% Top=XPO CSX WAB CNI EXPD CP ALK FDX ….. CHRW SWFT SAVE DAL JBHT LUV AAL UAL=Bottom (Transportation)
RETA(62): -0.65% Top=W ETSY BABA NFLX BID ORLY SHLD SFM ….. BIG M URBN DKS GME DSW JCP 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 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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