daytrend

03/13/2017

Filed under: Market Stats — daytrend @ 1:01 pm

Market Stats at 2:01 pm ET
by daytrend on 20170313. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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

COMPARED TO YESTERDAY’S RANGE (20170313 2:01 pm ET)
18.2% of stocks are above yesterday’s high.
52.0% are above yesterday’s midpoint. (48.0% are below.)
13.6% are below yesterday’s low.
68.2% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
28.5% of stocks with today’s low < yesterday’s low. (71.5% greater than).

EVIDENCE OF INTRADAY TREND (20170313 2:01 pm ET)
48.9% of stocks are above today’s open. (49.4% are below).
43.8% of stocks are above today’s open and yesterday’s close.
42.1% 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 2:01 pm ET)
7.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20170313 2:01 pm ET)
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
0.9% are up 3.5% or more. 1.4% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY (20170313 2:01 pm ET)
2-day: >=95:6.4%…>=90:12.1%…>=80:22.5%…>=50:51.6%…<=20:21.2%…<=10:11.8%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:40.5%…<=20:2.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:46.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170313 2:01 pm ET)
18.2% above previous 1 highs, 13.6% below previous 1 lows
15.0% above previous 2 highs, 7.8% below previous 2 lows
11.9% above previous 3 highs, 6.9% below previous 3 lows
10.6% above previous 4 highs, 6.6% below previous 4 lows
9.3% above previous 5 highs, 6.6% below previous 5 lows
8.4% above previous 6 highs, 6.5% below previous 6 lows
6.4% above previous 7 highs, 6.4% below previous 7 lows
5.2% above previous 8 highs, 6.3% below previous 8 lows
5.2% above previous 9 highs, 6.1% below previous 9 lows
5.1% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170313 2:01 pm ET)
52.9% are above or equal to 3/10 close (1 days ago), 47.1% are below.
64.0% are above or equal to 3/9 close (2 days ago), 36.0% are below.
53.8% are above or equal to 3/8 close (3 days ago), 46.2% are below.
45.8% are above or equal to 3/7 close (4 days ago), 54.2% are below.
38.0% are above or equal to 3/6 close (5 days ago), 62.0% are below.
29.6% are above or equal to 3/3 close (6 days ago), 70.4% are below.
32.0% are above or equal to 3/2 close (7 days ago), 68.0% are below.
21.1% are above or equal to 3/1 close (8 days ago), 78.9% are below.
39.6% are above or equal to 2/28 close (9 days ago), 60.4% are below.
31.9% are above or equal to 2/27 close (10 days ago), 68.1% are below.
36.0% are above or equal to 2/24 close (11 days ago), 64.0% are below.
37.4% are above or equal to 2/23 close (12 days ago), 62.6% are below.
34.3% are above or equal to 2/22 close (13 days ago), 65.7% are below.
31.4% are above or equal to 2/21 close (14 days ago), 68.6% are below.
38.6% are above or equal to 2/17 close (15 days ago), 61.4% are below.
40.4% are above or equal to 2/16 close (16 days ago), 59.6% are below.
39.7% are above or equal to 2/15 close (17 days ago), 60.3% are below.
42.3% are above or equal to 2/14 close (18 days ago), 57.7% are below.
45.9% are above or equal to 2/13 close (19 days ago), 54.1% are below.
47.6% are above or equal to 2/10 close (20 days ago), 52.4% are below.
49.7% are above or equal to 2/9 close (21 days ago), 50.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170313 2:01 pm ET)
20d: 7.8% new highs, 6.6% new lows
21d: 7.8% new highs, 5.9% new lows
42d: 6.8% new highs, 3.7% new lows
63d: 6.3% new highs, 3.1% new lows
126d: 4.9% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170313 2:01 pm ET)
2-day: 51.5% above, 48.5% below
3-day: 59.4% above, 40.6% below
4-day: 57.0% above, 43.0% below
5-day: 52.5% above, 47.5% below
8-day: 39.3% above, 60.7% below
10-day: 36.1% above, 63.9% below
20-day: 35.9% above, 64.1% below
50-day: 51.8% above, 48.2% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170313 2:01 pm ET)
META(30): 0.60% Top=SSRI TECK AGI CLF X AKS CMC FCX ….. NEM ARNC ABX AEM GG SLCA FMSA AG=Bottom (Metals & Mining)
FINA(86): 0.32% Top=BX LAZ APO TD ETFC SCHW WDR WBS ….. FITB WU OMF CIT FNB PYPL YRD ARCC=Bottom (Banks/Financials)
CHEM(27): 0.31% Top=OLN CC PAH HUN WLK RPM ALB IFF ….. GRA SHW MOS PX POT AGU EMN APD=Bottom (Chemicals/Fertilizers)
ELEC(47): 0.30% Top=AMBA AMD PI NVDA AMKR IDTI LRCX TER ….. MXL AYI MRVL CRUS KEYS GRMN INTC OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.30% Top=YY ZTO MYGN TAL CNDT LDOS ILG HRB ….. VRSK SBAC FDC FLT G R KBR RRD=Bottom (Diversified Services)
ENER(89): 0.30% Top=FRAC RIG PBF ECA MPC VVV DVN OAS ….. CVX NFG CVE HLX BAS SPN SM GPOR=Bottom (Energy)
COSW(81): 0.22% Top=BITA TWLO IT VEEV SYMC SINA VIPS JD ….. MTCH FFIV MDRX GWRE EPAM NTNX TTD NCR=Bottom (Computer Software/Internet)
MANU(37): 0.05% Top=ITT PNR SWK CFX MIDD AME CMI BWXT ….. HON DE ROP MRC TEX DHR DDD GE=Bottom (Manufacturing)
INSU(31): 0.05% Top=RDN AGO MTG MBI SLF MMC PRU AFSI ….. HIG UNM TRV ORI FAF FNF VR XL=Bottom (Insurance)
COHW(41): 0.01% Top=S SSYS ANET UBNT BBRY VG ACIA WDC ….. PANW PSTG INFN ZAYO WIN BCE ARRS CIEN=Bottom (Computer Hardware/Telecom)
REAL(99): 0.01% Top=CONE GEO OUT KRG AKR RPAI EQR BAM ….. CBG NLY DDR VTR UNIT PSA TCO EXR=Bottom (Real Estate)
LEIS(37): -0.07% Top=WYNN LVS MGM EXPE HLT WYN LQ YUMC ….. SIX SEAS MTN EAT BLMN TXRH SHAK GPRO=Bottom (Leisure)
HEAL(45): -0.11% Top=ALGN CNC EW IART HRC CYH ANTM WCG ….. HCA HLS DXCM NUVA MOH BKD IRWD THC=Bottom (Health)
MATE(27): -0.27% Top=EXP FAST PWR SRCL MDR GMS DAR RSG ….. PHM EME TOL MAS DHI LEN CAA TPH=Bottom (Materials & Construction)
CONS(52): -0.34% Top=KS GT ENR SKX GPK CSL BLL PBI ….. SEE ELF TPX FL RL WWW LULU FOSL=Bottom (Consumer)
TRAN(23): -0.60% Top=XPO CSX CNI WAB FDX EXPD CP KSU ….. TRN SWFT DAL SAVE JBHT LUV AAL UAL=Bottom (Transportation)
RETA(62): -0.91% Top=W ETSY BABA NFLX ORLY SFM BID AAP ….. GPS BIG URBN DKS DSW GME 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 2:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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