daytrend

03/13/2017

Filed under: Market Stats — daytrend @ 2:03 pm

Market Stats at 3:03 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 3:03 pm ET)
23.7% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
13.0% are below yesterday’s low.
63.3% are inside yesterday’s range.
48.8% of stocks with today’s high > yesterday’s high. (51.2% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND (20170313 3:03 pm ET)
52.6% of stocks are above today’s open. (46.2% are below).
47.9% of stocks are above today’s open and yesterday’s close.
37.4% 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 3:03 pm ET)
14.0% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
50.5% are in the top half. 49.5% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20170313 3:03 pm ET)
57.7% of stocks are above yesterday’s close. (42.3% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
73.8% are between +1% and -1%.

RSI on DAILY (20170313 3:03 pm ET)
2-day: >=95:7.8%…>=90:14.1%…>=80:26.2%…>=50:55.8%…<=20:20.0%…<=10:12.0%…<=5:7.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:42.7%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170313 3:03 pm ET)
23.7% above previous 1 highs, 13.0% below previous 1 lows
20.2% above previous 2 highs, 7.6% below previous 2 lows
16.4% above previous 3 highs, 6.6% below previous 3 lows
15.0% above previous 4 highs, 6.4% below previous 4 lows
13.3% above previous 5 highs, 6.4% below previous 5 lows
11.2% above previous 6 highs, 6.3% below previous 6 lows
8.6% above previous 7 highs, 6.2% below previous 7 lows
7.4% above previous 8 highs, 5.9% below previous 8 lows
7.4% above previous 9 highs, 5.8% below previous 9 lows
7.3% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170313 3:03 pm ET)
57.7% are above or equal to 3/10 close (1 days ago), 42.3% are below.
67.3% are above or equal to 3/9 close (2 days ago), 32.7% are below.
56.5% are above or equal to 3/8 close (3 days ago), 43.5% are below.
48.3% are above or equal to 3/7 close (4 days ago), 51.7% are below.
40.2% are above or equal to 3/6 close (5 days ago), 59.8% are below.
31.4% are above or equal to 3/3 close (6 days ago), 68.6% are below.
34.0% are above or equal to 3/2 close (7 days ago), 66.0% are below.
23.0% are above or equal to 3/1 close (8 days ago), 77.0% are below.
40.8% are above or equal to 2/28 close (9 days ago), 59.2% are below.
33.3% are above or equal to 2/27 close (10 days ago), 66.7% are below.
37.1% are above or equal to 2/24 close (11 days ago), 62.9% 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.
32.6% are above or equal to 2/21 close (14 days ago), 67.4% are below.
40.1% are above or equal to 2/17 close (15 days ago), 59.9% are below.
40.7% are above or equal to 2/16 close (16 days ago), 59.3% are below.
40.1% are above or equal to 2/15 close (17 days ago), 59.9% are below.
42.8% are above or equal to 2/14 close (18 days ago), 57.2% are below.
46.2% are above or equal to 2/13 close (19 days ago), 53.8% are below.
48.1% are above or equal to 2/10 close (20 days ago), 51.9% are below.
50.0% are above or equal to 2/9 close (21 days ago), 50.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170313 3:03 pm ET)
20d: 8.1% new highs, 7.2% new lows
21d: 8.1% new highs, 6.5% new lows
42d: 7.2% new highs, 4.1% new lows
63d: 6.6% new highs, 3.3% new lows
126d: 5.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170313 3:03 pm ET)
2-day: 56.5% above, 43.5% below
3-day: 63.7% above, 36.3% below
4-day: 59.7% above, 40.3% below
5-day: 55.2% above, 44.8% below
8-day: 41.9% above, 58.1% below
10-day: 38.6% above, 61.4% below
20-day: 37.9% above, 62.1% below
50-day: 52.2% above, 47.8% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170313 3:03 pm ET)
META(30): 0.91% Top=SSRI AGI TECK CLF X AKS CMC PAAS ….. GG NEM RGLD CCJ SLCA ARNC FMSA AG=Bottom (Metals & Mining)
ELEC(47): 0.52% Top=AMBA PI AMD NVDA CY IDTI LRCX TER ….. SPWR MXL AYI KEYS MRVL GRMN OCLR INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.48% Top=OLN CC RPM WLK HUN ALB IFF PAH ….. SHW MOS SMG PX EMN POT AGU APD=Bottom (Chemicals/Fertilizers)
DISV(45): 0.43% Top=ZTO YY TAL LDOS MYGN CNDT HRB ILG ….. SBAC CAR FLT VRSK G R KBR RRD=Bottom (Diversified Services)
COSW(81): 0.39% Top=BITA IT VEEV VIPS TWLO SYMC SINA JD ….. GWRE IBM FFIV SSNC MTCH NTNX TTD NCR=Bottom (Computer Software/Internet)
FINA(86): 0.36% Top=BX LAZ APO TD ETFC SCHW WBS WDR ….. FITB FNB WU CIT YRD PYPL OMF ARCC=Bottom (Banks/Financials)
MANU(37): 0.23% Top=ITT MIDD PNR SWK MWA CMI CFX AOS ….. AGCO ROP ATKR MRC TEX DHR DDD GE=Bottom (Manufacturing)
HEAL(45): 0.16% Top=ALGN CNC HRC CYH IART EW SYK MD ….. BKD HLS HCA ESRX MOH DXCM IRWD THC=Bottom (Health)
INSU(31): 0.11% Top=RDN AGO MTG WLTW AON PRU MMC AFSI ….. HIG FAF UNM ORI TRV FNF VR XL=Bottom (Insurance)
COHW(41): 0.08% Top=S UBNT ANET SSYS VG BBRY ACIA COMM ….. FNSR TDC ZAYO PSTG BCE WIN CIEN ARRS=Bottom (Computer Hardware/Telecom)
ENER(90): 0.06% Top=FRAC KOS RIG PBF MPC ECA VVV HP ….. NFG BAS REN LPI MRO GPOR SPN SM=Bottom (Energy)
REAL(99): 0.06% Top=CONE GEO OUT AKR REG RPAI KRG BDN ….. DLR CBG NLY VTR UNIT TCO PSA EXR=Bottom (Real Estate)
LEIS(37): -0.04% Top=WYNN LVS MGM EXPE HLT LQ WYN YUMC ….. MTN SIX PK EAT BLMN SHAK TXRH GPRO=Bottom (Leisure)
CONS(52): -0.14% Top=KS ENR GT HBI CSL SKX NKE GPK ….. RL UAA WWW SEE FL LULU ELF FOSL=Bottom (Consumer)
MATE(27): -0.14% Top=EXP FAST PWR MLM USG WCN SRCL VMC ….. PHM MAS EME TOL DHI LEN CAA TPH=Bottom (Materials & Construction)
TRAN(23): -0.42% Top=XPO CNI CSX WAB FDX EXPD JBLU UPS ….. SWFT TRN DAL JBHT SAVE LUV AAL UAL=Bottom (Transportation)
RETA(62): -0.82% Top=W ETSY ORLY NFLX BABA LL BID SFM ….. GPS DKS URBN GME BIG 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 3:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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