daytrend

03/14/2017

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20170314. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

COMPARED TO YESTERDAY’S RANGE (20170314 9:52 am ET)
2.6% of stocks are above yesterday’s high.
22.0% are above yesterday’s midpoint. (78.0% are below.)
45.5% are below yesterday’s low.
51.9% are inside yesterday’s range.
10.7% of stocks with today’s high > yesterday’s high. (89.3% less than).
59.7% of stocks with today’s low < yesterday’s low. (40.3% greater than).

EVIDENCE OF INTRADAY TREND (20170314 9:52 am ET)
23.7% of stocks are above today’s open. (74.6% are below).
9.0% of stocks are above today’s open and yesterday’s close.
72.5% are below both.
2.1% of stocks opened above yesterday’s high.
10.6% of stocks opened above yesterday’s close. (86.0% opened below yesterday’s close).
24.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170314 9:52 am ET)
2.5% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
24.0% are in the top half. 76.0% of stocks are in the bottom half of today’s range.
44.9% are in the bottom 20%.
29.7% are in the bottom 10%.

GAIN (20170314 9:52 am ET)
11.9% of stocks are above yesterday’s close. (88.1% are below.)
0.0% are up 4.5% or more. 2.4% are down 4.5% or more.
0.4% are up 3.5% or more. 4.2% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20170314 9:52 am ET)
2-day: >=95:1.2%…>=90:2.4%…>=80:5.1%…>=50:25.5%…<=20:37.6%…<=10:21.4%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:35.0%…<=20:4.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 9:52 am ET)
2.6% above previous 1 highs, 45.5% below previous 1 lows
1.9% above previous 2 highs, 30.1% below previous 2 lows
1.5% above previous 3 highs, 19.6% below previous 3 lows
1.2% above previous 4 highs, 18.0% below previous 4 lows
1.2% above previous 5 highs, 17.6% below previous 5 lows
1.1% above previous 6 highs, 17.4% below previous 6 lows
0.9% above previous 7 highs, 17.4% below previous 7 lows
0.7% above previous 8 highs, 17.3% below previous 8 lows
0.6% above previous 9 highs, 17.0% below previous 9 lows
0.5% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 9:52 am ET)
11.9% are above or equal to 3/13 close (1 days ago), 88.1% are below.
28.6% are above or equal to 3/10 close (2 days ago), 71.4% are below.
48.9% are above or equal to 3/9 close (3 days ago), 51.1% are below.
40.4% are above or equal to 3/8 close (4 days ago), 59.6% are below.
40.3% are above or equal to 3/7 close (5 days ago), 59.7% are below.
34.0% are above or equal to 3/6 close (6 days ago), 66.0% are below.
26.3% are above or equal to 3/3 close (7 days ago), 73.7% are below.
28.0% are above or equal to 3/2 close (8 days ago), 72.0% are below.
20.4% are above or equal to 3/1 close (9 days ago), 79.6% are below.
34.4% are above or equal to 2/28 close (10 days ago), 65.6% are below.
28.2% are above or equal to 2/27 close (11 days ago), 71.8% are below.
31.7% are above or equal to 2/24 close (12 days ago), 68.3% are below.
32.2% are above or equal to 2/23 close (13 days ago), 67.8% are below.
29.6% are above or equal to 2/22 close (14 days ago), 70.4% are below.
29.7% are above or equal to 2/21 close (15 days ago), 70.3% are below.
34.9% are above or equal to 2/17 close (16 days ago), 65.1% are below.
37.0% are above or equal to 2/16 close (17 days ago), 63.0% are below.
36.9% are above or equal to 2/15 close (18 days ago), 63.1% are below.
39.2% are above or equal to 2/14 close (19 days ago), 60.8% are below.
42.3% are above or equal to 2/13 close (20 days ago), 57.7% are below.
44.5% are above or equal to 2/10 close (21 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 9:52 am ET)
20d: 2.0% new highs, 16.3% new lows
21d: 2.0% new highs, 15.6% new lows
42d: 1.5% new highs, 9.5% new lows
63d: 1.3% new highs, 7.9% new lows
126d: 0.8% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 9:52 am ET)
2-day: 10.8% above, 89.2% below
3-day: 20.7% above, 79.3% below
4-day: 31.7% above, 68.3% below
5-day: 34.1% above, 65.9% below
8-day: 32.7% above, 67.3% below
10-day: 30.1% above, 69.9% below
20-day: 31.3% above, 68.7% below
50-day: 49.4% above, 50.6% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 9:52 am ET)
CONS(52): -0.08% Top=PAY NKE HBI PVH SEE SKX ELF VFC ….. MAT FOSL KS BC CSL OI TPX PBI=Bottom (Consumer)
RETA(61): -0.39% Top=DSW KORS WMT BURL RH GES CASY MIK ….. WFM ETSY KMX BID LL PIR TLRD GNC=Bottom (Retail & Specialty Retail)
INSU(31): -0.40% Top=FAF XL TRV CNO AXS VR MMC ALL ….. MET L UNM LNC SLF AIG MTG RDN=Bottom (Insurance)
LEIS(37): -0.45% Top=TXRH LVS WYNN EAT MCD SIX PK JACK ….. WEN RRR SHAK QSR LQ YUMC H GPRO=Bottom (Leisure)
COHW(41): -0.54% Top=ARRS MSI FNSR NTAP VIAV AAPL JNPR BBRY ….. INFN WDC QCOM VG PSTG WIN STX SSYS=Bottom (Computer Hardware/Telecom)
HEAL(44): -0.55% Top=DXCM OPK EW IRWD COO VAR DVA NUVA ….. ABT UHS HCA MOH CYH BKD CNC THC=Bottom (Health)
REAL(97): -0.60% Top=MAA EXR CUBE AVB PSA CIM EDR FRT ….. CBG STAG PEB CUZ DDR UNIT DOC MPW=Bottom (Real Estate)
COSW(80): -0.66% Top=TTD TWTR ACN EQIX ORCL DOX MSCI BR ….. SHOP TRIP WDAY WUBA NTNX BITA CTXS TWLO=Bottom (Computer Software/Internet)
ELEC(47): -0.74% Top=ADI KLAC BRKR CGNX NVDA CRUS TXN LRCX ….. XPER CY CSIQ OCLR FSLR GLW AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): -0.81% Top=ZTO GPN FISV VNTV G MAN PCLN ROL ….. CAR FLT JEC R KBR WTW ACM URI=Bottom (Diversified Services)
FINA(87): -0.83% Top=WU PSEC YRD CBOE ARCC AXP ICE TWNK ….. RJF FITB FNB LM WDR ZION NAVI BOFI=Bottom (Banks/Financials)
MATE(27): -1.18% Top=USG SRCL WM RSG MAS WCN OC LEN ….. GMS EXP FLR MLM EME SUM PWR MDR=Bottom (Materials & Construction)
CHEM(26): -1.25% Top=PX SMG MON RPM AXTA GRA IFF ALB ….. AGU MOS POT OLN WLK CF PAH TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -1.31% Top=RS TTC MHK ROP HON SWK DHR BWXT ….. ITT DDD EMR TEX ATI CFX FLS MRC=Bottom (Manufacturing)
TRAN(23): -1.44% Top=CHRW UPS CP EXPD NSC FDX CNI UNP ….. DAL SWFT LUV SAVE XPO TRN AAL UAL=Bottom (Transportation)
META(30): -1.85% Top=GG ABX RGLD NUE NEM SSRI AEM SLW ….. FCX TECK CLF X CNX CENX SLCA FMSA=Bottom (Metals & Mining)
ENER(89): -2.97% Top=VVV VLO XOM MMP MDU BHI TSO PSX ….. MRO WLL CLR XOG SM SN REN CRC=Bottom (Energy)

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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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