daytrend

03/14/2017

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:18 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 10:18 am ET)
4.0% of stocks are above yesterday’s high.
22.0% are above yesterday’s midpoint. (78.0% are below.)
47.0% are below yesterday’s low.
49.0% are inside yesterday’s range.
12.8% of stocks with today’s high > yesterday’s high. (87.2% less than).
65.2% of stocks with today’s low < yesterday’s low. (34.8% greater than).

EVIDENCE OF INTRADAY TREND (20170314 10:18 am ET)
23.9% of stocks are above today’s open. (74.4% are below).
11.2% of stocks are above today’s open and yesterday’s close.
72.2% 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 10:18 am ET)
4.9% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
30.9% are in the top half. 69.1% of stocks are in the bottom half of today’s range.
33.0% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN (20170314 10:18 am ET)
14.2% of stocks are above yesterday’s close. (85.8% are below.)
0.2% are up 4.5% or more. 3.3% are down 4.5% or more.
0.4% are up 3.5% or more. 5.4% are down 3.5% or more.
61.1% are between +1% and -1%.

RSI on DAILY (20170314 10:18 am ET)
2-day: >=95:1.4%…>=90:3.1%…>=80:6.1%…>=50:24.7%…<=20:39.6%…<=10:22.3%…<=5:12.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:34.5%…<=20:4.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:38.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 10:18 am ET)
4.0% above previous 1 highs, 47.0% below previous 1 lows
2.9% above previous 2 highs, 33.5% below previous 2 lows
2.2% above previous 3 highs, 22.2% below previous 3 lows
2.0% above previous 4 highs, 21.0% below previous 4 lows
1.8% above previous 5 highs, 20.1% below previous 5 lows
1.4% above previous 6 highs, 19.5% below previous 6 lows
1.1% above previous 7 highs, 19.5% below previous 7 lows
0.6% above previous 8 highs, 19.4% below previous 8 lows
0.6% above previous 9 highs, 19.3% below previous 9 lows
0.6% above previous 10 highs, 18.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 10:18 am ET)
14.2% are above or equal to 3/13 close (1 days ago), 85.8% are below.
29.1% are above or equal to 3/10 close (2 days ago), 70.9% are below.
46.4% are above or equal to 3/9 close (3 days ago), 53.6% are below.
38.5% are above or equal to 3/8 close (4 days ago), 61.5% are below.
38.9% are above or equal to 3/7 close (5 days ago), 61.1% are below.
33.6% are above or equal to 3/6 close (6 days ago), 66.4% are below.
26.2% are above or equal to 3/3 close (7 days ago), 73.8% are below.
27.7% are above or equal to 3/2 close (8 days ago), 72.3% are below.
19.7% are above or equal to 3/1 close (9 days ago), 80.3% are below.
33.6% are above or equal to 2/28 close (10 days ago), 66.4% are below.
27.5% are above or equal to 2/27 close (11 days ago), 72.5% are below.
30.9% are above or equal to 2/24 close (12 days ago), 69.1% are below.
31.4% are above or equal to 2/23 close (13 days ago), 68.6% are below.
28.9% are above or equal to 2/22 close (14 days ago), 71.1% are below.
28.9% are above or equal to 2/21 close (15 days ago), 71.1% are below.
33.6% are above or equal to 2/17 close (16 days ago), 66.4% are below.
36.9% are above or equal to 2/16 close (17 days ago), 63.1% are below.
36.1% are above or equal to 2/15 close (18 days ago), 63.9% are below.
38.5% are above or equal to 2/14 close (19 days ago), 61.5% are below.
42.1% are above or equal to 2/13 close (20 days ago), 57.9% are below.
43.8% are above or equal to 2/10 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 10:18 am ET)
20d: 2.0% new highs, 20.1% new lows
21d: 2.0% new highs, 19.3% new lows
42d: 1.5% new highs, 11.4% new lows
63d: 1.3% new highs, 9.3% new lows
126d: 0.8% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 10:18 am ET)
2-day: 13.2% above, 86.8% below
3-day: 20.2% above, 79.8% below
4-day: 31.5% above, 68.5% below
5-day: 34.5% above, 65.5% below
8-day: 30.9% above, 69.1% below
10-day: 28.6% above, 71.4% below
20-day: 30.7% above, 69.3% below
50-day: 49.6% above, 50.4% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 10:18 am ET)
CONS(52): -0.09% Top=NKE HBI SEE PVH PAY VFC GPK GT ….. EL IP MAT BC WRK KS TPX PBI=Bottom (Consumer)
INSU(31): -0.42% Top=FAF XL MMC TRV VR CNO PGR BRO ….. L MET AIG MBI SLF LNC MTG RDN=Bottom (Insurance)
RETA(61): -0.44% Top=DSW KORS WMT BURL TJX ROST ORLY SFM ….. BIG ETSY KMX BID ANF TLRD LL GNC=Bottom (Retail & Specialty Retail)
REAL(97): -0.45% Top=FRT BRX REG MAA PSA CIM RPAI KIM ….. GGP HR CUZ RLGY ALLY MPW UNIT DOC=Bottom (Real Estate)
LEIS(37): -0.62% Top=LVS WYNN EAT TXRH MCD MGM ARMK SIX ….. H LQ DPZ CMG QSR SHAK YUMC GPRO=Bottom (Leisure)
COHW(41): -0.65% Top=ARRS HPQ VIAV MSI VZ NMBL AAPL NTAP ….. ZAYO WDC CTL VG PSTG WIN STX SSYS=Bottom (Computer Hardware/Telecom)
COSW(80): -0.79% Top=TWTR EQIX NUAN IT TRI TTWO DOX ACN ….. TTD NTNX TRIP ATHM FEYE BITA CTXS TWLO=Bottom (Computer Software/Internet)
FINA(87): -0.82% Top=WU YRD PSEC ICE CBOE AXP USB NDAQ ….. FITB CMA RF RJF LM CFR ZION BOFI=Bottom (Banks/Financials)
HEAL(44): -0.83% Top=OPK EW VWR DXCM IRWD UNH SYK XRAY ….. ABT ACHC UHS HCA CNC MOH CYH THC=Bottom (Health)
ELEC(47): -0.85% Top=CRUS ADI CAVM CGNX BRKR JBL AMBA KLAC ….. ON SNPS PI FSLR GLW SPWR OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): -0.98% Top=ZTO HRB ROL G MAN SCI AL MCO ….. R JEC KBR RRD ACM URI YY WTW=Bottom (Diversified Services)
CHEM(26): -1.03% Top=SMG PX GRA RPM MON AXTA APD DOW ….. AGU POT FMC MOS OLN WLK CF TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -1.28% Top=RS ATKR MHK MWA TTC ROP HON SWK ….. ITT CMI CAT CFX EMR FLS DDD MRC=Bottom (Manufacturing)
MATE(27): -1.33% Top=USG SRCL RSG WM WCN MAS WY OC ….. PHM MLM FLR PWR SUM EME JELD MDR=Bottom (Materials & Construction)
META(30): -1.38% Top=GG ABX SSRI NEM RGLD SLW TAHO PAAS ….. X AA TECK CLF CNX CENX SLCA FMSA=Bottom (Metals & Mining)
TRAN(23): -1.52% Top=CP CNI NSC UPS FDX CHRW CSX KSU ….. LUV SAVE TRN XPO SWFT GWR AAL UAL=Bottom (Transportation)
ENER(89): -3.39% Top=VVV VLO XOM MMP NFG PSX MDU TSO ….. XOG ATW SPN OAS REN WLL SN 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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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