daytrend

03/14/2017

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 11:45 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 11:45 am ET)
5.3% of stocks are above yesterday’s high.
27.4% are above yesterday’s midpoint. (72.6% are below.)
40.1% are below yesterday’s low.
54.6% are inside yesterday’s range.
16.7% of stocks with today’s high > yesterday’s high. (83.3% less than).
71.4% of stocks with today’s low < yesterday’s low. (28.6% greater than).

EVIDENCE OF INTRADAY TREND (20170314 11:45 am ET)
35.6% of stocks are above today’s open. (62.3% are below).
18.7% of stocks are above today’s open and yesterday’s close.
60.6% 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 11:45 am ET)
6.7% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170314 11:45 am ET)
21.9% of stocks are above yesterday’s close. (78.1% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.5% are up 3.5% or more. 3.4% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170314 11:45 am ET)
2-day: >=95:1.8%…>=90:3.9%…>=80:8.9%…>=50:29.8%…<=20:33.7%…<=10:18.1%…<=5:10.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:35.5%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 11:45 am ET)
5.3% above previous 1 highs, 40.1% below previous 1 lows
4.3% above previous 2 highs, 26.2% below previous 2 lows
3.4% above previous 3 highs, 15.7% below previous 3 lows
3.1% above previous 4 highs, 14.2% below previous 4 lows
2.6% above previous 5 highs, 13.3% below previous 5 lows
2.2% above previous 6 highs, 12.8% below previous 6 lows
1.4% above previous 7 highs, 12.8% below previous 7 lows
1.1% above previous 8 highs, 12.6% below previous 8 lows
0.9% above previous 9 highs, 12.3% below previous 9 lows
0.8% above previous 10 highs, 10.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 11:45 am ET)
21.9% are above or equal to 3/13 close (1 days ago), 78.1% are below.
35.5% are above or equal to 3/10 close (2 days ago), 64.5% are below.
51.6% are above or equal to 3/9 close (3 days ago), 48.4% are below.
42.5% are above or equal to 3/8 close (4 days ago), 57.5% are below.
39.8% are above or equal to 3/7 close (5 days ago), 60.2% are below.
34.1% are above or equal to 3/6 close (6 days ago), 65.9% are below.
26.8% are above or equal to 3/3 close (7 days ago), 73.2% are below.
28.4% are above or equal to 3/2 close (8 days ago), 71.6% are below.
20.1% are above or equal to 3/1 close (9 days ago), 79.9% are below.
35.1% are above or equal to 2/28 close (10 days ago), 64.9% are below.
27.8% are above or equal to 2/27 close (11 days ago), 72.2% are below.
32.0% are above or equal to 2/24 close (12 days ago), 68.0% are below.
33.8% are above or equal to 2/23 close (13 days ago), 66.2% are below.
30.0% are above or equal to 2/22 close (14 days ago), 70.0% are below.
30.0% are above or equal to 2/21 close (15 days ago), 70.0% are below.
34.5% are above or equal to 2/17 close (16 days ago), 65.5% are below.
37.1% are above or equal to 2/16 close (17 days ago), 62.9% are below.
37.0% are above or equal to 2/15 close (18 days ago), 63.0% are below.
39.1% are above or equal to 2/14 close (19 days ago), 60.9% are below.
42.9% are above or equal to 2/13 close (20 days ago), 57.1% are below.
45.4% are above or equal to 2/10 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 11:45 am ET)
20d: 2.7% new highs, 22.2% new lows
21d: 2.6% new highs, 21.3% new lows
42d: 2.1% new highs, 12.3% new lows
63d: 1.8% new highs, 10.1% new lows
126d: 1.2% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 11:45 am ET)
2-day: 20.4% above, 79.6% below
3-day: 27.5% above, 72.5% below
4-day: 36.1% above, 63.9% below
5-day: 38.3% above, 61.7% below
8-day: 32.2% above, 67.8% below
10-day: 28.3% above, 71.7% below
20-day: 32.7% above, 67.3% below
50-day: 49.4% above, 50.6% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 11:45 am ET)
CONS(52): -0.03% Top=NKE SEE HBI PVH GT HAS FOSL LEG ….. NWL COTY BC MAT KS WRK PBI ELF=Bottom (Consumer)
REAL(97): -0.15% Top=REG MAA KIM AKR PEI CBL KRG WRI ….. ARE HR CUZ RLGY MPW ALLY DOC UNIT=Bottom (Real Estate)
RETA(61): -0.19% Top=DSW SFM WMT KORS GME DKS CHS ORLY ….. BID KMX ANF BBY URBN TLRD SHLD GNC=Bottom (Retail & Specialty Retail)
INSU(31): -0.43% Top=VR AFSI XL TRV FAF CINF CNO AXS ….. AIG PRU MET UNM MTG SLF LNC RDN=Bottom (Insurance)
LEIS(37): -0.51% Top=MGM EAT LVS TXRH SONC WYNN DNKN MCD ….. SHAK QSR RCL DPZ CMG SEAS YUMC GPRO=Bottom (Leisure)
CHEM(26): -0.58% Top=RPM PX GRA HUN PAH AXTA IFF SMG ….. MOS CE FMC POT AGU CF WLK TROX=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.63% Top=OPK IRWD VWR EW DGX PKI VAR XRAY ….. HRC ACHC ANTM HCA UHS CNC MOH THC=Bottom (Health)
DISV(44): -0.65% Top=ZTO HRB MAN RRD AL ROL G CNDT ….. ILG YY KBR JEC FDC ACM URI WTW=Bottom (Diversified Services)
COHW(41): -0.67% Top=ARRS MSI NMBL BBRY NTAP S TDS AAPL ….. SSYS ZAYO INFN PSTG CIEN STX FNSR WIN=Bottom (Computer Hardware/Telecom)
FINA(87): -0.68% Top=WU TWNK PSEC YRD AXP NYCB WETF EFX ….. FITB LM SCHW AMTD CFR RJF ZION BOFI=Bottom (Banks/Financials)
MANU(35): -0.82% Top=RS ATKR MWA TTC AOS ROP AGCO BWXT ….. CMI ROK AME CFX EMR FLS DDD MRC=Bottom (Manufacturing)
META(30): -0.86% Top=GG TAHO AKS CLF RGLD SSRI SLW ABX ….. TX FCX TECK CCJ CNX CENX SLCA FMSA=Bottom (Metals & Mining)
COSW(80): -0.88% Top=TWTR EQIX VIPS IT DOX XRX ACN EA ….. NOW FEYE NTNX ATHM TTD TRIP TWLO CTXS=Bottom (Computer Software/Internet)
MATE(27): -0.89% Top=USG MAS SRCL OC WM RSG TOL WY ….. EXP MLM PWR FLR SUM EME JELD MDR=Bottom (Materials & Construction)
ELEC(47): -0.95% Top=CRUS BRKR HIMX FLEX ADI JBL CAVM TXN ….. CY MSCC AYI SNPS GLW PI AMD OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -1.28% Top=CP NSC CSX EXPD FDX CHRW KSU UPS ….. UNP DAL TRN XPO SAVE AAL GWR UAL=Bottom (Transportation)
ENER(89): -2.17% Top=GPOR MMP BHI APA SLB SEP XOM OXY ….. HLX MRO OAS SPN WLL XOG SN FRAC=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 11:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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