daytrend

03/14/2017

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 1:23 pm 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 1:23 pm ET)
6.5% of stocks are above yesterday’s high.
25.7% are above yesterday’s midpoint. (74.3% are below.)
42.2% are below yesterday’s low.
51.4% are inside yesterday’s range.
18.2% of stocks with today’s high > yesterday’s high. (81.8% less than).
72.9% of stocks with today’s low < yesterday’s low. (27.1% greater than).

EVIDENCE OF INTRADAY TREND (20170314 1:23 pm ET)
34.8% of stocks are above today’s open. (63.8% are below).
17.0% of stocks are above today’s open and yesterday’s close.
62.3% 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 1:23 pm ET)
7.6% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
52.8% are in the top half. 47.2% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170314 1:23 pm ET)
19.6% of stocks are above yesterday’s close. (80.4% 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. 2.7% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170314 1:23 pm ET)
2-day: >=95:1.6%…>=90:4.0%…>=80:8.1%…>=50:28.1%…<=20:35.4%…<=10:18.2%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:34.3%…<=20:3.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:40.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 1:23 pm ET)
6.5% above previous 1 highs, 42.2% below previous 1 lows
4.7% above previous 2 highs, 27.0% below previous 2 lows
3.8% above previous 3 highs, 16.9% below previous 3 lows
3.6% above previous 4 highs, 15.0% below previous 4 lows
3.2% above previous 5 highs, 14.3% below previous 5 lows
2.6% above previous 6 highs, 13.9% below previous 6 lows
2.1% above previous 7 highs, 13.9% below previous 7 lows
1.8% above previous 8 highs, 13.7% below previous 8 lows
1.4% above previous 9 highs, 13.6% below previous 9 lows
1.3% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 1:23 pm ET)
19.6% are above or equal to 3/13 close (1 days ago), 80.4% are below.
34.2% are above or equal to 3/10 close (2 days ago), 65.8% are below.
51.1% are above or equal to 3/9 close (3 days ago), 48.9% are below.
42.2% are above or equal to 3/8 close (4 days ago), 57.8% are below.
39.7% are above or equal to 3/7 close (5 days ago), 60.3% are below.
32.8% are above or equal to 3/6 close (6 days ago), 67.2% are below.
26.4% are above or equal to 3/3 close (7 days ago), 73.6% are below.
27.3% are above or equal to 3/2 close (8 days ago), 72.7% are below.
19.4% are above or equal to 3/1 close (9 days ago), 80.6% are below.
34.7% are above or equal to 2/28 close (10 days ago), 65.3% are below.
27.8% are above or equal to 2/27 close (11 days ago), 72.2% are below.
31.0% are above or equal to 2/24 close (12 days ago), 69.0% are below.
32.9% are above or equal to 2/23 close (13 days ago), 67.1% are below.
30.0% are above or equal to 2/22 close (14 days ago), 70.0% are below.
28.9% are above or equal to 2/21 close (15 days ago), 71.1% are below.
34.8% are above or equal to 2/17 close (16 days ago), 65.2% are below.
36.7% are above or equal to 2/16 close (17 days ago), 63.3% are below.
36.5% are above or equal to 2/15 close (18 days ago), 63.5% are below.
38.2% are above or equal to 2/14 close (19 days ago), 61.8% are below.
41.7% are above or equal to 2/13 close (20 days ago), 58.3% are below.
45.6% are above or equal to 2/10 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 1:23 pm ET)
20d: 3.2% new highs, 22.8% new lows
21d: 3.1% new highs, 21.9% new lows
42d: 2.5% new highs, 12.8% new lows
63d: 2.1% new highs, 10.3% new lows
126d: 1.5% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 1:23 pm ET)
2-day: 18.3% above, 81.7% below
3-day: 24.9% above, 75.1% below
4-day: 35.0% above, 65.0% below
5-day: 38.5% above, 61.5% below
8-day: 32.0% above, 68.0% below
10-day: 28.1% above, 71.9% below
20-day: 31.4% above, 68.6% below
50-day: 49.1% above, 50.9% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 1:23 pm ET)
CONS(52): -0.09% Top=GT SEE NKE FOSL PVH HBI LEG OI ….. WRK BC MAT EPC COTY NWL PBI ELF=Bottom (Consumer)
RETA(61): -0.12% Top=SFM DSW WMT RH SPLS DKS GES GME ….. BID ANF BBY KMX BIG URBN SHLD GNC=Bottom (Retail & Specialty Retail)
REAL(97): -0.20% Top=REG KRG AKR WRI KIM MAA FRT PSA ….. CUZ ARE CBG DDR ALLY RLGY DOC UNIT=Bottom (Real Estate)
INSU(31): -0.40% Top=AFSI XL TRV VR CNO FAF CINF HIG ….. LNC PRU MTG MET UNM MBI SLF RDN=Bottom (Insurance)
LEIS(37): -0.42% Top=EAT LVS MGM SONC WYNN TXRH JACK MCD ….. RCL LQ QSR CMG DPZ SHAK YUMC GPRO=Bottom (Leisure)
COHW(41): -0.50% Top=ARRS MSI JNPR NMBL TDC CDW CSCO GOGO ….. ZAYO SSYS INFN PSTG CIEN STX WIN FNSR=Bottom (Computer Hardware/Telecom)
FINA(87): -0.61% Top=WU NYCB PSEC AXP DFS BX CBOE MTB ….. RJF FITB VOYA FNB TROW FII LM ZION=Bottom (Banks/Financials)
DISV(44): -0.68% Top=ZTO RRD HRB MAN CXW ROL AL CNDT ….. MYGN FDC ACM JEC KBR YY URI WTW=Bottom (Diversified Services)
ELEC(47): -0.79% Top=CRUS HIMX CAVM FLEX JBL QRVO BRKR TXN ….. SPWR MRVL AYI SNPS FSLR GLW PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): -0.87% Top=TWTR XRX EA VIPS VMW CSRA IT ORCL ….. SHOP YELP ATHM FEYE TWLO TRIP TTD CTXS=Bottom (Computer Software/Internet)
HEAL(44): -0.87% Top=OPK EW IRWD VWR DGX DVA PKI VAR ….. HCA BKD UHS CYH ANTM CNC MOH THC=Bottom (Health)
CHEM(26): -0.88% Top=RPM PX GRA MON IFF SMG HUN ALB ….. OLN FMC MOS AGU POT WLK TROX CF=Bottom (Chemicals/Fertilizers)
MANU(35): -0.95% Top=ATKR MWA RS AOS TTC ROP AGCO ATI ….. TEX AME ROK FLS CFX EMR DDD MRC=Bottom (Manufacturing)
MATE(27): -0.96% Top=USG MAS SRCL KBH WM RSG TOL WY ….. FAST MLM SUM FLR PWR EME JELD MDR=Bottom (Materials & Construction)
TRAN(23): -1.55% Top=CSX FDX UPS CP KSU EXPD CHRW NSC ….. UNP AAL TRN JBLU XPO SAVE UAL GWR=Bottom (Transportation)
META(30): -1.75% Top=AKS CLF STLD GG NUE ARNC RGLD X ….. CCJ TECK SSRI CDE AG CENX SLCA FMSA=Bottom (Metals & Mining)
ENER(89): -2.10% Top=APA MMP GPOR BHI SLB INT XEC DK ….. MRO HLX OAS WLL SPN FRAC XOG SN=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 1:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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