daytrend

03/15/2017

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20170315. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170315 10:20 am ET)
42.4% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
5.7% are below yesterday’s low.
51.9% are inside yesterday’s range.
64.6% of stocks with today’s high > yesterday’s high. (35.4% less than).
13.9% of stocks with today’s low < yesterday’s low. (86.1% greater than).

EVIDENCE OF INTRADAY TREND (20170315 10:20 am ET)
55.0% of stocks are above today’s open. (43.4% are below).
52.9% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
32.7% of stocks opened above yesterday’s high.
84.7% of stocks opened above yesterday’s close. (12.9% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170315 10:20 am ET)
12.5% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
56.8% are in the top half. 43.2% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20170315 10:20 am ET)
78.1% of stocks are above yesterday’s close. (21.9% are below.)
0.6% are up 4.5% or more. 0.0% are down 4.5% or more.
0.8% are up 3.5% or more. 0.0% are down 3.5% or more.
72.8% are between +1% and -1%.

RSI on DAILY (20170315 10:20 am ET)
2-day: >=95:4.2%…>=90:7.3%…>=80:22.9%…>=50:63.4%…<=20:12.6%…<=10:6.0%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:43.5%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:47.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170315 10:20 am ET)
42.4% above previous 1 highs, 5.7% below previous 1 lows
20.8% above previous 2 highs, 4.8% below previous 2 lows
14.7% above previous 3 highs, 3.6% below previous 3 lows
12.8% above previous 4 highs, 2.9% below previous 4 lows
9.6% above previous 5 highs, 2.8% below previous 5 lows
8.4% above previous 6 highs, 2.4% below previous 6 lows
7.2% above previous 7 highs, 1.9% below previous 7 lows
6.3% above previous 8 highs, 1.7% below previous 8 lows
5.0% above previous 9 highs, 1.7% below previous 9 lows
4.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170315 10:20 am ET)
78.1% are above or equal to 3/14 close (1 days ago), 21.9% are below.
47.7% are above or equal to 3/13 close (2 days ago), 52.3% are below.
56.6% are above or equal to 3/10 close (3 days ago), 43.4% are below.
64.8% are above or equal to 3/9 close (4 days ago), 35.2% are below.
54.9% are above or equal to 3/8 close (5 days ago), 45.1% are below.
46.8% are above or equal to 3/7 close (6 days ago), 53.2% are below.
38.8% are above or equal to 3/6 close (7 days ago), 61.2% are below.
32.5% are above or equal to 3/3 close (8 days ago), 67.5% are below.
33.1% are above or equal to 3/2 close (9 days ago), 66.9% are below.
23.0% are above or equal to 3/1 close (10 days ago), 77.0% are below.
41.2% are above or equal to 2/28 close (11 days ago), 58.8% are below.
33.4% are above or equal to 2/27 close (12 days ago), 66.6% are below.
37.1% are above or equal to 2/24 close (13 days ago), 62.9% are below.
37.2% are above or equal to 2/23 close (14 days ago), 62.8% are below.
35.3% are above or equal to 2/22 close (15 days ago), 64.7% are below.
33.5% are above or equal to 2/21 close (16 days ago), 66.5% are below.
39.3% are above or equal to 2/17 close (17 days ago), 60.7% are below.
41.1% are above or equal to 2/16 close (18 days ago), 58.9% are below.
40.5% are above or equal to 2/15 close (19 days ago), 59.5% are below.
43.2% are above or equal to 2/14 close (20 days ago), 56.8% are below.
46.6% are above or equal to 2/13 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170315 10:20 am ET)
20d: 5.9% new highs, 3.4% new lows
21d: 5.7% new highs, 3.4% new lows
42d: 5.1% new highs, 1.8% new lows
63d: 4.9% new highs, 1.6% new lows
126d: 4.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170315 10:20 am ET)
2-day: 76.4% above, 23.6% below
3-day: 60.2% above, 39.8% below
4-day: 60.4% above, 39.6% below
5-day: 62.3% above, 37.7% below
8-day: 51.6% above, 48.4% below
10-day: 44.3% above, 55.7% below
20-day: 36.5% above, 63.5% below
50-day: 51.3% above, 48.7% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170315 10:20 am ET)
ENER(88): 1.29% Top=CRC ECA CVE WLL SN PTEN SWN BAS ….. PBF SU INT MPLX RICE ETE AR COG=Bottom (Energy)
REAL(95): 0.95% Top=WPG AIV HST CBL UNIT HPP PGRE DRH ….. CBG AMH SC PEI MPW VTR OUT GEO=Bottom (Real Estate)
MANU(33): 0.74% Top=CFX AOS PNR FLS TEX ITT EMR ROK ….. GE BWXT ATI MRC DE DDD RS MWA=Bottom (Manufacturing)
MATE(27): 0.70% Top=JELD MDR KBH OC TPH LEN MAS PHM ….. SUM WY WCN SRCL GMS FLR VMC MLM=Bottom (Materials & Construction)
META(29): 0.62% Top=SLCA AG FCX CDE FMSA TECK NUE CNX ….. ABX GG STLD TAHO CCJ AA CENX CLF=Bottom (Metals & Mining)
HEAL(43): 0.55% Top=A ANTM TMO PKI HRC ALGN HLS AET ….. COO XRAY PRXL BKD OPK THC ACHC ESRX=Bottom (Health)
FINA(87): 0.53% Top=TWNK IVZ LM BOFI JNS WDR OZRK BX ….. FRC C NDAQ BMO AXP RJF DFS COF=Bottom (Banks/Financials)
DISV(43): 0.48% Top=ZTO CAR YY HRB AMN LDOS URI R ….. CNDT RRD PCLN KBR VNTV GPN MYGN ADS=Bottom (Diversified Services)
CHEM(25): 0.45% Top=WLK CE OLN CC IFF RPM PPG GRA ….. AGU FMC SHW ALB HUN POT CF MON=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.43% Top=BLMN EAT TXRH PK DPZ DRI QSR SONC ….. RCL CMG YUM SBUX YUMC HGV SHAK WYNN=Bottom (Leisure)
CONS(52): 0.39% Top=OI COH SKX LEG TPX BC SON ELF ….. CSL PVH FL MAT COTY FOSL HBI PAY=Bottom (Consumer)
INSU(31): 0.33% Top=FAF ORI FNF RDN SLF MBI CINF AFSI ….. TRV CLGX HIG VR UNM L AXS AFL=Bottom (Insurance)
TRAN(23): 0.26% Top=LUV SWFT XPO UPS DAL SAVE FDX TRN ….. JBHT AAL KSU UAL CSX WAB CP NSC=Bottom (Transportation)
ELEC(47): 0.12% Top=OCLR HIMX TEL TER AMBA KEYS FTV WAT ….. ADI INTC SPWR SNPS NVDA ON SIMO AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): 0.07% Top=VIAV VG COMM ZAYO FNSR BCE CTL MSI ….. ANET HPQ CCI PANW WDC S STX GOGO=Bottom (Computer Hardware/Telecom)
RETA(60): 0.04% Top=LL BID RH GNC BLDR KAR WSM LOW ….. BBY W WMT BABA URBN ANF KSS M=Bottom (Retail & Specialty Retail)
COSW(76): -0.13% Top=MSCI MDRX CSC IT ADSK FEYE OTEX TRI ….. SINA TTD TTWO NTNX TWLO WDAY BITA TWTR=Bottom (Computer Software/Internet)

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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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