daytrend

03/15/2017

Filed under: Market Stats — daytrend @ 2:32 pm

Market Stats at 3:32 pm ET
by daytrend on 20170315. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170315 3:32 pm ET)
70.8% of stocks are above yesterday’s high.
87.8% are above yesterday’s midpoint. (12.2% are below.)
2.8% are below yesterday’s low.
26.4% are inside yesterday’s range.
83.1% of stocks with today’s high > yesterday’s high. (16.9% less than).
20.7% of stocks with today’s low < yesterday’s low. (79.3% greater than).

EVIDENCE OF INTRADAY TREND (20170315 3:32 pm ET)
82.9% of stocks are above today’s open. (16.5% are below).
81.6% of stocks are above today’s open and yesterday’s close.
11.5% are below both.
32.7% of stocks opened above yesterday’s high.
84.6% of stocks opened above yesterday’s close. (13.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170315 3:32 pm ET)
61.1% of stocks are in the top 10% of today’s range.
75.5% are in the top 20%.
88.3% are in the top half. 11.7% of stocks are in the bottom half of today’s range.
3.7% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN (20170315 3:32 pm ET)
87.2% of stocks are above yesterday’s close. (12.8% are below.)
5.5% are up 4.5% or more. 0.0% are down 4.5% or more.
10.5% are up 3.5% or more. 0.0% are down 3.5% or more.
33.3% are between +1% and -1%.

RSI on DAILY (20170315 3:32 pm ET)
2-day: >=95:7.8%…>=90:22.1%…>=80:46.2%…>=50:82.4%…<=20:8.0%…<=10:5.4%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:57.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170315 3:32 pm ET)
70.8% above previous 1 highs, 2.8% below previous 1 lows
52.3% above previous 2 highs, 2.3% below previous 2 lows
45.3% above previous 3 highs, 1.9% below previous 3 lows
42.5% above previous 4 highs, 1.8% below previous 4 lows
32.1% above previous 5 highs, 1.7% below previous 5 lows
27.8% above previous 6 highs, 1.3% below previous 6 lows
24.6% above previous 7 highs, 1.2% below previous 7 lows
21.5% above previous 8 highs, 1.2% below previous 8 lows
17.8% above previous 9 highs, 1.2% below previous 9 lows
15.0% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170315 3:32 pm ET)
87.2% are above or equal to 3/14 close (1 days ago), 12.8% are below.
73.9% are above or equal to 3/13 close (2 days ago), 26.1% are below.
75.2% are above or equal to 3/10 close (3 days ago), 24.8% are below.
78.3% are above or equal to 3/9 close (4 days ago), 21.7% are below.
71.7% are above or equal to 3/8 close (5 days ago), 28.3% are below.
61.2% are above or equal to 3/7 close (6 days ago), 38.8% are below.
52.2% are above or equal to 3/6 close (7 days ago), 47.8% are below.
44.5% are above or equal to 3/3 close (8 days ago), 55.5% are below.
45.0% are above or equal to 3/2 close (9 days ago), 55.0% are below.
34.3% are above or equal to 3/1 close (10 days ago), 65.7% are below.
50.5% are above or equal to 2/28 close (11 days ago), 49.5% are below.
43.2% are above or equal to 2/27 close (12 days ago), 56.8% are below.
45.7% are above or equal to 2/24 close (13 days ago), 54.3% are below.
45.9% are above or equal to 2/23 close (14 days ago), 54.1% are below.
42.1% are above or equal to 2/22 close (15 days ago), 57.9% are below.
38.9% are above or equal to 2/21 close (16 days ago), 61.1% are below.
44.6% are above or equal to 2/17 close (17 days ago), 55.4% are below.
46.4% are above or equal to 2/16 close (18 days ago), 53.6% are below.
44.7% are above or equal to 2/15 close (19 days ago), 55.3% are below.
46.4% are above or equal to 2/14 close (20 days ago), 53.6% are below.
50.4% are above or equal to 2/13 close (21 days ago), 49.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170315 3:32 pm ET)
20d: 12.2% new highs, 5.7% new lows
21d: 11.7% new highs, 5.4% new lows
42d: 10.5% new highs, 2.9% new lows
63d: 9.8% new highs, 2.5% new lows
126d: 9.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170315 3:32 pm ET)
2-day: 87.0% above, 13.0% below
3-day: 83.1% above, 16.9% below
4-day: 80.4% above, 19.6% below
5-day: 79.9% above, 20.1% below
8-day: 74.2% above, 25.8% below
10-day: 64.1% above, 35.9% below
20-day: 47.8% above, 52.2% below
50-day: 56.2% above, 43.8% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170315 3:32 pm ET)
META(29): 5.82% Top=AGI SSRI AG CDE AEM TAHO SLCA CLF ….. NUE CNX CMC AA SCCO ARNC STLD CCJ=Bottom (Metals & Mining)
ENER(88): 3.31% Top=XOG BAS CRC ECA SWN REN WLL ATW ….. INT MMP XOM SEP SXL VVV ETP EPD=Bottom (Energy)
REAL(95): 2.50% Top=WPG CBL PEI KRG DDR HST ACC TWO ….. AMT CONE AMH STWD SC OUT GEO ALLY=Bottom (Real Estate)
MANU(33): 2.33% Top=PNR KMT TEX FLS CFX MRC DDD ETN ….. TTC HON ROP AME SWK DHR GE MWA=Bottom (Manufacturing)
MATE(27): 1.80% Top=MDR EME EXP KBH MAS DAR TPH FAST ….. RSG TOL LEN WM FLR WCN VMC JELD=Bottom (Materials & Construction)
TRAN(23): 1.73% Top=TRN SWFT LUV JBLU UAL DAL SAVE AAL ….. UPS JBHT EXPD WAB CP CSX CHRW NSC=Bottom (Transportation)
CHEM(25): 1.62% Top=CC WLK OLN TROX PPG CE MOS EMN ….. GRA DOW DD SHW PAH CF AXTA MON=Bottom (Chemicals/Fertilizers)
CONS(52): 1.45% Top=SKX OI COH TPX BC UAA NWL KS ….. CSL FL LULU FOSL CL HBI PAY WHR=Bottom (Consumer)
COHW(40): 1.45% Top=VG CIEN S VIAV FNSR TMUS MSI SSYS ….. JNPR PANW CSCO CCI GOGO VSAT TDC NMBL=Bottom (Computer Hardware/Telecom)
HEAL(43): 1.33% Top=A CYH HLS ALGN ANTM VAR HRC HCA ….. MD OPK IART DXCM XRAY PRXL ESRX ACHC=Bottom (Health)
DISV(43): 1.31% Top=ZTO CAR URI AMN R LDOS ACM HRB ….. V PCLN FISV ADS YY VNTV GPN MYGN=Bottom (Diversified Services)
ELEC(47): 1.28% Top=OCLR HIMX FSLR CSIQ SPWR TEL TER BRKR ….. AMKR INTC AMBA ADI SIMO AMD ON SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 1.20% Top=TXRH PK BLMN MAR WEN DNKN JACK HLT ….. BYD MCD SIX YUM WYNN HGV YUMC CMG=Bottom (Leisure)
RETA(61): 0.98% Top=RH LL TLRD BID FINL PIR BLDR ETSY ….. CVS WMT AAP TGT SHLD BABA ORLY M=Bottom (Retail & Specialty Retail)
COSW(76): 0.81% Top=ADSK MSCI VEEV MANH FEYE IT HPE MDRX ….. TTWO XRX WDAY BIDU NTNX NTES BITA TWTR=Bottom (Computer Software/Internet)
INSU(31): 0.44% Top=FAF CINF MTG PGR FNF WLTW ORI SLF ….. RDN MBI AXS VR LNC CNO MET UNM=Bottom (Insurance)
FINA(87): -0.05% Top=IVZ YRD WDR JNS FII LM NAVI APO ….. RJF SNV FHN FRC DFS WBS COF FNB=Bottom (Banks/Financials)

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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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