daytrend

03/16/2017

Filed under: Market Stats — daytrend @ 10:33 am

Market Stats at 11:32 am ET
by daytrend on 20170316. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170316 11:32 am ET)
61.6% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
13.9% are below yesterday’s low.
24.5% are inside yesterday’s range.
88.8% of stocks with today’s high > yesterday’s high. (11.2% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND (20170316 11:32 am ET)
32.9% of stocks are above today’s open. (65.7% are below).
30.0% of stocks are above today’s open and yesterday’s close.
17.6% are below both.
75.3% of stocks opened above yesterday’s high.
87.6% of stocks opened above yesterday’s close. (12.2% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170316 11:32 am ET)
2.0% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
25.9% are in the top half. 74.1% of stocks are in the bottom half of today’s range.
37.6% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20170316 11:32 am ET)
79.5% of stocks are above yesterday’s close. (20.5% are below.)
4.4% are up 4.5% or more. 0.2% are down 4.5% or more.
7.8% are up 3.5% or more. 0.2% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY (20170316 11:32 am ET)
2-day: >=95:10.4%…>=90:25.6%…>=80:50.7%…>=50:78.4%…<=20:7.8%…<=10:3.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:54.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170316 11:32 am ET)
61.6% above previous 1 highs, 13.9% below previous 1 lows
53.6% above previous 2 highs, 4.2% below previous 2 lows
42.1% above previous 3 highs, 3.6% below previous 3 lows
35.5% above previous 4 highs, 2.9% below previous 4 lows
31.4% above previous 5 highs, 2.4% below previous 5 lows
24.9% above previous 6 highs, 2.0% below previous 6 lows
21.9% above previous 7 highs, 1.8% below previous 7 lows
19.8% above previous 8 highs, 1.4% below previous 8 lows
17.8% above previous 9 highs, 1.3% below previous 9 lows
14.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170316 11:32 am ET)
79.5% are above or equal to 3/15 close (1 days ago), 20.5% are below.
84.2% are above or equal to 3/14 close (2 days ago), 15.8% are below.
67.9% are above or equal to 3/13 close (3 days ago), 32.1% are below.
69.2% are above or equal to 3/10 close (4 days ago), 30.8% are below.
74.8% are above or equal to 3/9 close (5 days ago), 25.2% are below.
66.8% are above or equal to 3/8 close (6 days ago), 33.2% are below.
56.8% are above or equal to 3/7 close (7 days ago), 43.2% are below.
49.8% are above or equal to 3/6 close (8 days ago), 50.2% are below.
40.7% are above or equal to 3/3 close (9 days ago), 59.3% are below.
42.2% are above or equal to 3/2 close (10 days ago), 57.8% are below.
30.7% are above or equal to 3/1 close (11 days ago), 69.3% are below.
48.0% are above or equal to 2/28 close (12 days ago), 52.0% are below.
40.7% are above or equal to 2/27 close (13 days ago), 59.3% are below.
43.8% are above or equal to 2/24 close (14 days ago), 56.2% are below.
43.7% are above or equal to 2/23 close (15 days ago), 56.3% are below.
40.4% are above or equal to 2/22 close (16 days ago), 59.6% are below.
37.4% are above or equal to 2/21 close (17 days ago), 62.6% are below.
43.2% are above or equal to 2/17 close (18 days ago), 56.8% are below.
45.6% are above or equal to 2/16 close (19 days ago), 54.4% are below.
43.6% are above or equal to 2/15 close (20 days ago), 56.4% are below.
46.1% are above or equal to 2/14 close (21 days ago), 53.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170316 11:32 am ET)
20d: 16.6% new highs, 2.0% new lows
21d: 16.6% new highs, 1.6% new lows
42d: 14.5% new highs, 0.5% new lows
63d: 13.0% new highs, 0.4% new lows
126d: 11.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170316 11:32 am ET)
2-day: 78.3% above, 21.7% below
3-day: 81.5% above, 18.5% below
4-day: 76.0% above, 24.0% below
5-day: 74.7% above, 25.3% below
8-day: 72.5% above, 27.5% below
10-day: 63.9% above, 36.1% below
20-day: 46.0% above, 54.0% below
50-day: 55.6% above, 44.4% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170316 11:32 am ET)
META(29): 4.12% Top=AGI AG SSRI CDE NUE TECK ABX PAAS ….. SCCO CLF CCJ CMC ARNC STLD NEM CNX=Bottom (Metals & Mining)
ENER(88): 1.67% Top=BAS XOG REN DO CVI FANG QEP CPE ….. CVX CRZO EPD SN RSPP HP MTDR RDC=Bottom (Energy)
COHW(41): 1.54% Top=INFN ACIA VIAV VG SSYS S CIEN FNSR ….. CTL QCOM CCI ARRS NMBL NTAP PANW COMM=Bottom (Computer Hardware/Telecom)
TRAN(23): 1.52% Top=SAVE JBLU DAL AAL UAL LUV TRN SWFT ….. NSC JBHT CSX CP KSU WAB EXPD CHRW=Bottom (Transportation)
MATE(27): 1.44% Top=TPH KBH CAA TOL EXP PHM DHI EME ….. PWR JELD RSG MLM WM FLR SUM VMC=Bottom (Materials & Construction)
REAL(95): 1.42% Top=WPG SHO EDR KRG CBL PLD DRH WRI ….. PSA DLR OUT CONE STWD GEO NLY ALLY=Bottom (Real Estate)
RETA(61): 1.38% Top=SFM RH W PIR WSM LL GNC DSW ….. KAR WMT M CVS GME ORLY SHLD GES=Bottom (Retail & Specialty Retail)
MANU(33): 1.26% Top=DDD PNR KMT MWA MRC ATI CFX DOV ….. GE SWK BWXT ITW XYL HON PH DHR=Bottom (Manufacturing)
LEIS(36): 1.25% Top=GPRO H WYNN TXRH BLMN JACK WYN SEAS ….. HGV STAY SONC CMG BYD SIX DPZ EAT=Bottom (Leisure)
ELEC(47): 1.25% Top=OCLR CSIQ SPWR CRUS FSLR MSCC JBL XPER ….. AMKR AYI ADI AMBA AMD AVGO WAT BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 1.02% Top=ORCL VEEV TWLO VIPS BITA MDRX FEYE GRUB ….. FIS NTES CSC EQIX WUBA EA TTWO MSCI=Bottom (Computer Software/Internet)
CONS(52): 0.97% Top=SKX UAA FOSL PVH KS OI WRK CRI ….. NWL CSL TUP ENR AVY PAY NKE WHR=Bottom (Consumer)
CHEM(25): 0.56% Top=AXTA TROX POT WLK AGU CC MOS PPG ….. PAH DOW ALB MON HUN DD CE CF=Bottom (Chemicals/Fertilizers)
DISV(43): 0.55% Top=AMN FDC CAR FLT RHI KBR URI ACM ….. GPN LDOS SBAC FISV ZTO CNDT WTW RRD=Bottom (Diversified Services)
INSU(31): 0.26% Top=FNF SLF MTG FAF AFL BRO PGR WLTW ….. CLGX XL VR AXS UNM CNO AFSI HIG=Bottom (Insurance)
FINA(87): 0.06% Top=BEN JNS OMF SLM PFG EFX IVZ TD ….. SNV OZRK STI FITB FRC FNB TWNK HBAN=Bottom (Banks/Financials)
HEAL(43): -0.08% Top=OPK CYH IRWD HLS ALGN MOH VAR HRC ….. ESRX TMO XRAY ACHC BDX PRXL IART A=Bottom (Health)

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 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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