daytrend

03/16/2017

Filed under: Market Stats — daytrend @ 11:35 am

Market Stats at 12:34 pm ET
by daytrend on 20170316. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20170316 12:34 pm ET)
66.2% of stocks are above yesterday’s high.
77.9% are above yesterday’s midpoint. (22.1% are below.)
11.2% are below yesterday’s low.
22.6% are inside yesterday’s range.
88.9% of stocks with today’s high > yesterday’s high. (11.1% less than).
23.8% of stocks with today’s low < yesterday’s low. (76.2% greater than).

EVIDENCE OF INTRADAY TREND (20170316 12:34 pm ET)
39.9% of stocks are above today’s open. (58.4% are below).
36.0% of stocks are above today’s open and yesterday’s close.
13.9% 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 12:34 pm ET)
7.0% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170316 12:34 pm ET)
81.6% of stocks are above yesterday’s close. (18.4% are below.)
5.2% are up 4.5% or more. 0.2% are down 4.5% or more.
9.1% are up 3.5% or more. 0.2% are down 3.5% or more.
47.0% are between +1% and -1%.

RSI on DAILY (20170316 12:34 pm ET)
2-day: >=95:10.7%…>=90:28.1%…>=80:56.0%…>=50:81.8%…<=20:7.3%…<=10:3.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.9%…>=50:57.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:56.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170316 12:34 pm ET)
66.2% above previous 1 highs, 11.2% below previous 1 lows
58.4% above previous 2 highs, 3.6% below previous 2 lows
45.6% above previous 3 highs, 3.0% below previous 3 lows
39.9% above previous 4 highs, 2.5% below previous 4 lows
36.1% above previous 5 highs, 1.8% below previous 5 lows
28.1% above previous 6 highs, 1.7% below previous 6 lows
24.9% above previous 7 highs, 1.4% below previous 7 lows
22.5% above previous 8 highs, 1.2% below previous 8 lows
20.0% above previous 9 highs, 1.2% below previous 9 lows
16.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170316 12:34 pm ET)
81.6% are above or equal to 3/15 close (1 days ago), 18.4% are below.
86.3% are above or equal to 3/14 close (2 days ago), 13.7% are below.
71.2% are above or equal to 3/13 close (3 days ago), 28.8% are below.
72.3% are above or equal to 3/10 close (4 days ago), 27.7% are below.
75.6% are above or equal to 3/9 close (5 days ago), 24.4% are below.
69.4% are above or equal to 3/8 close (6 days ago), 30.6% are below.
59.5% are above or equal to 3/7 close (7 days ago), 40.5% are below.
52.0% are above or equal to 3/6 close (8 days ago), 48.0% are below.
42.2% are above or equal to 3/3 close (9 days ago), 57.8% are below.
43.4% are above or equal to 3/2 close (10 days ago), 56.6% are below.
33.5% are above or equal to 3/1 close (11 days ago), 66.5% are below.
48.2% are above or equal to 2/28 close (12 days ago), 51.8% are below.
42.0% are above or equal to 2/27 close (13 days ago), 58.0% are below.
44.8% are above or equal to 2/24 close (14 days ago), 55.2% are below.
45.2% are above or equal to 2/23 close (15 days ago), 54.8% are below.
42.1% are above or equal to 2/22 close (16 days ago), 57.9% are below.
38.0% are above or equal to 2/21 close (17 days ago), 62.0% are below.
44.3% are above or equal to 2/17 close (18 days ago), 55.7% are below.
45.9% are above or equal to 2/16 close (19 days ago), 54.1% are below.
44.5% are above or equal to 2/15 close (20 days ago), 55.5% are below.
47.0% are above or equal to 2/14 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170316 12:34 pm ET)
20d: 16.9% new highs, 2.0% new lows
21d: 16.9% new highs, 1.5% new lows
42d: 14.7% new highs, 0.5% new lows
63d: 13.1% new highs, 0.4% new lows
126d: 11.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170316 12:34 pm ET)
2-day: 80.8% above, 19.2% below
3-day: 84.6% above, 15.4% below
4-day: 79.7% above, 20.3% below
5-day: 78.8% above, 21.2% below
8-day: 75.8% above, 24.2% below
10-day: 66.2% above, 33.8% below
20-day: 48.0% above, 52.0% below
50-day: 56.4% above, 43.6% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170316 12:34 pm ET)
META(29): 4.35% Top=AGI AG CDE TECK SSRI ABX PAAS FMSA ….. CLF CENX SCCO CMC ARNC STLD NEM CNX=Bottom (Metals & Mining)
ENER(88): 1.84% Top=BAS XOG REN CVI CPE QEP FANG CRC ….. COG CVE CVX MTDR EPD RSPP SN RDC=Bottom (Energy)
RETA(61): 1.69% Top=SFM W PIR LL RH DSW GNC TLRD ….. SBH WMT M CVS GME ORLY SHLD GES=Bottom (Retail & Specialty Retail)
COHW(41): 1.67% Top=INFN ACIA VIAV VG SSYS S CIEN FNSR ….. PANW CSCO NTAP CTL QCOM NMBL WIN COMM=Bottom (Computer Hardware/Telecom)
MATE(27): 1.64% Top=TPH KBH CAA TOL PHM LEN DHI EME ….. PWR RSG JELD WM FLR MLM VMC SUM=Bottom (Materials & Construction)
ELEC(48): 1.59% Top=OCLR FIT CSIQ SPWR CRUS JBL FSLR MSCC ….. AMKR AMD ADI ON AMBA AVGO WAT BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 1.54% Top=AAL DAL SAVE UAL JBLU TRN LUV SWFT ….. KSU NSC JBHT CSX CP WAB EXPD CHRW=Bottom (Transportation)
LEIS(36): 1.49% Top=GPRO WYNN H TXRH JACK SEAS WYN BLMN ….. HGV BYD STAY CMG SONC SIX DPZ EAT=Bottom (Leisure)
MANU(33): 1.47% Top=DDD ATI KMT PNR MWA MRC TEX DOV ….. GE ITW XYL BWXT HON PH ROP DHR=Bottom (Manufacturing)
REAL(95): 1.43% Top=WPG SHO KRG EDR HST DRH CBL PEI ….. DFT DLR CONE PSA STWD GEO ALLY NLY=Bottom (Real Estate)
CONS(52): 1.22% Top=SKX UAA FOSL OI PVH KS HBI BC ….. CLX SEE CSL NKE PAY AVY ENR WHR=Bottom (Consumer)
COSW(76): 1.20% Top=ORCL VEEV VIPS TWLO NCR MDRX COTV FEYE ….. FIS EQIX EA ATHM TTWO NTES WUBA MSCI=Bottom (Computer Software/Internet)
CHEM(25): 0.72% Top=AXTA TROX CC WLK POT AGU OLN MOS ….. PAH HUN DOW MON ALB DD CE CF=Bottom (Chemicals/Fertilizers)
DISV(43): 0.65% Top=AMN FDC CAR FLT KBR RHI URI ACM ….. VNTV SBAC LDOS FISV ZTO WTW CNDT RRD=Bottom (Diversified Services)
FINA(88): 0.32% Top=SAN OMF JNS BEN PFG SLM WETF IVZ ….. OZRK TWNK C STI FNB FRC HBAN YRD=Bottom (Banks/Financials)
INSU(31): 0.25% Top=FNF SLF MTG FAF AFL BRO PGR RDN ….. UNM CLGX AFSI MBI VR AXS XL HIG=Bottom (Insurance)
HEAL(43): -0.05% Top=CYH OPK IRWD MOH ALGN HLS VAR HRC ….. EW XRAY ACHC PRXL TMO BDX 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 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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