daytrend

03/16/2017

Filed under: Market Stats — daytrend @ 12:31 pm

Market Stats at 1:31 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 1:31 pm ET)
65.0% of stocks are above yesterday’s high.
76.4% are above yesterday’s midpoint. (23.6% are below.)
14.1% are below yesterday’s low.
21.0% are inside yesterday’s range.
89.0% of stocks with today’s high > yesterday’s high. (11.0% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20170316 1:31 pm ET)
38.3% of stocks are above today’s open. (60.5% are below).
34.1% of stocks are above today’s open and yesterday’s close.
17.0% 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 1:31 pm ET)
6.0% of stocks are in the top 10% of today’s range.
11.7% are in the top 20%.
36.0% are in the top half. 64.0% of stocks are in the bottom half of today’s range.
27.4% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20170316 1:31 pm ET)
78.8% of stocks are above yesterday’s close. (21.2% are below.)
4.5% are up 4.5% or more. 0.2% are down 4.5% or more.
8.8% are up 3.5% or more. 0.4% are down 3.5% or more.
48.0% are between +1% and -1%.

RSI on DAILY (20170316 1:31 pm ET)
2-day: >=95:10.7%…>=90:26.9%…>=80:51.6%…>=50:79.4%…<=20:8.0%…<=10:3.1%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:56.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170316 1:31 pm ET)
65.0% above previous 1 highs, 14.1% below previous 1 lows
57.2% above previous 2 highs, 4.2% below previous 2 lows
44.8% above previous 3 highs, 3.5% below previous 3 lows
38.7% above previous 4 highs, 2.9% below previous 4 lows
34.8% above previous 5 highs, 2.0% below previous 5 lows
27.8% above previous 6 highs, 1.8% below previous 6 lows
24.7% above previous 7 highs, 1.8% below previous 7 lows
21.7% above previous 8 highs, 1.3% below previous 8 lows
19.8% above previous 9 highs, 1.3% below previous 9 lows
16.1% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170316 1:31 pm ET)
78.8% are above or equal to 3/15 close (1 days ago), 21.2% are below.
84.7% are above or equal to 3/14 close (2 days ago), 15.3% are below.
69.5% are above or equal to 3/13 close (3 days ago), 30.5% are below.
70.6% are above or equal to 3/10 close (4 days ago), 29.4% are below.
75.9% are above or equal to 3/9 close (5 days ago), 24.1% are below.
68.5% are above or equal to 3/8 close (6 days ago), 31.5% are below.
58.5% are above or equal to 3/7 close (7 days ago), 41.5% are below.
51.0% are above or equal to 3/6 close (8 days ago), 49.0% are below.
41.2% are above or equal to 3/3 close (9 days ago), 58.8% are below.
43.7% are above or equal to 3/2 close (10 days ago), 56.3% are below.
32.5% are above or equal to 3/1 close (11 days ago), 67.5% are below.
47.8% are above or equal to 2/28 close (12 days ago), 52.2% are below.
41.5% are above or equal to 2/27 close (13 days ago), 58.5% are below.
44.3% are above or equal to 2/24 close (14 days ago), 55.7% are below.
44.6% are above or equal to 2/23 close (15 days ago), 55.4% are below.
41.4% are above or equal to 2/22 close (16 days ago), 58.6% are below.
37.7% are above or equal to 2/21 close (17 days ago), 62.3% are below.
44.6% are above or equal to 2/17 close (18 days ago), 55.4% are below.
45.4% are above or equal to 2/16 close (19 days ago), 54.6% are below.
43.9% are above or equal to 2/15 close (20 days ago), 56.1% are below.
46.0% are above or equal to 2/14 close (21 days ago), 54.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170316 1:31 pm ET)
20d: 17.2% new highs, 2.0% new lows
21d: 17.2% new highs, 1.7% new lows
42d: 14.9% new highs, 0.5% new lows
63d: 13.3% new highs, 0.4% new lows
126d: 11.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170316 1:31 pm ET)
2-day: 78.3% above, 21.7% below
3-day: 82.2% above, 17.8% below
4-day: 77.9% above, 22.1% below
5-day: 76.9% above, 23.1% below
8-day: 75.3% above, 24.7% below
10-day: 65.2% above, 34.8% below
20-day: 47.2% above, 52.8% below
50-day: 56.0% above, 44.0% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170316 1:31 pm ET)
META(29): 4.31% Top=AGI AG CDE SSRI PAAS TECK ABX NUE ….. CLF CENX CMC SCCO STLD ARNC CNX NEM=Bottom (Metals & Mining)
TRAN(23): 1.66% Top=AAL DAL SAVE UAL JBLU LUV TRN ALK ….. JBHT CP CSX NSC KSU WAB EXPD CHRW=Bottom (Transportation)
ENER(88): 1.65% Top=BAS XOG REN CVI CPE FANG QEP CRC ….. COG AR RSPP HP SM MTDR RDC SN=Bottom (Energy)
MATE(27): 1.62% Top=KBH TPH CAA TOL PHM DHI LEN EME ….. GMS RSG WCN WM FLR MLM VMC SUM=Bottom (Materials & Construction)
COHW(41): 1.56% Top=INFN VG ACIA SSYS VIAV S CIEN FNSR ….. LVLT GOGO NMBL CSCO QCOM WIN COMM CTL=Bottom (Computer Hardware/Telecom)
RETA(61): 1.54% Top=SFM W PIR RH LL DSW GNC WSM ….. SBH WMT M CVS ORLY SHLD GME GES=Bottom (Retail & Specialty Retail)
REAL(95): 1.47% Top=WPG SHO KRG EDR CBL DRH PLD CUZ ….. UNIT DLR CONE PSA STWD GEO ALLY NLY=Bottom (Real Estate)
LEIS(36): 1.42% Top=GPRO WYNN H TXRH JACK SEAS WYN BLMN ….. HGV STAY MTN SIX BYD CMG DPZ EAT=Bottom (Leisure)
MANU(33): 1.36% Top=DDD ATI KMT PNR MWA MRC TEX EMR ….. BWXT XYL GE ITW HON PH ROP DHR=Bottom (Manufacturing)
ELEC(48): 1.34% Top=OCLR FIT CRUS JBL CSIQ SPWR FSLR MSCC ….. ON ADI AMKR AMD AVGO AMBA WAT BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 1.13% Top=ORCL VIPS VEEV TWLO NCR FEYE COTV MDRX ….. NTNX CA FIS EQIX EA NTES TTWO MSCI=Bottom (Computer Software/Internet)
CONS(52): 1.05% Top=SKX UAA FOSL KS PVH WRK OI HBI ….. SEE CSL GPK PAY NKE ENR AVY WHR=Bottom (Consumer)
CHEM(25): 0.70% Top=TROX CC AXTA WLK OLN POT AGU MOS ….. HUN PAH DOW DD MON ALB CF CE=Bottom (Chemicals/Fertilizers)
DISV(43): 0.64% Top=AMN RHI CAR FLT FDC CXW ILG KBR ….. LDOS VNTV SBAC MYGN FISV WTW RRD CNDT=Bottom (Diversified Services)
FINA(88): 0.35% Top=SAN WETF JNS OMF BEN SLM AMTD PFG ….. SEIC BKU TWNK STI FNB FRC HBAN YRD=Bottom (Banks/Financials)
INSU(31): 0.20% Top=FNF SLF MTG FAF BRO AFL PGR ALL ….. AGO UNM CNO VR AXS AFSI XL HIG=Bottom (Insurance)
HEAL(43): -0.16% Top=CYH OPK IRWD ALGN MOH HLS VAR CNC ….. ACHC XRAY DXCM ESRX TMO BDX A IART=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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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