daytrend

03/16/2017

Filed under: Market Stats — daytrend @ 1:28 pm

Market Stats at 2:27 pm ET
by daytrend on 20170316. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170316 2:27 pm ET)
66.9% of stocks are above yesterday’s high.
79.7% are above yesterday’s midpoint. (20.3% are below.)
12.1% are below yesterday’s low.
21.0% are inside yesterday’s range.
89.5% of stocks with today’s high > yesterday’s high. (10.5% less than).
25.2% of stocks with today’s low < yesterday’s low. (74.8% greater than).

EVIDENCE OF INTRADAY TREND (20170316 2:27 pm ET)
43.4% of stocks are above today’s open. (55.3% are below).
39.9% of stocks are above today’s open and yesterday’s close.
14.1% 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 2:27 pm ET)
7.5% of stocks are in the top 10% of today’s range.
15.5% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20170316 2:27 pm ET)
82.8% of stocks are above yesterday’s close. (17.2% are below.)
5.3% are up 4.5% or more. 0.4% are down 4.5% or more.
9.7% are up 3.5% or more. 0.4% are down 3.5% or more.
45.6% are between +1% and -1%.

RSI on DAILY (20170316 2:27 pm ET)
2-day: >=95:11.5%…>=90:29.4%…>=80:55.8%…>=50:81.9%…<=20:6.7%…<=10:2.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:56.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:56.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170316 2:27 pm ET)
66.9% above previous 1 highs, 12.1% below previous 1 lows
59.4% above previous 2 highs, 3.8% below previous 2 lows
47.6% above previous 3 highs, 3.5% below previous 3 lows
41.5% above previous 4 highs, 3.0% below previous 4 lows
37.2% above previous 5 highs, 2.1% below previous 5 lows
29.8% above previous 6 highs, 1.9% below previous 6 lows
26.3% above previous 7 highs, 1.9% below previous 7 lows
23.6% above previous 8 highs, 1.4% below previous 8 lows
21.0% above previous 9 highs, 1.3% below previous 9 lows
16.9% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170316 2:27 pm ET)
82.8% are above or equal to 3/15 close (1 days ago), 17.2% are below.
86.3% are above or equal to 3/14 close (2 days ago), 13.7% are below.
70.2% are above or equal to 3/13 close (3 days ago), 29.8% are below.
71.2% are above or equal to 3/10 close (4 days ago), 28.8% are below.
77.1% are above or equal to 3/9 close (5 days ago), 22.9% are below.
69.7% are above or equal to 3/8 close (6 days ago), 30.3% are below.
59.5% are above or equal to 3/7 close (7 days ago), 40.5% are below.
51.9% are above or equal to 3/6 close (8 days ago), 48.1% are below.
42.8% are above or equal to 3/3 close (9 days ago), 57.2% are below.
44.5% are above or equal to 3/2 close (10 days ago), 55.5% are below.
33.5% are above or equal to 3/1 close (11 days ago), 66.5% are below.
48.4% are above or equal to 2/28 close (12 days ago), 51.6% are below.
42.8% are above or equal to 2/27 close (13 days ago), 57.2% are below.
44.7% are above or equal to 2/24 close (14 days ago), 55.3% are below.
45.6% are above or equal to 2/23 close (15 days ago), 54.4% are below.
42.5% are above or equal to 2/22 close (16 days ago), 57.5% are below.
38.1% are above or equal to 2/21 close (17 days ago), 61.9% are below.
44.6% are above or equal to 2/17 close (18 days ago), 55.4% are below.
46.1% are above or equal to 2/16 close (19 days ago), 53.9% are below.
44.3% are above or equal to 2/15 close (20 days ago), 55.7% are below.
46.5% are above or equal to 2/14 close (21 days ago), 53.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170316 2:27 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: 13.4% new highs, 0.4% new lows
126d: 11.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170316 2:27 pm ET)
2-day: 81.7% above, 18.3% below
3-day: 84.7% above, 15.3% below
4-day: 80.4% above, 19.6% below
5-day: 79.2% above, 20.8% below
8-day: 76.4% above, 23.6% below
10-day: 67.3% above, 32.7% below
20-day: 48.3% above, 51.7% below
50-day: 56.1% above, 43.9% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170316 2:27 pm ET)
META(29): 4.31% Top=AGI CDE AG SSRI TECK PAAS ABX FMSA ….. CENX CMC SCCO CLF ARNC STLD CNX NEM=Bottom (Metals & Mining)
ENER(88): 2.12% Top=BAS XOG REN FRAC CRC QEP FANG CPE ….. CVX OXY RSPP COG EPD AR SN RDC=Bottom (Energy)
COHW(41): 1.82% Top=INFN VG VIAV S SSYS CIEN ACIA FNSR ….. ARRS ANET LVLT CSCO NMBL QCOM CTL COMM=Bottom (Computer Hardware/Telecom)
TRAN(23): 1.62% Top=SAVE AAL DAL UAL JBLU LUV TRN SWFT ….. JBHT CSX NSC CP KSU WAB EXPD CHRW=Bottom (Transportation)
RETA(61): 1.58% Top=SFM RH W LL PIR DSW TLRD GNC ….. WBA SHLD SBH M CVS GME ORLY GES=Bottom (Retail & Specialty Retail)
REAL(95): 1.54% Top=WPG SHO KRG EDR CBL DRH CUZ PLD ….. DFT OUT CONE UNIT STWD GEO NLY ALLY=Bottom (Real Estate)
LEIS(36): 1.53% Top=GPRO TXRH H WYNN SEAS JACK BLMN PK ….. YUM STAY MTN SIX HGV CMG BYD EAT=Bottom (Leisure)
MATE(27): 1.50% Top=KBH TPH CAA TOL MDR PHM EME MAS ….. RSG WM WCN GMS FLR MLM VMC SUM=Bottom (Materials & Construction)
ELEC(48): 1.50% Top=FIT OCLR JBL CRUS CSIQ SPWR FSLR MSCC ….. SWKS MXL AMD ADI AVGO WAT AMBA BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): 1.42% Top=DDD ATI PNR KMT MWA DOV MRC EMR ….. SWK GE ITW HON RS PH ROP DHR=Bottom (Manufacturing)
COSW(76): 1.15% Top=VIPS ORCL VEEV NCR MDRX COTV FEYE TWLO ….. EA CA FIS EQIX TTWO TTD NTES MSCI=Bottom (Computer Software/Internet)
CONS(52): 1.05% Top=SKX UAA FOSL WRK KS OI PVH HBI ….. CSL PAY NKE BMS ENR GPK AVY WHR=Bottom (Consumer)
DISV(43): 0.75% Top=AMN RHI FLT CAR CXW FDC KBR URI ….. SBAC MYGN LDOS FISV RRD ZTO CNDT WTW=Bottom (Diversified Services)
CHEM(25): 0.68% Top=TROX CC AXTA WLK AGU POT OLN MOS ….. PAH HUN DOW DD ALB CF MON CE=Bottom (Chemicals/Fertilizers)
INSU(31): 0.41% Top=FNF SLF FAF MTG BRO AFL CINF PRU ….. UNM CLGX AGO VR AXS AFSI XL HIG=Bottom (Insurance)
FINA(87): 0.41% Top=WETF JNS BEN OMF SLM AMTD IVZ PFG ….. WAL FNB OZRK MTB TWNK FRC HBAN YRD=Bottom (Banks/Financials)
HEAL(43): -0.10% Top=OPK CYH IRWD ALGN HLS MOH VAR CNC ….. DVA XRAY TMO ACHC BDX ESRX 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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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