daytrend

03/17/2017

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20170317. 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 (20170317 10:10 am ET)
14.5% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
14.2% are below yesterday’s low.
71.3% are inside yesterday’s range.
30.1% of stocks with today’s high > yesterday’s high. (69.9% less than).
29.7% of stocks with today’s low < yesterday’s low. (70.3% greater than).

EVIDENCE OF INTRADAY TREND (20170317 10:10 am ET)
39.4% of stocks are above today’s open. (57.7% are below).
36.2% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
9.7% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (22.2% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170317 10:10 am ET)
12.6% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
43.1% are in the top half. 56.9% of stocks are in the bottom half of today’s range.
23.4% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20170317 10:10 am ET)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.2% are down 3.5% or more.
83.0% are between +1% and -1%.

RSI on DAILY (20170317 10:10 am ET)
2-day: >=95:7.4%…>=90:15.4%…>=80:29.1%…>=50:65.7%…<=20:6.1%…<=10:2.6%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:54.8%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:54.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170317 10:10 am ET)
14.5% above previous 1 highs, 14.2% below previous 1 lows
12.8% above previous 2 highs, 3.7% below previous 2 lows
12.0% above previous 3 highs, 1.9% below previous 3 lows
10.5% above previous 4 highs, 1.8% below previous 4 lows
9.7% above previous 5 highs, 1.8% below previous 5 lows
9.1% above previous 6 highs, 1.4% below previous 6 lows
6.9% above previous 7 highs, 1.3% below previous 7 lows
6.2% above previous 8 highs, 1.1% below previous 8 lows
6.1% above previous 9 highs, 1.1% below previous 9 lows
5.9% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170317 10:10 am ET)
55.5% are above or equal to 3/16 close (1 days ago), 44.5% are below.
53.6% are above or equal to 3/15 close (2 days ago), 46.4% are below.
81.0% are above or equal to 3/14 close (3 days ago), 19.0% are below.
67.7% are above or equal to 3/13 close (4 days ago), 32.3% are below.
70.9% are above or equal to 3/10 close (5 days ago), 29.1% are below.
74.8% are above or equal to 3/9 close (6 days ago), 25.2% are below.
67.7% are above or equal to 3/8 close (7 days ago), 32.3% are below.
58.4% are above or equal to 3/7 close (8 days ago), 41.6% are below.
51.9% are above or equal to 3/6 close (9 days ago), 48.1% are below.
44.4% are above or equal to 3/3 close (10 days ago), 55.6% are below.
45.1% are above or equal to 3/2 close (11 days ago), 54.9% are below.
34.3% are above or equal to 3/1 close (12 days ago), 65.7% are below.
48.2% are above or equal to 2/28 close (13 days ago), 51.8% are below.
42.5% are above or equal to 2/27 close (14 days ago), 57.5% are below.
44.7% are above or equal to 2/24 close (15 days ago), 55.3% are below.
45.7% are above or equal to 2/23 close (16 days ago), 54.3% are below.
42.0% are above or equal to 2/22 close (17 days ago), 58.0% are below.
38.8% are above or equal to 2/21 close (18 days ago), 61.2% are below.
43.9% are above or equal to 2/17 close (19 days ago), 56.1% are below.
45.2% are above or equal to 2/16 close (20 days ago), 54.8% are below.
43.3% are above or equal to 2/15 close (21 days ago), 56.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170317 10:10 am ET)
20d: 7.4% new highs, 1.6% new lows
21d: 7.3% new highs, 1.4% new lows
42d: 6.3% new highs, 0.4% new lows
63d: 5.5% new highs, 0.2% new lows
126d: 4.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170317 10:10 am ET)
2-day: 52.9% above, 47.1% below
3-day: 53.1% above, 46.9% below
4-day: 69.6% above, 30.4% below
5-day: 70.3% above, 29.7% below
8-day: 71.9% above, 28.1% below
10-day: 68.2% above, 31.8% below
20-day: 48.2% above, 51.8% below
50-day: 56.2% above, 43.8% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170317 10:10 am ET)
META(29): 1.13% Top=STLD AGI AKS FMSA X AG NEM CLF ….. SLW ARNC CCJ TAHO SLCA SSRI CENX TECK=Bottom (Metals & Mining)
LEIS(36): 0.69% Top=TXRH BLMN SHAK DRI SBUX WYNN EAT MGM ….. HGV DPZ QSR CMG YUMC STAY GPRO SEAS=Bottom (Leisure)
CHEM(25): 0.62% Top=CF ALB TROX IFF WLK CC AXTA FMC ….. MON AGU RPM DOW OLN HUN PPG PAH=Bottom (Chemicals/Fertilizers)
ENER(88): 0.35% Top=NOV CLR SN FRAC BAS BHI CRZO PXD ….. PAA GPOR SPN MPLX ETP HFC CRC CVI=Bottom (Energy)
REAL(95): 0.31% Top=CIM RLGY HPP PSA CUBE TWO EXR DEI ….. CUZ KRG GEO MAC CBL SC WPG ALLY=Bottom (Real Estate)
COHW(41): 0.31% Top=VIAV ACIA WIN ZAYO CTL BCE TMUS CIEN ….. ARRS GOGO STX PANW VG NMBL TDC PSTG=Bottom (Computer Hardware/Telecom)
MANU(33): 0.23% Top=TEX RS MRC MWA GE BWXT ATI ITW ….. AOS KMT FLS EMR DDD ETN ITT CFX=Bottom (Manufacturing)
ELEC(47): 0.09% Top=OCLR HIMX AMKR AMBA CRUS SIMO LRCX SNPS ….. KEYS CREE AYI FLEX BRKR FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 0.03% Top=TRN JBLU CNI WAB GWR FDX EXPD UPS ….. CP XPO ALK CSX LUV DAL JBHT SWFT=Bottom (Transportation)
RETA(61): -0.05% Top=GES SPLS TIF PIR LB BBY EBAY FINL ….. ANF SIG AAP AEO KMX RH SFM URBN=Bottom (Retail & Specialty Retail)
DISV(42): -0.06% Top=YY ILG RRD BAH LDOS VRSK URI FISV ….. MCO HRB ACM INFO WTW KBR CAR ZTO=Bottom (Diversified Services)
CONS(52): -0.08% Top=KS SKX TPX MAT WWW COTY LEG WRK ….. SON LULU RL FL HBI FOSL UAA PBI=Bottom (Consumer)
HEAL(42): -0.12% Top=IART NUVA VAR RMD BDX ALGN XRAY BSX ….. HLS AET ANTM THC OPK IRWD BKD CYH=Bottom (Health)
MATE(27): -0.16% Top=MDR JELD WM WCN VMC EXP RSG MLM ….. OC SUM GMS EME TOL KBH CAA TPH=Bottom (Materials & Construction)
COSW(76): -0.25% Top=ADBE NTES CA SHOP NTNX BIDU VMW WDAY ….. EA MDRX TWLO TTD CSC VIPS BITA ATHM=Bottom (Computer Software/Internet)
FINA(89): -0.39% Top=PSEC PYPL NYCB NAVI YRD TWNK CLNS ARCC ….. FNB LAZ WETF OMF IVZ WDR TROW BEN=Bottom (Banks/Financials)
INSU(30): -0.72% Top=PGR AON HIG MMC CLGX CINF TRV ALL ….. FAF MET ORI MBI AIG MTG LNC AFSI=Bottom (Insurance)

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 10:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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