daytrend

03/17/2017

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 11:12 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 11:12 am ET)
13.6% of stocks are above yesterday’s high.
41.3% are above yesterday’s midpoint. (58.7% are below.)
25.5% are below yesterday’s low.
60.9% are inside yesterday’s range.
35.8% of stocks with today’s high > yesterday’s high. (64.2% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND (20170317 11:12 am ET)
34.0% of stocks are above today’s open. (64.7% are below).
31.6% of stocks are above today’s open and yesterday’s close.
49.3% 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 11:12 am ET)
4.4% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
36.0% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20170317 11:12 am ET)
48.3% of stocks are above yesterday’s close. (51.7% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
75.8% are between +1% and -1%.

RSI on DAILY (20170317 11:12 am ET)
2-day: >=95:6.6%…>=90:14.0%…>=80:25.7%…>=50:57.9%…<=20:10.8%…<=10:3.6%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:51.4%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170317 11:12 am ET)
13.6% above previous 1 highs, 25.5% below previous 1 lows
12.1% above previous 2 highs, 9.4% below previous 2 lows
11.4% above previous 3 highs, 5.3% below previous 3 lows
9.8% above previous 4 highs, 4.9% below previous 4 lows
9.3% above previous 5 highs, 3.8% below previous 5 lows
8.7% above previous 6 highs, 3.5% below previous 6 lows
6.8% above previous 7 highs, 3.5% below previous 7 lows
5.6% above previous 8 highs, 3.2% below previous 8 lows
5.4% above previous 9 highs, 3.1% below previous 9 lows
5.3% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170317 11:12 am ET)
48.3% are above or equal to 3/16 close (1 days ago), 51.7% are below.
45.6% are above or equal to 3/15 close (2 days ago), 54.4% are below.
77.3% are above or equal to 3/14 close (3 days ago), 22.7% are below.
64.2% are above or equal to 3/13 close (4 days ago), 35.8% are below.
65.6% are above or equal to 3/10 close (5 days ago), 34.4% are below.
70.5% are above or equal to 3/9 close (6 days ago), 29.5% are below.
64.8% are above or equal to 3/8 close (7 days ago), 35.2% are below.
54.8% are above or equal to 3/7 close (8 days ago), 45.2% are below.
47.8% are above or equal to 3/6 close (9 days ago), 52.2% are below.
42.5% are above or equal to 3/3 close (10 days ago), 57.5% are below.
43.1% are above or equal to 3/2 close (11 days ago), 56.9% are below.
32.5% are above or equal to 3/1 close (12 days ago), 67.5% are below.
47.6% are above or equal to 2/28 close (13 days ago), 52.4% are below.
40.7% are above or equal to 2/27 close (14 days ago), 59.3% are below.
43.3% are above or equal to 2/24 close (15 days ago), 56.7% are below.
43.4% are above or equal to 2/23 close (16 days ago), 56.6% are below.
40.2% are above or equal to 2/22 close (17 days ago), 59.8% are below.
37.0% are above or equal to 2/21 close (18 days ago), 63.0% are below.
42.8% are above or equal to 2/17 close (19 days ago), 57.2% are below.
44.7% are above or equal to 2/16 close (20 days ago), 55.3% are below.
42.3% are above or equal to 2/15 close (21 days ago), 57.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170317 11:12 am ET)
20d: 8.6% new highs, 3.6% new lows
21d: 8.5% new highs, 3.3% new lows
42d: 7.4% new highs, 0.8% new lows
63d: 6.5% new highs, 0.6% new lows
126d: 5.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170317 11:12 am ET)
2-day: 46.7% above, 53.3% below
3-day: 43.8% above, 56.2% below
4-day: 62.4% above, 37.6% below
5-day: 62.4% above, 37.6% below
8-day: 65.9% above, 34.1% below
10-day: 63.9% above, 36.1% below
20-day: 45.0% above, 55.0% below
50-day: 54.3% above, 45.7% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170317 11:12 am ET)
CHEM(25): 0.64% Top=CF IFF ALB FMC TROX AXTA CC WLK ….. MOS DD RPM OLN MON CE DOW PAH=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.56% Top=SHAK TXRH WYNN BLMN EAT MGM SBUX DRI ….. SIX JACK DPZ QSR HLT STAY GPRO SEAS=Bottom (Leisure)
HEAL(42): 0.25% Top=IART EW ALGN DXCM VAR ZBH XRAY HRC ….. ANTM ACHC PRXL BKD UHS OPK IRWD CYH=Bottom (Health)
ENER(88): 0.13% Top=BAS CLR CRZO BHI FRAC REN APA CPE ….. DK SPN RES PBF MPLX CRC GEL CVI=Bottom (Energy)
REAL(95): 0.13% Top=RLGY HPP STOR GLPI CUBE EXR CIM PLD ….. PEI GEO SHO KRG WPG CBL SC ALLY=Bottom (Real Estate)
MANU(33): 0.09% Top=TEX AGCO RS CAT MRC HON GE XYL ….. DCI CFX EMR AME ETN FLS ITT DDD=Bottom (Manufacturing)
COHW(41): 0.09% Top=ACIA VIAV CTL BCE LVLT FNSR TMUS JNPR ….. NMBL CDW S TDC STX VG PSTG UBNT=Bottom (Computer Hardware/Telecom)
META(29): 0.01% Top=STLD FMSA AKS X AGI NUE AA CNX ….. CDE AG SLW SLCA PAAS CENX TAHO SSRI=Bottom (Metals & Mining)
RETA(61): -0.11% Top=TIF FINL GES BBY SFM EBAY SPLS LB ….. AAP AN SIG RH BLDR AEO URBN KMX=Bottom (Retail & Specialty Retail)
TRAN(23): -0.12% Top=TRN JBLU FDX UPS UNP CHRW WAB CNI ….. ALK KSU CSX DAL JBHT XPO LUV SWFT=Bottom (Transportation)
CONS(52): -0.17% Top=KS SKX MAT TPX TUP WWW LEG COTY ….. RL GT BERY SON PBI HBI UAA FOSL=Bottom (Consumer)
ELEC(47): -0.17% Top=OCLR HIMX CY MCHP AMKR SNPS NVDA ADI ….. QRVO TRMB FLEX AYI CREE FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): -0.22% Top=YY ILG AMN RRD VRSK VNTV G FISV ….. AL R JEC KBR ACM CAR ZTO WTW=Bottom (Diversified Services)
MATE(27): -0.27% Top=MDR JELD SRCL WCN DAR MLM WM RSG ….. WY KBH TOL PWR SUM EME CAA TPH=Bottom (Materials & Construction)
COSW(76): -0.28% Top=ADBE NTES SHOP WDAY NTNX CA AZPN CERN ….. MDRX TWLO FEYE VIPS CSC TTD ATHM BITA=Bottom (Computer Software/Internet)
FINA(89): -1.01% Top=PYPL PSEC WU KCG TWNK BX NAVI ARCC ….. WETF OMF IVZ TROW LAZ BEN WDR YRD=Bottom (Banks/Financials)
INSU(30): -1.29% Top=CLGX PGR MMC WLTW AON FNF XL ALL ….. PRU ORI FAF RDN LNC MBI MTG 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 11:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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