daytrend

03/17/2017

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:49 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 11:49 am ET)
16.7% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
24.5% are below yesterday’s low.
58.7% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
41.5% of stocks with today’s low < yesterday’s low. (58.5% greater than).

EVIDENCE OF INTRADAY TREND (20170317 11:49 am ET)
38.9% of stocks are above today’s open. (60.2% are below).
36.8% of stocks are above today’s open and yesterday’s close.
44.5% 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 11:49 am ET)
9.7% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
40.8% are in the top half. 59.2% of stocks are in the bottom half of today’s range.
27.8% are in the bottom 20%.
16.4% are in the bottom 10%.

GAIN (20170317 11:49 am ET)
53.6% of stocks are above yesterday’s close. (46.4% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 1.0% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20170317 11:49 am ET)
2-day: >=95:7.7%…>=90:16.9%…>=80:28.1%…>=50:59.8%…<=20:12.0%…<=10:4.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:53.6%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:52.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170317 11:49 am ET)
16.7% above previous 1 highs, 24.5% below previous 1 lows
15.0% above previous 2 highs, 11.4% below previous 2 lows
14.2% above previous 3 highs, 6.7% below previous 3 lows
12.8% above previous 4 highs, 6.3% below previous 4 lows
11.8% above previous 5 highs, 5.4% below previous 5 lows
11.5% above previous 6 highs, 4.8% below previous 6 lows
8.9% above previous 7 highs, 4.7% below previous 7 lows
7.4% above previous 8 highs, 4.4% below previous 8 lows
6.9% above previous 9 highs, 4.4% below previous 9 lows
6.7% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170317 11:49 am ET)
53.6% are above or equal to 3/16 close (1 days ago), 46.4% are below.
47.8% are above or equal to 3/15 close (2 days ago), 52.2% are below.
77.2% are above or equal to 3/14 close (3 days ago), 22.8% are below.
64.4% are above or equal to 3/13 close (4 days ago), 35.6% are below.
66.1% are above or equal to 3/10 close (5 days ago), 33.9% 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.
56.1% are above or equal to 3/7 close (8 days ago), 43.9% are below.
48.9% are above or equal to 3/6 close (9 days ago), 51.1% are below.
43.2% are above or equal to 3/3 close (10 days ago), 56.8% are below.
43.5% are above or equal to 3/2 close (11 days ago), 56.5% are below.
34.1% are above or equal to 3/1 close (12 days ago), 65.9% are below.
48.2% are above or equal to 2/28 close (13 days ago), 51.8% are below.
40.7% are above or equal to 2/27 close (14 days ago), 59.3% are below.
43.4% are above or equal to 2/24 close (15 days ago), 56.6% are below.
43.9% are above or equal to 2/23 close (16 days ago), 56.1% are below.
40.8% are above or equal to 2/22 close (17 days ago), 59.2% are below.
37.6% are above or equal to 2/21 close (18 days ago), 62.4% are below.
43.2% are above or equal to 2/17 close (19 days ago), 56.8% are below.
44.5% are above or equal to 2/16 close (20 days ago), 55.5% are below.
42.8% are above or equal to 2/15 close (21 days ago), 57.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170317 11:49 am ET)
20d: 9.2% new highs, 4.3% new lows
21d: 8.9% new highs, 4.1% new lows
42d: 7.8% new highs, 1.1% new lows
63d: 6.8% new highs, 0.7% new lows
126d: 5.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170317 11:49 am ET)
2-day: 52.9% above, 47.1% below
3-day: 48.7% above, 51.3% below
4-day: 64.5% above, 35.5% below
5-day: 64.8% above, 35.2% below
8-day: 66.6% above, 33.4% below
10-day: 64.5% above, 35.5% below
20-day: 46.1% above, 53.9% below
50-day: 54.4% above, 45.6% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170317 11:49 am ET)
CHEM(25): 0.92% Top=TROX ALB CC FMC IFF CF AXTA HUN ….. SHW RPM AGU MOS DOW CE MON PAH=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.61% Top=SHAK TXRH WYNN BLMN EAT MGM SBUX DRI ….. QSR PK DPZ JACK HLT STAY GPRO SEAS=Bottom (Leisure)
META(29): 0.45% Top=FMSA STLD AGI AKS X CNX NUE FCX ….. CMC TECK SLW PAAS SLCA CENX TAHO SSRI=Bottom (Metals & Mining)
HEAL(42): 0.41% Top=EW ALGN IART DXCM VAR HRC PKI ZBH ….. AET THC ACHC UHS BKD OPK IRWD CYH=Bottom (Health)
REAL(95): 0.24% Top=RLGY HPP CIM DEI STOR FRT TWO KRC ….. PEI GGP DDR KRG WPG CBL SC ALLY=Bottom (Real Estate)
MANU(33): 0.22% Top=TEX MRC RS AGCO GE ATI ITW PNR ….. DCI AME ROP ETN MWA FLS ITT DDD=Bottom (Manufacturing)
COHW(41): 0.21% Top=ACIA VIAV ZAYO CTL FNSR BCE LVLT TMUS ….. NMBL STX S PANW TDC VG PSTG UBNT=Bottom (Computer Hardware/Telecom)
ENER(88): 0.15% Top=BAS CPE REN CLR APA PE EGN CRZO ….. HFC RES CRC PBF DK MPLX GEL CVI=Bottom (Energy)
ELEC(47): 0.05% Top=HIMX OCLR PI NVDA AMKR MCHP SNPS KLAC ….. KEYS FLEX TRMB CREE AYI FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): -0.08% Top=YY AMN RRD ILG VNTV G VRSK FISV ….. MCO R AL KBR ACM CAR ZTO WTW=Bottom (Diversified Services)
CONS(52): -0.11% Top=KS MAT SKX WWW TUP LEG BLL AVY ….. FL BERY RL SON HBI PBI FOSL UAA=Bottom (Consumer)
MATE(27): -0.12% Top=MDR JELD SRCL DAR WCN RSG FAST WM ….. DHI SUM KBH PWR TOL EME CAA TPH=Bottom (Materials & Construction)
COSW(76): -0.14% Top=ADBE NTES SHOP AZPN CERN CDNS CA COTV ….. XRX MDRX VIPS FEYE CSC TTD BITA ATHM=Bottom (Computer Software/Internet)
TRAN(23): -0.20% Top=TRN FDX JBLU UPS UNP EXPD CNI CHRW ….. SAVE KSU CSX JBHT DAL XPO LUV SWFT=Bottom (Transportation)
RETA(61): -0.21% Top=TIF SFM GES FINL EBAY BBY SPLS LB ….. AAP SIG DSW ANF AN URBN AEO KMX=Bottom (Retail & Specialty Retail)
FINA(89): -1.16% Top=PYPL PSEC NAVI WU KCG EFX BX ARCC ….. OMF SYF LAZ TROW IVZ YRD BEN WDR=Bottom (Banks/Financials)
INSU(30): -1.35% Top=CLGX PGR XL MMC FNF WLTW AON TRV ….. MET AGO PRU RDN LNC MTG MBI 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 11:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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