daytrend

03/17/2017

Filed under: Market Stats — daytrend @ 12:28 pm

Market Stats at 1:28 pm ET
by daytrend on 20170317. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170317 1:28 pm ET)
20.6% of stocks are above yesterday’s high.
51.3% are above yesterday’s midpoint. (48.7% are below.)
19.3% are below yesterday’s low.
60.2% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
42.8% of stocks with today’s low < yesterday’s low. (57.2% greater than).

EVIDENCE OF INTRADAY TREND (20170317 1:28 pm ET)
47.2% of stocks are above today’s open. (51.9% are below).
43.5% of stocks are above today’s open and yesterday’s close.
38.3% 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 1:28 pm ET)
12.4% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20170317 1:28 pm ET)
58.6% of stocks are above yesterday’s close. (41.4% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 1.1% are down 3.5% or more.
74.8% are between +1% and -1%.

RSI on DAILY (20170317 1:28 pm ET)
2-day: >=95:9.2%…>=90:20.1%…>=80:33.1%…>=50:65.2%…<=20:8.7%…<=10:3.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:55.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:55.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170317 1:28 pm ET)
20.6% above previous 1 highs, 19.3% below previous 1 lows
19.1% above previous 2 highs, 7.5% below previous 2 lows
18.4% above previous 3 highs, 4.2% below previous 3 lows
16.5% above previous 4 highs, 3.9% below previous 4 lows
15.3% above previous 5 highs, 3.5% below previous 5 lows
14.8% above previous 6 highs, 3.2% below previous 6 lows
12.4% above previous 7 highs, 3.2% below previous 7 lows
10.5% above previous 8 highs, 3.1% below previous 8 lows
9.9% above previous 9 highs, 3.0% below previous 9 lows
9.2% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170317 1:28 pm ET)
58.6% are above or equal to 3/16 close (1 days ago), 41.4% are below.
54.2% are above or equal to 3/15 close (2 days ago), 45.8% are below.
81.6% are above or equal to 3/14 close (3 days ago), 18.4% are below.
67.5% are above or equal to 3/13 close (4 days ago), 32.5% are below.
69.0% are above or equal to 3/10 close (5 days ago), 31.0% are below.
72.2% are above or equal to 3/9 close (6 days ago), 27.8% are below.
68.3% are above or equal to 3/8 close (7 days ago), 31.7% are below.
59.2% are above or equal to 3/7 close (8 days ago), 40.8% are below.
51.7% are above or equal to 3/6 close (9 days ago), 48.3% are below.
45.8% are above or equal to 3/3 close (10 days ago), 54.2% are below.
46.3% are above or equal to 3/2 close (11 days ago), 53.7% are below.
35.9% are above or equal to 3/1 close (12 days ago), 64.1% are below.
50.2% are above or equal to 2/28 close (13 days ago), 49.8% are below.
42.3% are above or equal to 2/27 close (14 days ago), 57.7% are below.
45.7% are above or equal to 2/24 close (15 days ago), 54.3% are below.
46.1% are above or equal to 2/23 close (16 days ago), 53.9% are below.
42.8% are above or equal to 2/22 close (17 days ago), 57.2% are below.
38.8% are above or equal to 2/21 close (18 days ago), 61.2% are below.
44.3% are above or equal to 2/17 close (19 days ago), 55.7% are below.
45.7% are above or equal to 2/16 close (20 days ago), 54.3% are below.
43.7% are above or equal to 2/15 close (21 days ago), 56.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170317 1:28 pm ET)
20d: 10.0% new highs, 4.4% new lows
21d: 9.7% new highs, 4.2% new lows
42d: 8.6% new highs, 1.1% new lows
63d: 7.7% new highs, 0.8% new lows
126d: 6.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170317 1:28 pm ET)
2-day: 56.8% above, 43.2% below
3-day: 56.8% above, 43.2% below
4-day: 69.9% above, 30.1% below
5-day: 69.0% above, 31.0% below
8-day: 70.1% above, 29.9% below
10-day: 67.1% above, 32.9% below
20-day: 48.1% above, 51.9% below
50-day: 56.2% above, 43.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170317 1:28 pm ET)
CHEM(25): 0.94% Top=TROX ALB AXTA CF IFF FMC CC HUN ….. SHW PPG WLK MOS DOW MON PAH CE=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.76% Top=WYNN SHAK TXRH MGM EAT BLMN DRI SBUX ….. H SIX YUMC JACK DPZ HLT STAY SEAS=Bottom (Leisure)
HEAL(42): 0.53% Top=EW IART DXCM VAR ZBH HRC PKI MOH ….. UHS AET UNH ACHC BKD IRWD CYH OPK=Bottom (Health)
REAL(95): 0.39% Top=HPP RLGY TWO STOR KRC CIM SLG NNN ….. AKR MAC SPG PEI CBL WPG SC ALLY=Bottom (Real Estate)
COHW(41): 0.33% Top=ACIA VIAV FNSR BCE ZAYO CTL TMUS VG ….. STX NMBL VRSN QCOM WIN TDC UBNT PSTG=Bottom (Computer Hardware/Telecom)
ELEC(47): 0.24% Top=HIMX OCLR NVDA AMKR AMBA PI KLAC LRCX ….. QRVO TRMB CREE AYI AMD FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): 0.24% Top=TEX AGCO ITW CMI PH ROK PNR BWXT ….. ROP CFX ETN KMT FLS DDD ITT ATI=Bottom (Manufacturing)
MATE(27): 0.15% Top=MDR JELD SRCL DAR FAST MLM WCN GMS ….. SUM TOL FLR PWR WY EME CAA TPH=Bottom (Materials & Construction)
META(29): 0.12% Top=AGI STLD FMSA AKS CNX ARNC X SCCO ….. CCJ SLW PAAS CMC TAHO SLCA SSRI CENX=Bottom (Metals & Mining)
DISV(42): 0.10% Top=YY ILG AMN VNTV G RRD RBA LDOS ….. R KBR FDC FLT ACM ZTO CAR WTW=Bottom (Diversified Services)
TRAN(23): 0.08% Top=TRN JBLU FDX CHRW WAB UPS EXPD CNI ….. JBHT NSC DAL XPO LUV CSX KSU SWFT=Bottom (Transportation)
RETA(61): 0.07% Top=GES SFM TIF SPLS BBY FINL LB EBAY ….. SIG AAP AN URBN ANF DSW AEO KMX=Bottom (Retail & Specialty Retail)
COSW(76): 0.05% Top=ADBE SHOP NTES AZPN COTV VEEV CERN CDNS ….. WUBA TTD FEYE MDRX VIPS BITA CSC ATHM=Bottom (Computer Software/Internet)
CONS(52): 0.04% Top=KS MAT COTY TUP WWW HAS CHD EL ….. WHR LULU RL SON FOSL HBI UAA PBI=Bottom (Consumer)
ENER(88): -0.21% Top=BAS CLR REN PE APA MUR RSPP FANG ….. DK ATW RES MPLX SPN CRC GEL CVI=Bottom (Energy)
FINA(89): -0.73% Top=NAVI PYPL PSEC KCG WU WAL EFX SNV ….. ATH WETF OMF TROW IVZ BEN WDR YRD=Bottom (Banks/Financials)
INSU(30): -0.85% Top=XL PGR CLGX FNF WLTW MMC CNO BRO ….. RDN MET MTG PRU LNC AGO 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 1:28 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: