daytrend

03/20/2017

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 11:28 am ET
by daytrend on 20170320. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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 (20170320 11:28 am ET)
9.8% of stocks are above yesterday’s high.
33.9% are above yesterday’s midpoint. (66.1% are below.)
29.5% are below yesterday’s low.
60.6% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
55.2% of stocks with today’s low < yesterday’s low. (44.8% greater than).

EVIDENCE OF INTRADAY TREND (20170320 11:28 am ET)
36.3% of stocks are above today’s open. (62.1% are below).
27.8% of stocks are above today’s open and yesterday’s close.
56.7% are below both.
4.1% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (51.3% opened below yesterday’s close).
14.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170320 11:28 am ET)
5.9% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
44.8% are in the top half. 55.2% of stocks are in the bottom half of today’s range.
26.3% are in the bottom 20%.
14.4% are in the bottom 10%.

GAIN (20170320 11:28 am ET)
34.3% of stocks are above yesterday’s close. (65.7% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.6% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20170320 11:28 am ET)
2-day: >=95:5.5%…>=90:11.3%…>=80:17.8%…>=50:42.8%…<=20:19.6%…<=10:6.9%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:48.8%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:50.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170320 11:28 am ET)
9.8% above previous 1 highs, 29.5% below previous 1 lows
7.5% above previous 2 highs, 21.6% below previous 2 lows
6.9% above previous 3 highs, 12.0% below previous 3 lows
6.9% above previous 4 highs, 7.5% below previous 4 lows
6.3% above previous 5 highs, 7.4% below previous 5 lows
6.2% above previous 6 highs, 7.0% below previous 6 lows
5.9% above previous 7 highs, 6.7% below previous 7 lows
5.3% above previous 8 highs, 6.3% below previous 8 lows
4.9% above previous 9 highs, 5.9% below previous 9 lows
4.6% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170320 11:28 am ET)
34.3% are above or equal to 3/17 close (1 days ago), 65.7% are below.
40.8% are above or equal to 3/16 close (2 days ago), 59.2% are below.
41.3% are above or equal to 3/15 close (3 days ago), 58.7% are below.
71.4% are above or equal to 3/14 close (4 days ago), 28.6% are below.
58.7% are above or equal to 3/13 close (5 days ago), 41.3% are below.
61.2% are above or equal to 3/10 close (6 days ago), 38.8% are below.
66.1% are above or equal to 3/9 close (7 days ago), 33.9% are below.
60.8% are above or equal to 3/8 close (8 days ago), 39.2% are below.
53.2% are above or equal to 3/7 close (9 days ago), 46.8% are below.
45.5% are above or equal to 3/6 close (10 days ago), 54.5% are below.
42.1% are above or equal to 3/3 close (11 days ago), 57.9% are below.
42.3% are above or equal to 3/2 close (12 days ago), 57.7% are below.
31.8% are above or equal to 3/1 close (13 days ago), 68.2% are below.
46.2% are above or equal to 2/28 close (14 days ago), 53.8% are below.
39.0% are above or equal to 2/27 close (15 days ago), 61.0% are below.
42.6% are above or equal to 2/24 close (16 days ago), 57.4% are below.
43.3% are above or equal to 2/23 close (17 days ago), 56.7% are below.
38.5% are above or equal to 2/22 close (18 days ago), 61.5% are below.
37.4% are above or equal to 2/21 close (19 days ago), 62.6% are below.
42.0% are above or equal to 2/17 close (20 days ago), 58.0% are below.
44.2% are above or equal to 2/16 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170320 11:28 am ET)
20d: 6.6% new highs, 8.9% new lows
21d: 6.6% new highs, 8.7% new lows
42d: 5.6% new highs, 3.3% new lows
63d: 5.2% new highs, 2.5% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170320 11:28 am ET)
2-day: 33.2% above, 66.8% below
3-day: 36.6% above, 63.4% below
4-day: 38.3% above, 61.7% below
5-day: 52.4% above, 47.6% below
8-day: 59.2% above, 40.8% below
10-day: 60.0% above, 40.0% below
20-day: 44.1% above, 55.9% below
50-day: 53.5% above, 46.5% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170320 11:28 am ET)
ELEC(47): 0.44% Top=XPER AMD MXL HIMX NVDA KLAC AMBA OCLR ….. PI FTV KEYS TRMB AYI CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.25% Top=FEYE WUBA BITA EQIX ATHM COTV SHOP NTNX ….. GOOG TTD TWTR TSS EA BR FIS SABR=Bottom (Computer Software/Internet)
COHW(41): -0.02% Top=ANET WIN VIAV ZAYO PSTG COMM AAPL QCOM ….. ACIA INFN BCE BBRY TMUS TDS JNPR STX=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.06% Top=CF IFF PPG DOW MON DD FMC PX ….. CE AGU PAH SHW CC RPM WLK AXTA=Bottom (Chemicals/Fertilizers)
TRAN(24): -0.16% Top=ALK UAL DAL NSC LUV CSX AAL JBLU ….. CP CNI ODFL UNP XPO JBHT TRN SWFT=Bottom (Transportation)
MANU(34): -0.18% Top=CAT ETN IR SWK DE DDD CMI DCI ….. PH PNR RS ITT KMT CFX MRC ATI=Bottom (Manufacturing)
CONS(52): -0.19% Top=SON GPK NKE IP PKG WRK SEE TUP ….. RL COH PVH SKX COTY CRI FL FOSL=Bottom (Consumer)
LEIS(36): -0.28% Top=WYNN YUMC STAY LVS MAR H BLMN SBUX ….. SHAK SEAS PK EAT EXPE SIX CMG SONC=Bottom (Leisure)
FINA(94): -0.30% Top=YRD APO ARCC PNC LAZ FITB ATH KKR ….. SYF CFR PB WETF NAVI FNB WDR SIVB=Bottom (Banks/Financials)
REAL(100): -0.31% Top=PLD CIM DLR UNIT NLY NRZ CBL GEO ….. RLJ CLI BRX DRH CBG INN RLGY RHP=Bottom (Real Estate)
MATE(28): -0.36% Top=MDR WY RYN TPH WCN JELD RSG USG ….. EXP SUM MLM GMS TOL VMC DAR EME=Bottom (Materials & Construction)
INSU(30): -0.49% Top=CNO AJG WLTW UNM AIG PGR FAF ORI ….. LNC AXS CINF RDN MTG AFSI AGO MBI=Bottom (Insurance)
META(30): -0.55% Top=ARNC CENX SSRI CNX SCCO NEM AA ABX ….. CDE CMC SLCA AKS CLF X AGI FMSA=Bottom (Metals & Mining)
HEAL(43): -0.63% Top=DXCM ALGN A DGX VAR HRC IRWD SYK ….. ESRX MD HLS OPK MOH THC ACHC CYH=Bottom (Health)
DISV(43): -0.65% Top=INFO MCO SBAC ZTO TRU ILG MYGN CNDT ….. RHI SERV VNTV HRB CAR YY RRD FDC=Bottom (Diversified Services)
ENER(90): -0.92% Top=CVI SPN OKS WMB CVE WPZ LPI CPE ….. RES SWN DO FANG RDC OII RIG CRC=Bottom (Energy)
RETA(60): -0.97% Top=BABA TIF W AAP WFM AMZN NFLX EBAY ….. JWN GNC M FINL ANF BLDR PIR KSS=Bottom (Retail & Specialty Retail)

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 11:28 am 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

Blog at WordPress.com.

%d bloggers like this: