daytrend

03/20/2017

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 12:07 pm ET
by daytrend on 20170320. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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

COMPARED TO YESTERDAY’S RANGE (20170320 12:07 pm ET)
12.4% of stocks are above yesterday’s high.
37.2% are above yesterday’s midpoint. (62.8% are below.)
27.4% are below yesterday’s low.
60.1% are inside yesterday’s range.
28.4% of stocks with today’s high > yesterday’s high. (71.6% less than).
56.3% of stocks with today’s low < yesterday’s low. (43.7% greater than).

EVIDENCE OF INTRADAY TREND (20170320 12:07 pm ET)
41.0% of stocks are above today’s open. (56.9% are below).
30.4% of stocks are above today’s open and yesterday’s close.
52.5% 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 12:07 pm ET)
8.0% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
51.8% are in the top half. 48.2% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20170320 12:07 pm ET)
36.6% of stocks are above yesterday’s close. (63.4% 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. 0.7% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170320 12:07 pm ET)
2-day: >=95:6.2%…>=90:12.8%…>=80:19.7%…>=50:47.9%…<=20:19.2%…<=10:6.6%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:50.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:50.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170320 12:07 pm ET)
12.4% above previous 1 highs, 27.4% below previous 1 lows
9.6% above previous 2 highs, 21.0% below previous 2 lows
9.3% above previous 3 highs, 11.5% below previous 3 lows
9.1% above previous 4 highs, 7.3% below previous 4 lows
8.1% above previous 5 highs, 7.2% below previous 5 lows
8.0% above previous 6 highs, 6.7% below previous 6 lows
7.5% above previous 7 highs, 6.4% below previous 7 lows
6.6% above previous 8 highs, 6.2% below previous 8 lows
6.0% above previous 9 highs, 5.9% below previous 9 lows
5.9% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170320 12:07 pm ET)
36.6% are above or equal to 3/17 close (1 days ago), 63.4% are below.
44.1% are above or equal to 3/16 close (2 days ago), 55.9% are below.
44.3% are above or equal to 3/15 close (3 days ago), 55.7% are below.
72.7% are above or equal to 3/14 close (4 days ago), 27.3% are below.
60.0% are above or equal to 3/13 close (5 days ago), 40.0% are below.
62.5% are above or equal to 3/10 close (6 days ago), 37.5% are below.
67.6% are above or equal to 3/9 close (7 days ago), 32.4% are below.
61.9% are above or equal to 3/8 close (8 days ago), 38.1% are below.
54.0% are above or equal to 3/7 close (9 days ago), 46.0% are below.
46.5% are above or equal to 3/6 close (10 days ago), 53.5% are below.
42.2% are above or equal to 3/3 close (11 days ago), 57.8% are below.
43.1% are above or equal to 3/2 close (12 days ago), 56.9% are below.
32.9% are above or equal to 3/1 close (13 days ago), 67.1% are below.
46.3% are above or equal to 2/28 close (14 days ago), 53.7% are below.
39.5% are above or equal to 2/27 close (15 days ago), 60.5% are below.
43.0% are above or equal to 2/24 close (16 days ago), 57.0% are below.
43.4% are above or equal to 2/23 close (17 days ago), 56.6% are below.
39.5% are above or equal to 2/22 close (18 days ago), 60.5% are below.
37.9% are above or equal to 2/21 close (19 days ago), 62.1% are below.
42.3% are above or equal to 2/17 close (20 days ago), 57.7% are below.
44.9% are above or equal to 2/16 close (21 days ago), 55.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170320 12:07 pm ET)
20d: 7.3% new highs, 9.0% new lows
21d: 7.3% new highs, 8.9% new lows
42d: 6.3% new highs, 3.5% new lows
63d: 5.9% new highs, 2.6% new lows
126d: 4.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170320 12:07 pm ET)
2-day: 34.9% above, 65.1% below
3-day: 39.7% above, 60.3% below
4-day: 41.0% above, 59.0% below
5-day: 54.5% above, 45.5% below
8-day: 61.8% above, 38.2% below
10-day: 61.2% above, 38.8% below
20-day: 44.2% above, 55.8% below
50-day: 53.1% above, 46.9% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170320 12:07 pm ET)
ELEC(47): 0.52% Top=AMD XPER MXL NVDA HIMX AMBA CRUS KLAC ….. FTV PI TRMB KEYS AYI CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.29% Top=FEYE WUBA EQIX NTNX SHOP RHT TWLO VIPS ….. TWTR OTEX EA SABR BR MTCH FIS TTD=Bottom (Computer Software/Internet)
CHEM(25): 0.04% Top=CF IFF PPG DOW DD MON TROX PX ….. ALB PAH AGU SHW WLK CC RPM AXTA=Bottom (Chemicals/Fertilizers)
COHW(41): -0.01% Top=WIN ANET VIAV COMM VG ZAYO CCI AAPL ….. INFN JNPR BBRY SSYS BCE TDS STX ACIA=Bottom (Computer Hardware/Telecom)
CONS(52): -0.10% Top=SON NKE GPK IP WRK TUP PKG HAS ….. RL PVH COH COTY CRI SKX FOSL FL=Bottom (Consumer)
TRAN(24): -0.11% Top=ALK DAL UAL CSX LUV NSC WAB GWR ….. ODFL UPS KSU UNP XPO JBHT SWFT TRN=Bottom (Transportation)
MANU(34): -0.15% Top=CAT DE IR SWK DOV ETN DCI BWXT ….. ITT RS EMR PNR KMT CFX MRC ATI=Bottom (Manufacturing)
REAL(100): -0.17% Top=UNIT GEO PLD NLY CIM DLR CBL NYRT ….. DRH CLI HPP INN RHP BRX RLGY CBG=Bottom (Real Estate)
MATE(28): -0.24% Top=JELD WY RYN TPH WCN USG MDR RSG ….. FLR SRCL CAA DAR MLM VMC TOL EME=Bottom (Materials & Construction)
LEIS(36): -0.27% Top=YUMC WYNN STAY MAR DRI LVS SBUX BLMN ….. EXPE PK SEAS EAT SIX MGM CMG SONC=Bottom (Leisure)
FINA(94): -0.33% Top=YRD APO ARCC JNS KCG ATH PYPL KKR ….. PB CFR OMF WAL FNB NAVI SYF SIVB=Bottom (Banks/Financials)
INSU(30): -0.34% Top=CNO AJG AIG WLTW UNM ORI TMK PGR ….. CLGX AXS RDN CINF MTG AFSI MBI AGO=Bottom (Insurance)
META(30): -0.39% Top=ARNC CENX SSRI CNX NEM SCCO TECK ABX ….. CCJ CDE SLCA CLF AKS X AGI FMSA=Bottom (Metals & Mining)
HEAL(43): -0.53% Top=ALGN DXCM IRWD DGX VAR LH HRC A ….. OPK MD VWR ESRX THC MOH ACHC CYH=Bottom (Health)
DISV(43): -0.61% Top=ZTO INFO CNDT MYGN MCO ILG SBAC ALLE ….. RHI SERV ULTA CAR HRB FDC YY RRD=Bottom (Diversified Services)
ENER(90): -0.76% Top=SPN CVI CVE OKS LPI WMB WPZ COG ….. DO SWN FANG BAS RDC OII RIG CRC=Bottom (Energy)
RETA(60): -1.02% Top=W BABA TIF WFM NFLX AAP AMZN SHLD ….. JWN GNC FINL DSW BLDR ANF KSS PIR=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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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