daytrend

03/20/2017

Filed under: Market Stats — daytrend @ 12:25 pm

Market Stats at 1:24 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 1:24 pm ET)
11.5% of stocks are above yesterday’s high.
35.3% are above yesterday’s midpoint. (64.7% are below.)
32.1% are below yesterday’s low.
56.4% are inside yesterday’s range.
29.5% of stocks with today’s high > yesterday’s high. (70.5% less than).
57.7% of stocks with today’s low < yesterday’s low. (42.3% greater than).

EVIDENCE OF INTRADAY TREND (20170320 1:24 pm ET)
36.3% of stocks are above today’s open. (62.5% are below).
27.9% of stocks are above today’s open and yesterday’s close.
57.9% 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 1:24 pm ET)
6.6% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
47.5% are in the top half. 52.5% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20170320 1:24 pm ET)
33.6% of stocks are above yesterday’s close. (66.4% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY (20170320 1:24 pm ET)
2-day: >=95:6.1%…>=90:11.3%…>=80:18.8%…>=50:43.7%…<=20:20.2%…<=10:7.6%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:49.5%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:49.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170320 1:24 pm ET)
11.5% above previous 1 highs, 32.1% below previous 1 lows
8.3% above previous 2 highs, 24.5% below previous 2 lows
8.1% above previous 3 highs, 13.6% below previous 3 lows
8.0% above previous 4 highs, 8.7% below previous 4 lows
7.3% above previous 5 highs, 8.4% below previous 5 lows
7.0% above previous 6 highs, 7.7% below previous 6 lows
6.7% above previous 7 highs, 7.5% below previous 7 lows
6.0% above previous 8 highs, 7.3% below previous 8 lows
5.6% above previous 9 highs, 6.9% below previous 9 lows
5.4% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170320 1:24 pm ET)
33.6% are above or equal to 3/17 close (1 days ago), 66.4% are below.
42.3% are above or equal to 3/16 close (2 days ago), 57.7% are below.
44.0% are above or equal to 3/15 close (3 days ago), 56.0% are below.
71.5% are above or equal to 3/14 close (4 days ago), 28.5% are below.
59.2% are above or equal to 3/13 close (5 days ago), 40.8% are below.
61.5% are above or equal to 3/10 close (6 days ago), 38.5% are below.
66.6% are above or equal to 3/9 close (7 days ago), 33.4% are below.
61.5% are above or equal to 3/8 close (8 days ago), 38.5% are below.
52.8% are above or equal to 3/7 close (9 days ago), 47.2% are below.
46.7% are above or equal to 3/6 close (10 days ago), 53.3% are below.
42.0% are above or equal to 3/3 close (11 days ago), 58.0% are below.
42.6% are above or equal to 3/2 close (12 days ago), 57.4% are below.
32.5% are above or equal to 3/1 close (13 days ago), 67.5% are below.
46.0% are above or equal to 2/28 close (14 days ago), 54.0% are below.
38.8% are above or equal to 2/27 close (15 days ago), 61.2% are below.
42.8% are above or equal to 2/24 close (16 days ago), 57.2% are below.
42.9% are above or equal to 2/23 close (17 days ago), 57.1% are below.
39.4% are above or equal to 2/22 close (18 days ago), 60.6% are below.
37.6% are above or equal to 2/21 close (19 days ago), 62.4% are below.
42.2% are above or equal to 2/17 close (20 days ago), 57.8% are below.
44.7% are above or equal to 2/16 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170320 1:24 pm ET)
20d: 7.6% new highs, 9.5% new lows
21d: 7.6% new highs, 9.4% new lows
42d: 6.7% new highs, 3.6% new lows
63d: 6.2% new highs, 2.7% new lows
126d: 5.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170320 1:24 pm ET)
2-day: 32.5% above, 67.5% below
3-day: 36.3% above, 63.7% below
4-day: 39.3% above, 60.7% below
5-day: 52.6% above, 47.4% below
8-day: 60.3% above, 39.7% below
10-day: 59.2% above, 40.8% below
20-day: 44.1% above, 55.9% below
50-day: 53.3% above, 46.7% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170320 1:24 pm ET)
ELEC(47): 0.54% Top=AMD XPER MXL NVDA AMBA HIMX CY SIMO ….. FTV PI FLEX KEYS AYI CSIQ SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.13% Top=FEYE EQIX SHOP WUBA CSC COTV YELP GRUB ….. TRIP MTCH BR SABR FIS EA OTEX TTD=Bottom (Computer Software/Internet)
CHEM(25): 0.03% Top=CF IFF PPG DOW MON DD TROX VSM ….. ALB SHW POT RPM PAH WLK AGU AXTA=Bottom (Chemicals/Fertilizers)
COHW(41): -0.04% Top=WIN ANET ZAYO PSTG VIAV VG COMM AAPL ….. TMUS CDW BBRY INFN JNPR BCE STX ACIA=Bottom (Computer Hardware/Telecom)
META(30): -0.09% Top=CENX CNX SSRI ARNC SCCO NEM AEM AA ….. SLCA AKS CCJ CMC X CLF AGI FMSA=Bottom (Metals & Mining)
MANU(34): -0.12% Top=CAT DDD MHK IR DE DOV DCI ETN ….. MWA KMT RS EMR PNR CFX MRC ATI=Bottom (Manufacturing)
CONS(52): -0.14% Top=SON PKG GPK IP WRK NKE BMS CCK ….. RL COTY FOSL COH SKX PVH CRI FL=Bottom (Consumer)
TRAN(24): -0.19% Top=ALK UAL DAL NSC CSX LUV JBLU WAB ….. UNP FDX KSU UPS XPO JBHT SWFT TRN=Bottom (Transportation)
REAL(100): -0.22% Top=UNIT DLR NLY PLD LXP CIM NYRT NRZ ….. KRG DDR HPP DRH RLJ CBG BRX RLGY=Bottom (Real Estate)
MATE(28): -0.27% Top=WY JELD RYN WCN KBH RSG PHM TPH ….. MDR EXP MLM SRCL TOL VMC DAR EME=Bottom (Materials & Construction)
LEIS(36): -0.29% Top=YUMC WYNN MAR LVS BLMN H STAY DNKN ….. PK SHAK EAT SIX CMG SEAS MGM SONC=Bottom (Leisure)
INSU(30): -0.36% Top=CNO UNM AJG WLTW FAF ORI AIG MMC ….. BRO RDN AXS CINF MTG MBI AFSI AGO=Bottom (Insurance)
FINA(94): -0.43% Top=YRD APO ARCC KCG JNS FITB TWNK KKR ….. CFR FNB WAL SYF NAVI WDR OMF SIVB=Bottom (Banks/Financials)
DISV(43): -0.62% Top=MYGN SBAC INFO CNDT WTW ZTO MCO ADS ….. SERV ULTA VNTV HRB CAR FDC RRD YY=Bottom (Diversified Services)
ENER(90): -0.66% Top=SPN CVI OKS CVE LPI ECA COG WMB ….. TSO OII GPOR ATW RIG RDC FANG BAS=Bottom (Energy)
HEAL(43): -0.68% Top=ALGN DXCM DGX ZBH IRWD VAR SYK LH ….. PRXL OPK ESRX VWR ACHC THC MOH CYH=Bottom (Health)
RETA(60): -1.28% Top=W BABA TIF WFM AMZN NFLX AAP CPRT ….. GME JWN DSW M BLDR FINL 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 1:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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