daytrend

03/21/2017

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:25 am ET
by daytrend on 20170321. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170321 11:25 am ET)
3.4% of stocks are above yesterday’s high.
14.0% are above yesterday’s midpoint. (86.0% are below.)
65.0% are below yesterday’s low.
31.6% are inside yesterday’s range.
43.9% of stocks with today’s high > yesterday’s high. (56.1% less than).
75.9% of stocks with today’s low < yesterday’s low. (24.1% greater than).

EVIDENCE OF INTRADAY TREND (20170321 11:25 am ET)
7.5% of stocks are above today’s open. (91.9% are below).
6.8% of stocks are above today’s open and yesterday’s close.
87.0% are below both.
19.4% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170321 11:25 am ET)
0.4% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
7.4% are in the top half. 92.6% of stocks are in the bottom half of today’s range.
76.6% are in the bottom 20%.
36.6% are in the bottom 10%.

GAIN (20170321 11:25 am ET)
12.4% of stocks are above yesterday’s close. (87.6% are below.)
0.1% are up 4.5% or more. 3.1% are down 4.5% or more.
0.1% are up 3.5% or more. 9.0% are down 3.5% or more.
40.3% are between +1% and -1%.

RSI on DAILY (20170321 11:25 am ET)
2-day: >=95:2.1%…>=90:3.9%…>=80:6.5%…>=50:16.4%…<=20:58.0%…<=10:34.4%…<=5:17.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:30.5%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:36.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170321 11:25 am ET)
3.4% above previous 1 highs, 65.0% below previous 1 lows
2.2% above previous 2 highs, 58.6% below previous 2 lows
1.8% above previous 3 highs, 53.4% below previous 3 lows
1.6% above previous 4 highs, 39.7% below previous 4 lows
1.6% above previous 5 highs, 30.8% below previous 5 lows
1.5% above previous 6 highs, 29.6% below previous 6 lows
1.5% above previous 7 highs, 27.9% below previous 7 lows
1.5% above previous 8 highs, 24.8% below previous 8 lows
1.4% above previous 9 highs, 24.1% below previous 9 lows
1.3% above previous 10 highs, 23.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170321 11:25 am ET)
12.4% are above or equal to 3/20 close (1 days ago), 87.6% are below.
15.4% are above or equal to 3/17 close (2 days ago), 84.6% are below.
23.0% are above or equal to 3/16 close (3 days ago), 77.0% are below.
21.8% are above or equal to 3/15 close (4 days ago), 78.2% are below.
48.7% are above or equal to 3/14 close (5 days ago), 51.3% are below.
37.9% are above or equal to 3/13 close (6 days ago), 62.1% are below.
44.5% are above or equal to 3/10 close (7 days ago), 55.5% are below.
51.5% are above or equal to 3/9 close (8 days ago), 48.5% are below.
45.1% are above or equal to 3/8 close (9 days ago), 54.9% are below.
38.6% are above or equal to 3/7 close (10 days ago), 61.4% are below.
35.0% are above or equal to 3/6 close (11 days ago), 65.0% are below.
29.5% are above or equal to 3/3 close (12 days ago), 70.5% are below.
30.3% are above or equal to 3/2 close (13 days ago), 69.7% are below.
22.5% are above or equal to 3/1 close (14 days ago), 77.5% are below.
34.2% are above or equal to 2/28 close (15 days ago), 65.8% are below.
30.2% are above or equal to 2/27 close (16 days ago), 69.8% are below.
30.5% are above or equal to 2/24 close (17 days ago), 69.5% are below.
32.5% are above or equal to 2/23 close (18 days ago), 67.5% are below.
31.1% are above or equal to 2/22 close (19 days ago), 68.9% are below.
29.8% are above or equal to 2/21 close (20 days ago), 70.2% are below.
34.3% are above or equal to 2/17 close (21 days ago), 65.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170321 11:25 am ET)
20d: 7.3% new highs, 22.5% new lows
21d: 7.2% new highs, 21.6% new lows
42d: 6.1% new highs, 10.6% new lows
63d: 5.5% new highs, 8.6% new lows
126d: 4.6% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170321 11:25 am ET)
2-day: 11.6% above, 88.4% below
3-day: 12.9% above, 87.1% below
4-day: 16.0% above, 84.0% below
5-day: 17.5% above, 82.5% below
8-day: 28.6% above, 71.4% below
10-day: 33.5% above, 66.5% below
20-day: 30.6% above, 69.4% below
50-day: 43.9% above, 56.1% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170321 11:25 am ET)
REAL(102): -0.40% Top=O AMT MAA AIV AVB WRI DLR TWO ….. DRH ALLY RHP PEB CBL LHO SC CYS=Bottom (Real Estate)
LEIS(36): -0.65% Top=CMG MAR BLMN DPZ LQ CCL DNKN SBUX ….. WEN YUMC H MTN EXPE MGM LVS GPRO=Bottom (Leisure)
COHW(40): -0.77% Top=BCE MSI CCI VZ FNSR VRSN SSYS AAPL ….. HPQ TDC INFN VG CDW PANW STX WDC=Bottom (Computer Hardware/Telecom)
HEAL(43): -0.90% Top=PKI BAX STE ALGN ZBH VAR UNH XRAY ….. PRXL HLS ACHC IRWD MD OPK THC CYH=Bottom (Health)
INSU(30): -1.28% Top=FAF FNF PGR AFSI WLTW ALL XL TRV ….. MET PRU UNM AGO RDN MTG MBI LNC=Bottom (Insurance)
MATE(27): -1.34% Top=JELD WY RSG WM VMC WCN RYN OC ….. SUM LEN TPH EXP USG EME PWR MDR=Bottom (Materials & Construction)
COSW(77): -1.34% Top=TTD MDRX TRI SSNC DOX GRUB EQIX CMCM ….. SQ NTES NCR NOW ATHM NTNX VIPS TWLO=Bottom (Computer Software/Internet)
CHEM(25): -1.35% Top=IFF MON PX PPG POT VSM SHW AGU ….. CE FMC TROX HUN OLN CF PAH CC=Bottom (Chemicals/Fertilizers)
CONS(51): -1.39% Top=EL CHD NWL CLX CL PG KMB ELF ….. COTY PKG TPX WRK FOSL UAA WWW KATE=Bottom (Consumer)
DISV(43): -1.48% Top=SBAC MYGN ILG INFO CNDT CTAS G RBA ….. ZTO R WTW URI RRD ACM YY CAR=Bottom (Diversified Services)
ENER(90): -1.60% Top=GEL PXD FTI NFG OXY CVX RRC SLB ….. LPI XOG REN CVI SM BAS CRC WLL=Bottom (Energy)
META(30): -1.65% Top=AGI PAAS AEM SSRI ABX FNV NEM GG ….. ARNC NUE STLD X FMSA AKS SND CLF=Bottom (Metals & Mining)
MANU(34): -1.71% Top=BWXT DHR HON ROP GE MWA MHK PH ….. CAT ITT MRC CFX KMT ATI RS TEX=Bottom (Manufacturing)
TRAN(24): -1.77% Top=FDX CNI CHRW UPS SAVE WAB EXPD CP ….. ALK ODFL NSC LUV CSX TRN GWR XPO=Bottom (Transportation)
ELEC(47): -1.82% Top=HIMX BRKR WAT OCLR PI AYI ADI SNPS ….. AMAT CGNX SPWR AMD FSLR AMKR KEYS CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): -2.01% Top=GNC SFM TIF WMT COST TJX CVS LOW ….. LB ANF PIR DSW KSS GPS AN CHS=Bottom (Retail & Specialty Retail)
FINA(94): -2.75% Top=JNS APO BMO NDAQ WU TD CLNS ARCC ….. HOMB CFR PACW TCB WAL PB OZRK SIVB=Bottom (Banks/Financials)

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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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