daytrend

03/21/2017

Filed under: Market Stats — daytrend @ 12:48 pm

Market Stats at 1:48 pm 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 1:48 pm ET)
3.2% of stocks are above yesterday’s high.
11.2% are above yesterday’s midpoint. (88.8% are below.)
70.4% are below yesterday’s low.
26.4% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
82.0% of stocks with today’s low < yesterday’s low. (18.0% greater than).

EVIDENCE OF INTRADAY TREND (20170321 1:48 pm ET)
5.9% of stocks are above today’s open. (93.5% are below).
5.5% of stocks are above today’s open and yesterday’s close.
89.3% 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 1:48 pm ET)
1.4% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
9.5% are in the top half. 90.5% of stocks are in the bottom half of today’s range.
60.3% are in the bottom 20%.
37.4% are in the bottom 10%.

GAIN (20170321 1:48 pm ET)
10.3% of stocks are above yesterday’s close. (89.7% are below.)
0.0% are up 4.5% or more. 5.5% are down 4.5% or more.
0.4% are up 3.5% or more. 11.4% are down 3.5% or more.
34.9% are between +1% and -1%.

RSI on DAILY (20170321 1:48 pm ET)
2-day: >=95:2.0%…>=90:3.3%…>=80:5.4%…>=50:14.4%…<=20:61.4%…<=10:37.3%…<=5:18.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:27.3%…<=20:4.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170321 1:48 pm ET)
3.2% above previous 1 highs, 70.4% below previous 1 lows
2.5% above previous 2 highs, 63.8% below previous 2 lows
1.8% above previous 3 highs, 59.2% below previous 3 lows
1.6% above previous 4 highs, 43.4% below previous 4 lows
1.5% above previous 5 highs, 33.9% below previous 5 lows
1.4% above previous 6 highs, 31.9% below previous 6 lows
1.4% above previous 7 highs, 29.9% below previous 7 lows
1.4% above previous 8 highs, 27.2% below previous 8 lows
1.4% above previous 9 highs, 26.2% below previous 9 lows
1.3% above previous 10 highs, 25.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170321 1:48 pm ET)
10.3% are above or equal to 3/20 close (1 days ago), 89.7% are below.
13.4% are above or equal to 3/17 close (2 days ago), 86.6% are below.
20.3% are above or equal to 3/16 close (3 days ago), 79.7% are below.
19.2% are above or equal to 3/15 close (4 days ago), 80.8% are below.
44.6% are above or equal to 3/14 close (5 days ago), 55.4% are below.
34.7% are above or equal to 3/13 close (6 days ago), 65.3% are below.
40.8% are above or equal to 3/10 close (7 days ago), 59.2% are below.
48.5% are above or equal to 3/9 close (8 days ago), 51.5% are below.
42.8% are above or equal to 3/8 close (9 days ago), 57.2% are below.
36.9% are above or equal to 3/7 close (10 days ago), 63.1% are below.
32.5% are above or equal to 3/6 close (11 days ago), 67.5% are below.
27.9% are above or equal to 3/3 close (12 days ago), 72.1% are below.
27.5% are above or equal to 3/2 close (13 days ago), 72.5% are below.
22.4% are above or equal to 3/1 close (14 days ago), 77.6% are below.
32.7% are above or equal to 2/28 close (15 days ago), 67.3% are below.
27.9% are above or equal to 2/27 close (16 days ago), 72.1% are below.
28.6% are above or equal to 2/24 close (17 days ago), 71.4% are below.
31.0% are above or equal to 2/23 close (18 days ago), 69.0% are below.
30.2% are above or equal to 2/22 close (19 days ago), 69.8% are below.
28.3% are above or equal to 2/21 close (20 days ago), 71.7% are below.
32.4% are above or equal to 2/17 close (21 days ago), 67.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170321 1:48 pm ET)
20d: 7.4% new highs, 25.0% new lows
21d: 7.3% new highs, 24.2% new lows
42d: 6.2% new highs, 11.6% new lows
63d: 5.6% new highs, 9.9% new lows
126d: 4.7% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170321 1:48 pm ET)
2-day: 9.3% above, 90.7% below
3-day: 10.3% above, 89.7% below
4-day: 14.8% above, 85.2% below
5-day: 15.4% above, 84.6% below
8-day: 26.1% above, 73.9% below
10-day: 29.5% above, 70.5% below
20-day: 26.9% above, 73.1% below
50-day: 42.1% above, 57.9% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170321 1:48 pm ET)
REAL(102): -0.49% Top=AMT O AIV HR AVB TWO LXP MAA ….. SHO PEB PEI LHO ALLY CBL CYS SC=Bottom (Real Estate)
LEIS(36): -0.76% Top=CMG WYNN DNKN DPZ CCL MAR JACK BLMN ….. MGM YUMC H STAY LQ MTN LVS GPRO=Bottom (Leisure)
HEAL(43): -1.11% Top=BAX PKI ANTM SYK STE ABT IART PRAH ….. DVA HLS ACHC MD IRWD DXCM THC CYH=Bottom (Health)
COHW(40): -1.22% Top=BCE FNSR VRSN VSAT VZ CCI MSI CIEN ….. UBNT TDS CDW BBRY GOGO INFN STX WDC=Bottom (Computer Hardware/Telecom)
INSU(30): -1.37% Top=FNF AON PGR FAF AFSI TRV WLTW XL ….. MET AGO RDN MTG PRU MBI UNM LNC=Bottom (Insurance)
CONS(51): -1.46% Top=CHD CLX PG KMB EL CL NWL CRI ….. SON COTY BERY WWW WRK UAA PKG KATE=Bottom (Consumer)
MANU(34): -1.47% Top=BWXT MWA DHR HON ROP MRC GE MHK ….. ITT CMI KMT TEX RS ATI CAT DDD=Bottom (Manufacturing)
MATE(27): -1.53% Top=JELD VMC RYN FAST WM WY OC FLR ….. DAR CAA KBH USG LEN PWR TPH MDR=Bottom (Materials & Construction)
DISV(43): -1.55% Top=SBAC INFO CTAS G RBA ILG MYGN RHI ….. LDOS HRB ACM URI RRD WTW YY CAR=Bottom (Diversified Services)
COSW(77): -1.63% Top=MDRX TTD EQIX CERN ACN DOX TRI CMCM ….. TWTR ATHM CSC SQ VIPS NTNX JD TWLO=Bottom (Computer Software/Internet)
RETA(59): -1.71% Top=SFM CASY TIF WFM COST WMT CVS GNC ….. AEO AN BBY ANF CHS M GPS TLRD=Bottom (Retail & Specialty Retail)
CHEM(25): -1.75% Top=IFF MON PPG SHW POT VSM AGU PX ….. RPM FMC CE OLN CF HUN PAH CC=Bottom (Chemicals/Fertilizers)
ENER(90): -1.84% Top=FTI GEL MDU DO NFG CVX SLB OXY ….. HFC SM XOG CVI BAS CRC REN WLL=Bottom (Energy)
META(30): -1.86% Top=AGI PAAS SSRI AEM RGLD ABX FNV AG ….. NUE SLCA STLD X FMSA SND CLF AKS=Bottom (Metals & Mining)
TRAN(24): -1.95% Top=FDX CNI UPS CHRW SAVE JBHT EXPD SWFT ….. LUV AAL UAL CSX NSC TRN XPO GWR=Bottom (Transportation)
ELEC(47): -2.21% Top=OCLR WAT CRUS AYI BRKR INTC FTV SNPS ….. CGNX AMD FSLR MXL SPWR AMKR KEYS CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -3.33% Top=APO CLNS EFX WU NYCB NTRS NDAQ TROW ….. PB TCB BAC BOFI SIVB PACW WAL OZRK=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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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