daytrend

03/21/2017

Filed under: Market Stats — daytrend @ 1:36 pm

Market Stats at 2:36 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 2:36 pm ET)
4.3% of stocks are above yesterday’s high.
13.6% are above yesterday’s midpoint. (86.4% are below.)
63.7% are below yesterday’s low.
31.9% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
83.5% of stocks with today’s low < yesterday’s low. (16.5% greater than).

EVIDENCE OF INTRADAY TREND (20170321 2:36 pm ET)
7.4% of stocks are above today’s open. (92.0% are below).
6.8% of stocks are above today’s open and yesterday’s close.
85.8% 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 2:36 pm ET)
2.2% of stocks are in the top 10% of today’s range.
4.0% are in the top 20%.
16.1% are in the top half. 83.9% of stocks are in the bottom half of today’s range.
34.0% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20170321 2:36 pm ET)
13.5% of stocks are above yesterday’s close. (86.5% are below.)
0.1% are up 4.5% or more. 5.2% are down 4.5% or more.
0.2% are up 3.5% or more. 10.1% are down 3.5% or more.
41.9% are between +1% and -1%.

RSI on DAILY (20170321 2:36 pm ET)
2-day: >=95:2.6%…>=90:4.0%…>=80:6.2%…>=50:16.7%…<=20:57.0%…<=10:33.3%…<=5:17.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:30.6%…<=20:4.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170321 2:36 pm ET)
4.3% above previous 1 highs, 63.7% below previous 1 lows
3.2% above previous 2 highs, 57.6% below previous 2 lows
2.5% above previous 3 highs, 53.1% below previous 3 lows
2.3% above previous 4 highs, 38.4% below previous 4 lows
2.3% above previous 5 highs, 30.6% below previous 5 lows
2.2% above previous 6 highs, 29.2% below previous 6 lows
2.1% above previous 7 highs, 26.8% below previous 7 lows
2.1% above previous 8 highs, 24.4% below previous 8 lows
2.1% above previous 9 highs, 23.7% below previous 9 lows
2.0% above previous 10 highs, 23.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170321 2:36 pm ET)
13.5% are above or equal to 3/20 close (1 days ago), 86.5% are below.
14.6% are above or equal to 3/17 close (2 days ago), 85.4% are below.
22.9% are above or equal to 3/16 close (3 days ago), 77.1% are below.
21.4% are above or equal to 3/15 close (4 days ago), 78.6% are below.
48.9% are above or equal to 3/14 close (5 days ago), 51.1% are below.
38.0% are above or equal to 3/13 close (6 days ago), 62.0% are below.
44.7% are above or equal to 3/10 close (7 days ago), 55.3% are below.
51.9% are above or equal to 3/9 close (8 days ago), 48.1% are below.
45.0% are above or equal to 3/8 close (9 days ago), 55.0% are below.
38.8% are above or equal to 3/7 close (10 days ago), 61.2% are below.
34.0% are above or equal to 3/6 close (11 days ago), 66.0% are below.
29.2% are above or equal to 3/3 close (12 days ago), 70.8% are below.
30.5% are above or equal to 3/2 close (13 days ago), 69.5% are below.
24.4% are above or equal to 3/1 close (14 days ago), 75.6% are below.
34.7% are above or equal to 2/28 close (15 days ago), 65.3% are below.
29.1% are above or equal to 2/27 close (16 days ago), 70.9% are below.
30.6% are above or equal to 2/24 close (17 days ago), 69.4% are below.
32.2% are above or equal to 2/23 close (18 days ago), 67.8% are below.
31.5% are above or equal to 2/22 close (19 days ago), 68.5% are below.
29.6% are above or equal to 2/21 close (20 days ago), 70.4% are below.
33.8% are above or equal to 2/17 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170321 2:36 pm ET)
20d: 7.4% new highs, 25.9% new lows
21d: 7.3% new highs, 25.1% new lows
42d: 6.2% new highs, 12.2% new lows
63d: 5.6% new highs, 10.3% new lows
126d: 4.7% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170321 2:36 pm ET)
2-day: 12.1% above, 87.9% below
3-day: 12.1% above, 87.9% below
4-day: 15.7% above, 84.3% below
5-day: 17.7% above, 82.3% below
8-day: 27.8% above, 72.2% below
10-day: 32.4% above, 67.6% below
20-day: 29.5% above, 70.5% below
50-day: 43.2% above, 56.8% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170321 2:36 pm ET)
REAL(102): -0.41% Top=AMT O TWO LXP AIV HR AVB VTR ….. HST PEB PEI ALLY SC LHO CBL CYS=Bottom (Real Estate)
LEIS(36): -0.68% Top=CMG WYNN DNKN CCL DPZ MAR JACK BLMN ….. H EXPE LQ WEN MTN LVS STAY GPRO=Bottom (Leisure)
HEAL(43): -0.96% Top=BAX PKI SYK IART ABT ANTM STE PRAH ….. DVA HLS ACHC MD IRWD DXCM THC CYH=Bottom (Health)
COHW(40): -1.00% Top=BCE VZ FNSR WIN VRSN CCI VIAV VSAT ….. NTAP SSYS CDW PANW INFN UBNT STX WDC=Bottom (Computer Hardware/Telecom)
CONS(51): -1.08% Top=CHD CRI CLX EL PG NWL KMB CL ….. WRK COTY WWW SON BERY UAA PKG KATE=Bottom (Consumer)
MATE(27): -1.17% Top=JELD VMC MLM WY WM FLR OC FAST ….. TOL CAA USG TPH DAR LEN PWR MDR=Bottom (Materials & Construction)
INSU(30): -1.21% Top=FNF FAF TRV AON AFSI PGR XL WLTW ….. MET TMK AGO RDN MTG PRU UNM LNC=Bottom (Insurance)
RETA(59): -1.24% Top=SFM TIF CASY GME BURL WFM TJX LOW ….. CHS BLDR BBY AN M GPS W TLRD=Bottom (Retail & Specialty Retail)
MANU(34): -1.34% Top=BWXT MWA DHR MRC HON PH MHK ROP ….. RS ATI CFX TEX KMT ITT CAT DDD=Bottom (Manufacturing)
DISV(43): -1.42% Top=SBAC G MYGN CTAS ILG RHI KBR RBA ….. HRB CXW ACM URI WTW RRD YY CAR=Bottom (Diversified Services)
COSW(77): -1.48% Top=MDRX CERN EQIX ACN DOX TRI GRUB CMCM ….. TWTR SQ NOW NTES VIPS TWLO ATHM JD=Bottom (Computer Software/Internet)
ENER(90): -1.52% Top=DO FTI GEL RIG MDU NFG ATW CVX ….. CVI LPI XOG SM BAS CRC REN WLL=Bottom (Energy)
CHEM(25): -1.54% Top=IFF PPG MON VSM PX POT SHW ALB ….. CF FMC RPM CE OLN HUN PAH CC=Bottom (Chemicals/Fertilizers)
META(30): -1.76% Top=PAAS AGI AEM SSRI RGLD GG ABX AG ….. NUE SLCA STLD X CLF AKS FMSA SND=Bottom (Metals & Mining)
TRAN(24): -1.82% Top=FDX UPS CHRW CNI EXPD SAVE JBHT WAB ….. AAL DAL LUV CSX TRN NSC XPO GWR=Bottom (Transportation)
ELEC(47): -2.08% Top=OCLR WAT BRKR AYI FTV CRUS PI SNPS ….. MRVL AMBA FSLR MXL KEYS SPWR AMKR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -3.16% Top=APO WU EFX CLNS BLK NYCB TROW BEN ….. PB CMA HOMB 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 2:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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