daytrend

03/21/2017

Filed under: Market Stats — daytrend @ 2:31 pm

Market Stats at 3:31 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 3:31 pm ET)
4.7% of stocks are above yesterday’s high.
16.7% are above yesterday’s midpoint. (83.3% are below.)
64.2% are below yesterday’s low.
31.1% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
83.6% of stocks with today’s low < yesterday’s low. (16.4% greater than).

EVIDENCE OF INTRADAY TREND (20170321 3:31 pm ET)
9.0% of stocks are above today’s open. (90.4% are below).
8.6% of stocks are above today’s open and yesterday’s close.
83.2% 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 3:31 pm ET)
3.5% of stocks are in the top 10% of today’s range.
6.5% are in the top 20%.
19.0% are in the top half. 81.0% of stocks are in the bottom half of today’s range.
39.9% are in the bottom 20%.
19.7% are in the bottom 10%.

GAIN (20170321 3:31 pm ET)
16.3% of stocks are above yesterday’s close. (83.7% are below.)
0.2% are up 4.5% or more. 5.2% are down 4.5% or more.
0.2% are up 3.5% or more. 9.9% are down 3.5% or more.
39.9% are between +1% and -1%.

RSI on DAILY (20170321 3:31 pm ET)
2-day: >=95:2.3%…>=90:4.2%…>=80:7.0%…>=50:17.3%…<=20:57.3%…<=10:32.9%…<=5:17.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:30.3%…<=20:4.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170321 3:31 pm ET)
4.7% above previous 1 highs, 64.2% below previous 1 lows
2.7% above previous 2 highs, 59.2% below previous 2 lows
2.2% above previous 3 highs, 54.2% below previous 3 lows
2.2% above previous 4 highs, 41.3% below previous 4 lows
2.1% above previous 5 highs, 33.2% below previous 5 lows
2.0% above previous 6 highs, 31.8% below previous 6 lows
2.0% above previous 7 highs, 29.3% below previous 7 lows
2.0% above previous 8 highs, 26.8% below previous 8 lows
1.9% above previous 9 highs, 25.9% below previous 9 lows
1.6% above previous 10 highs, 25.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170321 3:31 pm ET)
16.3% are above or equal to 3/20 close (1 days ago), 83.7% are below.
15.8% are above or equal to 3/17 close (2 days ago), 84.2% are below.
23.2% are above or equal to 3/16 close (3 days ago), 76.8% are below.
21.6% are above or equal to 3/15 close (4 days ago), 78.4% are below.
47.5% are above or equal to 3/14 close (5 days ago), 52.5% are below.
38.4% are above or equal to 3/13 close (6 days ago), 61.6% are below.
43.8% are above or equal to 3/10 close (7 days ago), 56.2% are below.
51.6% are above or equal to 3/9 close (8 days ago), 48.4% are below.
44.6% are above or equal to 3/8 close (9 days ago), 55.4% are below.
37.8% are above or equal to 3/7 close (10 days ago), 62.2% are below.
33.9% are above or equal to 3/6 close (11 days ago), 66.1% are below.
29.3% are above or equal to 3/3 close (12 days ago), 70.7% are below.
28.9% are above or equal to 3/2 close (13 days ago), 71.1% are below.
23.7% are above or equal to 3/1 close (14 days ago), 76.3% are below.
33.9% are above or equal to 2/28 close (15 days ago), 66.1% are below.
28.9% are above or equal to 2/27 close (16 days ago), 71.1% are below.
29.2% are above or equal to 2/24 close (17 days ago), 70.8% are below.
31.7% are above or equal to 2/23 close (18 days ago), 68.3% are below.
30.8% are above or equal to 2/22 close (19 days ago), 69.2% are below.
28.9% are above or equal to 2/21 close (20 days ago), 71.1% are below.
33.5% are above or equal to 2/17 close (21 days ago), 66.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170321 3:31 pm ET)
20d: 7.5% new highs, 26.1% new lows
21d: 7.4% new highs, 25.1% new lows
42d: 6.3% new highs, 12.4% new lows
63d: 5.8% new highs, 10.3% new lows
126d: 4.7% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170321 3:31 pm ET)
2-day: 15.3% above, 84.7% below
3-day: 13.3% above, 86.7% below
4-day: 17.0% above, 83.0% below
5-day: 17.5% above, 82.5% below
8-day: 28.1% above, 71.9% below
10-day: 32.2% above, 67.8% below
20-day: 29.2% above, 70.8% below
50-day: 43.1% above, 56.9% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170321 3:31 pm ET)
REAL(102): -0.17% Top=O STOR ARE TWO AIV AMT LXP WRI ….. SLG PLD PEB ALLY CBL LHO CYS SC=Bottom (Real Estate)
LEIS(36): -0.67% Top=CMG WYNN DNKN MAR BLMN CCL DPZ SHAK ….. EXPE WEN LQ MTN H LVS GPRO STAY=Bottom (Leisure)
ENER(90): -1.10% Top=DO GEL FTI RIG NFG ATW OII MDU ….. HFC PBF LPI SM CRZO WLL CVI REN=Bottom (Energy)
CONS(51): -1.10% Top=CHD CRI EL CLX PG KMB CL NWL ….. SON WWW UAA BERY COTY WRK PKG KATE=Bottom (Consumer)
HEAL(43): -1.10% Top=BAX PKI SYK STE ABT TVTY UNH LH ….. PRXL HLS MD ACHC IRWD DXCM THC CYH=Bottom (Health)
COHW(40): -1.20% Top=BCE WIN FNSR VZ VSAT VRSN CCI MSI ….. S CDW PANW INFN SSYS STX UBNT WDC=Bottom (Computer Hardware/Telecom)
RETA(59): -1.22% Top=SFM TIF GME CASY WFM WMT BURL TJX ….. W CHS M AN TSCO BBY BLDR TLRD=Bottom (Retail & Specialty Retail)
MATE(27): -1.25% Top=JELD VMC WY MLM RYN WM FAST OC ….. MAS TPH EME USG DAR LEN PWR MDR=Bottom (Materials & Construction)
INSU(30): -1.32% Top=FNF PGR AON TRV WLTW FAF AFSI ALL ….. AGO MET TMK RDN MTG PRU UNM LNC=Bottom (Insurance)
MANU(34): -1.42% Top=BWXT DHR MWA HON PH ROP MHK GE ….. IR AOS CFX ITT DDD KMT TEX CAT=Bottom (Manufacturing)
DISV(43): -1.54% Top=SBAC G MYGN RBA CTAS RHI INFO CNDT ….. ZTO CXW ACM WTW URI RRD YY CAR=Bottom (Diversified Services)
COSW(77): -1.76% Top=MDRX CERN ACN TRI EQIX DOX CMCM CHKP ….. NTES WDAY SQ NOW VIPS JD TWLO ATHM=Bottom (Computer Software/Internet)
CHEM(25): -1.76% Top=IFF PPG MON VSM POT PX AGU SHW ….. CF RPM CE FMC OLN HUN PAH CC=Bottom (Chemicals/Fertilizers)
TRAN(24): -1.79% Top=FDX UPS CHRW CNI EXPD SWFT JBHT WAB ….. DAL AAL LUV UAL CSX NSC GWR XPO=Bottom (Transportation)
META(30): -1.79% Top=PAAS AGI AEM GG RGLD SSRI ABX NEM ….. TECK NUE STLD FMSA X CLF AKS SND=Bottom (Metals & Mining)
ELEC(47): -2.27% Top=OCLR WAT PI BRKR HIMX FTV CRUS INTC ….. FSLR ON AMBA SPWR MXL KEYS AMKR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -3.27% Top=APO EFX CLNS WU TWNK TROW TD NYCB ….. EWBC CMA BOFI TCB WAL OZRK SIVB PACW=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 3:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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