daytrend

03/22/2017

Filed under: Market Stats — daytrend @ 9:18 am

Market Stats at 10:17 am ET
by daytrend on 20170322. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

COMPARED TO YESTERDAY’S RANGE (20170322 10:17 am ET)
1.3% of stocks are above yesterday’s high.
6.0% are above yesterday’s midpoint. (94.0% are below.)
44.2% are below yesterday’s low.
54.5% are inside yesterday’s range.
5.2% of stocks with today’s high > yesterday’s high. (94.8% less than).
74.0% of stocks with today’s low < yesterday’s low. (26.0% greater than).

EVIDENCE OF INTRADAY TREND (20170322 10:17 am ET)
36.7% of stocks are above today’s open. (60.9% are below).
22.6% of stocks are above today’s open and yesterday’s close.
55.3% are below both.
1.5% of stocks opened above yesterday’s high.
34.0% of stocks opened above yesterday’s close. (60.3% opened below yesterday’s close).
25.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170322 10:17 am ET)
4.9% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
37.8% are in the top half. 62.2% of stocks are in the bottom half of today’s range.
34.8% are in the bottom 20%.
22.0% are in the bottom 10%.

GAIN (20170322 10:17 am ET)
29.8% of stocks are above yesterday’s close. (70.2% are below.)
0.1% are up 4.5% or more. 0.4% are down 4.5% or more.
0.1% are up 3.5% or more. 1.2% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20170322 10:17 am ET)
2-day: >=95:1.8%…>=90:2.4%…>=80:3.4%…>=50:9.5%…<=20:65.3%…<=10:45.0%…<=5:24.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:20.9%…<=20:5.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170322 10:17 am ET)
1.3% above previous 1 highs, 44.2% below previous 1 lows
1.1% above previous 2 highs, 41.0% below previous 2 lows
1.1% above previous 3 highs, 38.1% below previous 3 lows
1.1% above previous 4 highs, 37.0% below previous 4 lows
1.1% above previous 5 highs, 32.1% below previous 5 lows
1.1% above previous 6 highs, 25.3% below previous 6 lows
1.1% above previous 7 highs, 24.4% below previous 7 lows
1.1% above previous 8 highs, 22.6% below previous 8 lows
0.9% above previous 9 highs, 20.0% below previous 9 lows
0.9% above previous 10 highs, 19.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170322 10:17 am ET)
29.8% are above or equal to 3/21 close (1 days ago), 70.2% are below.
7.6% are above or equal to 3/20 close (2 days ago), 92.4% are below.
8.3% are above or equal to 3/17 close (3 days ago), 91.7% are below.
15.2% are above or equal to 3/16 close (4 days ago), 84.8% are below.
15.4% are above or equal to 3/15 close (5 days ago), 84.6% are below.
35.0% are above or equal to 3/14 close (6 days ago), 65.0% are below.
27.8% are above or equal to 3/13 close (7 days ago), 72.2% are below.
32.7% are above or equal to 3/10 close (8 days ago), 67.3% are below.
40.0% are above or equal to 3/9 close (9 days ago), 60.0% are below.
35.5% are above or equal to 3/8 close (10 days ago), 64.5% are below.
30.0% are above or equal to 3/7 close (11 days ago), 70.0% are below.
26.7% are above or equal to 3/6 close (12 days ago), 73.3% are below.
23.9% are above or equal to 3/3 close (13 days ago), 76.1% are below.
24.1% are above or equal to 3/2 close (14 days ago), 75.9% are below.
18.8% are above or equal to 3/1 close (15 days ago), 81.2% are below.
28.9% are above or equal to 2/28 close (16 days ago), 71.1% are below.
25.1% are above or equal to 2/27 close (17 days ago), 74.9% are below.
25.3% are above or equal to 2/24 close (18 days ago), 74.7% are below.
26.9% are above or equal to 2/23 close (19 days ago), 73.1% are below.
26.4% are above or equal to 2/22 close (20 days ago), 73.6% are below.
25.3% are above or equal to 2/21 close (21 days ago), 74.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170322 10:17 am ET)
20d: 0.7% new highs, 28.6% new lows
21d: 0.7% new highs, 28.0% new lows
42d: 0.7% new highs, 14.5% new lows
63d: 0.7% new highs, 12.1% new lows
126d: 0.7% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170322 10:17 am ET)
2-day: 28.0% above, 72.0% below
3-day: 8.1% above, 91.9% below
4-day: 7.2% above, 92.8% below
5-day: 9.0% above, 91.0% below
8-day: 16.9% above, 83.1% below
10-day: 20.7% above, 79.3% below
20-day: 21.0% above, 79.0% below
50-day: 39.4% above, 60.6% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170322 10:17 am ET)
META(30): 0.78% Top=SLW PAAS TECK GG ABX FCX CLF AEM ….. FMSA SCCO CNX TAHO CMC FNV SND SLCA=Bottom (Metals & Mining)
COSW(77): -0.14% Top=CMCM SYMC TTWO MSCI CTXS TSS EQIX CSC ….. GRUB TWLO SABR NTNX BIDU TRIP SHOP MDRX=Bottom (Computer Software/Internet)
ELEC(46): -0.19% Top=HIMX QRVO MCHP NVDA CAVM MXL AMKR GLW ….. MRVL IDTI AMD CY OCLR AYI FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): -0.24% Top=WTW TRU GPN ADS CNDT VRSK V URI ….. RHI YY SCI TAL AMN ZTO AL RRD=Bottom (Diversified Services)
COHW(39): -0.29% Top=S TMUS INFN UBNT WDC ANET MSI STX ….. VZ LVLT TDS T SSYS CTL VG GOGO=Bottom (Computer Hardware/Telecom)
LEIS(36): -0.30% Top=MAR DPZ WYN YUMC BLMN HLT DRI WYNN ….. YUM EAT SHAK SIX BYD SEAS PK GPRO=Bottom (Leisure)
MANU(34): -0.31% Top=XYL DCI ETN CMI PNR TTC BWXT CFX ….. AME RS EMR MRC HON ATI MHK DDD=Bottom (Manufacturing)
TRAN(24): -0.37% Top=XPO FDX CSX SWFT JBHT CP EXPD LUV ….. WAB GWR ODFL CHRW TRN JBLU DAL AAL=Bottom (Transportation)
MATE(27): -0.39% Top=PWR DAR FAST EME OC RSG WM MDR ….. DHI LEN MLM EXP RYN KBH TOL CAA=Bottom (Materials & Construction)
INSU(30): -0.43% Top=FNF AFSI CLGX AJG WLTW MMC ALL XL ….. PRU AGO PGR MTG MET RDN CNO MBI=Bottom (Insurance)
HEAL(43): -0.48% Top=IRWD CNC NUVA IART A ESRX VWR VAR ….. TMO TVTY UNH HCA BKD DXCM ACHC THC=Bottom (Health)
FINA(94): -0.49% Top=EFX KEY LAZ HBAN ETFC AXP SIVB CLNS ….. WBS ISBC WETF NAVI ATH PVTB KCG TWNK=Bottom (Banks/Financials)
CHEM(25): -0.52% Top=CC HUN PAH FMC MOS SHW POT AGU ….. APD RPM CF DOW DD PPG AXTA TROX=Bottom (Chemicals/Fertilizers)
RETA(59): -0.56% Top=RH SFM PIR KMX COST EBAY ETSY CPRT ….. M URBN SPLS GES JWN LB ANF FINL=Bottom (Retail & Specialty Retail)
ENER(90): -0.66% Top=BHI RIG RDC EOG SM CPE PXD ETP ….. RICE PBF ETE OII REN SN SPN CRC=Bottom (Energy)
CONS(51): -0.77% Top=BC GT SKX WRK CL HAS FBHS CHD ….. PBI PVH WWW FOSL TPX FL UAA NKE=Bottom (Consumer)
REAL(102): -0.85% Top=SC AMT GEO HCP VTR CIM NLY CYS ….. SPG DDR BRX TCO GGP WPG PEI CBL=Bottom (Real Estate)

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 10:17 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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