daytrend

03/22/2017

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 10:35 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 10:35 am ET)
1.3% of stocks are above yesterday’s high.
6.1% are above yesterday’s midpoint. (93.9% are below.)
45.9% are below yesterday’s low.
52.8% are inside yesterday’s range.
5.3% of stocks with today’s high > yesterday’s high. (94.7% less than).
77.9% of stocks with today’s low < yesterday’s low. (22.1% greater than).

EVIDENCE OF INTRADAY TREND (20170322 10:35 am ET)
34.2% of stocks are above today’s open. (64.4% are below).
22.1% of stocks are above today’s open and yesterday’s close.
59.6% 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 10:35 am ET)
8.5% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
32.8% are in the top half. 67.2% of stocks are in the bottom half of today’s range.
36.2% are in the bottom 20%.
20.9% are in the bottom 10%.

GAIN (20170322 10:35 am ET)
28.4% of stocks are above yesterday’s close. (71.6% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 1.4% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170322 10:35 am ET)
2-day: >=95:1.8%…>=90:2.7%…>=80:3.3%…>=50:8.8%…<=20:69.6%…<=10:45.0%…<=5:23.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:20.1%…<=20:4.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:27.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170322 10:35 am ET)
1.3% above previous 1 highs, 45.9% below previous 1 lows
0.9% above previous 2 highs, 43.4% below previous 2 lows
0.9% above previous 3 highs, 40.7% below previous 3 lows
0.9% above previous 4 highs, 38.7% below previous 4 lows
0.9% above previous 5 highs, 33.3% below previous 5 lows
0.9% above previous 6 highs, 25.3% below previous 6 lows
0.9% above previous 7 highs, 24.3% below previous 7 lows
0.9% above previous 8 highs, 22.3% below previous 8 lows
0.8% above previous 9 highs, 19.6% below previous 9 lows
0.8% above previous 10 highs, 19.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170322 10:35 am ET)
28.4% are above or equal to 3/21 close (1 days ago), 71.6% are below.
6.7% are above or equal to 3/20 close (2 days ago), 93.3% are below.
8.3% are above or equal to 3/17 close (3 days ago), 91.7% are below.
14.2% are above or equal to 3/16 close (4 days ago), 85.8% are below.
14.5% are above or equal to 3/15 close (5 days ago), 85.5% are below.
32.1% are above or equal to 3/14 close (6 days ago), 67.9% are below.
26.4% are above or equal to 3/13 close (7 days ago), 73.6% are below.
30.8% are above or equal to 3/10 close (8 days ago), 69.2% are below.
38.2% are above or equal to 3/9 close (9 days ago), 61.8% are below.
34.1% are above or equal to 3/8 close (10 days ago), 65.9% are below.
29.4% are above or equal to 3/7 close (11 days ago), 70.6% are below.
26.7% are above or equal to 3/6 close (12 days ago), 73.3% are below.
23.4% are above or equal to 3/3 close (13 days ago), 76.6% are below.
23.7% are above or equal to 3/2 close (14 days ago), 76.3% are below.
18.9% are above or equal to 3/1 close (15 days ago), 81.1% are below.
28.1% are above or equal to 2/28 close (16 days ago), 71.9% are below.
24.4% are above or equal to 2/27 close (17 days ago), 75.6% are below.
24.8% are above or equal to 2/24 close (18 days ago), 75.2% are below.
26.4% are above or equal to 2/23 close (19 days ago), 73.6% are below.
26.1% are above or equal to 2/22 close (20 days ago), 73.9% 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 10:35 am ET)
20d: 0.8% new highs, 30.9% new lows
21d: 0.8% new highs, 30.1% new lows
42d: 0.8% new highs, 15.5% new lows
63d: 0.8% new highs, 13.0% new lows
126d: 0.7% new highs, 3.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170322 10:35 am ET)
2-day: 26.8% above, 73.2% below
3-day: 8.2% above, 91.8% below
4-day: 6.7% above, 93.3% below
5-day: 8.9% above, 91.1% below
8-day: 15.0% above, 85.0% below
10-day: 19.2% above, 80.8% below
20-day: 20.0% above, 80.0% below
50-day: 38.8% above, 61.2% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170322 10:35 am ET)
META(30): 0.26% Top=SLW GG TECK PAAS RGLD ABX X AKS ….. CENX TAHO SSRI AGI ARNC SND FNV SLCA=Bottom (Metals & Mining)
FINA(94): -0.13% Top=KEY EFX LAZ HBAN ETFC SIVB BOFI SYF ….. BX YRD BMO KCG ATH NAVI WETF TWNK=Bottom (Banks/Financials)
COSW(77): -0.26% Top=CMCM SYMC MSCI TTWO TWTR TSS CTXS CHKP ….. WDAY SABR TRIP PTC BIDU SHOP TWLO MDRX=Bottom (Computer Software/Internet)
INSU(30): -0.29% Top=FNF AGO LNC XL AFSI FAF CLGX MMC ….. AIG HIG MET RDN BRO PGR CNO MBI=Bottom (Insurance)
DISV(44): -0.29% Top=WTW ADS V VRSK GPN TRU MA CNDT ….. ZTO SCI KBR TAL AMN YY AL RRD=Bottom (Diversified Services)
LEIS(36): -0.32% Top=MAR YUMC BLMN WYN DPZ WEN HLT DRI ….. SIX SHAK EAT HGV PK SEAS BYD GPRO=Bottom (Leisure)
TRAN(24): -0.37% Top=FDX XPO CSX SWFT EXPD LUV CP NSC ….. ALK ODFL WAB TRN JBLU GWR DAL AAL=Bottom (Transportation)
MATE(27): -0.39% Top=OC DAR PWR RSG WM VMC MAS FAST ….. TPH KBH EXP PHM RYN LEN TOL CAA=Bottom (Materials & Construction)
COHW(39): -0.39% Top=TMUS S UBNT WDC ACIA INFN AAPL STX ….. T ARRS TDS LVLT SSYS CTL VG GOGO=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.40% Top=HIMX QRVO GLW MCHP FLEX SIMO JBL TXN ….. KEYS AYI AMD IDTI CY OCLR FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.43% Top=CNC IART A NUVA BDX ZBH VAR OPK ….. TVTY UNH MD HCA DXCM BKD ACHC THC=Bottom (Health)
MANU(34): -0.48% Top=XYL BWXT DCI CFX ETN FLS CMI ROP ….. CAT HON ITT KMT MRC ATI MHK DDD=Bottom (Manufacturing)
RETA(59): -0.55% Top=RH PIR SFM KMX EBAY HD LOW COST ….. JWN URBN SPLS DSW GES LB ANF FINL=Bottom (Retail & Specialty Retail)
CHEM(25): -0.75% Top=PAH CC FMC SHW HUN MON IFF ALB ….. APD RPM PPG AXTA DOW DD CF TROX=Bottom (Chemicals/Fertilizers)
CONS(51): -0.81% Top=SKX BC WRK FBHS GT CHD ECL OI ….. NWL FOSL PVH WWW TPX FL UAA NKE=Bottom (Consumer)
ENER(90): -0.96% Top=BHI ATW RDC RIG ETP DO EOG CVE ….. OAS RICE CRZO ETE OII SN SPN CRC=Bottom (Energy)
REAL(102): -1.08% Top=AMT SC NLY GEO VTR CIM AGNC AMH ….. GGP KRG BRX DDR TCO 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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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