daytrend

03/22/2017

Filed under: Market Stats — daytrend @ 10:34 am

Market Stats at 11:33 am ET
by daytrend on 20170322. 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 (20170322 11:33 am ET)
2.2% of stocks are above yesterday’s high.
13.1% are above yesterday’s midpoint. (86.9% are below.)
32.0% are below yesterday’s low.
65.7% are inside yesterday’s range.
6.1% of stocks with today’s high > yesterday’s high. (93.9% less than).
79.2% of stocks with today’s low < yesterday’s low. (20.8% greater than).

EVIDENCE OF INTRADAY TREND (20170322 11:33 am ET)
54.7% of stocks are above today’s open. (43.7% are below).
42.8% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
1.5% of stocks opened above yesterday’s high.
33.9% of stocks opened above yesterday’s close. (60.3% opened below yesterday’s close).
25.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170322 11:33 am ET)
8.0% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
63.4% are in the top half. 36.6% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170322 11:33 am ET)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.1% are up 4.5% or more. 0.7% are down 4.5% or more.
0.4% are up 3.5% or more. 1.5% are down 3.5% or more.
72.2% are between +1% and -1%.

RSI on DAILY (20170322 11:33 am ET)
2-day: >=95:2.1%…>=90:2.9%…>=80:4.9%…>=50:19.5%…<=20:51.9%…<=10:31.9%…<=5:18.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:27.0%…<=20:4.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:32.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170322 11:33 am ET)
2.2% above previous 1 highs, 32.0% below previous 1 lows
1.5% above previous 2 highs, 30.6% below previous 2 lows
1.4% above previous 3 highs, 29.1% below previous 3 lows
1.4% above previous 4 highs, 27.6% below previous 4 lows
1.4% above previous 5 highs, 23.8% below previous 5 lows
1.4% above previous 6 highs, 17.6% below previous 6 lows
1.4% above previous 7 highs, 16.7% below previous 7 lows
1.3% above previous 8 highs, 15.6% below previous 8 lows
1.3% above previous 9 highs, 14.2% below previous 9 lows
1.2% above previous 10 highs, 14.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170322 11:33 am ET)
48.2% are above or equal to 3/21 close (1 days ago), 51.8% are below.
11.7% are above or equal to 3/20 close (2 days ago), 88.3% are below.
12.4% are above or equal to 3/17 close (3 days ago), 87.6% are below.
19.2% are above or equal to 3/16 close (4 days ago), 80.8% are below.
18.2% are above or equal to 3/15 close (5 days ago), 81.8% are below.
37.0% are above or equal to 3/14 close (6 days ago), 63.0% are below.
31.3% are above or equal to 3/13 close (7 days ago), 68.7% are below.
37.3% are above or equal to 3/10 close (8 days ago), 62.7% are below.
43.4% are above or equal to 3/9 close (9 days ago), 56.6% are below.
38.7% are above or equal to 3/8 close (10 days ago), 61.3% are below.
34.3% are above or equal to 3/7 close (11 days ago), 65.7% are below.
30.0% are above or equal to 3/6 close (12 days ago), 70.0% are below.
26.2% are above or equal to 3/3 close (13 days ago), 73.8% are below.
26.3% are above or equal to 3/2 close (14 days ago), 73.7% are below.
20.4% are above or equal to 3/1 close (15 days ago), 79.6% are below.
31.6% are above or equal to 2/28 close (16 days ago), 68.4% are below.
26.9% are above or equal to 2/27 close (17 days ago), 73.1% are below.
27.5% are above or equal to 2/24 close (18 days ago), 72.5% are below.
29.7% are above or equal to 2/23 close (19 days ago), 70.3% are below.
28.9% are above or equal to 2/22 close (20 days ago), 71.1% are below.
28.1% are above or equal to 2/21 close (21 days ago), 71.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170322 11:33 am ET)
20d: 1.3% new highs, 31.8% new lows
21d: 1.3% new highs, 31.0% new lows
42d: 1.3% new highs, 16.5% new lows
63d: 1.3% new highs, 14.0% new lows
126d: 1.1% new highs, 3.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170322 11:33 am ET)
2-day: 47.2% above, 52.8% below
3-day: 19.1% above, 80.9% below
4-day: 14.1% above, 85.9% below
5-day: 15.1% above, 84.9% below
8-day: 20.4% above, 79.6% below
10-day: 23.9% above, 76.1% below
20-day: 25.5% above, 74.5% below
50-day: 40.5% above, 59.5% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170322 11:33 am ET)
META(30): 0.50% Top=SLW TECK AKS X CLF STLD FCX RGLD ….. CDE NEM SND AGI TAHO SSRI SLCA FNV=Bottom (Metals & Mining)
COSW(77): 0.21% Top=CMCM TWTR SYMC CHKP RHT MSCI ADBE MSFT ….. ATHM SQ TWLO PTC SABR TRIP BIDU MDRX=Bottom (Computer Software/Internet)
ELEC(46): 0.18% Top=HIMX QRVO FLEX MCHP GLW SIMO KLAC TEL ….. KEYS CREE CY AMBA IDTI FSLR PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.15% Top=A CNC BDX VWR ALGN ZBH BSX IART ….. DVA MD MOH HCA BKD ACHC TVTY THC=Bottom (Health)
TRAN(24): 0.13% Top=XPO CSX FDX NSC CNI JBHT UNP UAL ….. SAVE UPS CHRW WAB JBLU DAL TRN AAL=Bottom (Transportation)
LEIS(36): 0.11% Top=MAR WYN HLT YUMC STAY CMG WEN LQ ….. HGV SIX YUM EAT BYD PK SEAS GPRO=Bottom (Leisure)
DISV(44): 0.06% Top=WTW VNTV VRSK TRU RBA ADS MA CTAS ….. TAL AL YY CAR KBR SERV AMN RRD=Bottom (Diversified Services)
COHW(40): -0.00% Top=UBNT ACIA VIAV ANET S TMUS AAPL WDC ….. PSTG CTL VZ ARRS GOGO SSYS VG WIN=Bottom (Computer Hardware/Telecom)
MATE(27): -0.02% Top=MLM DAR PWR SUM VMC FAST OC RSG ….. DHI MDR PHM TPH LEN KBH TOL CAA=Bottom (Materials & Construction)
MANU(34): -0.03% Top=XYL ETN CMI DCI CFX BWXT RS DE ….. DOV ITT ATI KMT TEX MHK MRC DDD=Bottom (Manufacturing)
CHEM(25): -0.11% Top=CC PAH FMC SHW IFF ALB PX HUN ….. WLK RPM DOW DD CF PPG AXTA TROX=Bottom (Chemicals/Fertilizers)
INSU(30): -0.15% Top=FNF CLGX XL MMC WLTW LNC AJG FAF ….. L AXS PGR BRO CNO RDN MTG MBI=Bottom (Insurance)
FINA(94): -0.17% Top=LAZ EFX KEY HBAN APO SIVB SYF BOFI ….. GS VLY NAVI KCG HOMB ISBC SBNY ATH=Bottom (Banks/Financials)
RETA(59): -0.23% Top=RH PIR KMX SFM EBAY CPRT LOW BBY ….. URBN DSW GNC SPLS LB GES ANF FINL=Bottom (Retail & Specialty Retail)
CONS(51): -0.36% Top=WRK SKX OI BC IP AVY KATE CHD ….. GIL UAA TPX FL WWW PVH FOSL NKE=Bottom (Consumer)
REAL(102): -0.71% Top=GEO VTR AMT DFT OHI HCP CONE HCN ….. TCO BRX KRG DDR OUT WPG PEI CBL=Bottom (Real Estate)
ENER(90): -1.14% Top=ETP SXL BHI CVE DO VVV MPC VLO ….. LPI OAS SPN NBR OII MTDR SN CRC=Bottom (Energy)

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 11:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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