daytrend

03/22/2017

Filed under: Market Stats — daytrend @ 12:35 pm

Market Stats at 1:34 pm 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 1:34 pm ET)
3.1% of stocks are above yesterday’s high.
16.7% are above yesterday’s midpoint. (83.3% are below.)
32.7% are below yesterday’s low.
64.2% are inside yesterday’s range.
7.6% of stocks with today’s high > yesterday’s high. (92.4% less than).
80.0% of stocks with today’s low < yesterday’s low. (20.0% greater than).

EVIDENCE OF INTRADAY TREND (20170322 1:34 pm ET)
54.1% of stocks are above today’s open. (44.7% are below).
43.3% of stocks are above today’s open and yesterday’s close.
39.1% are below both.
1.5% of stocks opened above yesterday’s high.
34.0% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
25.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170322 1:34 pm ET)
11.7% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
65.3% are in the top half. 34.7% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
1.3% are in the bottom 10%.

GAIN (20170322 1:34 pm ET)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20170322 1:34 pm ET)
2-day: >=95:2.2%…>=90:3.3%…>=80:6.0%…>=50:21.0%…<=20:49.4%…<=10:31.9%…<=5:18.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:29.0%…<=20:4.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:34.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170322 1:34 pm ET)
3.1% above previous 1 highs, 32.7% below previous 1 lows
2.5% above previous 2 highs, 31.1% below previous 2 lows
2.3% above previous 3 highs, 29.0% below previous 3 lows
2.1% above previous 4 highs, 27.8% below previous 4 lows
2.1% above previous 5 highs, 23.6% below previous 5 lows
2.1% above previous 6 highs, 19.0% below previous 6 lows
2.1% above previous 7 highs, 17.8% below previous 7 lows
2.0% above previous 8 highs, 17.0% below previous 8 lows
1.9% above previous 9 highs, 15.5% below previous 9 lows
1.6% above previous 10 highs, 15.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170322 1:34 pm ET)
50.2% are above or equal to 3/21 close (1 days ago), 49.8% are below.
14.0% are above or equal to 3/20 close (2 days ago), 86.0% are below.
13.3% are above or equal to 3/17 close (3 days ago), 86.7% are below.
20.4% are above or equal to 3/16 close (4 days ago), 79.6% are below.
19.4% are above or equal to 3/15 close (5 days ago), 80.6% are below.
39.9% are above or equal to 3/14 close (6 days ago), 60.1% are below.
32.2% are above or equal to 3/13 close (7 days ago), 67.8% are below.
37.7% are above or equal to 3/10 close (8 days ago), 62.3% are below.
44.1% are above or equal to 3/9 close (9 days ago), 55.9% are below.
40.3% are above or equal to 3/8 close (10 days ago), 59.7% are below.
35.1% are above or equal to 3/7 close (11 days ago), 64.9% are below.
31.5% are above or equal to 3/6 close (12 days ago), 68.5% are below.
26.3% are above or equal to 3/3 close (13 days ago), 73.7% are below.
26.8% are above or equal to 3/2 close (14 days ago), 73.2% are below.
20.9% are above or equal to 3/1 close (15 days ago), 79.1% are below.
32.4% are above or equal to 2/28 close (16 days ago), 67.6% are below.
27.0% are above or equal to 2/27 close (17 days ago), 73.0% are below.
27.9% are above or equal to 2/24 close (18 days ago), 72.1% are below.
29.8% are above or equal to 2/23 close (19 days ago), 70.2% are below.
28.6% are above or equal to 2/22 close (20 days ago), 71.4% are below.
28.5% are above or equal to 2/21 close (21 days ago), 71.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170322 1:34 pm ET)
20d: 1.3% new highs, 33.0% new lows
21d: 1.3% new highs, 32.2% new lows
42d: 1.3% new highs, 17.7% new lows
63d: 1.3% new highs, 15.1% new lows
126d: 1.1% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170322 1:34 pm ET)
2-day: 49.3% above, 50.7% below
3-day: 20.9% above, 79.1% below
4-day: 15.7% above, 84.3% below
5-day: 16.8% above, 83.2% below
8-day: 21.5% above, 78.5% below
10-day: 25.4% above, 74.6% below
20-day: 26.5% above, 73.5% below
50-day: 41.1% above, 58.9% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170322 1:34 pm ET)
META(30): 1.23% Top=SLW TECK AKS X STLD CLF FCX CENX ….. NEM AG AGI ARNC SND TAHO SSRI FNV=Bottom (Metals & Mining)
ELEC(47): 0.27% Top=HIMX QRVO CAVM NVDA ON GLW MCHP KLAC ….. KEYS CY AMBA IDTI FSLR SPWR CSIQ PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.20% Top=MAR CMG BLMN HLT RCL STAY WYN YUMC ….. YUM EXPE PK HGV BYD EAT GPRO SEAS=Bottom (Leisure)
TRAN(24): 0.18% Top=CSX FDX XPO UAL LUV CNI NSC UNP ….. UPS KSU CHRW WAB JBLU GWR AAL TRN=Bottom (Transportation)
MANU(34): 0.12% Top=XYL ATI RS BWXT MRC ETN CMI SWK ….. ITT HON TEX DOV MWA KMT MHK DDD=Bottom (Manufacturing)
CHEM(25): 0.11% Top=CC FMC PAH HUN SHW ALB OLN MOS ….. VSM PPG WLK CF DOW DD AXTA TROX=Bottom (Chemicals/Fertilizers)
HEAL(43): 0.11% Top=CNC CYH PRAH A BDX RMD IART BAX ….. MOH HCA HRC MD BKD THC ACHC TVTY=Bottom (Health)
COSW(77): 0.09% Top=CMCM TWTR CHKP SYMC VMW CSC MSFT EQIX ….. FEYE NUAN TRIP SHOP BIDU BITA ATHM MDRX=Bottom (Computer Software/Internet)
DISV(44): 0.06% Top=WTW CXW VNTV ACM V RBA MYGN CTAS ….. INFO SCI YY MAN SERV AL AMN RRD=Bottom (Diversified Services)
MATE(27): -0.04% Top=MLM SUM FAST DAR PWR VMC RSG EME ….. TPH USG PHM DHI KBH LEN TOL CAA=Bottom (Materials & Construction)
COHW(39): -0.07% Top=ACIA ANET UBNT BCE TMUS WDC VIAV FNSR ….. TDS ARRS VZ LVLT CTL VG SSYS GOGO=Bottom (Computer Hardware/Telecom)
RETA(59): -0.26% Top=RH PIR BBY KMX EBAY TSCO ROST SFM ….. DSW KORS SPLS LB GES GNC ANF FINL=Bottom (Retail & Specialty Retail)
REAL(102): -0.30% Top=GEO VTR DFT HCP AMH OHI CONE HCN ….. AKR OUT DDR WPG KRG BRX PEI CBL=Bottom (Real Estate)
FINA(94): -0.38% Top=BOFI KEY EFX HBAN LAZ CMA FII PYPL ….. CBSH VOYA NAVI OMF SBNY TWNK ATH HOMB=Bottom (Banks/Financials)
INSU(30): -0.45% Top=FNF XL MMC AJG CLGX AFL AON TRV ….. PRU PGR MET AFSI CNO RDN MTG MBI=Bottom (Insurance)
CONS(51): -0.47% Top=WRK SKX BC OI GT AVY KATE IP ….. FL PAY PBI UAA FOSL PVH TPX NKE=Bottom (Consumer)
ENER(90): -0.62% Top=ETP CVE SXL VVV ATW PBF RDC BHI ….. WLL OAS RICE GPOR AR QEP HLX 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 1:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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