daytrend

03/23/2017

Filed under: Market Stats — daytrend @ 9:32 am

Market Stats at 10:32 am ET
by daytrend on 20170323. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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

COMPARED TO YESTERDAY’S RANGE (20170323 10:32 am ET)
36.5% of stocks are above yesterday’s high.
77.1% are above yesterday’s midpoint. (22.9% are below.)
4.6% are below yesterday’s low.
58.9% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
13.5% of stocks with today’s low < yesterday’s low. (86.5% greater than).

EVIDENCE OF INTRADAY TREND (20170323 10:32 am ET)
71.2% of stocks are above today’s open. (27.5% are below).
62.5% of stocks are above today’s open and yesterday’s close.
23.6% are below both.
8.2% of stocks opened above yesterday’s high.
34.6% of stocks opened above yesterday’s close. (58.4% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170323 10:32 am ET)
24.1% of stocks are in the top 10% of today’s range.
41.4% are in the top 20%.
72.3% are in the top half. 27.7% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170323 10:32 am ET)
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.5% are up 3.5% or more. 0.4% are down 3.5% or more.
74.9% are between +1% and -1%.

RSI on DAILY (20170323 10:32 am ET)
2-day: >=95:2.2%…>=90:4.2%…>=80:9.8%…>=50:45.3%…<=20:18.2%…<=10:10.1%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:34.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:39.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 10:32 am ET)
36.5% above previous 1 highs, 4.6% below previous 1 lows
6.3% above previous 2 highs, 3.6% below previous 2 lows
4.7% above previous 3 highs, 3.3% below previous 3 lows
4.0% above previous 4 highs, 3.0% below previous 4 lows
3.6% above previous 5 highs, 2.9% below previous 5 lows
3.6% above previous 6 highs, 2.5% below previous 6 lows
3.6% above previous 7 highs, 2.0% below previous 7 lows
3.6% above previous 8 highs, 2.0% below previous 8 lows
3.6% above previous 9 highs, 2.0% below previous 9 lows
3.3% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 10:32 am ET)
67.5% are above or equal to 3/22 close (1 days ago), 32.5% are below.
68.8% are above or equal to 3/21 close (2 days ago), 31.2% are below.
22.5% are above or equal to 3/20 close (3 days ago), 77.5% are below.
20.8% are above or equal to 3/17 close (4 days ago), 79.2% are below.
26.0% are above or equal to 3/16 close (5 days ago), 74.0% are below.
26.1% are above or equal to 3/15 close (6 days ago), 73.9% are below.
47.0% are above or equal to 3/14 close (7 days ago), 53.0% are below.
38.9% are above or equal to 3/13 close (8 days ago), 61.1% are below.
44.0% are above or equal to 3/10 close (9 days ago), 56.0% are below.
50.3% are above or equal to 3/9 close (10 days ago), 49.7% are below.
46.2% are above or equal to 3/8 close (11 days ago), 53.8% are below.
40.4% are above or equal to 3/7 close (12 days ago), 59.6% are below.
34.9% are above or equal to 3/6 close (13 days ago), 65.1% are below.
29.7% are above or equal to 3/3 close (14 days ago), 70.3% are below.
30.4% are above or equal to 3/2 close (15 days ago), 69.6% are below.
23.9% are above or equal to 3/1 close (16 days ago), 76.1% are below.
34.5% are above or equal to 2/28 close (17 days ago), 65.5% are below.
29.5% are above or equal to 2/27 close (18 days ago), 70.5% are below.
31.1% are above or equal to 2/24 close (19 days ago), 68.9% are below.
32.9% are above or equal to 2/23 close (20 days ago), 67.1% are below.
32.3% are above or equal to 2/22 close (21 days ago), 67.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170323 10:32 am ET)
20d: 2.9% new highs, 4.4% new lows
21d: 2.8% new highs, 4.2% new lows
42d: 2.6% new highs, 2.9% new lows
63d: 2.5% new highs, 2.3% new lows
126d: 1.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 10:32 am ET)
2-day: 66.3% above, 33.7% below
3-day: 70.1% above, 29.9% below
4-day: 43.6% above, 56.4% below
5-day: 31.9% above, 68.1% below
8-day: 30.5% above, 69.5% below
10-day: 33.0% above, 67.0% below
20-day: 33.0% above, 67.0% below
50-day: 45.0% above, 55.0% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 10:32 am ET)
FINA(94): 0.83% Top=HBAN BKU STI SIVB FHN RF UMPQ UMBF ….. APO TROW BX CLNS EFX KCG TWNK YRD=Bottom (Banks/Financials)
INSU(30): 0.69% Top=AFSI MTG RDN LNC MBI UNM AGO ORI ….. CLGX MMC FNF PGR WLTW AXS AON TRV=Bottom (Insurance)
REAL(103): 0.68% Top=CBL DDR KRG PEI KIM SKT GPT BRX ….. CUBE SC UNIT EQR AMH ALLY NRZ IVR=Bottom (Real Estate)
LEIS(36): 0.61% Top=BYD BLMN LQ EAT HGV HLT TXRH MGM ….. PK YUM QSR YUMC SIX LVS EXPE CMG=Bottom (Leisure)
CONS(51): 0.52% Top=PVH FOSL NKE PBI RL WWW VFC OI ….. MAT PG KATE GT SKX WHR UAA NWL=Bottom (Consumer)
RETA(60): 0.39% Top=FINL PIR TLRD GES GPS KR ANF BURL ….. TGT ETSY W DKS GME SBH GNC WFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.31% Top=DAR KBH USG PWR PHM DHI CAA EME ….. RYN WCN SUM MDR VMC FAST MLM JELD=Bottom (Materials & Construction)
HEAL(44): 0.28% Top=THC CYH HCA EW DVA ACHC UHS ESRX ….. BCR XRAY DXCM SYK UNH OPK MOH CNC=Bottom (Health)
MANU(34): 0.21% Top=MRC DCI MWA DOV TEX MHK CFX ITT ….. PNR HON RS DDD ITW ROP XYL ATI=Bottom (Manufacturing)
DISV(44): 0.20% Top=CTAS WTW RBA RRD URI ZTO MCO MAN ….. SERV ULTA PAYX VNTV TRU HRB CAR AMN=Bottom (Diversified Services)
COSW(77): 0.15% Top=FEYE SQ CSC PTC NCR MSCI VIPS SINA ….. TWTR BIDU YELP SABR GOOG TTD ACN PFPT=Bottom (Computer Software/Internet)
ELEC(47): 0.14% Top=PI AMKR MRVL IDTI CGNX FLEX HIMX CAVM ….. XLNX JBL XPER TRMB INTC AMD MCHP CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.12% Top=AAL ALK UAL JBLU ODFL XPO TRN LUV ….. SWFT KSU CSX JBHT CP UPS NSC FDX=Bottom (Transportation)
CHEM(25): 0.09% Top=HUN WLK PPG OLN VSM MOS EMN ALB ….. AXTA IFF APD AGU MON POT FMC CF=Bottom (Chemicals/Fertilizers)
COHW(39): 0.04% Top=S PANW INFN FNSR SSYS TDS WDC HPQ ….. BCE UBNT VG AAPL ZAYO QCOM GOGO ACIA=Bottom (Computer Hardware/Telecom)
ENER(90): -0.10% Top=EGN EEP SWN SXL ETP SPN COG BAS ….. APC MTDR CLR FTI PTEN FRAC QEP SN=Bottom (Energy)
META(30): -0.98% Top=CMC CCJ CNX ARNC SLCA CDE AKS FMSA ….. SND PAAS AGI CENX TECK TAHO SSRI SLW=Bottom (Metals & Mining)

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 10:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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