daytrend

03/23/2017

Filed under: Market Stats — daytrend @ 10:06 am

Market Stats at 11:06 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 11:06 am ET)
49.0% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
3.3% are below yesterday’s low.
47.7% are inside yesterday’s range.
65.6% of stocks with today’s high > yesterday’s high. (34.4% less than).
13.6% of stocks with today’s low < yesterday’s low. (86.4% greater than).

EVIDENCE OF INTRADAY TREND (20170323 11:06 am ET)
82.0% of stocks are above today’s open. (17.2% are below).
76.5% of stocks are above today’s open and yesterday’s close.
14.3% 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 11:06 am ET)
27.8% of stocks are in the top 10% of today’s range.
55.4% are in the top 20%.
85.0% are in the top half. 15.0% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20170323 11:06 am ET)
80.5% of stocks are above yesterday’s close. (19.5% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.5% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20170323 11:06 am ET)
2-day: >=95:2.7%…>=90:5.5%…>=80:12.5%…>=50:60.2%…<=20:11.0%…<=10:6.2%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:40.5%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 11:06 am ET)
49.0% above previous 1 highs, 3.3% below previous 1 lows
10.2% above previous 2 highs, 2.7% below previous 2 lows
7.3% above previous 3 highs, 2.3% below previous 3 lows
6.0% above previous 4 highs, 2.2% below previous 4 lows
5.4% above previous 5 highs, 2.1% below previous 5 lows
5.1% above previous 6 highs, 1.9% below previous 6 lows
5.1% above previous 7 highs, 1.4% below previous 7 lows
5.1% above previous 8 highs, 1.4% below previous 8 lows
5.0% above previous 9 highs, 1.4% below previous 9 lows
4.6% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 11:06 am ET)
80.5% are above or equal to 3/22 close (1 days ago), 19.5% are below.
76.6% are above or equal to 3/21 close (2 days ago), 23.4% are below.
27.7% are above or equal to 3/20 close (3 days ago), 72.3% are below.
25.0% are above or equal to 3/17 close (4 days ago), 75.0% are below.
29.0% are above or equal to 3/16 close (5 days ago), 71.0% are below.
29.7% are above or equal to 3/15 close (6 days ago), 70.3% are below.
52.0% are above or equal to 3/14 close (7 days ago), 48.0% are below.
42.1% are above or equal to 3/13 close (8 days ago), 57.9% are below.
46.4% are above or equal to 3/10 close (9 days ago), 53.6% are below.
53.0% are above or equal to 3/9 close (10 days ago), 47.0% are below.
48.9% are above or equal to 3/8 close (11 days ago), 51.1% are below.
43.3% are above or equal to 3/7 close (12 days ago), 56.7% are below.
37.5% are above or equal to 3/6 close (13 days ago), 62.5% are below.
32.0% are above or equal to 3/3 close (14 days ago), 68.0% are below.
32.4% are above or equal to 3/2 close (15 days ago), 67.6% are below.
26.0% are above or equal to 3/1 close (16 days ago), 74.0% are below.
36.1% are above or equal to 2/28 close (17 days ago), 63.9% are below.
31.3% are above or equal to 2/27 close (18 days ago), 68.7% are below.
33.1% are above or equal to 2/24 close (19 days ago), 66.9% are below.
34.7% are above or equal to 2/23 close (20 days ago), 65.3% are below.
33.7% are above or equal to 2/22 close (21 days ago), 66.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170323 11:06 am ET)
20d: 3.4% new highs, 4.4% new lows
21d: 3.3% new highs, 4.2% new lows
42d: 2.8% new highs, 2.9% new lows
63d: 2.7% new highs, 2.3% new lows
126d: 2.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 11:06 am ET)
2-day: 79.3% above, 20.7% below
3-day: 80.6% above, 19.4% below
4-day: 55.6% above, 44.4% below
5-day: 40.2% above, 59.8% below
8-day: 37.3% above, 62.7% below
10-day: 39.5% above, 60.5% below
20-day: 37.3% above, 62.7% below
50-day: 46.1% above, 53.9% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 11:06 am ET)
FINA(94): 1.10% Top=SIVB OZRK STI BKU HBAN RF BAC CFR ….. SBNY WU BX APO EFX TWNK YRD KCG=Bottom (Banks/Financials)
REAL(103): 0.98% Top=PEI KRG GPT CBL DDR KIM WPG GEO ….. EXR CUBE AMH EQR SC ALLY NRZ IVR=Bottom (Real Estate)
RETA(60): 0.94% Top=FINL PIR GES GPS TLRD SHLD ANF SFM ….. BBY TGT SBH NFLX ETSY WFM W GNC=Bottom (Retail & Specialty Retail)
LEIS(36): 0.92% Top=BYD LQ HGV BLMN EAT HLT TXRH GPRO ….. YUM MCD CMG SIX WYNN LVS YUMC EXPE=Bottom (Leisure)
CONS(51): 0.83% Top=PVH FOSL PBI NKE TUP VFC WWW OI ….. LULU EPC PG MAT WHR BC UAA NWL=Bottom (Consumer)
INSU(30): 0.82% Top=AFSI MTG RDN LNC UNM MET MBI PRU ….. AJG ALL CLGX WLTW PGR AXS AON TRV=Bottom (Insurance)
MATE(27): 0.71% Top=KBH DAR USG TPH PHM SRCL CAA DHI ….. WCN RSG WM RYN VMC MLM FAST JELD=Bottom (Materials & Construction)
DISV(44): 0.57% Top=WTW CTAS RBA RRD MCO YY URI ADS ….. CNDT VNTV PAYX SERV HRB TRU CAR AMN=Bottom (Diversified Services)
HEAL(44): 0.50% Top=THC CYH HCA EW ACHC DVA ESRX UHS ….. TMO XRAY BCR UNH SYK OPK MOH CNC=Bottom (Health)
CHEM(25): 0.43% Top=HUN OLN MOS WLK TROX CC PPG EMN ….. PX CF FMC SHW AXTA CE MON IFF=Bottom (Chemicals/Fertilizers)
MANU(34): 0.36% Top=DCI DOV TEX ITT MRC MHK DDD ETN ….. ROK HON EMR ITW ROP RS XYL ATI=Bottom (Manufacturing)
COSW(77): 0.35% Top=FEYE SQ BITA VIPS NCR VEEV MSCI JD ….. DATA SABR GRUB YELP GOOG TTD ACN PFPT=Bottom (Computer Software/Internet)
TRAN(24): 0.32% Top=ALK AAL UAL ODFL EXPD KSU JBLU CNI ….. WAB SWFT UPS CSX JBHT SAVE NSC FDX=Bottom (Transportation)
ELEC(47): 0.31% Top=PI SPWR CAVM MRVL HIMX MXL AMKR CGNX ….. XLNX ADI MCHP NVDA XPER INTC AMD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.22% Top=S INFN WDC SSYS ARRS PSTG PANW VSAT ….. ANET CTL VG ZAYO AAPL QCOM GOGO ACIA=Bottom (Computer Hardware/Telecom)
ENER(90): 0.09% Top=EEP EGN SXL ETP PAA SPN BAS COG ….. PTEN FANG WLL MTDR FTI BHI QEP SN=Bottom (Energy)
META(30): -0.35% Top=CMC CCJ ARNC CNX FMSA SLCA CDE FNV ….. CENX TAHO NEM RGLD SSRI PAAS TECK 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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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