daytrend

03/23/2017

Filed under: Market Stats — daytrend @ 10:39 am

Market Stats at 11:38 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 11:38 am ET)
57.2% of stocks are above yesterday’s high.
86.7% are above yesterday’s midpoint. (13.3% are below.)
3.5% are below yesterday’s low.
39.3% are inside yesterday’s range.
71.6% of stocks with today’s high > yesterday’s high. (28.4% less than).
13.8% of stocks with today’s low < yesterday’s low. (86.2% greater than).

EVIDENCE OF INTRADAY TREND (20170323 11:38 am ET)
85.5% of stocks are above today’s open. (14.0% are below).
80.4% of stocks are above today’s open and yesterday’s close.
12.7% 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 11:38 am ET)
30.8% of stocks are in the top 10% of today’s range.
59.2% are in the top 20%.
87.4% are in the top half. 12.6% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20170323 11:38 am ET)
82.6% of stocks are above yesterday’s close. (17.4% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.5% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20170323 11:38 am ET)
2-day: >=95:3.3%…>=90:6.1%…>=80:15.8%…>=50:66.2%…<=20:9.5%…<=10:5.4%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:42.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:45.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 11:38 am ET)
57.2% above previous 1 highs, 3.5% below previous 1 lows
12.2% above previous 2 highs, 2.7% below previous 2 lows
9.6% above previous 3 highs, 2.3% below previous 3 lows
8.4% above previous 4 highs, 2.2% below previous 4 lows
7.8% above previous 5 highs, 2.1% below previous 5 lows
7.5% above previous 6 highs, 1.8% below previous 6 lows
7.4% above previous 7 highs, 1.5% below previous 7 lows
7.3% above previous 8 highs, 1.5% below previous 8 lows
7.0% above previous 9 highs, 1.5% below previous 9 lows
6.5% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 11:38 am ET)
82.6% are above or equal to 3/22 close (1 days ago), 17.4% are below.
80.4% are above or equal to 3/21 close (2 days ago), 19.6% are below.
31.2% are above or equal to 3/20 close (3 days ago), 68.8% are below.
27.6% are above or equal to 3/17 close (4 days ago), 72.4% are below.
30.9% are above or equal to 3/16 close (5 days ago), 69.1% are below.
32.2% are above or equal to 3/15 close (6 days ago), 67.8% are below.
54.5% are above or equal to 3/14 close (7 days ago), 45.5% are below.
43.5% are above or equal to 3/13 close (8 days ago), 56.5% are below.
48.1% are above or equal to 3/10 close (9 days ago), 51.9% are below.
54.0% are above or equal to 3/9 close (10 days ago), 46.0% are below.
50.8% are above or equal to 3/8 close (11 days ago), 49.2% are below.
45.0% are above or equal to 3/7 close (12 days ago), 55.0% are below.
38.9% are above or equal to 3/6 close (13 days ago), 61.1% are below.
34.0% are above or equal to 3/3 close (14 days ago), 66.0% are below.
33.9% are above or equal to 3/2 close (15 days ago), 66.1% are below.
26.8% are above or equal to 3/1 close (16 days ago), 73.2% are below.
37.1% are above or equal to 2/28 close (17 days ago), 62.9% are below.
32.7% are above or equal to 2/27 close (18 days ago), 67.3% are below.
34.7% are above or equal to 2/24 close (19 days ago), 65.3% are below.
35.8% are above or equal to 2/23 close (20 days ago), 64.2% are below.
35.0% are above or equal to 2/22 close (21 days ago), 65.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170323 11:38 am ET)
20d: 3.7% new highs, 4.6% new lows
21d: 3.6% new highs, 4.3% new lows
42d: 3.2% new highs, 2.9% new lows
63d: 3.0% new highs, 2.3% new lows
126d: 2.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 11:38 am ET)
2-day: 82.0% above, 18.0% below
3-day: 83.3% above, 16.7% below
4-day: 61.9% above, 38.1% below
5-day: 46.8% above, 53.2% below
8-day: 40.6% above, 59.4% below
10-day: 41.8% above, 58.2% below
20-day: 39.9% above, 60.1% below
50-day: 47.6% above, 52.4% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 11:38 am ET)
REAL(103): 1.28% Top=PEI KRG CBL DDR GEO KIM TCO SKT ….. LHO CUBE AMH EQR ALLY NRZ IVR SC=Bottom (Real Estate)
FINA(94): 1.20% Top=HBAN SIVB STI UMBF RF UMPQ OZRK CFG ….. KKR CLNS SBNY TWNK APO EFX KCG YRD=Bottom (Banks/Financials)
CONS(51): 1.00% Top=PVH FOSL NKE PBI WWW KS WRK RL ….. ECL MAT LULU KATE WHR BC NWL UAA=Bottom (Consumer)
RETA(60): 0.99% Top=FINL SHLD GES PIR GPS TLRD ANF BURL ….. SBH DKS TGT GNC NFLX BBY ETSY WFM=Bottom (Retail & Specialty Retail)
LEIS(36): 0.94% Top=HGV BYD LQ BLMN EAT GPRO HLT TXRH ….. CMG LVS MCD DNKN WYNN SIX EXPE YUMC=Bottom (Leisure)
INSU(30): 0.91% Top=AFSI MTG LNC RDN MET PRU UNM ORI ….. PGR XL FNF WLTW CLGX AON AXS TRV=Bottom (Insurance)
MATE(27): 0.67% Top=KBH DAR DHI SRCL CAA USG SUM PWR ….. WM EXP WCN RYN FAST VMC JELD MLM=Bottom (Materials & Construction)
DISV(44): 0.61% Top=WTW CTAS RRD CXW ZTO ADS URI MCO ….. SERV PAYX YY TAL TRU HRB CAR AMN=Bottom (Diversified Services)
TRAN(24): 0.57% Top=ALK AAL UAL ODFL CNI UNP EXPD KSU ….. SWFT CSX UPS WAB SAVE JBHT NSC FDX=Bottom (Transportation)
HEAL(44): 0.53% Top=THC CYH HCA EW DVA ACHC BDX UHS ….. PRXL ZBH SYK XRAY UNH OPK MOH CNC=Bottom (Health)
ELEC(47): 0.52% Top=SPWR CAVM KEYS HIMX MXL PI AMKR QRVO ….. FTV AMBA ADI MCHP XPER INTC AMD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): 0.52% Top=HUN OLN TROX PPG PAH MOS WLK CC ….. SHW CF AGU POT MON AXTA CE IFF=Bottom (Chemicals/Fertilizers)
COSW(77): 0.47% Top=FEYE SQ MSCI JD BITA VIPS COTV NCR ….. NTNX GRUB PTC YELP GOOG TTD ACN PFPT=Bottom (Computer Software/Internet)
ENER(90): 0.46% Top=BAS EEP EGN SPN SXL SWN ETP WPZ ….. NBL FRAC MRO HLX SN FTI BHI QEP=Bottom (Energy)
MANU(34): 0.45% Top=DCI DOV MRC TEX DDD MHK AOS ETN ….. ITW ROK DHR HON ROP XYL RS ATI=Bottom (Manufacturing)
COHW(39): 0.39% Top=ARRS INFN SSYS S WDC PSTG CCI COMM ….. CIEN CTL QCOM AAPL ZAYO ANET GOGO ACIA=Bottom (Computer Hardware/Telecom)
META(30): -0.97% Top=CMC SLCA FMSA CCJ CNX ARNC FNV AA ….. ABX RGLD NEM CENX TECK PAAS 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 11:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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