daytrend

03/23/2017

Filed under: Market Stats — daytrend @ 12:24 pm

Market Stats at 1:24 pm 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 1:24 pm ET)
47.4% of stocks are above yesterday’s high.
82.6% are above yesterday’s midpoint. (17.4% are below.)
3.3% are below yesterday’s low.
49.4% are inside yesterday’s range.
75.6% of stocks with today’s high > yesterday’s high. (24.4% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20170323 1:24 pm ET)
78.6% of stocks are above today’s open. (20.6% are below).
72.5% of stocks are above today’s open and yesterday’s close.
16.8% 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 1:24 pm ET)
2.5% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20170323 1:24 pm ET)
77.3% of stocks are above yesterday’s close. (22.7% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.8% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170323 1:24 pm ET)
2-day: >=95:2.9%…>=90:5.8%…>=80:12.7%…>=50:55.7%…<=20:12.3%…<=10:7.8%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:40.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 1:24 pm ET)
47.4% above previous 1 highs, 3.3% below previous 1 lows
10.3% above previous 2 highs, 2.6% below previous 2 lows
8.3% above previous 3 highs, 2.5% below previous 3 lows
7.3% above previous 4 highs, 2.2% below previous 4 lows
6.5% above previous 5 highs, 2.1% below previous 5 lows
6.0% above previous 6 highs, 2.0% below previous 6 lows
6.0% above previous 7 highs, 1.6% below previous 7 lows
6.0% above previous 8 highs, 1.6% below previous 8 lows
5.8% above previous 9 highs, 1.6% below previous 9 lows
5.1% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 1:24 pm ET)
77.3% are above or equal to 3/22 close (1 days ago), 22.7% are below.
74.9% are above or equal to 3/21 close (2 days ago), 25.1% are below.
27.5% are above or equal to 3/20 close (3 days ago), 72.5% are below.
25.7% are above or equal to 3/17 close (4 days ago), 74.3% are below.
29.5% are above or equal to 3/16 close (5 days ago), 70.5% are below.
29.5% are above or equal to 3/15 close (6 days ago), 70.5% are below.
50.9% are above or equal to 3/14 close (7 days ago), 49.1% are below.
41.6% are above or equal to 3/13 close (8 days ago), 58.4% are below.
46.7% are above or equal to 3/10 close (9 days ago), 53.3% are below.
52.3% are above or equal to 3/9 close (10 days ago), 47.7% are below.
48.2% are above or equal to 3/8 close (11 days ago), 51.8% are below.
43.3% are above or equal to 3/7 close (12 days ago), 56.7% are below.
37.1% are above or equal to 3/6 close (13 days ago), 62.9% are below.
32.4% are above or equal to 3/3 close (14 days ago), 67.6% are below.
33.2% are above or equal to 3/2 close (15 days ago), 66.8% are below.
26.8% are above or equal to 3/1 close (16 days ago), 73.2% are below.
36.3% are above or equal to 2/28 close (17 days ago), 63.7% are below.
31.5% are above or equal to 2/27 close (18 days ago), 68.5% are below.
33.6% are above or equal to 2/24 close (19 days ago), 66.4% are below.
35.1% are above or equal to 2/23 close (20 days ago), 64.9% 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 1:24 pm ET)
20d: 4.2% new highs, 4.9% new lows
21d: 4.1% new highs, 4.7% new lows
42d: 3.4% new highs, 3.0% new lows
63d: 3.3% new highs, 2.5% new lows
126d: 2.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 1:24 pm ET)
2-day: 75.9% above, 24.1% below
3-day: 77.7% above, 22.3% below
4-day: 52.2% above, 47.8% below
5-day: 40.2% above, 59.8% below
8-day: 36.7% above, 63.3% below
10-day: 38.1% above, 61.9% below
20-day: 37.5% above, 62.5% below
50-day: 46.2% above, 53.8% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 1:24 pm ET)
CONS(51): 0.98% Top=PVH FOSL NKE TUP WWW RL PBI ELF ….. CLX SEE BLL MAT ECL BC SKX NWL=Bottom (Consumer)
REAL(103): 0.95% Top=PEI CBL DFT KIM KRG WRI GOV GPT ….. O LHO EQR ALLY UNIT NRZ IVR SC=Bottom (Real Estate)
RETA(60): 0.78% Top=FINL GES PIR ANF TLRD GPS BABA BLDR ….. BBY DKS TGT CVS NFLX GNC ETSY WFM=Bottom (Retail & Specialty Retail)
FINA(94): 0.74% Top=UMBF HBAN SLM STI PNC OZRK FHN HOMB ….. APO BX AMTD TWNK CLNS EFX YRD KCG=Bottom (Banks/Financials)
INSU(30): 0.74% Top=AFSI MTG MET LNC ORI UNM AFL AIG ….. XL AON WLTW PGR CLGX FNF AXS TRV=Bottom (Insurance)
LEIS(36): 0.73% Top=BYD HGV LQ HLT MAR BLMN TXRH WYN ….. MCD DRI EXPE SIX LVS DNKN WYNN YUMC=Bottom (Leisure)
MATE(27): 0.60% Top=KBH DAR SUM WY USG CAA MAS EME ….. WCN RYN SRCL RSG WM FAST MDR JELD=Bottom (Materials & Construction)
CHEM(25): 0.49% Top=HUN OLN CC VSM TROX PAH WLK DOW ….. EMN POT APD ALB SHW CF MON IFF=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.44% Top=AAL UAL ALK ODFL CNI CP TRN EXPD ….. UNP GWR UPS CSX JBHT NSC SWFT FDX=Bottom (Transportation)
MANU(34): 0.39% Top=DDD DCI MHK MRC TEX SWK ETN ITT ….. HON ROK DHR AGCO ROP RS XYL ATI=Bottom (Manufacturing)
DISV(44): 0.31% Top=WTW RBA CTAS CXW ZTO MCO ADS FDC ….. JEC SERV PAYX CNDT YY HRB CAR AMN=Bottom (Diversified Services)
ELEC(47): 0.31% Top=KEYS MXL PI CGNX CRUS MRVL QRVO BRKR ….. ADI MCHP INTC FSLR AMD AYI OCLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): 0.22% Top=EEP EGN PAA COG SPN WPZ SXL RICE ….. CLR SN CVE APC NBL BHI FTI QEP=Bottom (Energy)
COSW(77): 0.22% Top=FEYE SQ TRIP MSCI JD VEEV BITA NCR ….. YELP IT CMCM GOOG PTC TTD ACN PFPT=Bottom (Computer Software/Internet)
COHW(39): 0.16% Top=ARRS SSYS S CCI BBRY COMM INFN WDC ….. ZAYO VIAV CTL AAPL ANET QCOM ACIA GOGO=Bottom (Computer Hardware/Telecom)
HEAL(44): 0.14% Top=CYH THC DVA EW PKI BKD BDX VWR ….. XRAY SYK UNH IART DXCM OPK MOH CNC=Bottom (Health)
META(30): -0.07% Top=CMC CNX SLCA CCJ FNV CDE FMSA AG ….. CENX NUE X SSRI STLD TECK CLF 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 1:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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