daytrend

03/23/2017

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 3:07 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 3:07 pm ET)
43.3% of stocks are above yesterday’s high.
82.1% are above yesterday’s midpoint. (17.9% are below.)
3.5% are below yesterday’s low.
53.2% are inside yesterday’s range.
76.4% of stocks with today’s high > yesterday’s high. (23.6% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND (20170323 3:07 pm ET)
77.1% of stocks are above today’s open. (21.3% are below).
72.2% of stocks are above today’s open and yesterday’s close.
18.4% 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 3:07 pm ET)
6.8% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20170323 3:07 pm ET)
77.0% of stocks are above yesterday’s close. (23.0% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.8% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20170323 3:07 pm ET)
2-day: >=95:2.9%…>=90:5.0%…>=80:13.0%…>=50:55.8%…<=20:13.5%…<=10:7.4%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:40.7%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 3:07 pm ET)
43.3% above previous 1 highs, 3.5% below previous 1 lows
10.3% above previous 2 highs, 2.8% below previous 2 lows
8.7% above previous 3 highs, 2.7% below previous 3 lows
7.0% above previous 4 highs, 2.3% below previous 4 lows
6.3% above previous 5 highs, 2.2% below previous 5 lows
6.2% above previous 6 highs, 2.1% below previous 6 lows
6.2% above previous 7 highs, 2.0% below previous 7 lows
6.1% above previous 8 highs, 2.0% below previous 8 lows
6.0% above previous 9 highs, 1.9% below previous 9 lows
5.4% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 3:07 pm ET)
77.0% are above or equal to 3/22 close (1 days ago), 23.0% are below.
74.4% are above or equal to 3/21 close (2 days ago), 25.6% are below.
27.0% are above or equal to 3/20 close (3 days ago), 73.0% are below.
26.0% are above or equal to 3/17 close (4 days ago), 74.0% are below.
29.2% are above or equal to 3/16 close (5 days ago), 70.8% are below.
29.4% are above or equal to 3/15 close (6 days ago), 70.6% are below.
51.8% are above or equal to 3/14 close (7 days ago), 48.2% are below.
41.8% are above or equal to 3/13 close (8 days ago), 58.2% are below.
45.8% are above or equal to 3/10 close (9 days ago), 54.2% are below.
51.2% are above or equal to 3/9 close (10 days ago), 48.8% are below.
47.1% are above or equal to 3/8 close (11 days ago), 52.9% are below.
42.6% are above or equal to 3/7 close (12 days ago), 57.4% are below.
38.0% are above or equal to 3/6 close (13 days ago), 62.0% are below.
32.4% are above or equal to 3/3 close (14 days ago), 67.6% are below.
33.0% are above or equal to 3/2 close (15 days ago), 67.0% are below.
27.6% are above or equal to 3/1 close (16 days ago), 72.4% are below.
35.6% are above or equal to 2/28 close (17 days ago), 64.4% are below.
31.3% are above or equal to 2/27 close (18 days ago), 68.7% are below.
33.0% are above or equal to 2/24 close (19 days ago), 67.0% are below.
34.9% are above or equal to 2/23 close (20 days ago), 65.1% are below.
33.8% are above or equal to 2/22 close (21 days ago), 66.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170323 3:07 pm ET)
20d: 4.3% new highs, 5.0% new lows
21d: 4.2% new highs, 4.8% new lows
42d: 3.5% new highs, 3.2% new lows
63d: 3.4% new highs, 2.6% new lows
126d: 2.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 3:07 pm ET)
2-day: 76.1% above, 23.9% below
3-day: 77.1% above, 22.9% below
4-day: 51.1% above, 48.9% below
5-day: 41.9% above, 58.1% below
8-day: 36.7% above, 63.3% below
10-day: 38.7% above, 61.3% below
20-day: 37.8% above, 62.2% below
50-day: 46.2% above, 53.8% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 3:07 pm ET)
CHEM(25): 0.97% Top=CC HUN TROX OLN DD DOW MOS PAH ….. EMN CE RPM PPG MON ALB SHW IFF=Bottom (Chemicals/Fertilizers)
CONS(51): 0.95% Top=PVH NKE TUP FOSL WWW VFC RL PBI ….. EPC PG SKX WHR NWL ECL MAT UAA=Bottom (Consumer)
REAL(103): 0.92% Top=KRG CBL PEI QTS DDR GOV SLG KIM ….. CYS LHO EQR ALLY UNIT NRZ IVR SC=Bottom (Real Estate)
LEIS(36): 0.81% Top=BYD HGV LQ SONC HLT SHAK MAR BLMN ….. MCD MGM DRI EXPE LVS WYNN DNKN YUMC=Bottom (Leisure)
FINA(94): 0.65% Top=HBAN UMBF SLM STI SIVB HOMB EWBC FHN ….. CLNS APO WETF TROW TWNK EFX KCG YRD=Bottom (Banks/Financials)
INSU(30): 0.64% Top=AFSI LNC MBI MTG CNO MET UNM ORI ….. ALL XL AXS FNF CLGX PGR HIG TRV=Bottom (Insurance)
RETA(60): 0.59% Top=FINL GES PIR BABA ANF GPS TLRD KORS ….. NFLX ROST COST TGT BBY ETSY GNC WFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.59% Top=KBH WY SUM CAA DAR DHI USG PWR ….. VMC SRCL OC RSG WM MDR JELD FAST=Bottom (Materials & Construction)
ENER(90): 0.49% Top=EEP RICE EGN COG SWN SPN WPZ RRC ….. QEP APC NBL BHI HFC CVE MRO FTI=Bottom (Energy)
MANU(34): 0.42% Top=DDD MRC DCI TEX KMT ITT DOV SWK ….. DE ITW ROK ROP AGCO XYL RS ATI=Bottom (Manufacturing)
ELEC(47): 0.34% Top=KEYS CREE MXL CY CRUS CGNX QRVO PI ….. OCLR ADI MCHP NVDA FSLR AYI AMD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.31% Top=THC CYH EW DVA IRWD HCA PKI VWR ….. DXCM TVTY ZBH UNH IART OPK MOH CNC=Bottom (Health)
COSW(77): 0.25% Top=FEYE TRIP CSC BITA JD SQ VEEV SHOP ….. GRUB YELP GOOG MTCH PTC TTD ACN PFPT=Bottom (Computer Software/Internet)
DISV(44): 0.24% Top=WTW RBA ILG RRD ADS KBR TAL CTAS ….. ULTA MAN YY PAYX SERV CAR HRB AMN=Bottom (Diversified Services)
TRAN(24): 0.24% Top=AAL ALK CNI TRN UAL CP ODFL JBLU ….. CHRW CSX JBHT SWFT XPO NSC UPS FDX=Bottom (Transportation)
COHW(39): 0.22% Top=ARRS S SSYS WDC INFN COMM CCI BBRY ….. QCOM AAPL CIEN VIAV CTL ANET ACIA GOGO=Bottom (Computer Hardware/Telecom)
META(30): -0.01% Top=CMC SLCA CNX FMSA CCJ CDE FNV ARNC ….. AKS CENX NUE STLD X SSRI 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 3:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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