daytrend

03/24/2017

Filed under: Market Stats — daytrend @ 9:37 am

Market Stats at 10:37 am ET
by daytrend on 20170324. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20170324 10:37 am ET)
16.7% of stocks are above yesterday’s high.
67.7% are above yesterday’s midpoint. (32.3% are below.)
4.9% are below yesterday’s low.
78.3% are inside yesterday’s range.
35.9% of stocks with today’s high > yesterday’s high. (64.1% less than).
15.3% of stocks with today’s low < yesterday’s low. (84.7% greater than).

EVIDENCE OF INTRADAY TREND (20170324 10:37 am ET)
62.8% of stocks are above today’s open. (34.9% are below).
59.4% of stocks are above today’s open and yesterday’s close.
18.7% are below both.
6.4% of stocks opened above yesterday’s high.
76.9% of stocks opened above yesterday’s close. (17.6% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170324 10:37 am ET)
11.0% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
54.9% are in the top half. 45.1% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170324 10:37 am ET)
78.3% of stocks are above yesterday’s close. (21.7% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.2% are down 3.5% or more.
81.1% are between +1% and -1%.

RSI on DAILY (20170324 10:37 am ET)
2-day: >=95:3.0%…>=90:8.1%…>=80:21.8%…>=50:66.4%…<=20:10.4%…<=10:6.0%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:42.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170324 10:37 am ET)
16.7% above previous 1 highs, 4.9% below previous 1 lows
14.6% above previous 2 highs, 2.6% below previous 2 lows
6.4% above previous 3 highs, 2.3% below previous 3 lows
5.6% above previous 4 highs, 2.3% below previous 4 lows
4.3% above previous 5 highs, 2.2% below previous 5 lows
4.0% above previous 6 highs, 2.0% below previous 6 lows
4.0% above previous 7 highs, 2.0% below previous 7 lows
3.7% above previous 8 highs, 1.6% below previous 8 lows
3.7% above previous 9 highs, 1.6% below previous 9 lows
3.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170324 10:37 am ET)
78.3% are above or equal to 3/23 close (1 days ago), 21.7% are below.
73.3% are above or equal to 3/22 close (2 days ago), 26.7% are below.
72.7% are above or equal to 3/21 close (3 days ago), 27.3% are below.
30.4% are above or equal to 3/20 close (4 days ago), 69.6% are below.
28.0% are above or equal to 3/17 close (5 days ago), 72.0% are below.
32.7% are above or equal to 3/16 close (6 days ago), 67.3% are below.
31.0% are above or equal to 3/15 close (7 days ago), 69.0% are below.
52.9% are above or equal to 3/14 close (8 days ago), 47.1% are below.
42.9% are above or equal to 3/13 close (9 days ago), 57.1% are below.
46.5% are above or equal to 3/10 close (10 days ago), 53.5% are below.
53.0% are above or equal to 3/9 close (11 days ago), 47.0% are below.
49.8% are above or equal to 3/8 close (12 days ago), 50.2% are below.
44.0% are above or equal to 3/7 close (13 days ago), 56.0% are below.
38.3% are above or equal to 3/6 close (14 days ago), 61.7% are below.
33.0% are above or equal to 3/3 close (15 days ago), 67.0% are below.
33.4% are above or equal to 3/2 close (16 days ago), 66.6% are below.
28.1% are above or equal to 3/1 close (17 days ago), 71.9% are below.
36.7% are above or equal to 2/28 close (18 days ago), 63.3% are below.
32.1% are above or equal to 2/27 close (19 days ago), 67.9% are below.
34.1% are above or equal to 2/24 close (20 days ago), 65.9% are below.
35.7% are above or equal to 2/23 close (21 days ago), 64.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170324 10:37 am ET)
20d: 4.3% new highs, 2.9% new lows
21d: 4.2% new highs, 2.9% new lows
42d: 3.5% new highs, 1.6% new lows
63d: 3.3% new highs, 1.5% new lows
126d: 2.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170324 10:37 am ET)
2-day: 76.0% above, 24.0% below
3-day: 75.4% above, 24.6% below
4-day: 75.1% above, 24.9% below
5-day: 57.3% above, 42.7% below
8-day: 39.7% above, 60.3% below
10-day: 41.9% above, 58.1% below
20-day: 38.1% above, 61.9% below
50-day: 46.5% above, 53.5% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170324 10:37 am ET)
HEAL(44): 1.22% Top=DXCM CYH ACHC THC HCA MOH CNC UHS ….. PRAH BDX ESRX ZBH AET VAR VWR BKD=Bottom (Health)
ELEC(47): 1.07% Top=HIMX CY LRCX OCLR ON CREE XPER MSCC ….. APH AYI GRMN KEYS SPWR FSLR PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.80% Top=SINA CMCM CSC BITA SHOP TWTR HPE NTNX ….. PFPT CDK YELP IBM EQIX BIDU ACN TTD=Bottom (Computer Software/Internet)
COHW(39): 0.67% Top=WDC ACIA TMUS COMM STX SSYS INFN NTAP ….. VIAV VSAT BCE TDS CCI VG TDC GOGO=Bottom (Computer Hardware/Telecom)
INSU(30): 0.58% Top=MBI AFSI FNF LNC MET PRU CNO AGO ….. AON RDN ALL HIG ORI L CINF TRV=Bottom (Insurance)
LEIS(36): 0.56% Top=SEAS BLMN SIX LQ SBUX HGV YUM JACK ….. GPRO WEN WYNN SHAK YUMC EAT MTN DNKN=Bottom (Leisure)
FINA(93): 0.53% Top=YRD LAZ TCB WETF FHB WU AXP BEN ….. KCG FITB BX GS PVTB TWNK OMF TD=Bottom (Banks/Financials)
TRAN(24): 0.51% Top=UAL CSX SAVE JBLU AAL ALK XPO LUV ….. CHRW WAB UNP KSU FDX CNI UPS SWFT=Bottom (Transportation)
MANU(34): 0.41% Top=XYL DDD DOV CAT AOS KMT DCI MRC ….. CMI MWA PH ATI IR ROP BWXT MHK=Bottom (Manufacturing)
DISV(45): 0.36% Top=ZTO TAL URI RRD MAN ILG MYGN ADS ….. SBAC RBA KBR CNDT WTW LKSD HRB AMN=Bottom (Diversified Services)
CONS(51): 0.35% Top=UAA SKX PVH KATE NKE ELF GIL OI ….. CSL IP CCK LULU PKG KS SEE GPK=Bottom (Consumer)
REAL(103): 0.35% Top=RLGY CBL SC PEI HR WPG LPT HTA ….. AGNC CONE QTS O VNO BXP CBG DLR=Bottom (Real Estate)
META(30): 0.22% Top=SND FMSA SLCA RGLD ARNC CLF TAHO CCJ ….. AKS AGI STLD ABX FNV AEM PAAS CMC=Bottom (Metals & Mining)
ENER(90): 0.17% Top=BAS OAS ETE EEP ETP SXL HLX OKS ….. SWN CVI ECA TSO VLO FRAC DK CRC=Bottom (Energy)
CHEM(25): 0.09% Top=VSM PAH OLN CC RPM CF FMC SHW ….. DD IFF POT AXTA APD AGU MOS WLK=Bottom (Chemicals/Fertilizers)
MATE(27): -0.04% Top=MDR EME PWR FAST TOL USG RYN EXP ….. MAS WCN JELD TPH MLM VMC SUM KBH=Bottom (Materials & Construction)
RETA(60): -0.54% Top=SHLD ROST ETSY GNC BBY KORS MIK TIF ….. BBBY URBN JWN DKS KSS GES GME FINL=Bottom (Retail & Specialty Retail)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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