daytrend

03/24/2017

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:20 pm 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 12:20 pm ET)
14.4% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
11.2% are below yesterday’s low.
74.4% are inside yesterday’s range.
42.7% of stocks with today’s high > yesterday’s high. (57.3% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND (20170324 12:20 pm ET)
47.3% of stocks are above today’s open. (50.2% are below).
44.4% of stocks are above today’s open and yesterday’s close.
33.4% 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 12:20 pm ET)
3.9% of stocks are in the top 10% of today’s range.
9.5% are in the top 20%.
36.8% are in the top half. 63.2% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
22.7% are in the bottom 10%.

GAIN (20170324 12:20 pm ET)
63.7% of stocks are above yesterday’s close. (36.3% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.6% are down 3.5% or more.
82.1% are between +1% and -1%.

RSI on DAILY (20170324 12:20 pm ET)
2-day: >=95:3.0%…>=90:7.4%…>=80:19.0%…>=50:54.2%…<=20:17.9%…<=10:9.7%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:39.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:41.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170324 12:20 pm ET)
14.4% above previous 1 highs, 11.2% below previous 1 lows
12.9% above previous 2 highs, 6.2% below previous 2 lows
6.4% above previous 3 highs, 5.7% below previous 3 lows
5.6% above previous 4 highs, 5.5% below previous 4 lows
4.4% above previous 5 highs, 5.2% below previous 5 lows
4.0% above previous 6 highs, 4.9% below previous 6 lows
3.9% above previous 7 highs, 4.8% below previous 7 lows
3.7% above previous 8 highs, 3.6% below previous 8 lows
3.7% above previous 9 highs, 3.4% below previous 9 lows
3.6% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170324 12:20 pm ET)
63.7% are above or equal to 3/23 close (1 days ago), 36.3% are below.
66.7% are above or equal to 3/22 close (2 days ago), 33.3% are below.
66.3% are above or equal to 3/21 close (3 days ago), 33.7% are below.
27.9% are above or equal to 3/20 close (4 days ago), 72.1% are below.
26.3% are above or equal to 3/17 close (5 days ago), 73.7% are below.
30.3% are above or equal to 3/16 close (6 days ago), 69.7% are below.
29.5% are above or equal to 3/15 close (7 days ago), 70.5% are below.
50.7% are above or equal to 3/14 close (8 days ago), 49.3% are below.
40.3% are above or equal to 3/13 close (9 days ago), 59.7% are below.
44.0% are above or equal to 3/10 close (10 days ago), 56.0% are below.
52.0% are above or equal to 3/9 close (11 days ago), 48.0% are below.
46.7% are above or equal to 3/8 close (12 days ago), 53.3% are below.
41.9% are above or equal to 3/7 close (13 days ago), 58.1% are below.
36.8% are above or equal to 3/6 close (14 days ago), 63.2% are below.
31.5% are above or equal to 3/3 close (15 days ago), 68.5% are below.
31.9% are above or equal to 3/2 close (16 days ago), 68.1% are below.
26.8% are above or equal to 3/1 close (17 days ago), 73.2% are below.
35.7% are above or equal to 2/28 close (18 days ago), 64.3% are below.
31.3% are above or equal to 2/27 close (19 days ago), 68.7% are below.
33.0% are above or equal to 2/24 close (20 days ago), 67.0% are below.
34.9% are above or equal to 2/23 close (21 days ago), 65.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170324 12:20 pm ET)
20d: 5.3% new highs, 4.3% new lows
21d: 4.8% new highs, 4.2% new lows
42d: 4.0% new highs, 2.7% new lows
63d: 3.7% new highs, 2.6% new lows
126d: 3.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170324 12:20 pm ET)
2-day: 61.2% above, 38.8% below
3-day: 65.6% above, 34.4% below
4-day: 65.8% above, 34.2% below
5-day: 48.6% above, 51.4% below
8-day: 34.9% above, 65.1% below
10-day: 39.7% above, 60.3% below
20-day: 35.6% above, 64.4% below
50-day: 45.2% above, 54.8% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170324 12:20 pm ET)
HEAL(44): 1.28% Top=DXCM CYH ACHC HCA THC OPK UHS CNC ….. A TMO ANTM VAR ZBH ESRX BKD AET=Bottom (Health)
ELEC(47): 0.83% Top=OCLR CY HIMX CRUS LRCX ON CREE AVGO ….. PI GRMN KEYS AYI AMD FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.65% Top=BITA SINA SHOP TWTR WDAY CMCM ZEN CSC ….. YHOO IBM XRX TSS EQIX YELP PFPT ACN=Bottom (Computer Software/Internet)
COHW(39): 0.43% Top=WDC ACIA TMUS COMM FNSR SSYS ANET CTL ….. JNPR INFN BBRY CDW TDC VIAV ARRS GOGO=Bottom (Computer Hardware/Telecom)
LEIS(36): 0.42% Top=SEAS SBUX SIX BLMN LQ JACK YUM BYD ….. PK QSR YUMC GPRO RCL H MGM DNKN=Bottom (Leisure)
INSU(30): 0.36% Top=AFSI MBI AJG WLTW LNC PRU TMK FNF ….. MTG AIG ALL ORI UNM L CINF TRV=Bottom (Insurance)
REAL(103): 0.29% Top=CBL PEI RLGY WPG HR STWD DOC RLJ ….. BXP CUBE CLI O VNO PSA DLR CBG=Bottom (Real Estate)
DISV(45): 0.17% Top=TAL ZTO MCO MYGN ALLE ILG G URI ….. CXW CNDT R FLT CAR HRB YY LKSD=Bottom (Diversified Services)
CONS(51): 0.17% Top=SKX UAA PVH NKE GIL RL HBI ELF ….. CCK BMS BLL IP SEE PKG GPK KS=Bottom (Consumer)
FINA(93): 0.11% Top=FHB CLNS YRD LAZ NDAQ ISBC WU TCB ….. BX NTRS APO EV OMF KCG WDR GS=Bottom (Banks/Financials)
MANU(34): 0.09% Top=XYL DDD DCI AOS KMT DOV ETN FLS ….. ROP RS DE MHK MWA CMI AGCO ATI=Bottom (Manufacturing)
MATE(27): 0.06% Top=KBH TOL EME DHI CAA PHM TPH RYN ….. WCN EXP JELD FLR WY MLM SUM VMC=Bottom (Materials & Construction)
TRAN(24): -0.04% Top=AAL ALK SAVE CSX UAL JBLU LUV WAB ….. ODFL CNI CP UPS GWR FDX TRN SWFT=Bottom (Transportation)
ENER(90): -0.14% Top=ETE COG RICE OKS GPOR SXL ETP EEP ….. PBF PTEN TSO FRAC VLO ECA CRC DK=Bottom (Energy)
CHEM(25): -0.25% Top=CF VSM OLN FMC MON PAH PX RPM ….. APD CE CC WLK IFF AXTA HUN TROX=Bottom (Chemicals/Fertilizers)
META(30): -0.27% Top=SLCA RGLD SND TAHO FMSA NEM SCCO FCX ….. AEM NUE STLD CLF PAAS X AKS CMC=Bottom (Metals & Mining)
RETA(60): -0.43% Top=SHLD MIK KORS ANF BBY ROST DLTR GNC ….. GPS PIR DKS LB URBN 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 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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