daytrend

03/24/2017

Filed under: Market Stats — daytrend @ 12:48 pm

Market Stats at 1:48 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 1:48 pm ET)
14.6% of stocks are above yesterday’s high.
54.9% are above yesterday’s midpoint. (45.1% are below.)
12.4% are below yesterday’s low.
73.0% are inside yesterday’s range.
45.7% of stocks with today’s high > yesterday’s high. (54.3% less than).
23.8% of stocks with today’s low < yesterday’s low. (76.2% greater than).

EVIDENCE OF INTRADAY TREND (20170324 1:48 pm ET)
46.1% of stocks are above today’s open. (52.0% are below).
44.0% of stocks are above today’s open and yesterday’s close.
35.5% 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 1:48 pm ET)
5.5% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
27.3% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20170324 1:48 pm ET)
62.3% of stocks are above yesterday’s close. (37.7% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.4% are down 3.5% or more.
79.6% are between +1% and -1%.

RSI on DAILY (20170324 1:48 pm ET)
2-day: >=95:3.3%…>=90:7.1%…>=80:19.8%…>=50:51.3%…<=20:17.9%…<=10:9.1%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:39.2%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:41.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170324 1:48 pm ET)
14.6% above previous 1 highs, 12.4% below previous 1 lows
12.9% above previous 2 highs, 6.1% below previous 2 lows
6.9% above previous 3 highs, 5.6% below previous 3 lows
6.3% above previous 4 highs, 5.4% below previous 4 lows
4.9% above previous 5 highs, 5.0% below previous 5 lows
4.2% above previous 6 highs, 4.8% below previous 6 lows
4.2% above previous 7 highs, 4.3% below previous 7 lows
4.2% above previous 8 highs, 3.5% below previous 8 lows
4.0% above previous 9 highs, 3.3% below previous 9 lows
3.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170324 1:48 pm ET)
62.3% are above or equal to 3/23 close (1 days ago), 37.7% are below.
64.8% are above or equal to 3/22 close (2 days ago), 35.2% are below.
66.2% are above or equal to 3/21 close (3 days ago), 33.8% are below.
28.7% are above or equal to 3/20 close (4 days ago), 71.3% are below.
26.7% are above or equal to 3/17 close (5 days ago), 73.3% are below.
29.9% are above or equal to 3/16 close (6 days ago), 70.1% are below.
30.0% are above or equal to 3/15 close (7 days ago), 70.0% are below.
50.6% are above or equal to 3/14 close (8 days ago), 49.4% are below.
40.5% are above or equal to 3/13 close (9 days ago), 59.5% are below.
44.5% are above or equal to 3/10 close (10 days ago), 55.5% are below.
51.2% are above or equal to 3/9 close (11 days ago), 48.8% are below.
47.4% are above or equal to 3/8 close (12 days ago), 52.6% are below.
41.7% are above or equal to 3/7 close (13 days ago), 58.3% are below.
35.7% are above or equal to 3/6 close (14 days ago), 64.3% are below.
32.2% are above or equal to 3/3 close (15 days ago), 67.8% are below.
32.6% are above or equal to 3/2 close (16 days ago), 67.4% are below.
27.3% are above or equal to 3/1 close (17 days ago), 72.7% are below.
35.8% are above or equal to 2/28 close (18 days ago), 64.2% are below.
30.7% are above or equal to 2/27 close (19 days ago), 69.3% are below.
32.8% are above or equal to 2/24 close (20 days ago), 67.2% 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 1:48 pm ET)
20d: 5.6% new highs, 5.2% new lows
21d: 5.2% new highs, 5.0% new lows
42d: 4.0% new highs, 3.0% new lows
63d: 3.7% new highs, 2.8% new lows
126d: 3.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170324 1:48 pm ET)
2-day: 60.7% above, 39.3% below
3-day: 64.1% above, 35.9% below
4-day: 67.1% above, 32.9% below
5-day: 47.5% above, 52.5% below
8-day: 36.8% above, 63.2% below
10-day: 40.2% above, 59.8% below
20-day: 36.7% above, 63.3% below
50-day: 45.3% above, 54.7% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170324 1:48 pm ET)
HEAL(44): 1.50% Top=DXCM CYH ACHC THC CNC MOH HCA UHS ….. ABT IRWD TMO A AET BKD ANTM VWR=Bottom (Health)
ELEC(47): 0.75% Top=OCLR CY HIMX CREE ON LRCX XPER CRUS ….. GRMN AYI FSLR AMD KEYS PI SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.57% Top=BITA WDAY SINA CERN TWTR SHOP CSC MDRX ….. BIDU TSS ACN VEEV EQIX PFPT YELP TTD=Bottom (Computer Software/Internet)
LEIS(36): 0.51% Top=SEAS SBUX SIX BLMN EXPE SONC JACK YUM ….. PK MTN YUMC H GPRO RCL MGM DNKN=Bottom (Leisure)
REAL(103): 0.47% Top=CBL PEI WPG HR RLJ BAM AKR PEB ….. PSA OUT BXP DLR VNO IVR CBG GEO=Bottom (Real Estate)
INSU(30): 0.28% Top=AFSI MBI WLTW LNC AJG TMK BRO MET ….. FAF ALL UNM TRV AIG ORI L CINF=Bottom (Insurance)
COHW(39): 0.24% Top=WDC FNSR TMUS COMM ACIA S ANET ZAYO ….. HRS ARRS VSAT VG CDW PSTG INFN GOGO=Bottom (Computer Hardware/Telecom)
CONS(51): 0.22% Top=SKX UAA PVH ELF NKE GIL RL LULU ….. FOSL BLL CCK IP SEE GPK PKG KS=Bottom (Consumer)
ENER(90): 0.17% Top=ETE RICE COG GPOR OKS WPX WPZ ETP ….. HES BAS ECA VLO NBR PTEN FRAC DK=Bottom (Energy)
FINA(93): 0.15% Top=YRD FHB TCB CLNS CIT WU LAZ AXP ….. TD NTRS BKU EV WDR KCG GS OMF=Bottom (Banks/Financials)
DISV(45): 0.14% Top=TAL ZTO ILG SERV FDC MCO INFO MA ….. VNTV KBR FLT CNDT HRB CXW YY LKSD=Bottom (Diversified Services)
TRAN(24): 0.11% Top=SAVE ALK UAL JBLU AAL LUV CSX DAL ….. UPS CP GWR ODFL XPO FDX TRN SWFT=Bottom (Transportation)
MANU(34): -0.06% Top=XYL DOV GE DCI ETN CAT AOS TEX ….. DE ROP RS AGCO CFX CMI MWA MHK=Bottom (Manufacturing)
MATE(27): -0.13% Top=KBH DAR RYN TPH CAA LEN TOL DHI ….. MAS EXP FLR WCN WY MLM VMC SUM=Bottom (Materials & Construction)
RETA(60): -0.41% Top=SHLD MIK GNC DLTR KORS ROST BBY JWN ….. TLRD SPLS LB CASY GES URBN GME FINL=Bottom (Retail & Specialty Retail)
META(30): -0.49% Top=FMSA SND TAHO SLCA RGLD AGI SCCO AA ….. AG CLF STLD NUE AKS X PAAS CMC=Bottom (Metals & Mining)
CHEM(25): -0.54% Top=MON CF PAH OLN CE FMC ALB VSM ….. DOW AGU APD IFF CC HUN AXTA TROX=Bottom (Chemicals/Fertilizers)

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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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