daytrend

03/24/2017

Filed under: Market Stats — daytrend @ 2:01 pm

Market Stats at 3:01 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 3:01 pm ET)
9.7% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
25.4% are below yesterday’s low.
64.9% are inside yesterday’s range.
46.0% of stocks with today’s high > yesterday’s high. (54.0% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).

EVIDENCE OF INTRADAY TREND (20170324 3:01 pm ET)
28.3% of stocks are above today’s open. (69.8% are below).
26.3% of stocks are above today’s open and yesterday’s close.
59.0% are below both.
6.4% of stocks opened above yesterday’s high.
76.8% 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 3:01 pm ET)
1.5% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
20.5% are in the top half. 79.5% of stocks are in the bottom half of today’s range.
59.0% are in the bottom 20%.
46.7% are in the bottom 10%.

GAIN (20170324 3:01 pm ET)
38.9% of stocks are above yesterday’s close. (61.1% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.7% are down 3.5% or more.
77.3% are between +1% and -1%.

RSI on DAILY (20170324 3:01 pm ET)
2-day: >=95:2.5%…>=90:5.5%…>=80:12.9%…>=50:37.2%…<=20:31.7%…<=10:17.0%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:32.3%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:36.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170324 3:01 pm ET)
9.7% above previous 1 highs, 25.4% below previous 1 lows
8.5% above previous 2 highs, 11.8% below previous 2 lows
4.2% above previous 3 highs, 11.1% below previous 3 lows
4.1% above previous 4 highs, 10.7% below previous 4 lows
3.5% above previous 5 highs, 10.3% below previous 5 lows
2.6% above previous 6 highs, 10.0% below previous 6 lows
2.6% above previous 7 highs, 9.1% below previous 7 lows
2.6% above previous 8 highs, 7.4% below previous 8 lows
2.6% above previous 9 highs, 7.3% below previous 9 lows
2.6% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170324 3:01 pm ET)
38.9% are above or equal to 3/23 close (1 days ago), 61.1% are below.
48.4% are above or equal to 3/22 close (2 days ago), 51.6% are below.
51.8% are above or equal to 3/21 close (3 days ago), 48.2% are below.
23.5% are above or equal to 3/20 close (4 days ago), 76.5% are below.
21.7% are above or equal to 3/17 close (5 days ago), 78.3% are below.
26.2% are above or equal to 3/16 close (6 days ago), 73.8% are below.
25.4% are above or equal to 3/15 close (7 days ago), 74.6% are below.
45.4% are above or equal to 3/14 close (8 days ago), 54.6% are below.
35.7% are above or equal to 3/13 close (9 days ago), 64.3% are below.
40.2% are above or equal to 3/10 close (10 days ago), 59.8% are below.
45.6% are above or equal to 3/9 close (11 days ago), 54.4% are below.
42.6% are above or equal to 3/8 close (12 days ago), 57.4% are below.
37.0% are above or equal to 3/7 close (13 days ago), 63.0% are below.
32.4% are above or equal to 3/6 close (14 days ago), 67.6% are below.
27.9% are above or equal to 3/3 close (15 days ago), 72.1% are below.
29.0% are above or equal to 3/2 close (16 days ago), 71.0% are below.
24.1% are above or equal to 3/1 close (17 days ago), 75.9% are below.
32.6% are above or equal to 2/28 close (18 days ago), 67.4% are below.
27.8% are above or equal to 2/27 close (19 days ago), 72.2% are below.
30.3% are above or equal to 2/24 close (20 days ago), 69.7% are below.
31.4% are above or equal to 2/23 close (21 days ago), 68.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170324 3:01 pm ET)
20d: 5.7% new highs, 7.0% new lows
21d: 5.3% new highs, 6.9% new lows
42d: 4.0% new highs, 3.6% new lows
63d: 3.7% new highs, 3.2% new lows
126d: 3.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170324 3:01 pm ET)
2-day: 37.7% above, 62.3% below
3-day: 41.9% above, 58.1% below
4-day: 48.2% above, 51.8% below
5-day: 35.1% above, 64.9% below
8-day: 28.2% above, 71.8% below
10-day: 32.3% above, 67.7% below
20-day: 31.0% above, 69.0% below
50-day: 42.6% above, 57.4% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170324 3:01 pm ET)
HEAL(44): 1.17% Top=DXCM CYH THC ACHC CNC PRAH HCA MOH ….. ABT TMO A VAR IRWD AET VWR ANTM=Bottom (Health)
ENER(90): 0.30% Top=ETE COG WPX RICE GPOR SN OKS RRC ….. PSX NBR TSO PTEN VLO BAS FRAC DK=Bottom (Energy)
REAL(103): 0.20% Top=CBL PEI HR WPG RLGY AKR DOC HTA ….. PSA DLR IVR BXP ALLY VNO GEO CBG=Bottom (Real Estate)
ELEC(47): 0.15% Top=OCLR CY CREE XPER HIMX LRCX CRUS ON ….. AYI GRMN FSLR PI KEYS AMD SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.12% Top=SEAS SBUX SIX BLMN EAT EXPE YUM SHAK ….. WYNN YUMC MTN H GPRO RCL MGM DNKN=Bottom (Leisure)
COSW(76): 0.02% Top=MDRX CERN BITA WDAY SINA COTV NUAN TWTR ….. VEEV EQIX YHOO ANSS SYMC TSS ACN TTD=Bottom (Computer Software/Internet)
COHW(39): -0.13% Top=WDC TMUS COMM FNSR ACIA ZAYO CCI S ….. ARRS PSTG BBRY CDW INFN VIAV VG GOGO=Bottom (Computer Hardware/Telecom)
INSU(30): -0.23% Top=AFSI MBI WLTW FNF AJG AFL TMK MMC ….. ALL RDN TRV MTG L UNM AIG CINF=Bottom (Insurance)
CONS(51): -0.28% Top=SKX UAA PVH NKE GIL ELF LULU RL ….. IP BLL WRK CCK SEE KS PKG GPK=Bottom (Consumer)
DISV(45): -0.35% Top=TAL ZTO SERV ILG MYGN INFO FDC V ….. AL VNTV ACM CAR HRB LKSD YY CXW=Bottom (Diversified Services)
TRAN(24): -0.35% Top=SAVE AAL ALK UAL LUV JBLU CSX KSU ….. JBHT UPS FDX GWR ODFL TRN XPO SWFT=Bottom (Transportation)
FINA(93): -0.48% Top=YRD WU CLNS CIT AXP NDAQ PBCT WFC ….. BKU FITB NTRS EV KCG GS WDR OMF=Bottom (Banks/Financials)
MANU(34): -0.60% Top=XYL GE ETN MRC AME AOS TEX DCI ….. FLS AGCO RS KMT CMI MWA CFX MHK=Bottom (Manufacturing)
MATE(27): -0.70% Top=KBH RYN LEN SRCL DAR TPH CAA DHI ….. PWR JELD EXP WY SUM FLR MLM VMC=Bottom (Materials & Construction)
META(30): -0.74% Top=FMSA TAHO SND CNX RGLD SLCA AGI SLW ….. AA STLD PAAS NUE CLF CMC X AKS=Bottom (Metals & Mining)
RETA(60): -0.83% Top=SHLD DLTR MIK GNC DSW KORS BBY ROST ….. CASY SPLS BLDR URBN LB PIR GME FINL=Bottom (Retail & Specialty Retail)
CHEM(25): -1.08% Top=MON VSM SHW POT PAH ALB CF RPM ….. OLN DOW APD IFF AXTA HUN CC 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 3:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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