daytrend

03/27/2017

Filed under: Market Stats — daytrend @ 9:35 am

Market Stats at 10:35 am ET
by daytrend on 20170327. 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 (20170327 10:35 am ET)
7.5% of stocks are above yesterday’s high.
17.6% are above yesterday’s midpoint. (82.4% are below.)
56.0% are below yesterday’s low.
36.5% are inside yesterday’s range.
10.7% of stocks with today’s high > yesterday’s high. (89.3% less than).
86.4% of stocks with today’s low < yesterday’s low. (13.6% greater than).

EVIDENCE OF INTRADAY TREND (20170327 10:35 am ET)
65.7% of stocks are above today’s open. (32.7% are below).
20.7% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
2.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (93.4% opened below yesterday’s close).
71.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170327 10:35 am ET)
28.8% of stocks are in the top 10% of today’s range.
45.7% are in the top 20%.
72.5% are in the top half. 27.5% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20170327 10:35 am ET)
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY (20170327 10:35 am ET)
2-day: >=95:3.2%…>=90:5.4%…>=80:10.8%…>=50:22.8%…<=20:48.8%…<=10:30.7%…<=5:16.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:26.6%…<=20:5.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170327 10:35 am ET)
7.5% above previous 1 highs, 56.0% below previous 1 lows
5.5% above previous 2 highs, 43.0% below previous 2 lows
5.4% above previous 3 highs, 26.5% below previous 3 lows
4.4% above previous 4 highs, 25.6% below previous 4 lows
3.7% above previous 5 highs, 25.1% below previous 5 lows
3.3% above previous 6 highs, 24.6% below previous 6 lows
3.2% above previous 7 highs, 24.1% below previous 7 lows
3.2% above previous 8 highs, 23.1% below previous 8 lows
3.2% above previous 9 highs, 20.1% below previous 9 lows
2.8% above previous 10 highs, 19.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170327 10:35 am ET)
22.6% are above or equal to 3/24 close (1 days ago), 77.4% are below.
26.6% are above or equal to 3/23 close (2 days ago), 73.4% are below.
33.4% are above or equal to 3/22 close (3 days ago), 66.6% are below.
40.5% are above or equal to 3/21 close (4 days ago), 59.5% are below.
20.0% are above or equal to 3/20 close (5 days ago), 80.0% are below.
19.7% are above or equal to 3/17 close (6 days ago), 80.3% are below.
22.0% are above or equal to 3/16 close (7 days ago), 78.0% are below.
22.4% are above or equal to 3/15 close (8 days ago), 77.6% are below.
37.7% are above or equal to 3/14 close (9 days ago), 62.3% are below.
31.4% are above or equal to 3/13 close (10 days ago), 68.6% are below.
35.6% are above or equal to 3/10 close (11 days ago), 64.4% are below.
39.1% are above or equal to 3/9 close (12 days ago), 60.9% are below.
36.7% are above or equal to 3/8 close (13 days ago), 63.3% are below.
33.8% are above or equal to 3/7 close (14 days ago), 66.2% are below.
30.9% are above or equal to 3/6 close (15 days ago), 69.1% are below.
25.6% are above or equal to 3/3 close (16 days ago), 74.4% are below.
25.8% are above or equal to 3/2 close (17 days ago), 74.2% are below.
21.3% are above or equal to 3/1 close (18 days ago), 78.7% are below.
29.5% are above or equal to 2/28 close (19 days ago), 70.5% are below.
25.8% are above or equal to 2/27 close (20 days ago), 74.2% are below.
26.6% are above or equal to 2/24 close (21 days ago), 73.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170327 10:35 am ET)
20d: 1.4% new highs, 33.5% new lows
21d: 1.4% new highs, 32.2% new lows
42d: 1.4% new highs, 20.3% new lows
63d: 1.3% new highs, 16.3% new lows
126d: 0.6% new highs, 3.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170327 10:35 am ET)
2-day: 22.1% above, 77.9% below
3-day: 22.8% above, 77.2% below
4-day: 25.9% above, 74.1% below
5-day: 29.9% above, 70.1% below
8-day: 22.4% above, 77.6% below
10-day: 24.1% above, 75.9% below
20-day: 25.8% above, 74.2% below
50-day: 38.9% above, 61.1% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170327 10:35 am ET)
HEAL(43): 0.76% Top=BKD THC ACHC HCA CYH UHS MOH CNC ….. HRC IART BDX STE BAX ZBH AET ANTM=Bottom (Health)
RETA(59): 0.45% Top=SHLD DSW ANF BBY MIK SIG FINL AEO ….. BABA CPRT SPLS AAP W KMX BLDR BID=Bottom (Retail & Specialty Retail)
REAL(102): -0.12% Top=SNH HCP CBL HCN HR OHI DOC VTR ….. EQC PEB LHO GEO DFT ALLY CBG RLGY=Bottom (Real Estate)
CONS(51): -0.37% Top=FOSL LULU WWW PVH COH HBI SKX KATE ….. BERY PKG PBI IP BC KS WRK SEE=Bottom (Consumer)
TRAN(24): -0.58% Top=JBLU KSU CNI CP ALK NSC UNP SAVE ….. GWR AAL CSX UPS WAB XPO FDX TRN=Bottom (Transportation)
LEIS(37): -0.61% Top=GPRO SBUX QSR YUMC LVS SHAK BYD MCD ….. H SIX HLT WEN MTN BLMN LQ STAY=Bottom (Leisure)
COSW(76): -0.61% Top=MDRX CERN SHOP FEYE BIDU TRIP JD ORCL ….. TWTR WDAY CSC AZPN NTNX CSRA ADSK CMCM=Bottom (Computer Software/Internet)
INSU(30): -0.67% Top=FNF AFSI FAF TRV HIG XL ORI AON ….. CNO LNC AGO UNM PRU RDN MET MTG=Bottom (Insurance)
ELEC(47): -0.72% Top=CY AMBA PI SPWR CSIQ FSLR AMKR SIMO ….. FLEX MRVL XPER CGNX KEYS ON BRKR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): -0.73% Top=FNV AEM GG TAHO ABX RGLD NEM SLW ….. SND CMC X FMSA SLCA SCCO AKS FCX=Bottom (Metals & Mining)
CHEM(26): -0.74% Top=CF PX MOS DD DOW MON AGU POT ….. GRA VSM CE HUN WLK OLN CC TROX=Bottom (Chemicals/Fertilizers)
COHW(39): -0.77% Top=BCE CCI PSTG WDC FNSR AAPL SSYS QCOM ….. VIAV UBNT CIEN CTL INFN GOGO CDW S=Bottom (Computer Hardware/Telecom)
MATE(27): -1.11% Top=RYN WY DAR SRCL WCN CAA PHM RSG ….. KBH MAS MLM VMC SUM EXP PWR FAST=Bottom (Materials & Construction)
ENER(90): -1.14% Top=PBF CVI NFX TSO HFC SM VLO PSX ….. QEP HAL REN NBR BAS SPN PTEN FRAC=Bottom (Energy)
DISV(45): -1.18% Top=AMN MYGN WTW VNTV LKSD SCI ULTA ALLE ….. ACM YY JEC LDOS RHI URI RRD TAL=Bottom (Diversified Services)
FINA(93): -1.38% Top=JNS LM CLNS TD WDR NYCB PSEC STT ….. CMA EWBC TCB HBAN WBS WAL BOFI MS=Bottom (Banks/Financials)
MANU(35): -1.45% Top=FLS DHR SWK MHK ITT AME PNR DCI ….. MWA SNA ROK RS MRC ATI TEX KMT=Bottom (Manufacturing)

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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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