daytrend

03/27/2017

Filed under: Market Stats — daytrend @ 10:31 am

Market Stats at 11:30 am ET
by daytrend on 20170327. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170327 11:30 am ET)
8.9% of stocks are above yesterday’s high.
20.7% are above yesterday’s midpoint. (79.3% are below.)
48.0% are below yesterday’s low.
43.1% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
87.7% of stocks with today’s low < yesterday’s low. (12.3% greater than).

EVIDENCE OF INTRADAY TREND (20170327 11:30 am ET)
72.6% of stocks are above today’s open. (26.3% are below).
24.2% of stocks are above today’s open and yesterday’s close.
24.5% 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 11:30 am ET)
39.0% of stocks are in the top 10% of today’s range.
51.9% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170327 11:30 am ET)
26.9% of stocks are above yesterday’s close. (73.1% are below.)
0.8% are up 4.5% or more. 0.5% are down 4.5% or more.
1.2% are up 3.5% or more. 1.2% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20170327 11:30 am ET)
2-day: >=95:3.5%…>=90:6.0%…>=80:11.6%…>=50:26.1%…<=20:44.6%…<=10:25.9%…<=5:13.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:27.5%…<=20:4.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:32.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170327 11:30 am ET)
8.9% above previous 1 highs, 48.0% below previous 1 lows
6.6% above previous 2 highs, 34.7% below previous 2 lows
6.2% above previous 3 highs, 20.7% below previous 3 lows
4.8% above previous 4 highs, 20.4% below previous 4 lows
4.1% above previous 5 highs, 19.8% below previous 5 lows
3.6% above previous 6 highs, 19.3% below previous 6 lows
3.2% above previous 7 highs, 19.2% below previous 7 lows
3.0% above previous 8 highs, 17.3% below previous 8 lows
3.0% above previous 9 highs, 15.9% below previous 9 lows
2.7% above previous 10 highs, 15.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170327 11:30 am ET)
26.9% are above or equal to 3/24 close (1 days ago), 73.1% are below.
29.0% are above or equal to 3/23 close (2 days ago), 71.0% are below.
37.7% are above or equal to 3/22 close (3 days ago), 62.3% are below.
42.6% are above or equal to 3/21 close (4 days ago), 57.4% are below.
20.8% are above or equal to 3/20 close (5 days ago), 79.2% are below.
19.3% are above or equal to 3/17 close (6 days ago), 80.7% are below.
23.2% are above or equal to 3/16 close (7 days ago), 76.8% are below.
23.2% are above or equal to 3/15 close (8 days ago), 76.8% are below.
40.2% are above or equal to 3/14 close (9 days ago), 59.8% are below.
33.0% are above or equal to 3/13 close (10 days ago), 67.0% are below.
36.8% are above or equal to 3/10 close (11 days ago), 63.2% are below.
42.5% are above or equal to 3/9 close (12 days ago), 57.5% are below.
38.2% are above or equal to 3/8 close (13 days ago), 61.8% are below.
35.1% are above or equal to 3/7 close (14 days ago), 64.9% are below.
31.7% are above or equal to 3/6 close (15 days ago), 68.3% are below.
26.5% are above or equal to 3/3 close (16 days ago), 73.5% are below.
27.0% are above or equal to 3/2 close (17 days ago), 73.0% are below.
22.8% are above or equal to 3/1 close (18 days ago), 77.2% are below.
30.8% are above or equal to 2/28 close (19 days ago), 69.2% are below.
25.9% are above or equal to 2/27 close (20 days ago), 74.1% are below.
28.3% are above or equal to 2/24 close (21 days ago), 71.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170327 11:30 am ET)
20d: 2.2% new highs, 34.0% new lows
21d: 2.1% new highs, 32.7% new lows
42d: 1.9% new highs, 20.5% new lows
63d: 1.8% new highs, 16.4% new lows
126d: 0.9% new highs, 3.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170327 11:30 am ET)
2-day: 26.0% above, 74.0% below
3-day: 27.2% above, 72.8% below
4-day: 29.4% above, 70.6% below
5-day: 32.8% above, 67.2% below
8-day: 23.1% above, 76.9% below
10-day: 25.6% above, 74.4% below
20-day: 28.5% above, 71.5% below
50-day: 39.7% above, 60.3% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170327 11:30 am ET)
HEAL(43): 0.89% Top=THC ACHC HCA CYH BKD UHS MOH OPK ….. ABT BDX BAX ZBH AET ANTM IART STE=Bottom (Health)
RETA(59): 0.63% Top=SHLD DSW ANF BBY SIG FINL MIK ETSY ….. SPLS TSCO WFM ORLY KMX ROST AAP BID=Bottom (Retail & Specialty Retail)
CHEM(26): -0.24% Top=DD DOW PX CF FMC MON EMN APD ….. RPM GRA CC VSM CE PPG OLN TROX=Bottom (Chemicals/Fertilizers)
META(30): -0.24% Top=FNV GG TAHO AEM CDE RGLD TECK SLW ….. STLD NUE SLCA CMC SCCO X AKS FCX=Bottom (Metals & Mining)
LEIS(37): -0.29% Top=GPRO WYNN LVS BYD QSR SBUX MGM SEAS ….. JACK HLT PK WEN MTN STAY LQ BLMN=Bottom (Leisure)
CONS(51): -0.30% Top=FOSL WWW KATE COH LULU VFC PVH SKX ….. SON BERY BC PKG IP KS WRK SEE=Bottom (Consumer)
TRAN(24): -0.37% Top=JBLU KSU CNI CP NSC UNP UAL CSX ….. ODFL DAL AAL SWFT LUV XPO FDX TRN=Bottom (Transportation)
INSU(30): -0.43% Top=FNF AON TRV AFSI FAF XL ALL HIG ….. CNO TMK PRU UNM AGO MET RDN MTG=Bottom (Insurance)
ELEC(47): -0.46% Top=AMBA CY PI CSIQ AMKR JBL INTC SIMO ….. FLEX MRVL MSCC KEYS ON XPER OCLR BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): -0.46% Top=MDRX CERN TTD SHOP BIDU SQ COTV FEYE ….. EQIX WDAY NTNX WUBA ADSK CSRA CSC CMCM=Bottom (Computer Software/Internet)
ENER(90): -0.52% Top=NFX PBF CVI SM RICE TSO CVE LPI ….. NBR REN HAL XOG SPN PTEN BAS FRAC=Bottom (Energy)
COHW(39): -0.59% Top=FNSR PSTG VIAV CCI BCE NTAP ACIA AAPL ….. VZ VG UBNT STX CTL S GOGO CDW=Bottom (Computer Hardware/Telecom)
REAL(102): -0.61% Top=CYS SNH ARI OHI AMT HCP CIM HCN ….. KIM ARE CUBE WRI CBG BRX DFT RLGY=Bottom (Real Estate)
MATE(27): -0.80% Top=RYN DAR WY MDR WCN SRCL USG CAA ….. EXP JELD MLM VMC FAST SUM KBH PWR=Bottom (Materials & Construction)
DISV(45): -0.83% Top=AMN WTW MYGN LKSD HRB KBR SCI SERV ….. BAH YY LDOS JEC ACM URI RHI TAL=Bottom (Diversified Services)
MANU(35): -1.05% Top=FLS PNR SWK DHR ETN CFX DCI AME ….. AGCO DE ITW KMT RS MRC TEX ATI=Bottom (Manufacturing)
FINA(93): -1.15% Top=YRD JNS LM STT TD PVTB TROW NYCB ….. FHB CMA HOMB GS HBAN WBS WAL MS=Bottom (Banks/Financials)

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 11:30 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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