daytrend

03/27/2017

Filed under: Market Stats — daytrend @ 11:33 am

Market Stats at 12:32 pm 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 12:32 pm ET)
9.1% of stocks are above yesterday’s high.
23.1% are above yesterday’s midpoint. (76.9% are below.)
44.4% are below yesterday’s low.
46.5% are inside yesterday’s range.
15.9% of stocks with today’s high > yesterday’s high. (84.1% less than).
88.2% of stocks with today’s low < yesterday’s low. (11.8% greater than).

EVIDENCE OF INTRADAY TREND (20170327 12:32 pm ET)
74.1% of stocks are above today’s open. (24.7% are below).
26.5% of stocks are above today’s open and yesterday’s close.
22.8% 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 12:32 pm ET)
21.2% of stocks are in the top 10% of today’s range.
47.0% are in the top 20%.
77.5% are in the top half. 22.5% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170327 12:32 pm ET)
29.5% of stocks are above yesterday’s close. (70.5% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.3% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170327 12:32 pm ET)
2-day: >=95:2.9%…>=90:6.6%…>=80:12.9%…>=50:30.8%…<=20:43.3%…<=10:25.4%…<=5:13.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:29.3%…<=20:3.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170327 12:32 pm ET)
9.1% above previous 1 highs, 44.4% below previous 1 lows
6.7% above previous 2 highs, 31.9% below previous 2 lows
5.9% above previous 3 highs, 19.4% below previous 3 lows
4.6% above previous 4 highs, 19.0% below previous 4 lows
4.0% above previous 5 highs, 18.6% below previous 5 lows
3.5% above previous 6 highs, 17.9% below previous 6 lows
3.3% above previous 7 highs, 17.8% below previous 7 lows
3.0% above previous 8 highs, 16.4% below previous 8 lows
3.0% above previous 9 highs, 14.4% below previous 9 lows
2.6% above previous 10 highs, 14.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170327 12:32 pm ET)
29.5% are above or equal to 3/24 close (1 days ago), 70.5% are below.
32.1% are above or equal to 3/23 close (2 days ago), 67.9% are below.
39.3% are above or equal to 3/22 close (3 days ago), 60.7% are below.
44.3% are above or equal to 3/21 close (4 days ago), 55.7% are below.
21.7% are above or equal to 3/20 close (5 days ago), 78.3% are below.
20.7% are above or equal to 3/17 close (6 days ago), 79.3% are below.
23.7% are above or equal to 3/16 close (7 days ago), 76.3% are below.
23.7% are above or equal to 3/15 close (8 days ago), 76.3% are below.
40.5% are above or equal to 3/14 close (9 days ago), 59.5% are below.
34.0% are above or equal to 3/13 close (10 days ago), 66.0% are below.
37.5% are above or equal to 3/10 close (11 days ago), 62.5% are below.
42.0% are above or equal to 3/9 close (12 days ago), 58.0% are below.
37.9% are above or equal to 3/8 close (13 days ago), 62.1% are below.
35.4% are above or equal to 3/7 close (14 days ago), 64.6% are below.
31.9% are above or equal to 3/6 close (15 days ago), 68.1% are below.
27.9% are above or equal to 3/3 close (16 days ago), 72.1% are below.
28.2% are above or equal to 3/2 close (17 days ago), 71.8% are below.
23.1% are above or equal to 3/1 close (18 days ago), 76.9% are below.
31.0% are above or equal to 2/28 close (19 days ago), 69.0% are below.
26.5% are above or equal to 2/27 close (20 days ago), 73.5% are below.
28.7% are above or equal to 2/24 close (21 days ago), 71.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170327 12:32 pm ET)
20d: 2.7% new highs, 34.2% new lows
21d: 2.5% new highs, 32.9% new lows
42d: 2.1% new highs, 20.7% new lows
63d: 2.0% new highs, 16.5% new lows
126d: 1.2% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170327 12:32 pm ET)
2-day: 28.6% above, 71.4% below
3-day: 30.3% above, 69.7% below
4-day: 32.7% above, 67.3% below
5-day: 36.9% above, 63.1% below
8-day: 26.0% above, 74.0% below
10-day: 27.2% above, 72.8% below
20-day: 29.6% above, 70.4% below
50-day: 40.2% above, 59.8% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170327 12:32 pm ET)
HEAL(43): 0.68% Top=ACHC HCA UHS BKD MOH OPK CNC THC ….. IART BAX UNH AET DGX ZBH ANTM STE=Bottom (Health)
RETA(59): 0.49% Top=SHLD DSW ANF BBY FINL ETSY SIG URBN ….. TSCO ROST SPLS ORLY KMX WFM AAP BID=Bottom (Retail & Specialty Retail)
LEIS(37): -0.04% Top=GPRO WYNN MGM BYD LVS SEAS SONC YUMC ….. H WEN PK HLT JACK STAY LQ BLMN=Bottom (Leisure)
ELEC(47): -0.10% Top=PI AMBA CY AMKR CSIQ WAT JBL CAVM ….. MSCC MRVL CREE KEYS ON OCLR BRKR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.11% Top=DD DOW PX EMN VSM APD PAH MON ….. ALB GRA MOS IFF WLK CE OLN TROX=Bottom (Chemicals/Fertilizers)
COSW(76): -0.13% Top=MDRX TTD CERN SQ SHOP TWLO VEEV CTXS ….. TWTR INTU WUBA EQIX ADSK CSC CSRA CMCM=Bottom (Computer Software/Internet)
TRAN(24): -0.20% Top=JBLU KSU CNI CP ALK NSC SAVE UAL ….. CHRW JBHT ODFL FDX XPO WAB SWFT TRN=Bottom (Transportation)
CONS(51): -0.27% Top=WWW COH FOSL KATE LULU UAA VFC GIL ….. ELF BERY BC PKG IP KS WRK SEE=Bottom (Consumer)
INSU(30): -0.37% Top=FAF AFSI FNF AON XL TRV ALL MMC ….. CNO LNC MET PRU UNM MTG AGO RDN=Bottom (Insurance)
META(30): -0.37% Top=TAHO TECK FNV ABX RGLD SLW AEM GG ….. FMSA CMC AKS SCCO SLCA X SND FCX=Bottom (Metals & Mining)
COHW(39): -0.39% Top=ACIA FNSR PSTG SSYS VIAV HPQ ARRS AAPL ….. VG VZ STX GOGO UBNT CDW CTL S=Bottom (Computer Hardware/Telecom)
MATE(27): -0.50% Top=DAR WY RYN USG PHM MDR EME WCN ….. SRCL TOL FLR MAS JELD KBH PWR FAST=Bottom (Materials & Construction)
DISV(45): -0.71% Top=AMN WTW MYGN SCI VNTV HRB KBR VRSK ….. YY URI BAH LDOS RHI CXW RRD TAL=Bottom (Diversified Services)
REAL(102): -0.74% Top=SNH CYS ARI IVR DOC AMT HCP HCN ….. CBG WRI KRC HPP KIM DFT BRX RLGY=Bottom (Real Estate)
ENER(90): -0.83% Top=SM NFX PBF CVI RICE TSO VLO PSX ….. REN ETE HAL NBR SPN PTEN FRAC BAS=Bottom (Energy)
MANU(35): -0.86% Top=FLS DHR PNR SWK CFX MHK AME ETN ….. DE GE AGCO TEX KMT RS MRC ATI=Bottom (Manufacturing)
FINA(93): -1.08% Top=YRD NYCB STT SLM LM BKU JNS BMO ….. HBAN FHB HOMB SCHW KCG MS WAL WBS=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 12:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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