daytrend

03/27/2017

Filed under: Market Stats — daytrend @ 1:47 pm

Market Stats at 2:46 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 2:46 pm ET)
9.4% of stocks are above yesterday’s high.
24.8% are above yesterday’s midpoint. (75.2% are below.)
40.2% are below yesterday’s low.
50.5% are inside yesterday’s range.
18.6% of stocks with today’s high > yesterday’s high. (81.4% less than).
88.8% of stocks with today’s low < yesterday’s low. (11.2% greater than).

EVIDENCE OF INTRADAY TREND (20170327 2:46 pm ET)
72.8% of stocks are above today’s open. (25.6% are below).
30.0% of stocks are above today’s open and yesterday’s close.
24.1% 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 2:46 pm ET)
15.3% of stocks are in the top 10% of today’s range.
36.4% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170327 2:46 pm ET)
33.0% of stocks are above yesterday’s close. (67.0% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.2% are up 3.5% or more. 1.3% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170327 2:46 pm ET)
2-day: >=95:2.7%…>=90:6.7%…>=80:14.2%…>=50:32.0%…<=20:43.2%…<=10:25.6%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:30.1%…<=20:3.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:34.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170327 2:46 pm ET)
9.4% above previous 1 highs, 40.2% below previous 1 lows
6.7% above previous 2 highs, 30.4% below previous 2 lows
6.1% above previous 3 highs, 19.3% below previous 3 lows
4.8% above previous 4 highs, 18.9% below previous 4 lows
4.0% above previous 5 highs, 18.4% below previous 5 lows
3.5% above previous 6 highs, 17.8% below previous 6 lows
3.0% above previous 7 highs, 17.1% below previous 7 lows
2.8% above previous 8 highs, 15.6% below previous 8 lows
2.7% above previous 9 highs, 13.2% below previous 9 lows
2.5% above previous 10 highs, 13.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170327 2:46 pm ET)
33.0% are above or equal to 3/24 close (1 days ago), 67.0% are below.
34.2% are above or equal to 3/23 close (2 days ago), 65.8% are below.
39.9% are above or equal to 3/22 close (3 days ago), 60.1% are below.
45.4% are above or equal to 3/21 close (4 days ago), 54.6% are below.
21.2% are above or equal to 3/20 close (5 days ago), 78.8% are below.
19.8% are above or equal to 3/17 close (6 days ago), 80.2% are below.
23.3% are above or equal to 3/16 close (7 days ago), 76.7% are below.
23.8% are above or equal to 3/15 close (8 days ago), 76.2% are below.
40.9% are above or equal to 3/14 close (9 days ago), 59.1% are below.
34.2% are above or equal to 3/13 close (10 days ago), 65.8% are below.
37.0% are above or equal to 3/10 close (11 days ago), 63.0% are below.
41.9% are above or equal to 3/9 close (12 days ago), 58.1% are below.
37.8% are above or equal to 3/8 close (13 days ago), 62.2% are below.
36.8% are above or equal to 3/7 close (14 days ago), 63.2% are below.
32.2% are above or equal to 3/6 close (15 days ago), 67.8% are below.
28.5% are above or equal to 3/3 close (16 days ago), 71.5% are below.
28.9% are above or equal to 3/2 close (17 days ago), 71.1% are below.
23.7% are above or equal to 3/1 close (18 days ago), 76.3% are below.
32.3% are above or equal to 2/28 close (19 days ago), 67.7% are below.
27.6% are above or equal to 2/27 close (20 days ago), 72.4% are below.
29.2% are above or equal to 2/24 close (21 days ago), 70.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170327 2:46 pm ET)
20d: 2.9% new highs, 34.5% new lows
21d: 2.7% new highs, 33.3% new lows
42d: 2.2% new highs, 21.0% new lows
63d: 2.1% new highs, 16.6% new lows
126d: 1.3% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170327 2:46 pm ET)
2-day: 31.7% above, 68.3% below
3-day: 32.6% above, 67.4% below
4-day: 34.3% above, 65.7% below
5-day: 39.3% above, 60.7% below
8-day: 25.6% above, 74.4% below
10-day: 26.5% above, 73.5% below
20-day: 30.1% above, 69.9% below
50-day: 40.7% above, 59.3% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170327 2:46 pm ET)
HEAL(43): 0.84% Top=HCA ACHC BKD UHS OPK MOH CNC PRAH ….. DGX ABT BAX UNH AET ZBH STE ANTM=Bottom (Health)
META(30): 0.25% Top=TECK SSRI CDE AG SLW FNV PAAS RGLD ….. FMSA AKS SCCO CMC SLCA X SND FCX=Bottom (Metals & Mining)
COSW(76): 0.15% Top=MDRX TTD SQ CERN VEEV NTNX SHOP ATHM ….. INTU SYMC AKAM ADSK TWTR EQIX CSRA CMCM=Bottom (Computer Software/Internet)
CHEM(26): 0.14% Top=PAH PX DD DOW EMN MON HUN APD ….. VSM CE POT OLN WLK CF MOS IFF=Bottom (Chemicals/Fertilizers)
RETA(59): 0.10% Top=SHLD DSW BBY FINL ETSY SIG DLTR NFLX ….. DKS WFM KMX SBH TLRD GES SPLS BID=Bottom (Retail & Specialty Retail)
TRAN(24): -0.02% Top=JBLU KSU UAL NSC SAVE CNI LUV JBHT ….. ODFL UPS XPO FDX CHRW SWFT WAB TRN=Bottom (Transportation)
ELEC(47): -0.02% Top=PI CY AMBA AMKR CSIQ WAT INTC QRVO ….. MSCC KEYS GRMN MRVL ON BRKR OCLR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.09% Top=BYD MGM WYNN GPRO LVS YUMC PNRA SEAS ….. WEN TXRH HLT JACK DRI STAY LQ BLMN=Bottom (Leisure)
COHW(39): -0.19% Top=VIAV ACIA SSYS FNSR WDC TDC MSI NTAP ….. GOGO STX VSAT TDS CTL CDW VZ S=Bottom (Computer Hardware/Telecom)
INSU(30): -0.34% Top=FAF AON FNF XL MMC ALL AJG WLTW ….. CLGX MET UNM MBI RDN PRU MTG AGO=Bottom (Insurance)
MATE(27): -0.37% Top=WY USG RYN EME SUM WCN DAR PHM ….. WM MAS DHI OC MDR KBH FAST JELD=Bottom (Materials & Construction)
CONS(51): -0.47% Top=COH FOSL WWW KATE UAA VFC LULU RL ….. BERY IP BC PKG ELF WRK KS SEE=Bottom (Consumer)
DISV(45): -0.52% Top=AMN WTW KBR MYGN CNDT RBA SERV VNTV ….. YY URI BAH LDOS CXW RHI RRD TAL=Bottom (Diversified Services)
MANU(35): -0.67% Top=FLS CFX PNR DDD AOS DHR SWK MHK ….. MWA AGCO DE KMT RS TEX MRC ATI=Bottom (Manufacturing)
FINA(93): -0.90% Top=SLM STT TWNK BOFI NYCB YRD PVTB FII ….. KCG WAL SCHW FHB COF MS WBS KKR=Bottom (Banks/Financials)
ENER(90): -0.94% Top=SM NFX RICE CVI PBF SWN CVE TSO ….. ETE CRC REN HAL NBR PTEN BAS FRAC=Bottom (Energy)
REAL(102): -1.15% Top=ARI CYS SNH DOC HCP BXMT CIM HCN ….. HPP PLD KRC DFT KIM WRI BRX RLGY=Bottom (Real Estate)

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 2:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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