daytrend

03/28/2017

Filed under: Market Stats — daytrend @ 8:33 am

Market Stats at 9:32 am ET
by daytrend on 20170328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20170328 9:32 am ET)
18.2% of stocks are above yesterday’s high.
79.1% are above yesterday’s midpoint. (20.9% are below.)
2.1% are below yesterday’s low.
79.7% are inside yesterday’s range.
24.7% of stocks with today’s high > yesterday’s high. (75.3% less than).
4.4% of stocks with today’s low < yesterday’s low. (95.6% greater than).

EVIDENCE OF INTRADAY TREND (20170328 9:32 am ET)
58.9% of stocks are above today’s open. (30.1% are below).
40.3% of stocks are above today’s open and yesterday’s close.
23.9% are below both.
7.7% of stocks opened above yesterday’s high.
35.6% of stocks opened above yesterday’s close. (56.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170328 9:32 am ET)
30.9% of stocks are in the top 10% of today’s range.
40.3% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
13.1% are in the bottom 10%.

GAIN (20170328 9:32 am ET)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
0.5% are up 3.5% or more. 0.0% are down 3.5% or more.
92.2% are between +1% and -1%.

RSI on DAILY (20170328 9:32 am ET)
2-day: >=95:3.0%…>=90:7.8%…>=80:17.6%…>=50:42.7%…<=20:28.1%…<=10:15.2%…<=5:7.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:34.2%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:35.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170328 9:32 am ET)
18.2% above previous 1 highs, 2.1% below previous 1 lows
5.6% above previous 2 highs, 1.7% below previous 2 lows
5.0% above previous 3 highs, 1.7% below previous 3 lows
4.1% above previous 4 highs, 1.3% below previous 4 lows
2.7% above previous 5 highs, 1.3% below previous 5 lows
2.5% above previous 6 highs, 1.3% below previous 6 lows
2.1% above previous 7 highs, 1.2% below previous 7 lows
1.7% above previous 8 highs, 1.2% below previous 8 lows
1.7% above previous 9 highs, 1.1% below previous 9 lows
1.7% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170328 9:32 am ET)
53.8% are above or equal to 3/27 close (1 days ago), 46.2% are below.
45.9% are above or equal to 3/24 close (2 days ago), 54.1% are below.
43.5% are above or equal to 3/23 close (3 days ago), 56.5% are below.
47.9% are above or equal to 3/22 close (4 days ago), 52.1% are below.
52.4% are above or equal to 3/21 close (5 days ago), 47.6% are below.
25.7% are above or equal to 3/20 close (6 days ago), 74.3% are below.
22.8% are above or equal to 3/17 close (7 days ago), 77.2% are below.
27.3% are above or equal to 3/16 close (8 days ago), 72.7% are below.
27.1% are above or equal to 3/15 close (9 days ago), 72.9% are below.
44.7% are above or equal to 3/14 close (10 days ago), 55.3% are below.
36.9% are above or equal to 3/13 close (11 days ago), 63.1% are below.
39.8% are above or equal to 3/10 close (12 days ago), 60.2% are below.
44.8% are above or equal to 3/9 close (13 days ago), 55.2% are below.
41.3% are above or equal to 3/8 close (14 days ago), 58.7% are below.
38.2% are above or equal to 3/7 close (15 days ago), 61.8% are below.
33.7% are above or equal to 3/6 close (16 days ago), 66.3% are below.
29.8% are above or equal to 3/3 close (17 days ago), 70.2% are below.
29.9% are above or equal to 3/2 close (18 days ago), 70.1% are below.
25.3% are above or equal to 3/1 close (19 days ago), 74.7% are below.
32.7% are above or equal to 2/28 close (20 days ago), 67.3% are below.
29.6% are above or equal to 2/27 close (21 days ago), 70.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170328 9:32 am ET)
20d: 2.0% new highs, 1.4% new lows
21d: 1.9% new highs, 1.4% new lows
42d: 1.7% new highs, 0.1% new lows
63d: 1.5% new highs, 0.1% new lows
126d: 1.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170328 9:32 am ET)
2-day: 48.8% above, 51.2% below
3-day: 45.5% above, 54.5% below
4-day: 44.2% above, 55.8% below
5-day: 44.3% above, 55.7% below
8-day: 32.6% above, 67.4% below
10-day: 29.2% above, 70.8% below
20-day: 33.0% above, 67.0% below
50-day: 41.1% above, 58.9% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170328 9:32 am ET)
META(30): 0.91% Top=FMSA SLCA CMC X AKS STLD AA CLF ….. FNV SSRI ABX ARNC AEM TAHO GG SND=Bottom (Metals & Mining)
ENER(90): 0.66% Top=NBR XOG LPI WLL DO OAS NFX QEP ….. MMP EPD MPLX BPL MDU NFG VVV GPOR=Bottom (Energy)
LEIS(36): 0.43% Top=DRI CCL RCL BLMN EAT TXRH JACK PK ….. HLT YUMC MCD EXPE SHAK LQ SONC SEAS=Bottom (Leisure)
CHEM(26): 0.25% Top=CC HUN TROX EMN PX PAH APD SHW ….. OLN RPM MON DD DOW ALB VSM IFF=Bottom (Chemicals/Fertilizers)
REAL(100): 0.11% Top=PEI AKR ARI KRC WRI STOR REG OHI ….. AMT WPG CONE PDM UNIT RHP RLGY CBL=Bottom (Real Estate)
RETA(59): 0.09% Top=SHLD ANF SFM BLDR AMZN KR LOW WFM ….. GNC FINL RH JWN BID LB ROST ETSY=Bottom (Retail & Specialty Retail)
COSW(73): 0.06% Top=RHT NTES SQ TWLO CSC TWTR NOW ATVI ….. GRUB ADP YELP BITA CDK FIS ZEN MDRX=Bottom (Computer Software/Internet)
ELEC(47): 0.03% Top=AYI OCLR CSIQ AMD HIMX SPWR ON AVGO ….. ADI JBL APH FLEX KEYS MSCC AMKR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.01% Top=CSX SAVE AAL ALK CNI SWFT FDX CP ….. EXPD CHRW TRN DAL NSC WAB ODFL LUV=Bottom (Transportation)
MANU(34): -0.06% Top=MRC ATI RS CAT DE SNA PNR AGCO ….. BWXT IR DHR GE MHK HON DCI ETN=Bottom (Manufacturing)
MATE(27): -0.07% Top=MDR VMC PWR RYN MLM SUM JELD EME ….. FAST TOL WCN SRCL WM WY DAR TPH=Bottom (Materials & Construction)
CONS(51): -0.10% Top=TPX PVH SKX UAA BMS LULU GPK FL ….. HBI CCK WWW KS BLL CSL FBHS PAY=Bottom (Consumer)
COHW(39): -0.12% Top=S VIAV PANW HPQ CCI UBNT QCOM TDC ….. SSYS STX ARRS TDS CTL VG PSTG INFN=Bottom (Computer Hardware/Telecom)
FINA(93): -0.18% Top=JNS YRD BMO VOYA GS BEN COF IVZ ….. LM TWNK PB OMF BKU CFR BOFI ATH=Bottom (Banks/Financials)
INSU(30): -0.20% Top=CINF AIG AFSI TMK MTG WLTW AXS HIG ….. ALL CNO PGR FAF RDN BRO AJG MBI=Bottom (Insurance)
HEAL(43): -0.26% Top=AET UNH PRAH A PKI HLS IRWD ZBH ….. UHS VAR VWR HCA BKD IART THC CYH=Bottom (Health)
DISV(44): -0.26% Top=ILG URI ACM ZTO INFO WTW R YY ….. HRB CNDT LDOS RRD MYGN LKSD TAL SBAC=Bottom (Diversified Services)

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 9:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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