daytrend

03/28/2017

Filed under: Market Stats — daytrend @ 9:06 am

Market Stats at 10:05 am ET
by daytrend on 20170328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170328 10:05 am ET)
34.5% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
7.1% are below yesterday’s low.
58.5% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
13.3% of stocks with today’s low < yesterday’s low. (86.7% greater than).

EVIDENCE OF INTRADAY TREND (20170328 10:05 am ET)
67.2% of stocks are above today’s open. (31.3% are below).
58.8% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
7.6% of stocks opened above yesterday’s high.
35.4% of stocks opened above yesterday’s close. (56.6% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170328 10:05 am ET)
29.9% of stocks are in the top 10% of today’s range.
41.5% are in the top 20%.
68.0% are in the top half. 32.0% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20170328 10:05 am ET)
66.8% of stocks are above yesterday’s close. (33.2% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 0.4% are down 3.5% or more.
85.1% are between +1% and -1%.

RSI on DAILY (20170328 10:05 am ET)
2-day: >=95:3.8%…>=90:8.8%…>=80:22.9%…>=50:56.0%…<=20:19.4%…<=10:9.8%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:36.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:39.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170328 10:05 am ET)
34.5% above previous 1 highs, 7.1% below previous 1 lows
9.6% above previous 2 highs, 6.2% below previous 2 lows
8.5% above previous 3 highs, 5.8% below previous 3 lows
7.5% above previous 4 highs, 3.6% below previous 4 lows
4.8% above previous 5 highs, 3.4% below previous 5 lows
4.1% above previous 6 highs, 3.3% below previous 6 lows
3.6% above previous 7 highs, 3.2% below previous 7 lows
2.9% above previous 8 highs, 3.1% below previous 8 lows
2.9% above previous 9 highs, 1.8% below previous 9 lows
2.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170328 10:05 am ET)
66.8% are above or equal to 3/27 close (1 days ago), 33.2% are below.
55.1% are above or equal to 3/24 close (2 days ago), 44.9% are below.
52.0% are above or equal to 3/23 close (3 days ago), 48.0% are below.
54.6% are above or equal to 3/22 close (4 days ago), 45.4% are below.
57.1% are above or equal to 3/21 close (5 days ago), 42.9% are below.
26.4% are above or equal to 3/20 close (6 days ago), 73.6% are below.
24.4% are above or equal to 3/17 close (7 days ago), 75.6% are below.
27.5% are above or equal to 3/16 close (8 days ago), 72.5% are below.
26.9% are above or equal to 3/15 close (9 days ago), 73.1% are below.
46.0% are above or equal to 3/14 close (10 days ago), 54.0% are below.
39.1% are above or equal to 3/13 close (11 days ago), 60.9% are below.
41.2% are above or equal to 3/10 close (12 days ago), 58.8% are below.
46.7% are above or equal to 3/9 close (13 days ago), 53.3% are below.
42.5% are above or equal to 3/8 close (14 days ago), 57.5% are below.
39.3% are above or equal to 3/7 close (15 days ago), 60.7% are below.
34.0% are above or equal to 3/6 close (16 days ago), 66.0% are below.
31.1% are above or equal to 3/3 close (17 days ago), 68.9% are below.
31.3% are above or equal to 3/2 close (18 days ago), 68.7% are below.
26.0% are above or equal to 3/1 close (19 days ago), 74.0% are below.
34.2% are above or equal to 2/28 close (20 days ago), 65.8% are below.
29.8% are above or equal to 2/27 close (21 days ago), 70.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170328 10:05 am ET)
20d: 4.4% new highs, 3.4% new lows
21d: 4.1% new highs, 3.4% new lows
42d: 3.4% new highs, 1.4% new lows
63d: 3.3% new highs, 1.2% new lows
126d: 2.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170328 10:05 am ET)
2-day: 64.7% above, 35.3% below
3-day: 61.2% above, 38.8% below
4-day: 55.2% above, 44.8% below
5-day: 55.4% above, 44.6% below
8-day: 40.2% above, 59.8% below
10-day: 34.6% above, 65.4% below
20-day: 35.1% above, 64.9% below
50-day: 42.0% above, 58.0% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170328 10:05 am ET)
CHEM(26): 0.79% Top=CC HUN TROX WLK CF MOS POT AGU ….. PAH DOW RPM PPG GRA MON FMC IFF=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.62% Top=KSU CSX CNI CP SAVE NSC XPO GWR ….. EXPD ALK UPS UNP ODFL SWFT CHRW DAL=Bottom (Transportation)
LEIS(36): 0.61% Top=DRI PNRA SONC SHAK EAT RCL TXRH CMG ….. WYNN HLT PK SIX HGV LQ DPZ SEAS=Bottom (Leisure)
ENER(90): 0.60% Top=REN CRC LPI QEP BAS DO ATW RDC ….. CVI AR RICE SN TSO VVV GPOR PBF=Bottom (Energy)
FINA(93): 0.38% Top=MS BOFI SYF COF GS SCHW CFG C ….. KCG WBS HOMB NDAQ VLY CME YRD ATH=Bottom (Banks/Financials)
RETA(59): 0.36% Top=SHLD FINL GME RH MIK ANF W AMZN ….. M TLRD AEO TSCO GNC ETSY URBN LB=Bottom (Retail & Specialty Retail)
COSW(74): 0.35% Top=RHT SHOP CSC FEYE JD HPE SPLK BITA ….. CSRA SQ VEEV MDRX GRUB YELP TTD CMCM=Bottom (Computer Software/Internet)
MANU(34): 0.32% Top=TEX PNR DDD RS CAT DE EMR PH ….. ITW AGCO MWA ATI DHR MHK AOS MRC=Bottom (Manufacturing)
DISV(45): 0.30% Top=INFO YY ZTO URI ILG FDC AL R ….. MYGN HRB SCI LKSD LDOS CXW TAL RRD=Bottom (Diversified Services)
INSU(30): 0.27% Top=MBI AIG AFSI CLGX MTG AGO UNM RDN ….. ORI PGR AON PRU LNC WLTW BRO FAF=Bottom (Insurance)
MATE(27): 0.27% Top=MLM FLR VMC KBH PWR CAA DHI EXP ….. WY MAS USG TOL OC DAR SRCL JELD=Bottom (Materials & Construction)
ELEC(47): 0.25% Top=CSIQ PI AYI ON CY FSLR CREE AMD ….. QRVO SIMO WAT AMKR CAVM MSCC GRMN XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.11% Top=SKX TPX ELF MAT PVH GIL COTY GT ….. BLL HAS OI WHR FOSL EL LULU KATE=Bottom (Consumer)
COHW(39): 0.06% Top=VIAV HPQ WDC STX TDC SSYS JNPR PSTG ….. VZ TMUS TDS VG CTL VSAT INFN ACIA=Bottom (Computer Hardware/Telecom)
META(30): -0.09% Top=FMSA CMC SLCA AA FCX STLD AKS ARNC ….. CENX CNX PAAS SSRI AEM CLF CDE GG=Bottom (Metals & Mining)
REAL(102): -0.38% Top=BAM STOR PEB NLY CYS MFA PEI ALLY ….. INN BXP GGP SLG SKT O AMH CBL=Bottom (Real Estate)
HEAL(43): -0.52% Top=IRWD ANTM AET XRAY A PRXL DXCM VWR ….. MD UHS EW ACHC MOH HCA THC CYH=Bottom (Health)

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 10:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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