daytrend

03/28/2017

Filed under: Market Stats — daytrend @ 2:15 pm

Market Stats at 3:14 pm 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 3:14 pm ET)
66.0% of stocks are above yesterday’s high.
87.1% are above yesterday’s midpoint. (12.9% are below.)
1.8% are below yesterday’s low.
32.2% are inside yesterday’s range.
77.3% of stocks with today’s high > yesterday’s high. (22.7% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND (20170328 3:14 pm ET)
85.6% of stocks are above today’s open. (13.2% are below).
82.4% of stocks are above today’s open and yesterday’s close.
11.1% 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 3:14 pm ET)
35.1% of stocks are in the top 10% of today’s range.
63.2% are in the top 20%.
88.7% are in the top half. 11.3% of stocks are in the bottom half of today’s range.
2.6% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20170328 3:14 pm ET)
85.6% of stocks are above yesterday’s close. (14.4% are below.)
1.9% are up 4.5% or more. 0.2% are down 4.5% or more.
4.6% are up 3.5% or more. 0.6% are down 3.5% or more.
48.2% are between +1% and -1%.

RSI on DAILY (20170328 3:14 pm ET)
2-day: >=95:9.2%…>=90:20.8%…>=80:44.9%…>=50:78.6%…<=20:6.7%…<=10:2.7%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:49.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:47.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170328 3:14 pm ET)
66.0% above previous 1 highs, 1.8% below previous 1 lows
36.6% above previous 2 highs, 1.2% below previous 2 lows
28.8% above previous 3 highs, 0.9% below previous 3 lows
27.3% above previous 4 highs, 0.8% below previous 4 lows
13.2% above previous 5 highs, 0.8% below previous 5 lows
11.3% above previous 6 highs, 0.6% below previous 6 lows
9.1% above previous 7 highs, 0.5% below previous 7 lows
7.9% above previous 8 highs, 0.5% below previous 8 lows
7.6% above previous 9 highs, 0.2% below previous 9 lows
7.5% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170328 3:14 pm ET)
85.6% are above or equal to 3/27 close (1 days ago), 14.4% are below.
75.9% are above or equal to 3/24 close (2 days ago), 24.1% are below.
70.1% are above or equal to 3/23 close (3 days ago), 29.9% are below.
70.5% are above or equal to 3/22 close (4 days ago), 29.5% are below.
72.0% are above or equal to 3/21 close (5 days ago), 28.0% are below.
38.9% are above or equal to 3/20 close (6 days ago), 61.1% are below.
34.5% are above or equal to 3/17 close (7 days ago), 65.5% are below.
37.3% are above or equal to 3/16 close (8 days ago), 62.7% are below.
37.3% are above or equal to 3/15 close (9 days ago), 62.7% are below.
55.8% are above or equal to 3/14 close (10 days ago), 44.2% are below.
48.1% are above or equal to 3/13 close (11 days ago), 51.9% are below.
51.6% are above or equal to 3/10 close (12 days ago), 48.4% are below.
56.1% are above or equal to 3/9 close (13 days ago), 43.9% are below.
51.3% are above or equal to 3/8 close (14 days ago), 48.7% are below.
45.9% are above or equal to 3/7 close (15 days ago), 54.1% are below.
40.7% are above or equal to 3/6 close (16 days ago), 59.3% are below.
36.5% are above or equal to 3/3 close (17 days ago), 63.5% are below.
35.8% are above or equal to 3/2 close (18 days ago), 64.2% are below.
29.6% are above or equal to 3/1 close (19 days ago), 70.4% are below.
40.0% are above or equal to 2/28 close (20 days ago), 60.0% are below.
33.5% are above or equal to 2/27 close (21 days ago), 66.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170328 3:14 pm ET)
20d: 6.9% new highs, 4.5% new lows
21d: 6.6% new highs, 4.5% new lows
42d: 5.2% new highs, 2.1% new lows
63d: 5.1% new highs, 2.0% new lows
126d: 4.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170328 3:14 pm ET)
2-day: 84.8% above, 15.2% below
3-day: 79.8% above, 20.2% below
4-day: 77.1% above, 22.9% below
5-day: 76.5% above, 23.5% below
8-day: 60.7% above, 39.3% below
10-day: 50.7% above, 49.3% below
20-day: 44.2% above, 55.8% below
50-day: 46.6% above, 53.4% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170328 3:14 pm ET)
TRAN(24): 2.22% Top=UAL XPO SWFT JBLU LUV CSX SAVE KSU ….. ALK CP FDX UNP UPS WAB CHRW DAL=Bottom (Transportation)
ENER(90): 1.74% Top=REN CRC LPI HLX QEP SM ECA OII ….. WMB PBF RRC WPZ AR GPOR CVI DK=Bottom (Energy)
CHEM(26): 1.72% Top=HUN CC TROX CF OLN EMN WLK MOS ….. FMC SHW GRA ALB VSM CE MON IFF=Bottom (Chemicals/Fertilizers)
FINA(93): 1.71% Top=SLM NAVI AMG WETF SYF SCHW IVZ AMP ….. PSEC CBOE NDAQ APO PYPL ARCC YRD ATH=Bottom (Banks/Financials)
MANU(34): 1.47% Top=ATI MRC RS PNR KMT EMR DOV SNA ….. ITT HON GE FLS MHK AOS MWA DHR=Bottom (Manufacturing)
LEIS(36): 1.37% Top=DRI CMG BLMN TXRH MGM PNRA SHAK SONC ….. DPZ WYNN WYN SBUX MCD SIX PK SEAS=Bottom (Leisure)
MATE(27): 1.35% Top=MDR KBH JELD TPH VMC FAST MLM CAA ….. OC WCN EME WY WM RSG DAR SRCL=Bottom (Materials & Construction)
RETA(59): 1.26% Top=SHLD GME RH FINL ANF JWN TLRD KSS ….. AEO BABA LL LB TSCO CASY SBH W=Bottom (Retail & Specialty Retail)
INSU(30): 1.25% Top=CLGX AIG UNM MTG MET AFSI LNC PRU ….. AON AJG MMC TRV CNO MBI FAF BRO=Bottom (Insurance)
DISV(45): 1.22% Top=FDC INFO URI R ILG WTW ZTO AL ….. G MCO TAL CXW PAYX SCI LKSD MYGN=Bottom (Diversified Services)
CONS(51): 1.02% Top=SKX WRK ELF PKG COH COTY RL HBI ….. BLL WWW WHR CHD CLX EL LULU KATE=Bottom (Consumer)
COSW(74): 0.63% Top=RHT XRX SHOP ACN CSC TSS NCR HPE ….. GRUB CDNS SINA TWLO MDRX YELP TTD CMCM=Bottom (Computer Software/Internet)
ELEC(47): 0.49% Top=OCLR CSIQ CGNX ON AYI PI TRMB ADI ….. AMKR QRVO SPWR NVDA XLNX AMBA CY XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 0.47% Top=FMSA CMC SLCA SND AKS X FCX STLD ….. AG FNV ABX CDE NEM AEM SSRI GG=Bottom (Metals & Mining)
REAL(102): 0.47% Top=RLGY STOR RLJ SC BAM ALLY PEB PEI ….. INN STAG PDM EQC AMH SRC LXP CBL=Bottom (Real Estate)
COHW(39): 0.42% Top=WDC AAPL TDC QCOM FNSR ANET PANW TDS ….. VIAV CIEN PSTG VSAT BBRY ZAYO ACIA INFN=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.14% Top=OPK PRAH IRWD ANTM DVA VWR AET CNC ….. STE MOH THC IART ACHC HCA EW 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 3:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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