daytrend

03/29/2017

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 am ET
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170329 10:04 am ET)
19.2% of stocks are above yesterday’s high.
71.8% are above yesterday’s midpoint. (28.2% are below.)
5.6% are below yesterday’s low.
75.3% are inside yesterday’s range.
33.0% of stocks with today’s high > yesterday’s high. (67.0% less than).
14.8% of stocks with today’s low < yesterday’s low. (85.2% greater than).

EVIDENCE OF INTRADAY TREND (20170329 10:04 am ET)
57.6% of stocks are above today’s open. (40.0% are below).
38.8% of stocks are above today’s open and yesterday’s close.
35.9% are below both.
4.6% of stocks opened above yesterday’s high.
23.7% of stocks opened above yesterday’s close. (70.5% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 10:04 am ET)
16.8% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20170329 10:04 am ET)
45.0% of stocks are above yesterday’s close. (55.0% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
85.1% are between +1% and -1%.

RSI on DAILY (20170329 10:04 am ET)
2-day: >=95:8.3%…>=90:16.7%…>=80:29.3%…>=50:64.3%…<=20:9.7%…<=10:3.6%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:45.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:44.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 10:04 am ET)
19.2% above previous 1 highs, 5.6% below previous 1 lows
16.4% above previous 2 highs, 1.7% below previous 2 lows
12.9% above previous 3 highs, 1.4% below previous 3 lows
11.2% above previous 4 highs, 1.3% below previous 4 lows
10.7% above previous 5 highs, 1.1% below previous 5 lows
7.3% above previous 6 highs, 1.1% below previous 6 lows
6.5% above previous 7 highs, 1.1% below previous 7 lows
5.3% above previous 8 highs, 0.9% below previous 8 lows
5.0% above previous 9 highs, 0.9% below previous 9 lows
5.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 10:04 am ET)
45.0% are above or equal to 3/28 close (1 days ago), 55.0% are below.
76.8% are above or equal to 3/27 close (2 days ago), 23.2% are below.
67.0% are above or equal to 3/24 close (3 days ago), 33.0% are below.
63.8% are above or equal to 3/23 close (4 days ago), 36.2% are below.
64.0% are above or equal to 3/22 close (5 days ago), 36.0% are below.
66.6% are above or equal to 3/21 close (6 days ago), 33.4% are below.
36.7% are above or equal to 3/20 close (7 days ago), 63.3% are below.
32.4% are above or equal to 3/17 close (8 days ago), 67.6% are below.
35.5% are above or equal to 3/16 close (9 days ago), 64.5% are below.
35.1% are above or equal to 3/15 close (10 days ago), 64.9% are below.
54.0% are above or equal to 3/14 close (11 days ago), 46.0% are below.
45.6% are above or equal to 3/13 close (12 days ago), 54.4% are below.
49.5% are above or equal to 3/10 close (13 days ago), 50.5% are below.
53.0% are above or equal to 3/9 close (14 days ago), 47.0% are below.
49.6% are above or equal to 3/8 close (15 days ago), 50.4% are below.
44.5% are above or equal to 3/7 close (16 days ago), 55.5% are below.
39.1% are above or equal to 3/6 close (17 days ago), 60.9% are below.
34.6% are above or equal to 3/3 close (18 days ago), 65.4% are below.
34.2% are above or equal to 3/2 close (19 days ago), 65.8% are below.
29.5% are above or equal to 3/1 close (20 days ago), 70.5% are below.
38.3% are above or equal to 2/28 close (21 days ago), 61.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 10:04 am ET)
20d: 5.6% new highs, 1.8% new lows
21d: 5.4% new highs, 1.8% new lows
42d: 4.0% new highs, 0.6% new lows
63d: 3.9% new highs, 0.4% new lows
126d: 2.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 10:04 am ET)
2-day: 43.0% above, 57.0% below
3-day: 68.6% above, 31.4% below
4-day: 68.6% above, 31.4% below
5-day: 67.2% above, 32.8% below
8-day: 60.6% above, 39.4% below
10-day: 48.3% above, 51.7% below
20-day: 43.7% above, 56.3% below
50-day: 44.9% above, 55.1% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 10:04 am ET)
RETA(59): 0.96% Top=RH SHLD ANF LL KSS W GES TGT ….. BID WBA KAR LOW CPRT BIG HD MIK=Bottom (Retail & Specialty Retail)
LEIS(36): 0.49% Top=SONC SHAK CMG GPRO BLMN BYD EAT YUMC ….. MAR YUM STAY CCL RCL SEAS PK DNKN=Bottom (Leisure)
ENER(88): 0.18% Top=HFC RICE ECA DVN RRC HES GPOR HLX ….. ATW RES CPE DO PAGP REN CRC FRAC=Bottom (Energy)
ELEC(46): 0.10% Top=MXL PI SPWR OCLR CSIQ FSLR FTV CGNX ….. TER AMKR CAVM MSCC XPER HIMX ON CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.00% Top=CC TROX CF HUN ALB PPG AXTA PX ….. FMC RPM DD OLN POT AGU CE DOW=Bottom (Chemicals/Fertilizers)
COSW(75): -0.00% Top=FTNT YELP MTCH PFPT SPLK BITA NOW SABR ….. FIS VIPS TWTR NTES CSC XRX FFIV NTNX=Bottom (Computer Software/Internet)
COHW(39): -0.01% Top=ACIA CTL PANW SSYS LVLT S VG TDS ….. PSTG TDC WDC CDW INFN STX VIAV FNSR=Bottom (Computer Hardware/Telecom)
CONS(49): -0.02% Top=UAA FL LULU FOSL ELF VFC GIL KATE ….. BERY PKG OI WRK SEE BLL MAT SKX=Bottom (Consumer)
HEAL(43): -0.09% Top=DXCM IRWD HCA RMD STE PRAH THC ALGN ….. PKI CNC TMO SYK VWR A OPK CYH=Bottom (Health)
DISV(45): -0.11% Top=RRD MYGN CNDT ILG SBAC HRB LDOS JEC ….. CAR SERV RBA PAYX AMN TAL LKSD FLT=Bottom (Diversified Services)
REAL(102): -0.11% Top=DLR PEI WPG MPW SNH DFT IVR CYS ….. BXMT ARI RHP LXP STWD CIM NLY TWO=Bottom (Real Estate)
META(30): -0.12% Top=SND TECK CNX RGLD CDE FNV AGI AEM ….. SCCO CMC SLW GG STLD CLF X AKS=Bottom (Metals & Mining)
MANU(34): -0.17% Top=KMT ETN CFX DDD TEX AME ITT MHK ….. XYL DE RS MWA ITW MRC ATI AOS=Bottom (Manufacturing)
INSU(30): -0.34% Top=AFSI FNF FAF AJG MBI XL BRO MMC ….. AFL WLTW TMK PRU AXS RDN PGR LNC=Bottom (Insurance)
MATE(27): -0.40% Top=SUM WCN VMC MLM RYN TPH MDR KBH ….. JELD TOL WY SRCL CAA PWR EXP USG=Bottom (Materials & Construction)
TRAN(24): -0.42% Top=WAB GWR SAVE FDX UAL CHRW AAL UNP ….. ODFL KSU LUV ALK CP TRN XPO SWFT=Bottom (Transportation)
FINA(92): -0.46% Top=YRD MS WETF NAVI COF BMO TD SLM ….. CLNS SIVB UMPQ PFG BEN TCB WBS USB=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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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