daytrend

03/29/2017

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:37 am ET
by daytrend on 20170329. 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 (20170329 10:37 am ET)
33.5% of stocks are above yesterday’s high.
79.4% are above yesterday’s midpoint. (20.6% are below.)
4.7% are below yesterday’s low.
61.8% are inside yesterday’s range.
45.5% of stocks with today’s high > yesterday’s high. (54.5% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20170329 10:37 am ET)
70.2% of stocks are above today’s open. (28.0% are below).
55.2% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 10:37 am ET)
32.2% of stocks are in the top 10% of today’s range.
49.5% are in the top 20%.
79.1% are in the top half. 20.9% of stocks are in the bottom half of today’s range.
4.1% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170329 10:37 am ET)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
1.1% are up 4.5% or more. 0.2% are down 4.5% or more.
2.5% are up 3.5% or more. 0.4% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170329 10:37 am ET)
2-day: >=95:13.5%…>=90:25.3%…>=80:42.2%…>=50:72.9%…<=20:9.6%…<=10:4.4%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:51.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 10:37 am ET)
33.5% above previous 1 highs, 4.7% below previous 1 lows
30.4% above previous 2 highs, 2.1% below previous 2 lows
24.6% above previous 3 highs, 1.9% below previous 3 lows
21.6% above previous 4 highs, 1.8% below previous 4 lows
20.8% above previous 5 highs, 1.3% below previous 5 lows
14.3% above previous 6 highs, 1.3% below previous 6 lows
13.0% above previous 7 highs, 1.3% below previous 7 lows
10.9% above previous 8 highs, 1.2% below previous 8 lows
10.5% above previous 9 highs, 0.9% below previous 9 lows
10.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 10:37 am ET)
58.5% are above or equal to 3/28 close (1 days ago), 41.5% are below.
80.5% are above or equal to 3/27 close (2 days ago), 19.5% are below.
73.9% are above or equal to 3/24 close (3 days ago), 26.1% are below.
69.1% are above or equal to 3/23 close (4 days ago), 30.9% are below.
69.1% are above or equal to 3/22 close (5 days ago), 30.9% are below.
70.7% are above or equal to 3/21 close (6 days ago), 29.3% are below.
42.2% are above or equal to 3/20 close (7 days ago), 57.8% are below.
37.2% are above or equal to 3/17 close (8 days ago), 62.8% are below.
38.8% are above or equal to 3/16 close (9 days ago), 61.2% are below.
39.0% are above or equal to 3/15 close (10 days ago), 61.0% are below.
57.8% are above or equal to 3/14 close (11 days ago), 42.2% are below.
50.1% are above or equal to 3/13 close (12 days ago), 49.9% are below.
52.6% are above or equal to 3/10 close (13 days ago), 47.4% are below.
57.8% are above or equal to 3/9 close (14 days ago), 42.2% are below.
52.7% are above or equal to 3/8 close (15 days ago), 47.3% are below.
47.8% are above or equal to 3/7 close (16 days ago), 52.2% are below.
42.9% are above or equal to 3/6 close (17 days ago), 57.1% are below.
37.4% are above or equal to 3/3 close (18 days ago), 62.6% are below.
36.6% are above or equal to 3/2 close (19 days ago), 63.4% are below.
30.9% are above or equal to 3/1 close (20 days ago), 69.1% are below.
40.3% are above or equal to 2/28 close (21 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 10:37 am ET)
20d: 7.2% new highs, 1.9% new lows
21d: 7.1% new highs, 1.9% new lows
42d: 5.1% new highs, 0.6% new lows
63d: 4.8% new highs, 0.4% new lows
126d: 3.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 10:37 am ET)
2-day: 57.1% above, 42.9% below
3-day: 76.5% above, 23.5% below
4-day: 74.7% above, 25.3% below
5-day: 72.9% above, 27.1% below
8-day: 67.7% above, 32.3% below
10-day: 55.7% above, 44.3% below
20-day: 49.9% above, 50.1% below
50-day: 46.5% above, 53.5% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 10:37 am ET)
RETA(60): 2.05% Top=RH SHLD LL JCP JWN ANF CHS KSS ….. CPRT BID CVS LOW WBA AAP MIK HD=Bottom (Retail & Specialty Retail)
ENER(88): 1.52% Top=RICE HFC HES MRO ECA GPOR MUR RRC ….. PSX CVX VVV RES ATW PAGP XOM NFG=Bottom (Energy)
META(30): 0.70% Top=CNX TECK SND SLCA CDE FMSA RGLD AGI ….. CMC ARNC CLF X GG STLD SCCO AKS=Bottom (Metals & Mining)
CHEM(26): 0.57% Top=CC TROX CF HUN MOS WLK EMN ALB ….. DD APD VSM GRA RPM OLN DOW CE=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.55% Top=SONC CMG GPRO SHAK BLMN MGM BYD QSR ….. MCD RCL DRI YUM SEAS SIX PK DNKN=Bottom (Leisure)
CONS(49): 0.34% Top=UAA FL FOSL LULU VFC ELF COH TPX ….. SON MAT OI BERY SEE BLL WRK SKX=Bottom (Consumer)
COSW(75): 0.30% Top=CSC FTNT TTD YELP FEYE GRUB HPE MTCH ….. TWTR FIS CTXS ADP NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
MANU(34): 0.26% Top=KMT CFX TEX ETN DDD ITT FLS MHK ….. MRC IR DHR DE XYL MWA ITW AOS=Bottom (Manufacturing)
ELEC(46): 0.24% Top=MXL OCLR PI SPWR CSIQ AMD FSLR FTV ….. QRVO SWKS CAVM TER HIMX ON CRUS XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.23% Top=ACIA CTL SSYS S LVLT TDS PANW VG ….. CDW CIEN CSCO PSTG ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
DISV(45): 0.14% Top=RRD WTW KBR MYGN JEC URI CNDT SBAC ….. SERV TRU MA RBA TAL PAYX AMN FLT=Bottom (Diversified Services)
MATE(27): 0.12% Top=MDR SUM VMC MLM FAST TPH KBH MAS ….. EME WY TOL RYN SRCL PWR EXP USG=Bottom (Materials & Construction)
HEAL(43): -0.04% Top=DXCM IRWD RMD PRAH STE ALGN THC BKD ….. CNC TMO IART UNH A SYK OPK CYH=Bottom (Health)
TRAN(24): -0.11% Top=WAB GWR UNP FDX AAL NSC UAL SAVE ….. ALK CSX SWFT CP ODFL XPO LUV JBLU=Bottom (Transportation)
REAL(102): -0.15% Top=DLR IVR WPG PEI RLGY CBL SNH GGP ….. PSA EXR UNIT CUBE STWD CIM NLY TWO=Bottom (Real Estate)
FINA(92): -0.30% Top=YRD WETF MS NAVI COF SLM SBNY OMF ….. BEN EFX LAZ NYCB UMPQ WBS CLNS USB=Bottom (Banks/Financials)
INSU(30): -0.33% Top=FNF FAF MBI AFSI MTG AJG BRO L ….. LNC WLTW CLGX HIG TMK AXS TRV PGR=Bottom (Insurance)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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