daytrend

03/29/2017

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 11:44 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 11:44 am ET)
30.4% of stocks are above yesterday’s high.
70.8% are above yesterday’s midpoint. (29.2% are below.)
8.3% are below yesterday’s low.
61.3% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20170329 11:44 am ET)
60.3% of stocks are above today’s open. (38.8% are below).
46.9% of stocks are above today’s open and yesterday’s close.
36.5% 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 11:44 am ET)
10.5% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
57.6% are in the top half. 42.4% of stocks are in the bottom half of today’s range.
17.7% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20170329 11:44 am ET)
50.4% of stocks are above yesterday’s close. (49.6% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.2% are up 3.5% or more. 0.6% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20170329 11:44 am ET)
2-day: >=95:11.9%…>=90:22.5%…>=80:36.3%…>=50:64.9%…<=20:12.1%…<=10:5.7%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:50.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:47.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 11:44 am ET)
30.4% above previous 1 highs, 8.3% below previous 1 lows
28.0% above previous 2 highs, 3.2% below previous 2 lows
23.6% above previous 3 highs, 3.0% below previous 3 lows
21.4% above previous 4 highs, 2.8% below previous 4 lows
20.3% above previous 5 highs, 2.4% below previous 5 lows
14.1% above previous 6 highs, 2.2% below previous 6 lows
12.8% above previous 7 highs, 2.1% below previous 7 lows
10.2% above previous 8 highs, 2.0% below previous 8 lows
9.7% above previous 9 highs, 1.9% below previous 9 lows
9.7% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 11:44 am ET)
50.4% are above or equal to 3/28 close (1 days ago), 49.6% are below.
75.1% are above or equal to 3/27 close (2 days ago), 24.9% are below.
69.4% are above or equal to 3/24 close (3 days ago), 30.6% are below.
65.1% are above or equal to 3/23 close (4 days ago), 34.9% are below.
66.1% are above or equal to 3/22 close (5 days ago), 33.9% are below.
68.7% are above or equal to 3/21 close (6 days ago), 31.3% are below.
40.7% are above or equal to 3/20 close (7 days ago), 59.3% are below.
36.9% are above or equal to 3/17 close (8 days ago), 63.1% are below.
37.8% are above or equal to 3/16 close (9 days ago), 62.2% are below.
38.5% are above or equal to 3/15 close (10 days ago), 61.5% are below.
55.6% are above or equal to 3/14 close (11 days ago), 44.4% are below.
47.5% are above or equal to 3/13 close (12 days ago), 52.5% are below.
50.9% are above or equal to 3/10 close (13 days ago), 49.1% are below.
56.0% are above or equal to 3/9 close (14 days ago), 44.0% are below.
50.8% are above or equal to 3/8 close (15 days ago), 49.2% are below.
46.5% are above or equal to 3/7 close (16 days ago), 53.5% are below.
40.7% are above or equal to 3/6 close (17 days ago), 59.3% are below.
36.1% are above or equal to 3/3 close (18 days ago), 63.9% are below.
36.1% are above or equal to 3/2 close (19 days ago), 63.9% are below.
29.0% are above or equal to 3/1 close (20 days ago), 71.0% are below.
39.7% are above or equal to 2/28 close (21 days ago), 60.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 11:44 am ET)
20d: 7.6% new highs, 2.2% new lows
21d: 7.6% new highs, 2.2% new lows
42d: 5.4% new highs, 0.6% new lows
63d: 5.2% new highs, 0.4% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 11:44 am ET)
2-day: 49.4% above, 50.6% below
3-day: 66.7% above, 33.3% below
4-day: 69.4% above, 30.6% below
5-day: 68.4% above, 31.6% below
8-day: 63.4% above, 36.6% below
10-day: 52.5% above, 47.5% below
20-day: 47.3% above, 52.7% below
50-day: 45.9% above, 54.1% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 11:44 am ET)
ENER(88): 2.25% Top=CRC WLL HES SN OAS MRO MUR HFC ….. EPD CVX XOM PSX VVV MDU NFG BAS=Bottom (Energy)
RETA(60): 1.40% Top=RH LL JCP SHLD ANF KSS JWN DKS ….. CVS CPRT BID WBA LOW HD KORS MIK=Bottom (Retail & Specialty Retail)
META(30): 0.48% Top=SND CNX TECK FMSA SLCA CDE RGLD PAAS ….. NUE GG STLD CMC X ARNC SLW AKS=Bottom (Metals & Mining)
CHEM(26): 0.31% Top=CC TROX CF HUN MOS EMN WLK PAH ….. SHW GRA RPM FMC APD DOW CE OLN=Bottom (Chemicals/Fertilizers)
MANU(34): 0.27% Top=DDD TEX KMT ETN ITT AGCO CFX FLS ….. SWK ROK DE DHR GE XYL ITW AOS=Bottom (Manufacturing)
LEIS(36): 0.21% Top=SONC CMG GPRO QSR MGM LQ YUMC H ….. MCD SIX DPZ CCL YUM RCL PK DNKN=Bottom (Leisure)
COSW(75): 0.16% Top=CSC FTNT TTD HPE YELP MTCH EQIX SPLK ….. CMCM VMW VEEV ADP NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
CONS(49): 0.11% Top=UAA FL ELF TPX FOSL LULU VFC PBI ….. SEE KS MAT NWL CLX BLL WRK SKX=Bottom (Consumer)
MATE(27): 0.04% Top=MDR VMC MLM SUM FLR TPH DAR WCN ….. OC RYN JELD EXP TOL WY SRCL USG=Bottom (Materials & Construction)
DISV(45): 0.02% Top=RRD KBR CNDT JEC ILG ZTO MYGN FDC ….. BAH V MA MCO HRB AMN PAYX FLT=Bottom (Diversified Services)
COHW(39): -0.05% Top=SSYS ACIA CTL LVLT S TDS WDC NTAP ….. VRSN ARRS CSCO CIEN ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.19% Top=MXL OCLR SPWR SIMO PI BRKR CSIQ FSLR ….. AMKR TER CY CAVM ON CRUS XPER HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.25% Top=IRWD DXCM STE HRC PRAH BKD RMD DVA ….. AET SYK IART MOH THC UNH OPK CYH=Bottom (Health)
REAL(102): -0.28% Top=IVR DLR ALLY WPG CBG QTS MPW MFA ….. CIM SLG LXP EXR PSA CUBE NLY TWO=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD MS WETF OMF COF SLM NAVI SBNY ….. EFX NYCB ICE BOFI UMPQ WBS CLNS USB=Bottom (Banks/Financials)
INSU(30): -0.42% Top=AFSI MBI FNF UNM FAF L ORI BRO ….. CINF HIG AGO WLTW TMK TRV AFL PGR=Bottom (Insurance)
TRAN(24): -0.59% Top=WAB GWR FDX TRN CHRW KSU EXPD UNP ….. CSX JBHT ALK DAL ODFL LUV XPO JBLU=Bottom (Transportation)

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 11:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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