daytrend

03/29/2017

Filed under: Market Stats — daytrend @ 11:02 am

Market Stats at 12:01 pm 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 12:01 pm ET)
31.8% of stocks are above yesterday’s high.
73.4% are above yesterday’s midpoint. (26.6% are below.)
7.1% are below yesterday’s low.
61.1% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND (20170329 12:01 pm ET)
63.2% of stocks are above today’s open. (34.9% are below).
47.8% of stocks are above today’s open and yesterday’s close.
32.0% 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 12:01 pm ET)
10.3% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170329 12:01 pm ET)
52.7% of stocks are above yesterday’s close. (47.3% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
2.8% are up 3.5% or more. 0.7% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20170329 12:01 pm ET)
2-day: >=95:12.7%…>=90:23.1%…>=80:38.3%…>=50:65.6%…<=20:11.0%…<=10:4.6%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:50.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:48.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 12:01 pm ET)
31.8% above previous 1 highs, 7.1% below previous 1 lows
29.3% above previous 2 highs, 3.1% below previous 2 lows
24.4% above previous 3 highs, 2.8% below previous 3 lows
21.9% above previous 4 highs, 2.7% below previous 4 lows
20.8% above previous 5 highs, 2.4% below previous 5 lows
14.1% above previous 6 highs, 2.2% below previous 6 lows
12.4% above previous 7 highs, 2.1% below previous 7 lows
10.7% above previous 8 highs, 2.0% below previous 8 lows
9.6% above previous 9 highs, 2.0% below previous 9 lows
9.5% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 12:01 pm ET)
52.7% are above or equal to 3/28 close (1 days ago), 47.3% are below.
75.4% are above or equal to 3/27 close (2 days ago), 24.6% are below.
69.6% are above or equal to 3/24 close (3 days ago), 30.4% are below.
66.5% are above or equal to 3/23 close (4 days ago), 33.5% are below.
67.5% are above or equal to 3/22 close (5 days ago), 32.5% are below.
69.8% are above or equal to 3/21 close (6 days ago), 30.2% are below.
41.4% are above or equal to 3/20 close (7 days ago), 58.6% are below.
36.9% are above or equal to 3/17 close (8 days ago), 63.1% are below.
39.3% are above or equal to 3/16 close (9 days ago), 60.7% are below.
39.3% are above or equal to 3/15 close (10 days ago), 60.7% are below.
56.2% are above or equal to 3/14 close (11 days ago), 43.8% are below.
47.8% are above or equal to 3/13 close (12 days ago), 52.2% are below.
51.5% are above or equal to 3/10 close (13 days ago), 48.5% are below.
56.3% are above or equal to 3/9 close (14 days ago), 43.7% are below.
51.2% are above or equal to 3/8 close (15 days ago), 48.8% are below.
47.7% are above or equal to 3/7 close (16 days ago), 52.3% are below.
41.3% are above or equal to 3/6 close (17 days ago), 58.7% are below.
36.8% are above or equal to 3/3 close (18 days ago), 63.2% are below.
36.6% are above or equal to 3/2 close (19 days ago), 63.4% are below.
29.3% are above or equal to 3/1 close (20 days ago), 70.7% are below.
40.4% are above or equal to 2/28 close (21 days ago), 59.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 12:01 pm ET)
20d: 7.8% new highs, 2.2% new lows
21d: 7.8% new highs, 2.2% new lows
42d: 5.6% new highs, 0.6% new lows
63d: 5.3% new highs, 0.4% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 12:01 pm ET)
2-day: 50.8% above, 49.2% below
3-day: 68.5% above, 31.5% below
4-day: 70.4% above, 29.6% below
5-day: 68.6% above, 31.4% below
8-day: 64.5% above, 35.5% below
10-day: 53.0% above, 47.0% below
20-day: 47.9% above, 52.1% below
50-day: 46.0% above, 54.0% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 12:01 pm ET)
ENER(88): 2.11% Top=OAS WLL HES HFC CRC MRO ECA SN ….. EPD VVV CVX XOM PSX MDU NFG BAS=Bottom (Energy)
RETA(59): 1.37% Top=RH LL JWN ANF CHS KSS URBN WSM ….. CPRT CVS BID LOW WBA HD KORS MIK=Bottom (Retail & Specialty Retail)
META(30): 0.45% Top=SND TECK CNX FMSA RGLD CDE SLCA PAAS ….. CMC NUE STLD GG ARNC SLW X AKS=Bottom (Metals & Mining)
CHEM(26): 0.40% Top=CC TROX CF HUN MOS WLK EMN PAH ….. RPM GRA SHW FMC APD DOW CE OLN=Bottom (Chemicals/Fertilizers)
MANU(34): 0.29% Top=TEX KMT DDD ETN CFX AGCO ITT FLS ….. DHR GE ROK MRC DE XYL ITW AOS=Bottom (Manufacturing)
LEIS(36): 0.25% Top=SONC CMG GPRO QSR MGM LQ H EAT ….. SIX SEAS DPZ YUM CCL RCL PK DNKN=Bottom (Leisure)
MATE(27): 0.19% Top=MDR VMC MLM SUM FLR WCN FAST TPH ….. PHM JELD RSG TOL WY EXP SRCL USG=Bottom (Materials & Construction)
COSW(75): 0.16% Top=CSC FTNT TTD HPE YELP MTCH SQ MANH ….. ACN VMW ADP CMCM NTES XRX FFIV NTNX=Bottom (Computer Software/Internet)
CONS(49): 0.16% Top=UAA FL ELF LULU FOSL TPX VFC PBI ….. KS OI CLX NWL MAT BLL WRK SKX=Bottom (Consumer)
DISV(45): 0.10% Top=RRD KBR CNDT JEC ZTO ILG CAR ACM ….. FISV MA MCO LKSD HRB AMN PAYX FLT=Bottom (Diversified Services)
COHW(39): -0.02% Top=SSYS CTL ACIA S LVLT TDS WDC NTAP ….. PSTG CIEN HRS ARRS ANET GOGO INFN FNSR=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.16% Top=MXL SIMO OCLR SPWR BRKR AMD AYI FSLR ….. TER AMKR MSCC CAVM ON CRUS XPER HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.18% Top=IRWD DXCM STE PRAH BKD HRC DVA RMD ….. SYK AET IART THC MOH UNH OPK CYH=Bottom (Health)
REAL(102): -0.23% Top=IVR WPG ALLY DLR QTS MFA MPW CONE ….. LXP CIM EXR SLG PSA CUBE NLY TWO=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD MS WETF OMF COF TCB NAVI HBAN ….. BEN LAZ ICE UMPQ WBS USB CLNS BOFI=Bottom (Banks/Financials)
INSU(30): -0.36% Top=AFSI MBI FNF MTG BRO AJG L CNO ….. AON AGO CINF WLTW TMK TRV AFL PGR=Bottom (Insurance)
TRAN(24): -0.57% Top=WAB GWR FDX TRN CHRW EXPD KSU CNI ….. SAVE ODFL UAL XPO DAL ALK LUV 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 12:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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