daytrend

03/29/2017

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:27 pm 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 2:27 pm ET)
38.9% of stocks are above yesterday’s high.
77.5% are above yesterday’s midpoint. (22.5% are below.)
6.7% are below yesterday’s low.
54.4% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20170329 2:27 pm ET)
68.7% of stocks are above today’s open. (29.6% are below).
56.3% of stocks are above today’s open and yesterday’s close.
27.2% 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 2:27 pm ET)
27.5% of stocks are in the top 10% of today’s range.
39.1% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170329 2:27 pm ET)
59.6% of stocks are above yesterday’s close. (40.4% are below.)
2.0% are up 4.5% or more. 0.2% are down 4.5% or more.
5.1% are up 3.5% or more. 0.5% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170329 2:27 pm ET)
2-day: >=95:14.9%…>=90:27.9%…>=80:43.6%…>=50:72.2%…<=20:9.1%…<=10:4.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:53.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 2:27 pm ET)
38.9% above previous 1 highs, 6.7% below previous 1 lows
36.4% above previous 2 highs, 2.2% below previous 2 lows
30.0% above previous 3 highs, 2.1% below previous 3 lows
27.2% above previous 4 highs, 2.1% below previous 4 lows
26.1% above previous 5 highs, 1.9% below previous 5 lows
17.6% above previous 6 highs, 1.9% below previous 6 lows
16.3% above previous 7 highs, 1.9% below previous 7 lows
14.2% above previous 8 highs, 1.8% below previous 8 lows
12.9% above previous 9 highs, 1.7% below previous 9 lows
12.9% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 2:27 pm ET)
59.6% are above or equal to 3/28 close (1 days ago), 40.4% are below.
77.8% are above or equal to 3/27 close (2 days ago), 22.2% are below.
73.2% are above or equal to 3/24 close (3 days ago), 26.8% are below.
69.6% are above or equal to 3/23 close (4 days ago), 30.4% are below.
70.7% are above or equal to 3/22 close (5 days ago), 29.3% are below.
71.0% are above or equal to 3/21 close (6 days ago), 29.0% are below.
44.7% are above or equal to 3/20 close (7 days ago), 55.3% are below.
41.5% are above or equal to 3/17 close (8 days ago), 58.5% are below.
43.1% are above or equal to 3/16 close (9 days ago), 56.9% are below.
41.0% are above or equal to 3/15 close (10 days ago), 59.0% are below.
58.5% are above or equal to 3/14 close (11 days ago), 41.5% are below.
51.3% are above or equal to 3/13 close (12 days ago), 48.7% are below.
53.9% are above or equal to 3/10 close (13 days ago), 46.1% are below.
59.2% are above or equal to 3/9 close (14 days ago), 40.8% are below.
54.4% are above or equal to 3/8 close (15 days ago), 45.6% are below.
50.4% are above or equal to 3/7 close (16 days ago), 49.6% are below.
43.6% are above or equal to 3/6 close (17 days ago), 56.4% are below.
39.4% are above or equal to 3/3 close (18 days ago), 60.6% are below.
37.5% are above or equal to 3/2 close (19 days ago), 62.5% are below.
31.9% are above or equal to 3/1 close (20 days ago), 68.1% are below.
41.6% are above or equal to 2/28 close (21 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 2:27 pm ET)
20d: 8.7% new highs, 2.7% new lows
21d: 8.7% new highs, 2.7% new lows
42d: 5.8% new highs, 0.9% new lows
63d: 5.6% new highs, 0.7% new lows
126d: 3.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 2:27 pm ET)
2-day: 58.7% above, 41.3% below
3-day: 73.2% above, 26.8% below
4-day: 74.8% above, 25.2% below
5-day: 72.8% above, 27.2% below
8-day: 68.0% above, 32.0% below
10-day: 58.4% above, 41.6% below
20-day: 51.4% above, 48.6% below
50-day: 47.2% above, 52.8% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 2:27 pm ET)
ENER(88): 2.31% Top=WLL ECA HFC SPN OAS HES CRC MRO ….. XOM SLB NFG MDU VVV PDCE CRZO BAS=Bottom (Energy)
RETA(60): 2.22% Top=RH JCP LL JWN ANF GNC URBN KSS ….. KORS CVS LOW KAR EBAY HD WBA CPRT=Bottom (Retail & Specialty Retail)
META(30): 0.84% Top=SND FMSA CNX TECK RGLD FCX SLCA TAHO ….. AA CMC CENX NUE STLD SLW AKS ARNC=Bottom (Metals & Mining)
MANU(34): 0.53% Top=TEX ITT KMT DDD CFX AGCO ETN DOV ….. RS DHR BWXT SNA XYL ROK ITW AOS=Bottom (Manufacturing)
DISV(45): 0.52% Top=RRD ZTO KBR CNDT JEC ILG YY CAR ….. ULTA RBA MA BAH HRB FLT PAYX AMN=Bottom (Diversified Services)
CHEM(26): 0.50% Top=TROX CC CF HUN MOS WLK AXTA EMN ….. MON PX FMC APD GRA DOW CE OLN=Bottom (Chemicals/Fertilizers)
CONS(49): 0.46% Top=UAA LULU TPX FL FOSL PBI ELF RL ….. OI CLX PKG KS BLL SEE WRK SKX=Bottom (Consumer)
LEIS(36): 0.45% Top=SONC GPRO LQ CMG QSR SHAK H WEN ….. PNRA HGV DPZ TXRH CCL PK RCL DNKN=Bottom (Leisure)
COSW(75): 0.36% Top=CSC FTNT TTD YELP MTCH HPE MANH EQIX ….. VIPS TWLO ADP CMCM XRX NTES FFIV NTNX=Bottom (Computer Software/Internet)
MATE(27): 0.33% Top=VMC MDR SUM FLR MLM PWR FAST EME ….. EXP TOL OC RSG WY RYN SRCL USG=Bottom (Materials & Construction)
COHW(39): 0.22% Top=SSYS CTL S ACIA TDS LVLT TMUS NTAP ….. PSTG ARRS JNPR ANET HRS CSCO INFN FNSR=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.10% Top=BKD DXCM STE IRWD ACHC HRC RMD DVA ….. THC MOH IART A UNH AET OPK CYH=Bottom (Health)
ELEC(46): 0.01% Top=MXL SIMO AYI OCLR PI SPWR BRKR FTV ….. MSCC CAVM CY AMBA ON CRUS HIMX XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(102): -0.13% Top=IVR WPG ALLY DLR PEI GGP QTS MFA ….. STOR EXR TWO SLG LXP NLY CUBE PSA=Bottom (Real Estate)
FINA(92): -0.31% Top=YRD COF MS TD SYF SLM TCB BMO ….. WBS BEN VOYA NYCB BX USB CLNS BOFI=Bottom (Banks/Financials)
TRAN(24): -0.33% Top=WAB GWR SWFT FDX TRN CP KSU UNP ….. SAVE JBHT JBLU AAL UAL DAL LUV ALK=Bottom (Transportation)
INSU(30): -0.44% Top=MBI FNF BRO ORI CLGX L AJG AIG ….. HIG AON MTG TRV CINF TMK AFL 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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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