daytrend

03/30/2017

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:48 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20170330 9:48 am ET)
23.6% of stocks are above yesterday’s high.
69.6% are above yesterday’s midpoint. (30.4% are below.)
7.6% are below yesterday’s low.
68.8% are inside yesterday’s range.
41.8% of stocks with today’s high > yesterday’s high. (58.2% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20170330 9:48 am ET)
60.3% of stocks are above today’s open. (36.7% are below).
50.4% of stocks are above today’s open and yesterday’s close.
31.4% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 9:48 am ET)
24.6% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20170330 9:48 am ET)
57.8% of stocks are above yesterday’s close. (42.2% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 0.4% are down 3.5% or more.
84.2% are between +1% and -1%.

RSI on DAILY (20170330 9:48 am ET)
2-day: >=95:12.0%…>=90:22.6%…>=80:39.9%…>=50:69.6%…<=20:11.0%…<=10:4.9%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:54.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:50.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 9:48 am ET)
23.6% above previous 1 highs, 7.6% below previous 1 lows
17.7% above previous 2 highs, 2.9% below previous 2 lows
17.1% above previous 3 highs, 1.4% below previous 3 lows
13.7% above previous 4 highs, 1.4% below previous 4 lows
12.5% above previous 5 highs, 1.0% below previous 5 lows
12.2% above previous 6 highs, 1.0% below previous 6 lows
5.6% above previous 7 highs, 1.0% below previous 7 lows
5.0% above previous 8 highs, 1.0% below previous 8 lows
4.6% above previous 9 highs, 1.0% below previous 9 lows
3.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 9:48 am ET)
57.8% are above or equal to 3/29 close (1 days ago), 42.2% are below.
63.8% are above or equal to 3/28 close (2 days ago), 36.2% are below.
76.8% are above or equal to 3/27 close (3 days ago), 23.2% are below.
74.9% are above or equal to 3/24 close (4 days ago), 25.1% are below.
70.3% are above or equal to 3/23 close (5 days ago), 29.7% are below.
71.1% are above or equal to 3/22 close (6 days ago), 28.9% are below.
73.5% are above or equal to 3/21 close (7 days ago), 26.5% are below.
45.5% are above or equal to 3/20 close (8 days ago), 54.5% are below.
41.3% are above or equal to 3/17 close (9 days ago), 58.7% are below.
42.5% are above or equal to 3/16 close (10 days ago), 57.5% are below.
41.2% are above or equal to 3/15 close (11 days ago), 58.8% are below.
59.1% are above or equal to 3/14 close (12 days ago), 40.9% are below.
52.4% are above or equal to 3/13 close (13 days ago), 47.6% are below.
54.3% are above or equal to 3/10 close (14 days ago), 45.7% are below.
60.2% are above or equal to 3/9 close (15 days ago), 39.8% are below.
54.4% are above or equal to 3/8 close (16 days ago), 45.6% are below.
49.8% are above or equal to 3/7 close (17 days ago), 50.2% are below.
44.3% are above or equal to 3/6 close (18 days ago), 55.7% are below.
38.6% are above or equal to 3/3 close (19 days ago), 61.4% are below.
37.8% are above or equal to 3/2 close (20 days ago), 62.2% are below.
30.6% are above or equal to 3/1 close (21 days ago), 69.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 9:48 am ET)
20d: 5.6% new highs, 0.8% new lows
21d: 5.5% new highs, 0.8% new lows
42d: 2.5% new highs, 0.4% new lows
63d: 2.3% new highs, 0.4% new lows
126d: 1.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 9:48 am ET)
2-day: 56.8% above, 43.2% below
3-day: 64.6% above, 35.4% below
4-day: 71.7% above, 28.3% below
5-day: 74.0% above, 26.0% below
8-day: 73.8% above, 26.2% below
10-day: 65.6% above, 34.4% below
20-day: 53.8% above, 46.2% below
50-day: 47.4% above, 52.6% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 9:48 am ET)
FINA(91): 0.90% Top=PVTB SIVB UMPQ PB WAL OZRK WBS PACW ….. TWNK CBOE IVZ STT ATH SEIC PYPL CME=Bottom (Banks/Financials)
TRAN(24): 0.58% Top=CNI GWR TRN FDX KSU UAL AAL JBLU ….. XPO ALK CSX JBHT EXPD WAB CHRW UPS=Bottom (Transportation)
META(30): 0.42% Top=AKS FCX X CLF TECK AA CMC NUE ….. SLW NEM GG FMSA CDE ABX AGI AG=Bottom (Metals & Mining)
MANU(34): 0.34% Top=ATI RS ITT FLS AGCO DDD MHK DE ….. ETN AME DOV SWK DHR PNR CAT HON=Bottom (Manufacturing)
MATE(27): 0.32% Top=VMC SUM MDR MLM EME EXP USG FLR ….. CAA DAR LEN TOL SRCL WY DHI FAST=Bottom (Materials & Construction)
ELEC(45): 0.31% Top=QRVO KEYS XPER OCLR FLEX IDTI TER LRCX ….. SNPS MRVL SIMO MXL SPWR CY HIMX FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.29% Top=PANW FNSR COMM CIEN INFN ACIA MSI CDW ….. AAPL T S CTL BBRY TMUS CCI VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.27% Top=MBI LNC MTG RDN MET UNM PRU AGO ….. TRV ALL AJG WLTW AON MMC BRO AFSI=Bottom (Insurance)
LEIS(36): 0.23% Top=CMG SIX DPZ BLMN TXRH JACK HLT SBUX ….. MCD EXPE YUM SHAK WYNN HGV YUMC GPRO=Bottom (Leisure)
RETA(59): 0.21% Top=SHLD SPLS SBH GME MIK BBY KMX WSM ….. KR SIG W GNC KSS LB ORLY RH=Bottom (Retail & Specialty Retail)
DISV(46): 0.15% Top=GPN ACM LAUR CAR KBR ILG AL G ….. SBAC MYGN TAL BAH CXW FLT RRD ZTO=Bottom (Diversified Services)
CHEM(26): 0.02% Top=HUN EMN PAH VSM OLN IFF AGU CE ….. GRA CC PPG DD DOW APD MOS CF=Bottom (Chemicals/Fertilizers)
COSW(75): -0.03% Top=SPLK NTNX AZPN VMW BIDU DATA ADSK SSNC ….. WUBA SHOP TWLO ATHM TTD TRIP VIPS BITA=Bottom (Computer Software/Internet)
HEAL(43): -0.14% Top=UNH MD BKD STE DVA VWR PRXL PKI ….. BAX XRAY RMD ABT THC IRWD BSX CYH=Bottom (Health)
ENER(87): -0.21% Top=COP BAS EOG REN FRAC KOS MMP RES ….. ETP SXL ECA PXD SN PAGP XOG CVE=Bottom (Energy)
REAL(101): -0.59% Top=SC BAM ALLY CYS PEB SHO NRZ CBG ….. BRX DFT VER EXR HCP O HTA CUBE=Bottom (Real Estate)
CONS(49): -0.72% Top=ELF KS KATE GIL WRK OI PKG BERY ….. WWW FOSL COTY SKX GT UAA VFC LULU=Bottom (Consumer)

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 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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