daytrend

03/30/2017

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:04 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 10:04 am ET)
26.5% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
4.9% are below yesterday’s low.
68.6% are inside yesterday’s range.
47.0% of stocks with today’s high > yesterday’s high. (53.0% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:04 am ET)
63.1% of stocks are above today’s open. (34.3% are below).
54.0% of stocks are above today’s open and yesterday’s close.
28.5% 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 10:04 am ET)
19.1% of stocks are in the top 10% of today’s range.
35.2% are in the top 20%.
65.4% are in the top half. 34.6% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170330 10:04 am ET)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
82.3% are between +1% and -1%.

RSI on DAILY (20170330 10:04 am ET)
2-day: >=95:11.2%…>=90:22.6%…>=80:39.0%…>=50:73.9%…<=20:7.6%…<=10:3.4%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:04 am ET)
26.5% above previous 1 highs, 4.9% below previous 1 lows
20.4% above previous 2 highs, 2.4% below previous 2 lows
20.0% above previous 3 highs, 1.0% below previous 3 lows
16.0% above previous 4 highs, 0.8% below previous 4 lows
14.0% above previous 5 highs, 0.7% below previous 5 lows
13.9% above previous 6 highs, 0.7% below previous 6 lows
6.9% above previous 7 highs, 0.7% below previous 7 lows
6.3% above previous 8 highs, 0.6% below previous 8 lows
5.6% above previous 9 highs, 0.6% below previous 9 lows
5.3% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:04 am ET)
62.0% are above or equal to 3/29 close (1 days ago), 38.0% are below.
67.8% are above or equal to 3/28 close (2 days ago), 32.2% are below.
79.7% are above or equal to 3/27 close (3 days ago), 20.3% are below.
76.1% are above or equal to 3/24 close (4 days ago), 23.9% are below.
71.9% are above or equal to 3/23 close (5 days ago), 28.1% are below.
72.4% are above or equal to 3/22 close (6 days ago), 27.6% are below.
74.0% are above or equal to 3/21 close (7 days ago), 26.0% are below.
46.0% are above or equal to 3/20 close (8 days ago), 54.0% are below.
41.4% are above or equal to 3/17 close (9 days ago), 58.6% are below.
43.7% are above or equal to 3/16 close (10 days ago), 56.3% are below.
42.3% are above or equal to 3/15 close (11 days ago), 57.7% are below.
60.1% are above or equal to 3/14 close (12 days ago), 39.9% are below.
52.7% are above or equal to 3/13 close (13 days ago), 47.3% are below.
55.0% are above or equal to 3/10 close (14 days ago), 45.0% are below.
60.8% are above or equal to 3/9 close (15 days ago), 39.2% are below.
55.7% are above or equal to 3/8 close (16 days ago), 44.3% are below.
50.5% are above or equal to 3/7 close (17 days ago), 49.5% are below.
45.0% are above or equal to 3/6 close (18 days ago), 55.0% are below.
38.6% are above or equal to 3/3 close (19 days ago), 61.4% are below.
38.8% are above or equal to 3/2 close (20 days ago), 61.2% are below.
30.9% are above or equal to 3/1 close (21 days ago), 69.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:04 am ET)
20d: 6.7% new highs, 0.8% new lows
21d: 6.5% new highs, 0.8% new lows
42d: 3.4% new highs, 0.4% new lows
63d: 3.1% new highs, 0.4% new lows
126d: 2.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:04 am ET)
2-day: 60.2% above, 39.8% below
3-day: 67.8% above, 32.2% below
4-day: 76.0% above, 24.0% below
5-day: 76.8% above, 23.2% below
8-day: 75.5% above, 24.5% below
10-day: 66.4% above, 33.6% below
20-day: 54.4% above, 45.6% below
50-day: 48.0% above, 52.0% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:04 am ET)
FINA(91): 0.93% Top=PVTB UMPQ TCB PB SIVB CFR OZRK SNV ….. BMO TWNK RJF LAZ CBOE STT SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.67% Top=GWR AAL KSU JBLU CNI UAL UNP NSC ….. TRN CHRW JBHT SAVE UPS WAB EXPD SWFT=Bottom (Transportation)
ELEC(45): 0.48% Top=QRVO CSIQ NVDA XPER KEYS FLEX MSCC OCLR ….. SIMO MRVL MXL AYI SPWR CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.35% Top=COMM PANW WDC FNSR HPQ CIEN STX HRS ….. TMUS S VG VZ ZAYO PSTG UBNT BBRY=Bottom (Computer Hardware/Telecom)
MANU(34): 0.34% Top=ATI RS FLS XYL DDD AGCO DE IR ….. EMR CAT PNR ETN HON DOV AME MRC=Bottom (Manufacturing)
META(30): 0.32% Top=AKS FCX X CLF AA STLD CMC NUE ….. SSRI ABX SND AG CDE GG FMSA AGI=Bottom (Metals & Mining)
MATE(27): 0.27% Top=SUM VMC EME MDR FLR MLM WM OC ….. EXP TPH LEN PHM CAA DHI TOL FAST=Bottom (Materials & Construction)
INSU(30): 0.26% Top=MBI MET LNC MTG RDN AGO PRU FNF ….. PGR AJG ALL WLTW MMC BRO AON AFSI=Bottom (Insurance)
LEIS(36): 0.25% Top=CMG HLT DPZ BLMN SIX SBUX JACK CCL ….. YUM YUMC HGV QSR SONC WYNN SHAK GPRO=Bottom (Leisure)
DISV(46): 0.21% Top=GPN ACM KBR LKSD LAUR CAR ILG CNDT ….. TAL WTW BAH MYGN SBAC FLT ZTO RRD=Bottom (Diversified Services)
CHEM(26): 0.12% Top=HUN PAH VSM IFF EMN OLN PX CE ….. APD GRA DOW DD PPG CC MOS CF=Bottom (Chemicals/Fertilizers)
COSW(75): 0.01% Top=NTNX SPLK BIDU XRX AZPN CTXS ADSK VMW ….. TWTR CSC TWLO TRIP ATHM CMCM VIPS BITA=Bottom (Computer Software/Internet)
RETA(59): -0.04% Top=SHLD ETSY SBH SPLS WMT GME BBY WSM ….. KSS LB GES SIG ORLY GPS RH GNC=Bottom (Retail & Specialty Retail)
HEAL(43): -0.05% Top=UNH ANTM AET STE ESRX CNC ALGN BKD ….. PRAH THC EW DXCM RMD IRWD BSX CYH=Bottom (Health)
REAL(101): -0.08% Top=SC ALLY CBG APLE PEI CBL AMH PLD ….. HCP CLI BRX O EQC HTA DFT CUBE=Bottom (Real Estate)
ENER(87): -0.45% Top=COP BAS EOG CRC VVV OII RDC KOS ….. PAA PAGP ECA WPZ PXD HES SN CVE=Bottom (Energy)
CONS(49): -0.78% Top=ELF PKG KS GIL WRK OI KATE BC ….. PVH WWW FOSL GT UAA SKX 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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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