daytrend

03/30/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

COMPARED TO YESTERDAY’S RANGE (20170330 10:49 am ET)
37.6% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
4.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
56.8% of stocks with today’s high > yesterday’s high. (43.2% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20170330 10:49 am ET)
70.0% of stocks are above today’s open. (28.1% are below).
60.5% of stocks are above today’s open and yesterday’s close.
23.1% are below both.
9.3% of stocks opened above yesterday’s high.
39.5% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 10:49 am ET)
26.9% of stocks are in the top 10% of today’s range.
44.5% are in the top 20%.
74.3% are in the top half. 25.7% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170330 10:49 am ET)
67.5% of stocks are above yesterday’s close. (32.5% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.7% are up 3.5% or more. 0.5% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20170330 10:49 am ET)
2-day: >=95:17.3%…>=90:29.9%…>=80:47.6%…>=50:75.8%…<=20:8.1%…<=10:3.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:55.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 10:49 am ET)
37.6% above previous 1 highs, 4.7% below previous 1 lows
30.1% above previous 2 highs, 2.5% below previous 2 lows
29.3% above previous 3 highs, 1.4% below previous 3 lows
24.8% above previous 4 highs, 1.4% below previous 4 lows
22.7% above previous 5 highs, 1.2% below previous 5 lows
21.9% above previous 6 highs, 0.9% below previous 6 lows
13.2% above previous 7 highs, 0.9% below previous 7 lows
11.6% above previous 8 highs, 0.8% below previous 8 lows
10.2% above previous 9 highs, 0.8% below previous 9 lows
8.8% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 10:49 am ET)
67.5% are above or equal to 3/29 close (1 days ago), 32.5% are below.
71.9% are above or equal to 3/28 close (2 days ago), 28.1% are below.
80.9% are above or equal to 3/27 close (3 days ago), 19.1% are below.
78.2% are above or equal to 3/24 close (4 days ago), 21.8% are below.
73.8% are above or equal to 3/23 close (5 days ago), 26.2% are below.
73.9% are above or equal to 3/22 close (6 days ago), 26.1% are below.
75.7% are above or equal to 3/21 close (7 days ago), 24.3% are below.
49.6% are above or equal to 3/20 close (8 days ago), 50.4% are below.
45.0% are above or equal to 3/17 close (9 days ago), 55.0% are below.
46.3% are above or equal to 3/16 close (10 days ago), 53.7% are below.
44.4% are above or equal to 3/15 close (11 days ago), 55.6% are below.
62.2% are above or equal to 3/14 close (12 days ago), 37.8% are below.
54.4% are above or equal to 3/13 close (13 days ago), 45.6% are below.
57.2% are above or equal to 3/10 close (14 days ago), 42.8% are below.
62.0% are above or equal to 3/9 close (15 days ago), 38.0% are below.
57.5% are above or equal to 3/8 close (16 days ago), 42.5% are below.
53.0% are above or equal to 3/7 close (17 days ago), 47.0% are below.
46.7% are above or equal to 3/6 close (18 days ago), 53.3% are below.
40.9% are above or equal to 3/3 close (19 days ago), 59.1% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
33.2% are above or equal to 3/1 close (21 days ago), 66.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 10:49 am ET)
20d: 8.4% new highs, 0.9% new lows
21d: 8.1% new highs, 0.9% new lows
42d: 4.5% new highs, 0.5% new lows
63d: 4.3% new highs, 0.4% new lows
126d: 3.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 10:49 am ET)
2-day: 65.7% above, 34.3% below
3-day: 72.1% above, 27.9% below
4-day: 76.9% above, 23.1% below
5-day: 78.6% above, 21.4% below
8-day: 77.6% above, 22.4% below
10-day: 70.5% above, 29.5% below
20-day: 57.8% above, 42.2% below
50-day: 50.2% above, 49.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 10:49 am ET)
FINA(91): 1.47% Top=PVTB TCB CFR PB SIVB UMPQ OZRK SNV ….. PYPL PSEC CBOE KCG EFX ATH SEIC CME=Bottom (Banks/Financials)
TRAN(24): 0.83% Top=GWR KSU NSC AAL UNP LUV CNI UAL ….. UPS WAB CHRW SAVE EXPD ODFL ALK SWFT=Bottom (Transportation)
CHEM(26): 0.80% Top=TROX HUN CC CE OLN EMN PAH VSM ….. MON DD APD PPG DOW GRA MOS CF=Bottom (Chemicals/Fertilizers)
META(30): 0.74% Top=FCX X AKS CLF AA SLCA NUE CMC ….. CCJ PAAS CDE ABX AGI SSRI GG AEM=Bottom (Metals & Mining)
INSU(30): 0.73% Top=LNC MET PRU UNM MBI AGO AFL AIG ….. PGR ALL MMC CLGX AJG WLTW BRO AFSI=Bottom (Insurance)
MANU(34): 0.59% Top=ATI FLS XYL RS IR ITT DE AGCO ….. DCI CMI EMR MHK HON MRC AME PNR=Bottom (Manufacturing)
COHW(39): 0.42% Top=STX COMM WDC TDS HPQ CIEN FNSR PANW ….. VG VZ VSAT TMUS UBNT VIAV ACIA BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.36% Top=GPN ACM KBR ILG LKSD JEC G CNDT ….. LDOS FDC SBAC FLT TAL MYGN WTW RRD=Bottom (Diversified Services)
LEIS(36): 0.35% Top=CMG SIX HLT SEAS BLMN SBUX DPZ MAR ….. PNRA STAY YUMC HGV SHAK WYNN GPRO SONC=Bottom (Leisure)
ELEC(45): 0.32% Top=QRVO NVDA XPER FLEX GLW CSIQ OCLR SWKS ….. GRMN AYI MRVL SPWR PI CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.31% Top=EME FLR SUM PWR VMC MDR JELD WM ….. PHM EXP TOL TPH LEN FAST DHI USG=Bottom (Materials & Construction)
RETA(59): 0.22% Top=SHLD GME BBY FINL DSW BBBY WMT ETSY ….. ORLY GNC KR CASY GPS LB TIF SFM=Bottom (Retail & Specialty Retail)
ENER(87): 0.13% Top=COP BAS CRC REN RDC MUR OII OAS ….. HFC NFG SN FRAC PAGP TSO QEP CVE=Bottom (Energy)
HEAL(43): 0.01% Top=UNH VWR ANTM ESRX STE AET HOLX ALGN ….. HLS EW PRAH DXCM RMD BSX IRWD CYH=Bottom (Health)
COSW(76): -0.03% Top=MEET NTNX COTV XRX NCR AZPN BIDU SPLK ….. SHOP CMCM TRIP GRUB ATHM TWLO VIPS BITA=Bottom (Computer Software/Internet)
REAL(101): -0.04% Top=SC ALLY RHP INN SHO CBG PEB PLD ….. HTA CLI SRC EQC O BRX PSA CUBE=Bottom (Real Estate)
CONS(49): -0.67% Top=ELF OI KS PKG WRK PBI GIL IP ….. HBI COTY FOSL WWW SKX 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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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