daytrend

03/30/2017

Filed under: Market Stats — daytrend @ 12:23 pm

Market Stats at 1:22 pm 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 1:22 pm ET)
36.2% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
5.8% are below yesterday’s low.
58.0% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20170330 1:22 pm ET)
65.9% of stocks are above today’s open. (32.9% are below).
58.4% of stocks are above today’s open and yesterday’s close.
28.1% 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 1:22 pm ET)
21.6% of stocks are in the top 10% of today’s range.
32.4% are in the top 20%.
63.3% are in the top half. 36.7% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20170330 1:22 pm ET)
65.0% of stocks are above yesterday’s close. (35.0% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.7% are up 3.5% or more. 1.0% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20170330 1:22 pm ET)
2-day: >=95:15.1%…>=90:27.3%…>=80:44.4%…>=50:73.3%…<=20:9.0%…<=10:4.0%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:61.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:54.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 1:22 pm ET)
36.2% above previous 1 highs, 5.8% below previous 1 lows
29.9% above previous 2 highs, 3.8% below previous 2 lows
28.3% above previous 3 highs, 2.4% below previous 3 lows
24.7% above previous 4 highs, 2.4% below previous 4 lows
22.4% above previous 5 highs, 2.0% below previous 5 lows
21.4% above previous 6 highs, 1.8% below previous 6 lows
11.2% above previous 7 highs, 1.8% below previous 7 lows
9.7% above previous 8 highs, 1.7% below previous 8 lows
8.6% above previous 9 highs, 1.5% below previous 9 lows
7.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 1:22 pm ET)
65.0% are above or equal to 3/29 close (1 days ago), 35.0% are below.
68.8% are above or equal to 3/28 close (2 days ago), 31.2% are below.
79.8% are above or equal to 3/27 close (3 days ago), 20.2% are below.
76.4% are above or equal to 3/24 close (4 days ago), 23.6% 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.
74.5% are above or equal to 3/21 close (7 days ago), 25.5% are below.
50.2% are above or equal to 3/20 close (8 days ago), 49.8% are below.
43.3% are above or equal to 3/17 close (9 days ago), 56.7% are below.
45.5% are above or equal to 3/16 close (10 days ago), 54.5% are below.
43.9% are above or equal to 3/15 close (11 days ago), 56.1% are below.
60.7% are above or equal to 3/14 close (12 days ago), 39.3% are below.
54.0% are above or equal to 3/13 close (13 days ago), 46.0% are below.
57.6% are above or equal to 3/10 close (14 days ago), 42.4% are below.
61.9% are above or equal to 3/9 close (15 days ago), 38.1% are below.
56.4% are above or equal to 3/8 close (16 days ago), 43.6% are below.
51.7% are above or equal to 3/7 close (17 days ago), 48.3% are below.
45.8% are above or equal to 3/6 close (18 days ago), 54.2% are below.
41.1% are above or equal to 3/3 close (19 days ago), 58.9% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
32.9% are above or equal to 3/1 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 1:22 pm ET)
20d: 9.9% new highs, 1.3% new lows
21d: 9.5% new highs, 1.3% new lows
42d: 5.6% new highs, 0.6% new lows
63d: 5.1% new highs, 0.5% new lows
126d: 4.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 1:22 pm ET)
2-day: 63.2% above, 36.8% below
3-day: 69.5% above, 30.5% below
4-day: 74.5% above, 25.5% below
5-day: 75.7% above, 24.3% below
8-day: 75.3% above, 24.7% below
10-day: 68.6% above, 31.4% below
20-day: 57.4% above, 42.6% below
50-day: 48.7% above, 51.3% below
200-day: 68.6% above, 31.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 1:22 pm ET)
FINA(91): 1.78% Top=PVTB WAL PACW UMPQ CFR TCB SIVB BKU ….. CME SEIC ARCC TD KCG PSEC BMO ATH=Bottom (Banks/Financials)
INSU(30): 0.79% Top=LNC PRU MET MBI UNM AIG AFL CNO ….. CLGX ALL XL WLTW AJG MMC BRO AFSI=Bottom (Insurance)
TRAN(24): 0.70% Top=GWR KSU SAVE UNP NSC TRN FDX UAL ….. UPS CSX ODFL CHRW EXPD ALK CP SWFT=Bottom (Transportation)
MANU(34): 0.55% Top=ATI FLS RS BWXT TEX IR ITT MWA ….. DHR AME EMR DOV HON CMI PNR MHK=Bottom (Manufacturing)
CHEM(26): 0.53% Top=TROX HUN CC CE VSM EMN OLN PAH ….. DD GRA PPG DOW APD MON MOS CF=Bottom (Chemicals/Fertilizers)
COHW(39): 0.44% Top=COMM TDS CIEN WDC HPQ STX CTL NTAP ….. TMUS ANET ARRS AAPL ZAYO BCE VIAV BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.35% Top=GPN KBR ILG ACM CNDT LKSD G RHI ….. FDC SBAC YY BAH LDOS ZTO TAL FLT=Bottom (Diversified Services)
ELEC(45): 0.34% Top=QRVO CSIQ NVDA AMD XPER FLEX TRMB CRUS ….. PI SIMO FTV GRMN MRVL FSLR CY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.25% Top=CMG SIX BLMN DPZ SEAS SBUX DNKN TXRH ….. HGV PK SONC YUM YUMC QSR WYNN STAY=Bottom (Leisure)
MATE(27): 0.23% Top=MDR EME PWR FLR WM RSG SUM WY ….. VMC FAST JELD MAS TPH LEN MLM EXP=Bottom (Materials & Construction)
HEAL(43): 0.20% Top=ESRX AET BKD CNC ANTM MOH UHS STE ….. PRXL CYH EW XRAY OPK RMD IRWD BSX=Bottom (Health)
META(30): 0.19% Top=FCX X AKS AA CENX CLF CMC ARNC ….. AG SLW FNV PAAS AGI AEM GG ABX=Bottom (Metals & Mining)
RETA(59): 0.18% Top=RH JCP BBY GME WSM SPLS BBBY WMT ….. KORS KR AAP ORLY TIF CASY LB SFM=Bottom (Retail & Specialty Retail)
REAL(101): 0.17% Top=SC ALLY CBL INN LHO KRG HST PEB ….. EXR BRX UNIT CLI HTA PSA EQC CUBE=Bottom (Real Estate)
ENER(87): -0.16% Top=COP RDC BAS OAS DO PTEN EOG OII ….. TSO SU FRAC SN COG PAGP QEP CVE=Bottom (Energy)
COSW(75): -0.34% Top=XRX NTNX COTV NCR AZPN BIDU SQ EQIX ….. CSC WUBA ATHM TTD AKAM VIPS SHOP BITA=Bottom (Computer Software/Internet)
CONS(49): -0.76% Top=ELF KS PKG PBI OI WRK BERY KATE ….. WWW GT COTY HBI 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 1:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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