daytrend

03/31/2017

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:49 am ET
by daytrend on 20170331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170331 9:49 am ET)
12.1% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
9.3% are below yesterday’s low.
78.6% are inside yesterday’s range.
25.0% of stocks with today’s high > yesterday’s high. (75.0% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20170331 9:49 am ET)
59.5% of stocks are above today’s open. (37.5% are below).
39.8% of stocks are above today’s open and yesterday’s close.
34.3% are below both.
2.9% of stocks opened above yesterday’s high.
21.8% of stocks opened above yesterday’s close. (71.8% opened below yesterday’s close).
10.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170331 9:49 am ET)
17.0% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20170331 9:49 am ET)
44.8% of stocks are above yesterday’s close. (55.2% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.2% are up 3.5% or more. 0.0% are down 3.5% or more.
91.5% are between +1% and -1%.

RSI on DAILY (20170331 9:49 am ET)
2-day: >=95:9.0%…>=90:15.8%…>=80:26.1%…>=50:67.9%…<=20:7.9%…<=10:2.9%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:58.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 9:49 am ET)
12.1% above previous 1 highs, 9.3% below previous 1 lows
10.1% above previous 2 highs, 4.5% below previous 2 lows
9.2% above previous 3 highs, 2.9% below previous 3 lows
7.6% above previous 4 highs, 1.2% below previous 4 lows
6.9% above previous 5 highs, 1.2% below previous 5 lows
6.5% above previous 6 highs, 1.0% below previous 6 lows
6.5% above previous 7 highs, 0.8% below previous 7 lows
5.1% above previous 8 highs, 0.8% below previous 8 lows
4.5% above previous 9 highs, 0.7% below previous 9 lows
3.9% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 9:49 am ET)
44.8% are above or equal to 3/30 close (1 days ago), 55.2% are below.
61.7% are above or equal to 3/29 close (2 days ago), 38.3% are below.
67.6% are above or equal to 3/28 close (3 days ago), 32.4% are below.
79.4% are above or equal to 3/27 close (4 days ago), 20.6% are below.
74.2% are above or equal to 3/24 close (5 days ago), 25.8% are below.
72.0% are above or equal to 3/23 close (6 days ago), 28.0% are below.
72.6% are above or equal to 3/22 close (7 days ago), 27.4% are below.
74.4% are above or equal to 3/21 close (8 days ago), 25.6% are below.
48.6% are above or equal to 3/20 close (9 days ago), 51.4% are below.
42.9% are above or equal to 3/17 close (10 days ago), 57.1% are below.
47.3% are above or equal to 3/16 close (11 days ago), 52.7% are below.
44.3% are above or equal to 3/15 close (12 days ago), 55.7% are below.
59.9% are above or equal to 3/14 close (13 days ago), 40.1% are below.
54.0% are above or equal to 3/13 close (14 days ago), 46.0% are below.
57.0% are above or equal to 3/10 close (15 days ago), 43.0% are below.
62.0% are above or equal to 3/9 close (16 days ago), 38.0% are below.
56.4% are above or equal to 3/8 close (17 days ago), 43.6% are below.
51.7% are above or equal to 3/7 close (18 days ago), 48.3% are below.
47.4% are above or equal to 3/6 close (19 days ago), 52.6% are below.
42.1% are above or equal to 3/3 close (20 days ago), 57.9% are below.
40.5% are above or equal to 3/2 close (21 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 9:49 am ET)
20d: 4.0% new highs, 1.2% new lows
21d: 3.7% new highs, 1.2% new lows
42d: 2.4% new highs, 0.1% new lows
63d: 2.1% new highs, 0.1% new lows
126d: 1.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 9:49 am ET)
2-day: 42.5% above, 57.5% below
3-day: 58.5% above, 41.5% below
4-day: 63.9% above, 36.1% below
5-day: 72.6% above, 27.4% below
8-day: 73.0% above, 27.0% below
10-day: 71.1% above, 28.9% below
20-day: 59.5% above, 40.5% below
50-day: 49.5% above, 50.5% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 9:49 am ET)
CHEM(27): 0.52% Top=FMC CC GRA APD SHW AGU WLK POT ….. ASH CE EMN MOS TROX DOW HUN DD=Bottom (Chemicals/Fertilizers)
ENER(86): 0.36% Top=RRC FTI PDCE PXD COG WLL CVE LPI ….. GEL ETP SXL COP PAA ATW RIG XOM=Bottom (Energy)
COHW(38): 0.30% Top=BBRY ACIA ZAYO UBNT GOGO MSI TDC PANW ….. VIAV VG INFN ANET NTAP COMM FNSR STX=Bottom (Computer Hardware/Telecom)
REAL(101): 0.16% Top=CBL PEB DRH LHO GGP OFC LPT HST ….. ESRT DLR SC ALLY STOR APLE RLGY CBG=Bottom (Real Estate)
DISV(46): 0.14% Top=RRD CNDT FLT TAL KBR CAR VRSK AMN ….. ALLE ILG R ULTA AL YY LKSD FDC=Bottom (Diversified Services)
RETA(59): 0.13% Top=KR M GNC BLDR AMZN SFM KSS ANF ….. ROST LOW CVS URBN MIK AN KMX SHLD=Bottom (Retail & Specialty Retail)
MATE(26): 0.05% Top=SUM MLM VMC SRCL MDR WCN EXP RYN ….. PWR KBH MAS DHI TOL PHM TPH JELD=Bottom (Materials & Construction)
CONS(49): 0.02% Top=LULU FOSL MAT TPX UAA ELF VFC PBI ….. NKE COH KATE RL WWW PAY WRK SKX=Bottom (Consumer)
LEIS(36): 0.02% Top=BLMN HLT H PK SBUX MCD SONC GPRO ….. SIX RCL HGV YUMC TXRH BYD DNKN EXPE=Bottom (Leisure)
TRAN(24): -0.07% Top=SAVE UAL XPO AAL WAB SWFT CHRW FDX ….. UNP CSX LUV CP TRN ALK GWR NSC=Bottom (Transportation)
COSW(75): -0.15% Top=DATA MANH HPE COTV BITA CMCM TTD TRIP ….. ATVI ADSK CSC SINA PTC EA ATHM WUBA=Bottom (Computer Software/Internet)
HEAL(43): -0.19% Top=BKD DXCM PRAH ALGN BSX ABT TMO PKI ….. XRAY ANTM EW ACHC BAX NUVA IRWD ESRX=Bottom (Health)
MANU(35): -0.24% Top=DDD GE ROK MWA FLS EMR SNA AME ….. ITT CMI PNR RS CAT TTC KMT CFX=Bottom (Manufacturing)
ELEC(45): -0.25% Top=AMD SPWR BRKR SIMO FSLR INTC CSIQ CAVM ….. CRUS XPER MCHP AVGO PI GLW HIMX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.27% Top=CNO AFL AFSI UNM BRO MMC XL L ….. WLTW ORI ALL AIG PRU RDN MTG PGR=Bottom (Insurance)
FINA(90): -0.40% Top=ARCC WETF TWNK TD CBOE PSEC PVTB ATH ….. PACW FHB LAZ PB SLM HBAN MS BOFI=Bottom (Banks/Financials)
META(30): -0.55% Top=CNX AA FMSA FCX AG AGI ABX CDE ….. ARNC CLF TECK CMC PAAS X CENX AKS=Bottom (Metals & Mining)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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