daytrend

03/31/2017

Filed under: Market Stats — daytrend @ 9:14 am

Market Stats at 10:13 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 10:13 am ET)
15.7% of stocks are above yesterday’s high.
57.0% are above yesterday’s midpoint. (43.0% are below.)
10.1% are below yesterday’s low.
74.2% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
27.9% of stocks with today’s low < yesterday’s low. (72.1% greater than).

EVIDENCE OF INTRADAY TREND (20170331 10:13 am ET)
57.4% of stocks are above today’s open. (39.9% are below).
40.8% of stocks are above today’s open and yesterday’s close.
36.2% 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 10:13 am ET)
8.0% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
17.3% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20170331 10:13 am ET)
47.3% of stocks are above yesterday’s close. (52.7% are below.)
0.2% are up 4.5% or more. 0.0% are down 4.5% or more.
0.4% are up 3.5% or more. 0.1% are down 3.5% or more.
88.9% are between +1% and -1%.

RSI on DAILY (20170331 10:13 am ET)
2-day: >=95:9.9%…>=90:17.1%…>=80:30.0%…>=50:66.8%…<=20:8.9%…<=10:3.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:58.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 10:13 am ET)
15.7% above previous 1 highs, 10.1% below previous 1 lows
13.3% above previous 2 highs, 5.1% below previous 2 lows
11.9% above previous 3 highs, 3.2% below previous 3 lows
10.5% above previous 4 highs, 1.2% below previous 4 lows
9.2% above previous 5 highs, 1.2% below previous 5 lows
8.0% above previous 6 highs, 1.0% below previous 6 lows
7.6% above previous 7 highs, 0.8% below previous 7 lows
6.1% above previous 8 highs, 0.8% below previous 8 lows
5.1% above previous 9 highs, 0.7% below previous 9 lows
4.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 10:13 am ET)
47.3% are above or equal to 3/30 close (1 days ago), 52.7% are below.
61.1% are above or equal to 3/29 close (2 days ago), 38.9% are below.
67.5% are above or equal to 3/28 close (3 days ago), 32.5% are below.
79.5% are above or equal to 3/27 close (4 days ago), 20.5% are below.
76.0% are above or equal to 3/24 close (5 days ago), 24.0% are below.
72.1% are above or equal to 3/23 close (6 days ago), 27.9% are below.
73.1% are above or equal to 3/22 close (7 days ago), 26.9% are below.
74.3% are above or equal to 3/21 close (8 days ago), 25.7% are below.
48.8% are above or equal to 3/20 close (9 days ago), 51.2% are below.
43.2% are above or equal to 3/17 close (10 days ago), 56.8% are below.
47.5% are above or equal to 3/16 close (11 days ago), 52.5% are below.
44.0% are above or equal to 3/15 close (12 days ago), 56.0% are below.
60.0% are above or equal to 3/14 close (13 days ago), 40.0% are below.
53.9% are above or equal to 3/13 close (14 days ago), 46.1% are below.
56.8% are above or equal to 3/10 close (15 days ago), 43.2% are below.
61.3% are above or equal to 3/9 close (16 days ago), 38.7% are below.
56.1% are above or equal to 3/8 close (17 days ago), 43.9% are below.
51.7% are above or equal to 3/7 close (18 days ago), 48.3% are below.
46.2% are above or equal to 3/6 close (19 days ago), 53.8% are below.
42.0% are above or equal to 3/3 close (20 days ago), 58.0% 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 10:13 am ET)
20d: 5.7% new highs, 1.2% new lows
21d: 5.5% new highs, 1.2% new lows
42d: 3.1% new highs, 0.1% new lows
63d: 2.7% new highs, 0.1% new lows
126d: 1.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 10:13 am ET)
2-day: 44.2% above, 55.8% below
3-day: 58.6% above, 41.4% below
4-day: 62.9% above, 37.1% below
5-day: 70.8% above, 29.2% below
8-day: 74.2% above, 25.8% below
10-day: 71.7% above, 28.3% below
20-day: 58.5% above, 41.5% below
50-day: 49.9% above, 50.1% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 10:13 am ET)
CHEM(27): 0.51% Top=FMC GRA IFF WLK APD MON AGU PX ….. OLN EMN CE DOW CF MOS DD HUN=Bottom (Chemicals/Fertilizers)
ENER(86): 0.36% Top=QEP RRC KOS GPOR FTI COG PDCE PXD ….. REN INT NBR PTEN OXY APA ATW XOM=Bottom (Energy)
COHW(38): 0.35% Top=BBRY ACIA GOGO VSAT ZAYO S HPQ MSI ….. CCI ANET NTAP VIAV COMM INFN STX FNSR=Bottom (Computer Hardware/Telecom)
DISV(46): 0.12% Top=FLT TAL CNDT RRD KBR AMN VRSK CXW ….. ULTA ALLE LDOS ZTO LKSD FDC AL YY=Bottom (Diversified Services)
REAL(101): 0.12% Top=CBL PEB LHO GGP DRH RLJ SPG WPG ….. RLGY APLE CPT BRX OUT STOR ALLY CBG=Bottom (Real Estate)
MATE(26): 0.12% Top=SUM MLM VMC SRCL WCN FLR EXP FAST ….. USG CAA DHI KBH TOL PHM TPH JELD=Bottom (Materials & Construction)
CONS(49): 0.11% Top=ELF HAS LULU MAT COTY BERY VFC TPX ….. NKE PVH WWW WRK CRI SKX PAY COH=Bottom (Consumer)
COSW(75): -0.01% Top=CMCM DATA MANH HPE COTV VMW MSCI PFPT ….. SHOP PTC CSRA FEYE EA JD ATHM WUBA=Bottom (Computer Software/Internet)
MANU(35): -0.06% Top=DDD FLS SNA EMR GE ROK XYL IR ….. TEX CAT CFX BWXT MHK ROP TTC ATI=Bottom (Manufacturing)
RETA(59): -0.09% Top=KR M SFM AMZN WSM WFM TSCO BLDR ….. KMX CVS BURL MIK FINL SIG AN SHLD=Bottom (Retail & Specialty Retail)
META(30): -0.10% Top=AA FCX AG AGI CNX SLW RGLD ABX ….. NUE PAAS SCCO TECK AKS SND CMC CENX=Bottom (Metals & Mining)
LEIS(36): -0.12% Top=PK H CMG BLMN YUMC HLT PNRA DRI ….. WYN TXRH SHAK SIX BYD RCL DNKN EXPE=Bottom (Leisure)
INSU(30): -0.20% Top=CNO FAF CINF XL L AFL HIG MMC ….. WLTW LNC TRV RDN MET MTG ORI PGR=Bottom (Insurance)
TRAN(24): -0.21% Top=SAVE FDX WAB CHRW UPS AAL EXPD XPO ….. TRN UNP JBLU KSU GWR CSX ALK NSC=Bottom (Transportation)
ELEC(45): -0.26% Top=AMD CSIQ SPWR BRKR INTC SIMO FTV MXL ….. KEYS PI XPER AMBA CY HIMX GLW OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.28% Top=BKD PRAH ALGN HLS PRXL BSX ABT PKI ….. BAX MOH NUVA ANTM ESRX THC CYH IRWD=Bottom (Health)
FINA(90): -0.37% Top=ARCC CBOE ATH PSEC KKR TD PVTB CME ….. HOMB NYCB FHB SLM HBAN YRD MS BOFI=Bottom (Banks/Financials)

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 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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