daytrend

03/31/2017

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:56 pm 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 12:56 pm ET)
29.3% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
10.7% are below yesterday’s low.
60.0% are inside yesterday’s range.
47.6% of stocks with today’s high > yesterday’s high. (52.4% less than).
32.5% of stocks with today’s low < yesterday’s low. (67.5% greater than).

EVIDENCE OF INTRADAY TREND (20170331 12:56 pm ET)
66.9% of stocks are above today’s open. (31.7% are below).
55.2% of stocks are above today’s open and yesterday’s close.
29.2% 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 12:56 pm ET)
11.7% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
65.2% are in the top half. 34.8% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170331 12:56 pm ET)
59.9% of stocks are above yesterday’s close. (40.1% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.4% are down 3.5% or more.
76.8% are between +1% and -1%.

RSI on DAILY (20170331 12:56 pm ET)
2-day: >=95:14.6%…>=90:24.8%…>=80:39.5%…>=50:73.0%…<=20:7.4%…<=10:2.6%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:64.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170331 12:56 pm ET)
29.3% above previous 1 highs, 10.7% below previous 1 lows
26.4% above previous 2 highs, 6.1% below previous 2 lows
23.6% above previous 3 highs, 3.3% below previous 3 lows
20.8% above previous 4 highs, 1.5% below previous 4 lows
18.1% above previous 5 highs, 1.5% below previous 5 lows
16.3% above previous 6 highs, 1.4% below previous 6 lows
15.8% above previous 7 highs, 1.2% below previous 7 lows
12.1% above previous 8 highs, 1.2% below previous 8 lows
11.1% above previous 9 highs, 1.2% below previous 9 lows
10.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170331 12:56 pm ET)
59.9% are above or equal to 3/30 close (1 days ago), 40.1% are below.
68.7% are above or equal to 3/29 close (2 days ago), 31.3% are below.
72.7% are above or equal to 3/28 close (3 days ago), 27.3% are below.
82.0% are above or equal to 3/27 close (4 days ago), 18.0% are below.
79.2% are above or equal to 3/24 close (5 days ago), 20.8% are below.
74.4% are above or equal to 3/23 close (6 days ago), 25.6% are below.
75.7% are above or equal to 3/22 close (7 days ago), 24.3% are below.
77.0% are above or equal to 3/21 close (8 days ago), 23.0% are below.
53.5% are above or equal to 3/20 close (9 days ago), 46.5% are below.
47.3% are above or equal to 3/17 close (10 days ago), 52.7% are below.
49.3% are above or equal to 3/16 close (11 days ago), 50.7% are below.
48.0% are above or equal to 3/15 close (12 days ago), 52.0% are below.
63.0% are above or equal to 3/14 close (13 days ago), 37.0% are below.
56.2% are above or equal to 3/13 close (14 days ago), 43.8% are below.
58.9% are above or equal to 3/10 close (15 days ago), 41.1% are below.
63.1% are above or equal to 3/9 close (16 days ago), 36.9% are below.
59.5% are above or equal to 3/8 close (17 days ago), 40.5% are below.
53.7% are above or equal to 3/7 close (18 days ago), 46.3% are below.
48.6% are above or equal to 3/6 close (19 days ago), 51.4% are below.
43.5% are above or equal to 3/3 close (20 days ago), 56.5% are below.
42.1% are above or equal to 3/2 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170331 12:56 pm ET)
20d: 9.2% new highs, 1.4% new lows
21d: 8.7% new highs, 1.4% new lows
42d: 5.4% new highs, 0.2% new lows
63d: 4.6% new highs, 0.2% new lows
126d: 3.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170331 12:56 pm ET)
2-day: 58.1% above, 41.9% below
3-day: 68.1% above, 31.9% below
4-day: 71.2% above, 28.8% below
5-day: 77.0% above, 23.0% below
8-day: 78.6% above, 21.4% below
10-day: 76.2% above, 23.8% below
20-day: 61.9% above, 38.1% below
50-day: 51.7% above, 48.3% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170331 12:56 pm ET)
META(30): 1.11% Top=AG SLW CDE AA AGI SSRI ABX RGLD ….. SCCO FMSA CCJ SLCA NUE ARNC CENX TECK=Bottom (Metals & Mining)
ENER(86): 0.72% Top=BAS SPN QEP KOS WPX LPI RES CPE ….. NBL MRO COP HES XEC OXY XOM APA=Bottom (Energy)
CHEM(27): 0.70% Top=FMC OLN GRA CC WLK ALB AGU IFF ….. ASH PAH EMN DOW HUN MOS CF DD=Bottom (Chemicals/Fertilizers)
REAL(101): 0.55% Top=CBL WPG PEI DFT PEB CONE SLG GGP ….. RLGY GLPI BXMT SC BAM ALLY STOR CBG=Bottom (Real Estate)
DISV(46): 0.50% Top=TAL RRD LKSD KBR FLT AMN CNDT URI ….. MAN CAR FISV CTAS VNTV PAYX FDC YY=Bottom (Diversified Services)
MATE(26): 0.44% Top=SUM MLM VMC SRCL EXP MDR RYN MAS ….. CAA DHI USG KBH TOL JELD PHM TPH=Bottom (Materials & Construction)
COHW(38): 0.31% Top=BBRY GOGO ACIA HPQ S VSAT PSTG MSI ….. TMUS VIAV COMM CIEN WDC INFN STX FNSR=Bottom (Computer Hardware/Telecom)
MANU(35): 0.29% Top=DDD MRC KMT EMR XYL ITT FLS DCI ….. AME CFX CAT DHR HON BWXT TTC ROP=Bottom (Manufacturing)
COSW(75): 0.22% Top=CMCM COTV TTD TWLO MANH DATA EQIX VEEV ….. SHOP ATHM JD CSRA AKAM VIPS CSC WUBA=Bottom (Computer Software/Internet)
CONS(49): 0.15% Top=ELF LULU KS VFC MAT PBI CCK GIL ….. SON CRI FL COH UAA WWW SKX PAY=Bottom (Consumer)
LEIS(36): 0.07% Top=YUMC DRI PNRA SONC BLMN SHAK TXRH H ….. MAR WEN CCL MGM WYN DNKN RCL EXPE=Bottom (Leisure)
ELEC(45): 0.05% Top=AMD HIMX CSIQ BRKR SIMO INTC SPWR FTV ….. XLNX KEYS TRMB AYI MRVL AMBA GLW OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): -0.02% Top=RH ETSY WFM SFM WSM AMZN W KR ….. MIK SIG URBN TLRD ANF KMX AN SHLD=Bottom (Retail & Specialty Retail)
INSU(30): -0.08% Top=CLGX CNO FAF UNM L HIG AFL ORI ….. TRV MET MMC AXS AFSI BRO MTG PGR=Bottom (Insurance)
TRAN(24): -0.15% Top=WAB XPO SAVE FDX UPS SWFT CNI CHRW ….. LUV JBLU DAL UNP CSX KSU ALK NSC=Bottom (Transportation)
HEAL(43): -0.22% Top=BKD BSX PRAH RMD EW PKI ALGN ZBH ….. UHS NUVA BAX ANTM CNC ESRX THC IRWD=Bottom (Health)
FINA(90): -0.25% Top=WETF ARCC CBOE TCB APO TD ATH JNS ….. YRD FHB PYPL SLM JPM HBAN 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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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