daytrend

04/03/2017

Filed under: Market Stats — daytrend @ 8:44 am

Market Stats at 9:43 am ET
by daytrend on 20170403. 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 (20170403 9:43 am ET)
12.9% of stocks are above yesterday’s high.
57.4% are above yesterday’s midpoint. (42.6% are below.)
10.7% are below yesterday’s low.
76.4% are inside yesterday’s range.
32.5% of stocks with today’s high > yesterday’s high. (67.5% less than).
23.1% of stocks with today’s low < yesterday’s low. (76.9% greater than).

EVIDENCE OF INTRADAY TREND (20170403 9:43 am ET)
48.3% of stocks are above today’s open. (48.1% are below).
44.3% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
5.1% of stocks opened above yesterday’s high.
60.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170403 9:43 am ET)
10.5% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
26.9% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN (20170403 9:43 am ET)
58.9% of stocks are above yesterday’s close. (41.1% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
89.4% are between +1% and -1%.

RSI on DAILY (20170403 9:43 am ET)
2-day: >=95:9.6%…>=90:18.3%…>=80:31.4%…>=50:70.0%…<=20:8.7%…<=10:3.7%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:64.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:57.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 9:43 am ET)
12.9% above previous 1 highs, 10.7% below previous 1 lows
9.0% above previous 2 highs, 6.4% below previous 2 lows
8.8% above previous 3 highs, 4.2% below previous 3 lows
8.2% above previous 4 highs, 2.4% below previous 4 lows
7.9% above previous 5 highs, 1.7% below previous 5 lows
7.0% above previous 6 highs, 1.7% below previous 6 lows
6.4% above previous 7 highs, 1.7% below previous 7 lows
6.2% above previous 8 highs, 1.5% below previous 8 lows
5.0% above previous 9 highs, 1.5% below previous 9 lows
4.8% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 9:43 am ET)
58.9% are above or equal to 3/31 close (1 days ago), 41.1% are below.
57.9% are above or equal to 3/30 close (2 days ago), 42.1% are below.
67.0% are above or equal to 3/29 close (3 days ago), 33.0% are below.
70.6% are above or equal to 3/28 close (4 days ago), 29.4% are below.
79.9% are above or equal to 3/27 close (5 days ago), 20.1% are below.
78.3% are above or equal to 3/24 close (6 days ago), 21.7% are below.
74.0% are above or equal to 3/23 close (7 days ago), 26.0% are below.
76.2% are above or equal to 3/22 close (8 days ago), 23.8% are below.
77.3% are above or equal to 3/21 close (9 days ago), 22.7% are below.
52.1% are above or equal to 3/20 close (10 days ago), 47.9% are below.
46.5% are above or equal to 3/17 close (11 days ago), 53.5% are below.
48.1% are above or equal to 3/16 close (12 days ago), 51.9% are below.
46.4% are above or equal to 3/15 close (13 days ago), 53.6% are below.
64.4% are above or equal to 3/14 close (14 days ago), 35.6% are below.
56.8% are above or equal to 3/13 close (15 days ago), 43.2% are below.
59.3% are above or equal to 3/10 close (16 days ago), 40.7% are below.
63.7% are above or equal to 3/9 close (17 days ago), 36.3% are below.
58.5% are above or equal to 3/8 close (18 days ago), 41.5% are below.
52.9% are above or equal to 3/7 close (19 days ago), 47.1% are below.
47.5% are above or equal to 3/6 close (20 days ago), 52.5% are below.
42.6% are above or equal to 3/3 close (21 days ago), 57.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 9:43 am ET)
20d: 7.1% new highs, 1.5% new lows
21d: 6.8% new highs, 1.5% new lows
42d: 3.9% new highs, 0.7% new lows
63d: 3.6% new highs, 0.7% new lows
126d: 2.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 9:43 am ET)
2-day: 56.7% above, 43.3% below
3-day: 58.2% above, 41.8% below
4-day: 66.9% above, 33.1% below
5-day: 68.9% above, 31.1% below
8-day: 75.8% above, 24.2% below
10-day: 77.4% above, 22.6% below
20-day: 63.9% above, 36.1% below
50-day: 51.5% above, 48.5% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 9:43 am ET)
META(30): 0.72% Top=TECK X FMSA CLF NUE AA STLD CENX ….. PAAS AEM CCJ GG SLCA FNV TAHO CNX=Bottom (Metals & Mining)
TRAN(24): 0.48% Top=NSC SWFT CSX GWR CHRW WAB UNP FDX ….. SAVE AAL DAL CNI LUV UPS UAL ALK=Bottom (Transportation)
MANU(34): 0.31% Top=DOV DDD ATI MRC RS AOS ITW IR ….. SNA PNR ROP MWA ITT FLS DCI CAT=Bottom (Manufacturing)
COHW(37): 0.29% Top=PSTG ACIA FNSR PANW VRSN CIEN CCI CDW ….. CTL QCOM HPQ STX TDS BBRY TMUS VG=Bottom (Computer Hardware/Telecom)
ELEC(45): 0.25% Top=CGNX AYI SNPS KEYS ON HIMX OCLR INTC ….. AMBA IDTI MRVL FLEX APH SPWR XPER FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.24% Top=WYNN LVS CMG MGM PNRA DPZ PK BLMN ….. CCL MAR STAY GPRO SEAS RCL SIX HLT=Bottom (Leisure)
HEAL(43): 0.23% Top=MOH AET CNC STE UNH ANTM ALGN TMO ….. ZBH DGX THC HCA ACHC RMD BKD CYH=Bottom (Health)
MATE(26): 0.18% Top=USG OC PWR MDR FLR PHM DHI TOL ….. WCN WY TPH RYN MLM SUM VMC JELD=Bottom (Materials & Construction)
INSU(30): 0.13% Top=MTG AFL RDN AGO PGR BRO TMK MMC ….. FNF AON CNO ORI WLTW CLGX AFSI MBI=Bottom (Insurance)
FINA(90): 0.12% Top=YRD JNS ATH WDR CFG FII APO CLNS ….. WU LAZ BX PBCT KKR WETF KCG BOFI=Bottom (Banks/Financials)
CHEM(27): 0.06% Top=FMC PAH CE APD ALB MON WLK ASH ….. AGU VSM MOS IFF CF TROX AXTA CC=Bottom (Chemicals/Fertilizers)
CONS(49): 0.05% Top=ECL LEG OI GPK SEE WRK SON AVY ….. BC NWL COH EL PBI ELF UAA FOSL=Bottom (Consumer)
DISV(46): -0.05% Top=YY ALLE MCO ACM ADS MAN CNDT V ….. ILG RRD CAR ZTO CXW LAUR TAL RBA=Bottom (Diversified Services)
COSW(76): -0.07% Top=WUBA JD PFPT FTNT MTCH RHT BIDU SHOP ….. AKAM CSRA MDRX SQ TWLO ACN BITA HPE=Bottom (Computer Software/Internet)
ENER(87): -0.15% Top=HP REN VVV PTEN GPOR MPLX SPN EPD ….. HFC ECA LPI MTDR SM SWN WLL FRAC=Bottom (Energy)
REAL(100): -0.18% Top=EXR GGP PEI NLY AGNC CIM SPG MAC ….. O UDR PSA BDN CONE BRX SC KIM=Bottom (Real Estate)
RETA(60): -0.36% Top=LL SHLD WSM LOW EBAY BABA BLDR AMZN ….. KSS GPS JCP URBN ANF AAP KMX ORLY=Bottom (Retail & Specialty Retail)

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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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