daytrend

04/03/2017

Filed under: Market Stats — daytrend @ 9:07 am

Market Stats at 10:06 am ET
by daytrend on 20170403. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170403 10:06 am ET)
7.4% of stocks are above yesterday’s high.
35.6% are above yesterday’s midpoint. (64.4% are below.)
31.0% are below yesterday’s low.
61.7% are inside yesterday’s range.
35.5% of stocks with today’s high > yesterday’s high. (64.5% less than).
39.0% of stocks with today’s low < yesterday’s low. (61.0% greater than).

EVIDENCE OF INTRADAY TREND (20170403 10:06 am ET)
25.6% of stocks are above today’s open. (72.6% are below).
21.8% of stocks are above today’s open and yesterday’s close.
66.5% 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 10:06 am ET)
2.5% of stocks are in the top 10% of today’s range.
4.6% are in the top 20%.
21.8% are in the top half. 78.2% of stocks are in the bottom half of today’s range.
59.4% are in the bottom 20%.
44.9% are in the bottom 10%.

GAIN (20170403 10:06 am ET)
29.4% of stocks are above yesterday’s close. (70.6% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.2% are up 3.5% or more. 0.5% are down 3.5% or more.
77.0% are between +1% and -1%.

RSI on DAILY (20170403 10:06 am ET)
2-day: >=95:5.4%…>=90:9.9%…>=80:17.9%…>=50:43.8%…<=20:16.9%…<=10:6.0%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:54.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:50.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 10:06 am ET)
7.4% above previous 1 highs, 31.0% below previous 1 lows
6.2% above previous 2 highs, 16.5% below previous 2 lows
6.1% above previous 3 highs, 10.8% below previous 3 lows
5.4% above previous 4 highs, 5.2% below previous 4 lows
4.9% above previous 5 highs, 2.7% below previous 5 lows
4.2% above previous 6 highs, 2.5% below previous 6 lows
3.9% above previous 7 highs, 2.4% below previous 7 lows
3.8% above previous 8 highs, 2.1% below previous 8 lows
3.2% above previous 9 highs, 2.1% below previous 9 lows
3.1% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 10:06 am ET)
29.4% are above or equal to 3/31 close (1 days ago), 70.6% are below.
42.3% are above or equal to 3/30 close (2 days ago), 57.7% are below.
56.4% are above or equal to 3/29 close (3 days ago), 43.6% are below.
61.2% are above or equal to 3/28 close (4 days ago), 38.8% are below.
75.1% are above or equal to 3/27 close (5 days ago), 24.9% are below.
71.5% are above or equal to 3/24 close (6 days ago), 28.5% are below.
69.0% are above or equal to 3/23 close (7 days ago), 31.0% are below.
71.5% are above or equal to 3/22 close (8 days ago), 28.5% are below.
72.7% are above or equal to 3/21 close (9 days ago), 27.3% are below.
46.0% are above or equal to 3/20 close (10 days ago), 54.0% are below.
41.1% are above or equal to 3/17 close (11 days ago), 58.9% are below.
44.5% are above or equal to 3/16 close (12 days ago), 55.5% are below.
41.9% are above or equal to 3/15 close (13 days ago), 58.1% are below.
58.9% are above or equal to 3/14 close (14 days ago), 41.1% are below.
52.1% are above or equal to 3/13 close (15 days ago), 47.9% are below.
55.1% are above or equal to 3/10 close (16 days ago), 44.9% are below.
59.2% are above or equal to 3/9 close (17 days ago), 40.8% are below.
55.0% are above or equal to 3/8 close (18 days ago), 45.0% are below.
49.3% are above or equal to 3/7 close (19 days ago), 50.7% are below.
45.5% are above or equal to 3/6 close (20 days ago), 54.5% are below.
39.2% are above or equal to 3/3 close (21 days ago), 60.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 10:06 am ET)
20d: 8.3% new highs, 2.0% new lows
21d: 8.0% new highs, 2.0% new lows
42d: 5.0% new highs, 1.1% new lows
63d: 4.4% new highs, 1.1% new lows
126d: 3.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 10:06 am ET)
2-day: 28.0% above, 72.0% below
3-day: 35.4% above, 64.6% below
4-day: 43.1% above, 56.9% below
5-day: 49.6% above, 50.4% below
8-day: 65.6% above, 34.4% below
10-day: 68.5% above, 31.5% below
20-day: 55.6% above, 44.4% below
50-day: 48.3% above, 51.7% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 10:06 am ET)
HEAL(43): 0.20% Top=MOH AET CNC UNH BCR HOLX ANTM TMO ….. BSX RMD BKD IRWD THC ACHC OPK CYH=Bottom (Health)
LEIS(36): 0.02% Top=WYNN LVS MGM DPZ CMG PNRA SHAK EAT ….. MAR RRR SIX HLT STAY SONC LQ GPRO=Bottom (Leisure)
TRAN(24): -0.09% Top=SWFT CHRW NSC WAB FDX XPO UNP UPS ….. TRN SAVE CNI LUV AAL UAL ALK JBLU=Bottom (Transportation)
META(30): -0.21% Top=TECK SSRI NEM NUE AGI CDE FNV STLD ….. CMC CCJ FCX CNX FMSA AKS CENX SLCA=Bottom (Metals & Mining)
ELEC(45): -0.25% Top=CGNX INTC SNPS AYI KEYS TXN BRKR AMBA ….. SPWR PI APH CSIQ FLEX OCLR FSLR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): -0.29% Top=PSTG ACIA VRSN VZ T PANW AAPL HRS ….. S INFN TMUS TDS ANET STX VG BBRY=Bottom (Computer Hardware/Telecom)
REAL(100): -0.29% Top=EXR GGP SKT REG SPG MAC FRT HIW ….. BDN KIM GEO DRH INN CONE ALLY SC=Bottom (Real Estate)
INSU(30): -0.30% Top=AGO AXS BRO PGR CINF ALL MMC CLGX ….. CNO AFSI AIG PRU MET UNM LNC MBI=Bottom (Insurance)
CONS(49): -0.42% Top=ECL GPK SEE TUP AVY CLX CHD LEG ….. SKX GT ELF BC TPX KATE FOSL UAA=Bottom (Consumer)
COSW(76): -0.42% Top=WUBA JD BIDU RHT PFPT CMCM MTCH DATA ….. CSRA MDRX ACN AKAM TWLO BITA SQ HPE=Bottom (Computer Software/Internet)
MANU(34): -0.42% Top=DDD DOV GE DHR HON EMR BWXT RS ….. ITT TEX SNA MRC DCI CAT FLS ATI=Bottom (Manufacturing)
MATE(26): -0.48% Top=WCN WM RSG SRCL EME CAA DHI OC ….. FLR KBH MDR EXP MLM VMC JELD SUM=Bottom (Materials & Construction)
DISV(46): -0.49% Top=MCO V YY ALLE HRB INFO MA BAH ….. CXW FLT AMN URI RBA RRD CAR LAUR=Bottom (Diversified Services)
FINA(90): -0.64% Top=YRD APO ATH JNS ARCC TROW CLNS PSEC ….. SLM HOMB SYF KCG FNB TCB WETF BOFI=Bottom (Banks/Financials)
CHEM(27): -0.66% Top=FMC MON PX APD SHW PPG RPM ASH ….. WLK HUN VSM AXTA CF OLN CC TROX=Bottom (Chemicals/Fertilizers)
ENER(87): -0.68% Top=REN HP SPN KOS BAS XOG MPLX JAG ….. ATW SM DK FRAC CRC OAS WLL SWN=Bottom (Energy)
RETA(60): -0.93% Top=LL SHLD WSM RH WBA EBAY WMT LOW ….. GPS GNC ANF URBN AAP DSW 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 10:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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