daytrend

04/03/2017

Filed under: Market Stats — daytrend @ 10:16 am

Market Stats at 11:15 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 11:15 am ET)
6.2% of stocks are above yesterday’s high.
22.5% are above yesterday’s midpoint. (77.5% are below.)
51.7% are below yesterday’s low.
42.1% are inside yesterday’s range.
38.5% of stocks with today’s high > yesterday’s high. (61.5% less than).
62.7% of stocks with today’s low < yesterday’s low. (37.3% greater than).

EVIDENCE OF INTRADAY TREND (20170403 11:15 am ET)
14.9% of stocks are above today’s open. (84.2% are below).
13.0% of stocks are above today’s open and yesterday’s close.
80.2% 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 11:15 am ET)
2.3% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
14.4% are in the top half. 85.6% of stocks are in the bottom half of today’s range.
67.9% are in the bottom 20%.
40.7% are in the bottom 10%.

GAIN (20170403 11:15 am ET)
17.7% of stocks are above yesterday’s close. (82.3% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 1.2% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20170403 11:15 am ET)
2-day: >=95:3.5%…>=90:6.9%…>=80:11.1%…>=50:27.1%…<=20:31.0%…<=10:12.6%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:44.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 11:15 am ET)
6.2% above previous 1 highs, 51.7% below previous 1 lows
5.4% above previous 2 highs, 37.9% below previous 2 lows
4.8% above previous 3 highs, 24.9% below previous 3 lows
4.2% above previous 4 highs, 15.8% below previous 4 lows
3.0% above previous 5 highs, 7.7% below previous 5 lows
2.9% above previous 6 highs, 7.5% below previous 6 lows
2.6% above previous 7 highs, 6.9% below previous 7 lows
2.6% above previous 8 highs, 5.5% below previous 8 lows
2.5% above previous 9 highs, 5.5% below previous 9 lows
2.4% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 11:15 am ET)
17.7% are above or equal to 3/31 close (1 days ago), 82.3% are below.
28.2% are above or equal to 3/30 close (2 days ago), 71.8% are below.
39.3% are above or equal to 3/29 close (3 days ago), 60.7% are below.
45.8% are above or equal to 3/28 close (4 days ago), 54.2% are below.
65.0% are above or equal to 3/27 close (5 days ago), 35.0% are below.
61.3% are above or equal to 3/24 close (6 days ago), 38.7% are below.
58.9% are above or equal to 3/23 close (7 days ago), 41.1% are below.
61.8% are above or equal to 3/22 close (8 days ago), 38.2% are below.
64.8% are above or equal to 3/21 close (9 days ago), 35.2% are below.
39.0% are above or equal to 3/20 close (10 days ago), 61.0% are below.
35.2% are above or equal to 3/17 close (11 days ago), 64.8% are below.
39.4% are above or equal to 3/16 close (12 days ago), 60.6% are below.
37.4% are above or equal to 3/15 close (13 days ago), 62.6% are below.
52.9% are above or equal to 3/14 close (14 days ago), 47.1% are below.
45.7% are above or equal to 3/13 close (15 days ago), 54.3% are below.
49.9% are above or equal to 3/10 close (16 days ago), 50.1% are below.
53.1% are above or equal to 3/9 close (17 days ago), 46.9% are below.
49.3% are above or equal to 3/8 close (18 days ago), 50.7% are below.
44.3% are above or equal to 3/7 close (19 days ago), 55.7% are below.
38.9% are above or equal to 3/6 close (20 days ago), 61.1% are below.
34.6% are above or equal to 3/3 close (21 days ago), 65.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 11:15 am ET)
20d: 9.0% new highs, 4.8% new lows
21d: 8.6% new highs, 4.8% new lows
42d: 5.1% new highs, 2.1% new lows
63d: 4.5% new highs, 1.8% new lows
126d: 3.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 11:15 am ET)
2-day: 17.0% above, 83.0% below
3-day: 23.0% above, 77.0% below
4-day: 25.8% above, 74.2% below
5-day: 32.5% above, 67.5% below
8-day: 46.9% above, 53.1% below
10-day: 52.9% above, 47.1% below
20-day: 46.3% above, 53.7% below
50-day: 43.7% above, 56.3% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 11:15 am ET)
META(30): 0.25% Top=SSRI TECK AG CDE AEM NEM ABX AGI ….. ARNC SLCA CNX FCX CMC AA AKS CENX=Bottom (Metals & Mining)
REAL(100): -0.20% Top=GGP EXR DDR SPG CBL SNH WRI SKT ….. HST BAM RHP DRH CBG ALLY SC INN=Bottom (Real Estate)
HEAL(43): -0.23% Top=MOH AET CNC UNH BCR HRC HOLX ALGN ….. MD ZBH RMD OPK THC BKD ACHC CYH=Bottom (Health)
LEIS(36): -0.70% Top=WYNN PNRA CMG MGM PK LVS DPZ EAT ….. TXRH RRR MAR BYD STAY SONC HLT LQ=Bottom (Leisure)
TRAN(24): -0.84% Top=NSC CHRW FDX CSX JBHT EXPD UNP WAB ….. JBLU SAVE CP AAL TRN CNI ALK UAL=Bottom (Transportation)
CONS(49): -0.86% Top=CRI ECL GPK CHD LEG PVH CLX AVY ….. FL ELF BC PBI COTY FOSL GT UAA=Bottom (Consumer)
ENER(87): -0.98% Top=SPN REN HP MPLX WPZ GEL KOS QEP ….. DK RRC HES MTDR CRC NBR WLL SWN=Bottom (Energy)
INSU(30): -1.00% Top=BRO AFL ALL TRV AXS PGR MMC FNF ….. AIG MTG PRU RDN UNM LNC MET MBI=Bottom (Insurance)
MANU(34): -1.00% Top=DOV GE ETN AGCO DHR TTC IR DE ….. DCI SNA KMT MWA TEX MRC ITT ATI=Bottom (Manufacturing)
ELEC(45): -1.06% Top=INTC HIMX SIMO KLAC AYI CGNX LRCX TXN ….. GRMN FSLR CAVM FLEX XPER ON OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): -1.10% Top=WUBA CMCM JD ATHM BIDU MTCH NTES IAC ….. NUAN COTV MDRX SQ AKAM CSRA NCR HPE=Bottom (Computer Software/Internet)
MATE(26): -1.17% Top=DHI WM RSG RYN WCN TOL CAA SRCL ….. EXP TPH MAS JELD FLR SUM PWR MDR=Bottom (Materials & Construction)
COHW(37): -1.19% Top=PSTG VZ VRSN AAPL CDW T LVLT CCI ….. HPQ TDC TMUS ANET CIEN TDS VG VIAV=Bottom (Computer Hardware/Telecom)
CHEM(27): -1.22% Top=FMC MON PX APD PPG PAH IFF ASH ….. DOW AXTA MOS VSM CF OLN CC TROX=Bottom (Chemicals/Fertilizers)
DISV(46): -1.32% Top=YY SERV ALLE ADS FISV V MCO INFO ….. RHI AMN WTW G MAN ACM CAR ZTO=Bottom (Diversified Services)
RETA(60): -1.33% Top=LL MIK SBH SHLD WBA WMT AMZN WFM ….. CHS AN URBN TLRD GNC ANF KMX ORLY=Bottom (Retail & Specialty Retail)
FINA(90): -1.37% Top=YRD APO JNS PSEC TWNK ARCC CLNS FII ….. HOMB KCG SIVB FNB WU TCB OZRK 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 11:15 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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