daytrend

04/03/2017

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 11:44 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 11:44 am ET)
7.9% of stocks are above yesterday’s high.
22.0% are above yesterday’s midpoint. (78.0% are below.)
52.1% are below yesterday’s low.
40.0% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
65.0% of stocks with today’s low < yesterday’s low. (35.0% greater than).

EVIDENCE OF INTRADAY TREND (20170403 11:44 am ET)
16.4% of stocks are above today’s open. (83.2% are below).
14.8% of stocks are above today’s open and yesterday’s close.
79.3% 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 11:44 am ET)
2.7% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
15.8% are in the top half. 84.2% of stocks are in the bottom half of today’s range.
56.3% are in the bottom 20%.
31.2% are in the bottom 10%.

GAIN (20170403 11:44 am ET)
18.9% of stocks are above yesterday’s close. (81.1% are below.)
0.2% are up 4.5% or more. 0.8% are down 4.5% or more.
0.5% are up 3.5% or more. 1.8% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY (20170403 11:44 am ET)
2-day: >=95:3.7%…>=90:7.0%…>=80:12.1%…>=50:26.9%…<=20:31.4%…<=10:12.1%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:44.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:44.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 11:44 am ET)
7.9% above previous 1 highs, 52.1% below previous 1 lows
5.6% above previous 2 highs, 37.3% below previous 2 lows
5.1% above previous 3 highs, 25.1% below previous 3 lows
4.8% above previous 4 highs, 16.2% below previous 4 lows
3.3% above previous 5 highs, 7.6% below previous 5 lows
3.0% above previous 6 highs, 7.0% below previous 6 lows
2.9% above previous 7 highs, 6.7% below previous 7 lows
2.9% above previous 8 highs, 5.5% below previous 8 lows
2.7% above previous 9 highs, 5.4% below previous 9 lows
2.6% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 11:44 am ET)
18.9% are above or equal to 3/31 close (1 days ago), 81.1% are below.
28.9% are above or equal to 3/30 close (2 days ago), 71.1% are below.
39.5% are above or equal to 3/29 close (3 days ago), 60.5% are below.
45.6% are above or equal to 3/28 close (4 days ago), 54.4% are below.
65.6% are above or equal to 3/27 close (5 days ago), 34.4% are below.
62.1% are above or equal to 3/24 close (6 days ago), 37.9% are below.
59.4% are above or equal to 3/23 close (7 days ago), 40.6% are below.
62.1% are above or equal to 3/22 close (8 days ago), 37.9% are below.
64.4% are above or equal to 3/21 close (9 days ago), 35.6% are below.
38.9% are above or equal to 3/20 close (10 days ago), 61.1% are below.
34.8% are above or equal to 3/17 close (11 days ago), 65.2% are below.
39.4% are above or equal to 3/16 close (12 days ago), 60.6% are below.
36.9% are above or equal to 3/15 close (13 days ago), 63.1% are below.
53.1% are above or equal to 3/14 close (14 days ago), 46.9% are below.
45.6% are above or equal to 3/13 close (15 days ago), 54.4% are below.
48.9% are above or equal to 3/10 close (16 days ago), 51.1% are below.
53.0% are above or equal to 3/9 close (17 days ago), 47.0% are below.
49.0% are above or equal to 3/8 close (18 days ago), 51.0% are below.
44.5% are above or equal to 3/7 close (19 days ago), 55.5% are below.
39.3% are above or equal to 3/6 close (20 days ago), 60.7% are below.
34.8% are above or equal to 3/3 close (21 days ago), 65.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 11:44 am ET)
20d: 9.2% new highs, 5.2% new lows
21d: 8.7% new highs, 5.2% new lows
42d: 5.2% new highs, 2.3% new lows
63d: 4.6% new highs, 1.9% new lows
126d: 3.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 11:44 am ET)
2-day: 18.5% above, 81.5% below
3-day: 22.7% above, 77.3% below
4-day: 26.2% above, 73.8% below
5-day: 32.6% above, 67.4% below
8-day: 47.4% above, 52.6% below
10-day: 52.4% above, 47.6% below
20-day: 46.5% above, 53.5% below
50-day: 43.6% above, 56.4% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 11:44 am ET)
META(30): 0.03% Top=SSRI TECK CDE NEM AG AEM ABX FNV ….. X ARNC CMC FCX CNX AKS SLCA CENX=Bottom (Metals & Mining)
REAL(100): -0.20% Top=GGP DDR EXR SPG MPW SKT ACC STOR ….. CBG SHO RLJ PEB LHO SC INN DRH=Bottom (Real Estate)
HEAL(43): -0.23% Top=MOH AET HRC UNH ALGN BCR LH HOLX ….. MD RMD ZBH OPK THC ACHC BKD CYH=Bottom (Health)
LEIS(36): -0.59% Top=WYNN PNRA CMG MGM DPZ LVS YUMC SEAS ….. STAY TXRH RRR BYD MAR HLT SONC LQ=Bottom (Leisure)
TRAN(24): -0.79% Top=NSC CSX FDX WAB CHRW UNP GWR DAL ….. ODFL SAVE CP SWFT UAL ALK TRN CNI=Bottom (Transportation)
CONS(49): -0.88% Top=GPK CRI PVH CHD LEG AVY VFC ECL ….. FOSL FL UAA ELF PBI BC COTY GT=Bottom (Consumer)
COSW(76): -0.91% Top=CMCM WUBA ATHM JD MTCH BIDU NTES IT ….. ACN MDRX NUAN AKAM SQ CSRA NCR HPE=Bottom (Computer Software/Internet)
ELEC(45): -0.96% Top=INTC KLAC AMBA HIMX SIMO LRCX AMD AYI ….. TEL ON GRMN MRVL FLEX OCLR XPER PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): -1.03% Top=PSTG VZ VRSN CDW AAPL T ACIA LVLT ….. TMUS STX BBRY TDC VG TDS CIEN VIAV=Bottom (Computer Hardware/Telecom)
INSU(30): -1.13% Top=AFL ALL PGR TRV AXS AGO BRO MMC ….. AIG XL MTG PRU UNM LNC MET MBI=Bottom (Insurance)
MANU(34): -1.14% Top=DOV GE DHR AGCO TTC ETN IR DDD ….. CAT DCI MRC KMT TEX ITT MWA ATI=Bottom (Manufacturing)
RETA(60): -1.17% Top=LL SHLD SBH MIK W AMZN BABA EBAY ….. AAP URBN TLRD GNC AN ANF KMX ORLY=Bottom (Retail & Specialty Retail)
MATE(26): -1.19% Top=DHI RYN WM RSG WCN CAA TOL PHM ….. JELD FLR PWR TPH MLM MAS SUM MDR=Bottom (Materials & Construction)
FINA(90): -1.28% Top=YRD APO JNS PSEC CLNS ARCC TWNK FII ….. PB HOMB WETF FNB WU TCB OZRK BOFI=Bottom (Banks/Financials)
ENER(87): -1.30% Top=SPN WMB MPLX BHI HP VVV FRAC KOS ….. PDCE HES OAS CRC ATW WLL NBR SWN=Bottom (Energy)
CHEM(27): -1.32% Top=FMC MON PAH PX APD PPG CE ASH ….. DOW AGU VSM MOS CC OLN CF TROX=Bottom (Chemicals/Fertilizers)
DISV(46): -1.34% Top=YY FISV ADS ALLE V TAL INFO MCO ….. AMN G ACM RRD RHI MAN CAR ZTO=Bottom (Diversified Services)

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 11:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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