daytrend

04/03/2017

Filed under: Market Stats — daytrend @ 12:02 pm

Market Stats at 1:01 pm 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 1:01 pm ET)
8.2% of stocks are above yesterday’s high.
26.4% are above yesterday’s midpoint. (73.6% are below.)
46.1% are below yesterday’s low.
45.7% are inside yesterday’s range.
40.0% of stocks with today’s high > yesterday’s high. (60.0% less than).
69.5% of stocks with today’s low < yesterday’s low. (30.5% greater than).

EVIDENCE OF INTRADAY TREND (20170403 1:01 pm ET)
18.6% of stocks are above today’s open. (80.0% are below).
17.5% of stocks are above today’s open and yesterday’s close.
76.0% 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 1:01 pm ET)
2.7% of stocks are in the top 10% of today’s range.
7.6% are in the top 20%.
25.0% are in the top half. 75.0% of stocks are in the bottom half of today’s range.
24.3% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20170403 1:01 pm ET)
22.6% of stocks are above yesterday’s close. (77.4% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20170403 1:01 pm ET)
2-day: >=95:4.8%…>=90:9.0%…>=80:14.4%…>=50:32.5%…<=20:28.0%…<=10:10.6%…<=5:4.6%…
9-day: >=95:0.1%…>=90:0.1%…>=80:0.8%…>=50:46.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:46.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 1:01 pm ET)
8.2% above previous 1 highs, 46.1% below previous 1 lows
6.9% above previous 2 highs, 30.8% below previous 2 lows
6.4% above previous 3 highs, 20.5% below previous 3 lows
6.1% above previous 4 highs, 12.5% below previous 4 lows
4.5% above previous 5 highs, 6.8% below previous 5 lows
3.9% above previous 6 highs, 6.3% below previous 6 lows
3.8% above previous 7 highs, 6.1% below previous 7 lows
3.8% above previous 8 highs, 5.4% below previous 8 lows
3.6% above previous 9 highs, 5.1% below previous 9 lows
3.5% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 1:01 pm ET)
22.6% are above or equal to 3/31 close (1 days ago), 77.4% are below.
32.1% are above or equal to 3/30 close (2 days ago), 67.9% are below.
44.3% are above or equal to 3/29 close (3 days ago), 55.7% are below.
51.2% are above or equal to 3/28 close (4 days ago), 48.8% are below.
67.4% are above or equal to 3/27 close (5 days ago), 32.6% are below.
65.6% are above or equal to 3/24 close (6 days ago), 34.4% are below.
63.5% are above or equal to 3/23 close (7 days ago), 36.5% are below.
65.4% are above or equal to 3/22 close (8 days ago), 34.6% are below.
66.7% are above or equal to 3/21 close (9 days ago), 33.3% are below.
41.2% are above or equal to 3/20 close (10 days ago), 58.8% are below.
36.4% are above or equal to 3/17 close (11 days ago), 63.6% are below.
40.6% are above or equal to 3/16 close (12 days ago), 59.4% are below.
38.8% are above or equal to 3/15 close (13 days ago), 61.2% are below.
54.5% are above or equal to 3/14 close (14 days ago), 45.5% are below.
46.7% are above or equal to 3/13 close (15 days ago), 53.3% are below.
50.7% are above or equal to 3/10 close (16 days ago), 49.3% are below.
54.0% are above or equal to 3/9 close (17 days ago), 46.0% are below.
50.4% are above or equal to 3/8 close (18 days ago), 49.6% are below.
44.8% are above or equal to 3/7 close (19 days ago), 55.2% are below.
40.4% are above or equal to 3/6 close (20 days ago), 59.6% are below.
36.5% are above or equal to 3/3 close (21 days ago), 63.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 1:01 pm ET)
20d: 9.6% new highs, 6.7% new lows
21d: 9.0% new highs, 6.5% new lows
42d: 5.4% new highs, 2.6% new lows
63d: 4.8% new highs, 2.0% new lows
126d: 3.8% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 1:01 pm ET)
2-day: 21.5% above, 78.5% below
3-day: 27.0% above, 73.0% below
4-day: 30.8% above, 69.2% below
5-day: 36.4% above, 63.6% below
8-day: 53.5% above, 46.5% below
10-day: 58.1% above, 41.9% below
20-day: 49.5% above, 50.5% below
50-day: 44.5% above, 55.5% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 1:01 pm ET)
META(30): 0.19% Top=SSRI TECK CDE NEM AG AEM CLF ABX ….. CCJ SND CMC CNX FCX SLCA AKS CENX=Bottom (Metals & Mining)
LEIS(36): 0.18% Top=PNRA CMG WYNN DPZ BLMN MGM SHAK JACK ….. RCL SIX STAY RRR BYD MAR HLT LQ=Bottom (Leisure)
REAL(100): -0.06% Top=GGP EXR SNH DDR SKT LXP SPG STOR ….. HST LHO SHO RLJ SC CBG DRH INN=Bottom (Real Estate)
HEAL(43): -0.22% Top=MOH ALGN AET LH UNH HOLX TMO BCR ….. ZBH RMD DXCM ACHC BKD CYH THC OPK=Bottom (Health)
TRAN(24): -0.41% Top=NSC CSX KSU FDX DAL WAB LUV GWR ….. ODFL ALK SAVE SWFT JBHT TRN UPS CNI=Bottom (Transportation)
INSU(30): -0.86% Top=AGO PGR AFL ALL TRV AXS AON L ….. RDN LNC UNM AIG MET FAF XL MBI=Bottom (Insurance)
CONS(49): -0.88% Top=CRI GPK PVH CHD LEG CCK AVY CL ….. ELF FOSL TPX SKX COTY GT PBI BC=Bottom (Consumer)
MANU(34): -0.90% Top=DOV AGCO TTC GE DDD DHR DE MHK ….. DCI AOS XYL MWA KMT TEX ITT ATI=Bottom (Manufacturing)
MATE(26): -0.91% Top=DHI TOL PHM CAA KBH WM RYN RSG ….. USG WY PWR FLR MLM MAS SUM MDR=Bottom (Materials & Construction)
RETA(60): -0.91% Top=LL SHLD DKS RH W MIK AMZN JWN ….. SIG URBN GNC AN TLRD KMX ANF ORLY=Bottom (Retail & Specialty Retail)
FINA(90): -0.93% Top=YRD CLNS PSEC JNS APO ARCC ATH TWNK ….. SYF KKR FNB WETF HOMB OZRK WU BOFI=Bottom (Banks/Financials)
COHW(37): -0.93% Top=PSTG ACIA VZ VRSN CDW LVLT AAPL T ….. UBNT CIEN ARRS HPQ TDC TDS VG VIAV=Bottom (Computer Hardware/Telecom)
COSW(76): -0.96% Top=CMCM ATHM WUBA BIDU JD MTCH SINA GOOG ….. TRIP MDRX SQ NUAN AKAM NCR CSRA HPE=Bottom (Computer Software/Internet)
ELEC(45): -0.99% Top=AMBA INTC KLAC LRCX AYI AMD KEYS CGNX ….. CAVM TEL FSLR CY OCLR ON XPER PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): -1.07% Top=FRAC WPZ BHI REN DVN KOS SPN COG ….. ATW RRC HES NBR PDCE DK HFC SWN=Bottom (Energy)
CHEM(27): -1.17% Top=FMC MON CE PPG APD ASH ALB PAH ….. AXTA DOW OLN MOS GRA VSM CF TROX=Bottom (Chemicals/Fertilizers)
DISV(46): -1.24% Top=YY FISV ADS V ALLE INFO LAUR MA ….. G MAN ROL RHI AMN RRD 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 1:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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