daytrend

04/04/2017

Filed under: Market Stats — daytrend @ 8:36 am

Market Stats at 9:35 am ET
by daytrend on 20170404. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170404 9:35 am ET)
5.9% of stocks are above yesterday’s high.
43.3% are above yesterday’s midpoint. (56.7% are below.)
8.1% are below yesterday’s low.
86.0% are inside yesterday’s range.
9.9% of stocks with today’s high > yesterday’s high. (90.1% less than).
21.4% of stocks with today’s low < yesterday’s low. (78.6% greater than).

EVIDENCE OF INTRADAY TREND (20170404 9:35 am ET)
62.2% of stocks are above today’s open. (34.1% are below).
39.1% of stocks are above today’s open and yesterday’s close.
28.2% are below both.
3.2% of stocks opened above yesterday’s high.
26.6% of stocks opened above yesterday’s close. (68.7% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170404 9:35 am ET)
26.1% of stocks are in the top 10% of today’s range.
39.5% are in the top 20%.
71.4% are in the top half. 28.6% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170404 9:35 am ET)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.4% are up 3.5% or more. 0.5% are down 3.5% or more.
92.9% are between +1% and -1%.

RSI on DAILY (20170404 9:35 am ET)
2-day: >=95:4.8%…>=90:9.3%…>=80:16.6%…>=50:40.9%…<=20:22.2%…<=10:9.1%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:51.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170404 9:35 am ET)
5.9% above previous 1 highs, 8.1% below previous 1 lows
4.8% above previous 2 highs, 6.7% below previous 2 lows
4.2% above previous 3 highs, 5.7% below previous 3 lows
3.9% above previous 4 highs, 4.3% below previous 4 lows
3.6% above previous 5 highs, 3.1% below previous 5 lows
3.2% above previous 6 highs, 2.4% below previous 6 lows
3.0% above previous 7 highs, 2.4% below previous 7 lows
2.9% above previous 8 highs, 2.0% below previous 8 lows
2.9% above previous 9 highs, 1.4% below previous 9 lows
2.8% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170404 9:35 am ET)
48.2% are above or equal to 4/3 close (1 days ago), 51.8% are below.
32.2% are above or equal to 3/31 close (2 days ago), 67.8% are below.
38.6% are above or equal to 3/30 close (3 days ago), 61.4% are below.
51.7% are above or equal to 3/29 close (4 days ago), 48.3% are below.
55.0% are above or equal to 3/28 close (5 days ago), 45.0% are below.
70.3% are above or equal to 3/27 close (6 days ago), 29.7% are below.
67.9% are above or equal to 3/24 close (7 days ago), 32.1% are below.
65.0% are above or equal to 3/23 close (8 days ago), 35.0% are below.
66.4% are above or equal to 3/22 close (9 days ago), 33.6% are below.
67.9% are above or equal to 3/21 close (10 days ago), 32.1% are below.
43.5% are above or equal to 3/20 close (11 days ago), 56.5% are below.
38.4% are above or equal to 3/17 close (12 days ago), 61.6% are below.
42.2% are above or equal to 3/16 close (13 days ago), 57.8% are below.
40.6% are above or equal to 3/15 close (14 days ago), 59.4% are below.
55.5% are above or equal to 3/14 close (15 days ago), 44.5% are below.
49.9% are above or equal to 3/13 close (16 days ago), 50.1% are below.
54.2% are above or equal to 3/10 close (17 days ago), 45.8% are below.
57.1% are above or equal to 3/9 close (18 days ago), 42.9% are below.
52.3% are above or equal to 3/8 close (19 days ago), 47.7% are below.
46.5% are above or equal to 3/7 close (20 days ago), 53.5% are below.
42.1% are above or equal to 3/6 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170404 9:35 am ET)
20d: 2.9% new highs, 2.4% new lows
21d: 2.8% new highs, 2.4% new lows
42d: 1.3% new highs, 1.4% new lows
63d: 1.0% new highs, 1.3% new lows
126d: 0.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170404 9:35 am ET)
2-day: 45.8% above, 54.2% below
3-day: 33.5% above, 66.5% below
4-day: 35.9% above, 64.1% below
5-day: 39.2% above, 60.8% below
8-day: 54.8% above, 45.2% below
10-day: 59.1% above, 40.9% below
20-day: 51.9% above, 48.1% below
50-day: 45.9% above, 54.1% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170404 9:35 am ET)
INSU(30): 0.59% Top=AFSI FAF ALL AGO CLGX MBI ORI MTG ….. PRU WLTW HIG AFL MET LNC AIG UNM=Bottom (Insurance)
META(30): 0.36% Top=CDE TECK SLCA AG FCX FMSA ABX RGLD ….. AKS SCCO CLF CMC CCJ STLD NUE X=Bottom (Metals & Mining)
ENER(87): 0.20% Top=SWN REN XOG CPE RRC QEP SM WPX ….. RDC CRC NOV BAS RIG VVV NBR DO=Bottom (Energy)
MANU(34): 0.08% Top=XYL MRC CAT KMT AOS TTC ITT ITW ….. ROK FLS BWXT IR EMR DOV DDD DHR=Bottom (Manufacturing)
MATE(25): 0.05% Top=SRCL SUM KBH RYN PWR MDR RSG WCN ….. CAA USG TPH DHI LEN MLM PHM VMC=Bottom (Materials & Construction)
REAL(98): 0.04% Top=WPG SRC MPW TCO BDN CBL AMH NYRT ….. PSA RHP PEB HST LHO DRH CBG KRG=Bottom (Real Estate)
COSW(75): 0.02% Top=WDAY AKAM IAC SPLK CRM MTCH SQ MANH ….. JD XRX SINA TWTR HPE CMCM VIPS BITA=Bottom (Computer Software/Internet)
CHEM(27): 0.01% Top=CE PX IFF SHW HUN ALB APD CF ….. MON GRA DOW TROX MOS POT AGU CC=Bottom (Chemicals/Fertilizers)
COHW(36): -0.03% Top=PSTG JNPR HRS UBNT TDC PANW CDW COMM ….. QCOM NTAP MSI BCE ANET VG ACIA CSCO=Bottom (Computer Hardware/Telecom)
DISV(46): -0.04% Top=AMN ACM MYGN VRSK ILG ROL MA LDOS ….. GPN MCO HRB CAR WTW URI RHI RRD=Bottom (Diversified Services)
HEAL(43): -0.05% Top=ACHC IRWD IART ALGN NUVA UNH PRAH AET ….. HLS VWR CNC MOH HCA UHS THC CYH=Bottom (Health)
FINA(91): -0.11% Top=CIT ATH BOFI WETF OZRK SBNY APO HOMB ….. BLK WFC TWNK PYPL JPM KCG BAC JNS=Bottom (Banks/Financials)
LEIS(37): -0.15% Top=CMG YUMC DPZ CCL SEAS WYN BLMN BYD ….. LQ GPRO SIX WYNN WEN PK H PNRA=Bottom (Leisure)
TRAN(24): -0.26% Top=TRN JBHT SWFT GWR NSC ODFL CSX CHRW ….. CP JBLU ALK SAVE LUV UAL AAL DAL=Bottom (Transportation)
ELEC(45): -0.37% Top=CRUS SWKS TER MCHP CGNX KEYS MSCC GLW ….. HIMX BRKR OCLR MXL AMD CREE NVDA AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): -0.38% Top=SPLS ETSY SFM BLDR EBAY DKS AMZN WBA ….. JWN GPS M ANF AEO LB KSS URBN=Bottom (Retail & Specialty Retail)
CONS(49): -0.53% Top=EL BC KS KMB BERY CRI PVH WRK ….. TUP ELF FOSL SEE UAA TPX COH KATE=Bottom (Consumer)

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 9:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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