daytrend

04/04/2017

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:16 am ET
by daytrend on 20170404. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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 (20170404 10:16 am ET)
9.1% of stocks are above yesterday’s high.
34.9% are above yesterday’s midpoint. (65.1% are below.)
18.9% are below yesterday’s low.
72.0% are inside yesterday’s range.
20.3% of stocks with today’s high > yesterday’s high. (79.7% less than).
31.6% of stocks with today’s low < yesterday’s low. (68.4% greater than).

EVIDENCE OF INTRADAY TREND (20170404 10:16 am ET)
44.7% of stocks are above today’s open. (53.3% are below).
28.1% of stocks are above today’s open and yesterday’s close.
49.9% are below both.
3.2% of stocks opened above yesterday’s high.
26.6% of stocks opened above yesterday’s close. (68.5% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170404 10:16 am ET)
8.1% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN (20170404 10:16 am ET)
33.6% of stocks are above yesterday’s close. (66.4% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
80.7% are between +1% and -1%.

RSI on DAILY (20170404 10:16 am ET)
2-day: >=95:6.5%…>=90:10.0%…>=80:14.5%…>=50:32.8%…<=20:34.0%…<=10:16.0%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:46.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:46.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170404 10:16 am ET)
9.1% above previous 1 highs, 18.9% below previous 1 lows
7.7% above previous 2 highs, 16.7% below previous 2 lows
7.4% above previous 3 highs, 14.7% below previous 3 lows
7.3% above previous 4 highs, 11.6% below previous 4 lows
6.9% above previous 5 highs, 9.0% below previous 5 lows
6.0% above previous 6 highs, 6.3% below previous 6 lows
5.4% above previous 7 highs, 6.1% below previous 7 lows
4.8% above previous 8 highs, 5.4% below previous 8 lows
4.7% above previous 9 highs, 4.1% below previous 9 lows
4.3% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170404 10:16 am ET)
33.6% are above or equal to 4/3 close (1 days ago), 66.4% are below.
28.2% are above or equal to 3/31 close (2 days ago), 71.8% are below.
33.5% are above or equal to 3/30 close (3 days ago), 66.5% are below.
45.8% are above or equal to 3/29 close (4 days ago), 54.2% are below.
51.0% are above or equal to 3/28 close (5 days ago), 49.0% are below.
64.8% are above or equal to 3/27 close (6 days ago), 35.2% are below.
64.4% are above or equal to 3/24 close (7 days ago), 35.6% are below.
61.8% are above or equal to 3/23 close (8 days ago), 38.2% are below.
64.1% are above or equal to 3/22 close (9 days ago), 35.9% are below.
65.3% are above or equal to 3/21 close (10 days ago), 34.7% are below.
41.4% are above or equal to 3/20 close (11 days ago), 58.6% are below.
36.7% are above or equal to 3/17 close (12 days ago), 63.3% are below.
40.0% are above or equal to 3/16 close (13 days ago), 60.0% are below.
38.0% are above or equal to 3/15 close (14 days ago), 62.0% are below.
51.4% are above or equal to 3/14 close (15 days ago), 48.6% are below.
46.7% are above or equal to 3/13 close (16 days ago), 53.3% are below.
50.4% are above or equal to 3/10 close (17 days ago), 49.6% are below.
54.2% are above or equal to 3/9 close (18 days ago), 45.8% are below.
50.6% are above or equal to 3/8 close (19 days ago), 49.4% are below.
44.5% are above or equal to 3/7 close (20 days ago), 55.5% are below.
38.9% are above or equal to 3/6 close (21 days ago), 61.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170404 10:16 am ET)
20d: 5.4% new highs, 3.9% new lows
21d: 4.9% new highs, 3.9% new lows
42d: 2.5% new highs, 2.0% new lows
63d: 1.9% new highs, 1.9% new lows
126d: 1.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170404 10:16 am ET)
2-day: 31.8% above, 68.2% below
3-day: 26.4% above, 73.6% below
4-day: 29.8% above, 70.2% below
5-day: 32.9% above, 67.1% below
8-day: 48.4% above, 51.6% below
10-day: 54.5% above, 45.5% below
20-day: 48.8% above, 51.2% below
50-day: 45.9% above, 54.1% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170404 10:16 am ET)
INSU(30): 0.62% Top=AFSI MBI AGO AXS ORI ALL AJG FNF ….. PRU HIG AIG TMK RDN UNM LNC MET=Bottom (Insurance)
REAL(98): 0.37% Top=MPW AMH SRC WPG BDN TCO CUBE KRC ….. AMT ALLY ARI UNIT SC DDR KRG CBG=Bottom (Real Estate)
META(30): 0.15% Top=CDE CNX AG FCX TAHO SLCA CENX AEM ….. NUE SSRI FMSA CMC AGI AA SCCO CCJ=Bottom (Metals & Mining)
COHW(36): 0.10% Top=PSTG BBRY JNPR TDS WDC ANET STX HPQ ….. CCI NTAP VZ ARRS CIEN CSCO ZAYO FNSR=Bottom (Computer Hardware/Telecom)
MANU(34): -0.01% Top=XYL KMT CAT ATI ETN BWXT RS DCI ….. IR GE DHR DOV FLS PNR SWK TEX=Bottom (Manufacturing)
ENER(87): -0.14% Top=SWN RRC JAG KOS PDCE CPE RES NFG ….. HAL OXY PBF HP NOV XOG CVE VVV=Bottom (Energy)
TRAN(24): -0.19% Top=JBHT SWFT TRN UNP ODFL CSX JBLU NSC ….. ALK KSU LUV UPS SAVE UAL AAL DAL=Bottom (Transportation)
CHEM(27): -0.20% Top=CE FMC ALB PX CF MON PAH IFF ….. DOW VSM GRA MOS POT AGU OLN TROX=Bottom (Chemicals/Fertilizers)
MATE(25): -0.29% Top=PWR RSG RYN WM WCN USG FLR SRCL ….. TOL PHM KBH JELD VMC MLM EXP SUM=Bottom (Materials & Construction)
COSW(76): -0.31% Top=IAC AKAM DATA SPLK NCR PFPT SYMC VMW ….. TRIP SINA YELP JD BITA NTES NTNX VIPS=Bottom (Computer Software/Internet)
FINA(91): -0.35% Top=CIT WETF ARCC WDR LM PSEC APO OZRK ….. DFS KEY WAL RF BOFI BAC JNS YRD=Bottom (Banks/Financials)
DISV(46): -0.47% Top=ROL ACM CXW ADS ILG CNDT INFO FLT ….. SERV GPN WTW CAR YY RRD RHI LKSD=Bottom (Diversified Services)
ELEC(44): -0.54% Top=CRUS SWKS TER MCHP CGNX CSIQ XPER KEYS ….. AMD SIMO PI OCLR BRKR CREE NVDA AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.57% Top=YUMC JACK DPZ BYD DRI HGV MGM CCL ….. WEN TXRH EAT DNKN SIX HLT BLMN PNRA=Bottom (Leisure)
RETA(59): -0.70% Top=SPLS LL RH FINL WFM SFM AMZN DKS ….. GPS KORS M URBN SIG KSS LB ANF=Bottom (Retail & Specialty Retail)
HEAL(43): -0.71% Top=ACHC IRWD MD PRAH ESRX DGX UNH OPK ….. DXCM VWR BSX UHS MOH THC HCA CYH=Bottom (Health)
CONS(49): -1.21% Top=EL OI LEG CL GT PBI PG KMB ….. WWW COTY HBI FOSL UAA COH RL 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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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