daytrend

04/04/2017

Filed under: Market Stats — daytrend @ 9:39 am

Market Stats at 10:38 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 10:38 am ET)
9.9% of stocks are above yesterday’s high.
39.4% are above yesterday’s midpoint. (60.6% are below.)
18.4% are below yesterday’s low.
71.7% are inside yesterday’s range.
22.0% of stocks with today’s high > yesterday’s high. (78.0% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20170404 10:38 am ET)
51.3% of stocks are above today’s open. (46.9% are below).
33.5% of stocks are above today’s open and yesterday’s close.
43.4% 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 10:38 am ET)
9.1% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
47.4% are in the top half. 52.6% of stocks are in the bottom half of today’s range.
24.5% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN (20170404 10:38 am ET)
40.6% of stocks are above yesterday’s close. (59.4% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.6% are up 3.5% or more. 1.7% are down 3.5% or more.
77.9% are between +1% and -1%.

RSI on DAILY (20170404 10:38 am ET)
2-day: >=95:6.8%…>=90:10.6%…>=80:15.7%…>=50:35.2%…<=20:31.2%…<=10:15.9%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:47.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:47.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170404 10:38 am ET)
9.9% above previous 1 highs, 18.4% below previous 1 lows
8.4% above previous 2 highs, 16.3% below previous 2 lows
8.1% above previous 3 highs, 14.7% below previous 3 lows
8.0% above previous 4 highs, 12.0% below previous 4 lows
7.4% above previous 5 highs, 9.4% below previous 5 lows
6.9% above previous 6 highs, 6.6% below previous 6 lows
5.3% above previous 7 highs, 6.2% below previous 7 lows
5.1% above previous 8 highs, 5.9% below previous 8 lows
5.0% above previous 9 highs, 4.2% below previous 9 lows
4.7% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170404 10:38 am ET)
40.6% are above or equal to 4/3 close (1 days ago), 59.4% are below.
29.2% are above or equal to 3/31 close (2 days ago), 70.8% are below.
34.6% are above or equal to 3/30 close (3 days ago), 65.4% are below.
47.8% are above or equal to 3/29 close (4 days ago), 52.2% are below.
51.6% are above or equal to 3/28 close (5 days ago), 48.4% are below.
65.1% are above or equal to 3/27 close (6 days ago), 34.9% are below.
65.0% are above or equal to 3/24 close (7 days ago), 35.0% are below.
62.0% are above or equal to 3/23 close (8 days ago), 38.0% are below.
65.2% are above or equal to 3/22 close (9 days ago), 34.8% are below.
65.8% are above or equal to 3/21 close (10 days ago), 34.2% are below.
41.5% are above or equal to 3/20 close (11 days ago), 58.5% are below.
37.7% are above or equal to 3/17 close (12 days ago), 62.3% are below.
40.9% are above or equal to 3/16 close (13 days ago), 59.1% are below.
38.3% are above or equal to 3/15 close (14 days ago), 61.7% are below.
52.4% are above or equal to 3/14 close (15 days ago), 47.6% are below.
46.8% are above or equal to 3/13 close (16 days ago), 53.2% are below.
50.4% are above or equal to 3/10 close (17 days ago), 49.6% are below.
54.3% are above or equal to 3/9 close (18 days ago), 45.7% are below.
51.1% are above or equal to 3/8 close (19 days ago), 48.9% are below.
45.8% are above or equal to 3/7 close (20 days ago), 54.2% 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 10:38 am ET)
20d: 5.7% new highs, 5.0% new lows
21d: 5.3% new highs, 5.0% new lows
42d: 2.6% new highs, 2.5% new lows
63d: 2.0% new highs, 2.2% new lows
126d: 1.4% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170404 10:38 am ET)
2-day: 36.8% above, 63.2% below
3-day: 28.8% above, 71.2% below
4-day: 30.9% above, 69.1% below
5-day: 35.6% above, 64.4% below
8-day: 52.9% above, 47.1% below
10-day: 56.0% above, 44.0% below
20-day: 49.0% above, 51.0% below
50-day: 46.1% above, 53.9% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170404 10:38 am ET)
INSU(30): 0.75% Top=AFSI MBI AXS AJG BRO AGO MMC ALL ….. AFL TMK PGR LNC UNM CLGX HIG MET=Bottom (Insurance)
REAL(98): 0.47% Top=CUBE SRC AMH WPG MPW MAA CPT AIV ….. OUT RLGY ARI ALLY DDR KRG SC CBG=Bottom (Real Estate)
MANU(34): 0.25% Top=KMT CAT XYL ATI RS ETN ITT BWXT ….. DOV DHR SWK PNR CMI MWA TEX FLS=Bottom (Manufacturing)
COHW(36): 0.24% Top=PSTG BBRY WDC TDS JNPR STX HPQ ANET ….. UBNT PANW VG CIEN INFN CSCO ZAYO FNSR=Bottom (Computer Hardware/Telecom)
META(30): 0.14% Top=CDE TAHO FCX CNX SLCA CENX AG AEM ….. GG CMC SCCO SSRI SND CCJ AGI FMSA=Bottom (Metals & Mining)
CHEM(27): 0.11% Top=CE CF FMC ALB PX WLK PAH HUN ….. ASH PPG TROX GRA POT AGU OLN VSM=Bottom (Chemicals/Fertilizers)
TRAN(24): -0.02% Top=JBHT SWFT CNI XPO CSX NSC TRN UNP ….. WAB ALK KSU LUV SAVE UAL DAL AAL=Bottom (Transportation)
MATE(25): -0.08% Top=RSG PWR WM WCN USG RYN FAST WY ….. CAA TOL LEN MLM PHM KBH TPH SUM=Bottom (Materials & Construction)
FINA(91): -0.12% Top=CIT WETF OZRK KKR ARCC LM UMPQ FNB ….. KEY TWNK KCG DFS FII BAC JNS YRD=Bottom (Banks/Financials)
ENER(87): -0.28% Top=SWN JAG KOS RRC RES PDCE CPE SN ….. RIG OXY PE NOV CVE CRC XOG VVV=Bottom (Energy)
COSW(76): -0.32% Top=IAC AKAM DATA SPLK HPE NCR SYMC CRM ….. JD SINA TWTR BITA NTES TWLO NTNX VIPS=Bottom (Computer Software/Internet)
LEIS(37): -0.47% Top=YUMC RCL DRI DPZ CCL YUM CMG BYD ….. WEN HLT SIX EAT DNKN LQ BLMN PNRA=Bottom (Leisure)
DISV(46): -0.55% Top=CXW ROL ADS CNDT ILG ACM LDOS TAL ….. VNTV GPN CAR WTW YY RHI RRD LKSD=Bottom (Diversified Services)
ELEC(44): -0.64% Top=CRUS SWKS TER CGNX MCHP XPER KLAC GLW ….. PI HIMX SIMO OCLR BRKR CREE NVDA AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.90% Top=ACHC IRWD MD UNH PRAH ESRX OPK DGX ….. CNC VWR UHS DXCM MOH HCA THC CYH=Bottom (Health)
RETA(59): -0.93% Top=SPLS RH LL FINL AMZN WFM GNC SFM ….. AEO KORS GES M URBN KSS LB ANF=Bottom (Retail & Specialty Retail)
CONS(49): -1.31% Top=EL OI IP LEG FBHS PBI GT CL ….. WWW HBI FOSL UAA COH COTY 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 10:38 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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