daytrend

04/05/2017

Filed under: Market Stats — daytrend @ 9:28 am

Market Stats at 10:28 am ET
by daytrend on 20170405. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.

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

COMPARED TO YESTERDAY’S RANGE (20170405 10:28 am ET)
51.6% of stocks are above yesterday’s high.
81.2% are above yesterday’s midpoint. (18.8% are below.)
3.1% are below yesterday’s low.
45.3% are inside yesterday’s range.
67.6% of stocks with today’s high > yesterday’s high. (32.4% less than).
11.4% of stocks with today’s low < yesterday’s low. (88.6% greater than).

EVIDENCE OF INTRADAY TREND (20170405 10:28 am ET)
67.9% of stocks are above today’s open. (30.5% are below).
66.3% of stocks are above today’s open and yesterday’s close.
10.9% are below both.
36.9% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170405 10:28 am ET)
20.4% of stocks are in the top 10% of today’s range.
37.8% are in the top 20%.
70.7% are in the top half. 29.3% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20170405 10:28 am ET)
87.4% of stocks are above yesterday’s close. (12.6% are below.)
0.8% are up 4.5% or more. 0.0% are down 4.5% or more.
1.6% are up 3.5% or more. 0.1% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20170405 10:28 am ET)
2-day: >=95:12.8%…>=90:22.1%…>=80:41.4%…>=50:76.1%…<=20:7.7%…<=10:4.9%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:67.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:61.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170405 10:28 am ET)
51.6% above previous 1 highs, 3.1% below previous 1 lows
30.6% above previous 2 highs, 2.2% below previous 2 lows
26.5% above previous 3 highs, 1.8% below previous 3 lows
22.4% above previous 4 highs, 1.8% below previous 4 lows
21.5% above previous 5 highs, 1.8% below previous 5 lows
20.7% above previous 6 highs, 1.6% below previous 6 lows
20.6% above previous 7 highs, 1.3% below previous 7 lows
19.1% above previous 8 highs, 1.3% below previous 8 lows
18.7% above previous 9 highs, 1.2% below previous 9 lows
18.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170405 10:28 am ET)
87.4% are above or equal to 4/4 close (1 days ago), 12.6% are below.
72.4% are above or equal to 4/3 close (2 days ago), 27.6% are below.
59.7% are above or equal to 3/31 close (3 days ago), 40.3% are below.
57.7% are above or equal to 3/30 close (4 days ago), 42.3% are below.
66.2% are above or equal to 3/29 close (5 days ago), 33.8% are below.
66.7% are above or equal to 3/28 close (6 days ago), 33.3% are below.
75.2% are above or equal to 3/27 close (7 days ago), 24.8% are below.
74.6% are above or equal to 3/24 close (8 days ago), 25.4% are below.
71.6% are above or equal to 3/23 close (9 days ago), 28.4% are below.
73.5% are above or equal to 3/22 close (10 days ago), 26.5% are below.
74.2% are above or equal to 3/21 close (11 days ago), 25.8% are below.
53.0% are above or equal to 3/20 close (12 days ago), 47.0% are below.
48.6% are above or equal to 3/17 close (13 days ago), 51.4% are below.
48.6% are above or equal to 3/16 close (14 days ago), 51.4% are below.
48.4% are above or equal to 3/15 close (15 days ago), 51.6% are below.
61.6% are above or equal to 3/14 close (16 days ago), 38.4% are below.
55.3% are above or equal to 3/13 close (17 days ago), 44.7% are below.
59.8% are above or equal to 3/10 close (18 days ago), 40.2% are below.
64.3% are above or equal to 3/9 close (19 days ago), 35.7% are below.
60.1% are above or equal to 3/8 close (20 days ago), 39.9% are below.
55.8% are above or equal to 3/7 close (21 days ago), 44.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170405 10:28 am ET)
20d: 13.4% new highs, 2.3% new lows
21d: 12.7% new highs, 2.3% new lows
42d: 6.4% new highs, 1.4% new lows
63d: 5.0% new highs, 1.1% new lows
126d: 3.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170405 10:28 am ET)
2-day: 86.8% above, 13.2% below
3-day: 79.3% above, 20.7% below
4-day: 71.3% above, 28.7% below
5-day: 67.0% above, 33.0% below
8-day: 69.7% above, 30.3% below
10-day: 71.2% above, 28.8% below
20-day: 63.3% above, 36.7% below
50-day: 53.4% above, 46.6% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170405 10:28 am ET)
ENER(87): 1.92% Top=NBR WLL SPN PTEN CRC OAS JAG ATW ….. AR NFG MMP PE RSPP XEC INT MDU=Bottom (Energy)
MANU(34): 1.43% Top=TEX MWA CAT FLS MRC IR XYL EMR ….. KMT MHK ITW SWK PNR DOV HON TTC=Bottom (Manufacturing)
MATE(25): 1.17% Top=MDR SRCL CAA KBH FLR FAST MAS PHM ….. EXP OC RYN RSG WCN USG PWR JELD=Bottom (Materials & Construction)
HEAL(42): 1.09% Top=THC CYH CNC UHS MOH XRAY BKD HCA ….. STE SYK IRWD ALGN ZBH DXCM RMD VWR=Bottom (Health)
DISV(46): 1.01% Top=WTW RRD MAN URI YY ZTO ACM MCO ….. ALLE SERV FDC BAH HRB SBAC RBA TAL=Bottom (Diversified Services)
TRAN(23): 0.98% Top=TRN XPO WAB SWFT UNP FDX DAL CP ….. UAL AAL KSU JBLU EXPD ALK CHRW SAVE=Bottom (Transportation)
RETA(59): 0.89% Top=SHLD SPLS KMX BURL TLRD ETSY M FINL ….. W AEO NFLX ROST CVS KR GNC WBA=Bottom (Retail & Specialty Retail)
FINA(90): 0.81% Top=C LM BEN STT RF TROW BK AMP ….. ATH PVTB KKR WETF CIT SBNY ARCC YRD=Bottom (Banks/Financials)
CONS(50): 0.79% Top=UAA GT COTY LEG RL MAT PVH KS ….. BLL OI HBI PAY HAS EPC SKX BMS=Bottom (Consumer)
CHEM(26): 0.68% Top=WLK TROX CC OLN APD PAH IFF FMC ….. PX GRA AGU AXTA HUN MOS POT CF=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.59% Top=WEN SONC GPRO STAY HGV MCD WYN LQ ….. DRI MAR CCL CMG SBUX EAT SHAK DNKN=Bottom (Leisure)
ELEC(45): 0.56% Top=SPWR ON CSIQ TER KEYS AMD FSLR QRVO ….. AYI PI CAVM CRUS FLEX XLNX OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 0.53% Top=SLCA CENX TECK NUE AA SND FMSA STLD ….. CDE AG PAAS NEM GG RGLD ABX TAHO=Bottom (Metals & Mining)
REAL(97): 0.49% Top=PEB HST LHO MPW RLJ DRH SHO DRE ….. OUT DDR BDN MFA CPT CIM ACC UDR=Bottom (Real Estate)
INSU(29): 0.46% Top=RDN LNC MTG PRU MET AON CLGX HIG ….. PGR XL FNF AJG ORI FAF CINF AFSI=Bottom (Insurance)
COSW(78): 0.44% Top=NTES CSRA DATA CERN PFPT NOW CRM JD ….. TWTR TWLO SQ ATHM SINA OTEX NTNX BITA=Bottom (Computer Software/Internet)
COHW(37): 0.16% Top=WDC STX NTAP VRSN QCOM PSTG VG TDC ….. CIEN BBRY S PANW VIAV INFN FNSR ACIA=Bottom (Computer Hardware/Telecom)

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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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