daytrend

04/05/2017

Filed under: Market Stats — daytrend @ 12:11 pm

Market Stats at 1:11 pm 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 1:11 pm ET)
47.4% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
4.6% are below yesterday’s low.
48.1% are inside yesterday’s range.
72.2% of stocks with today’s high > yesterday’s high. (27.8% less than).
22.2% of stocks with today’s low < yesterday’s low. (77.8% greater than).

EVIDENCE OF INTRADAY TREND (20170405 1:11 pm ET)
62.4% of stocks are above today’s open. (35.7% are below).
60.6% of stocks are above today’s open and yesterday’s close.
16.2% 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 1:11 pm ET)
17.1% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
69.5% are in the top half. 30.5% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20170405 1:11 pm ET)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
0.6% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.1% are down 3.5% or more.
61.0% are between +1% and -1%.

RSI on DAILY (20170405 1:11 pm ET)
2-day: >=95:9.6%…>=90:19.5%…>=80:37.9%…>=50:72.9%…<=20:8.6%…<=10:4.7%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:66.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:60.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170405 1:11 pm ET)
47.4% above previous 1 highs, 4.6% below previous 1 lows
27.8% above previous 2 highs, 3.2% below previous 2 lows
23.7% above previous 3 highs, 2.8% below previous 3 lows
20.1% above previous 4 highs, 2.3% below previous 4 lows
18.9% above previous 5 highs, 2.0% below previous 5 lows
18.0% above previous 6 highs, 2.0% below previous 6 lows
17.9% above previous 7 highs, 1.9% below previous 7 lows
16.8% above previous 8 highs, 1.9% below previous 8 lows
15.9% above previous 9 highs, 1.9% below previous 9 lows
15.5% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170405 1:11 pm ET)
82.0% are above or equal to 4/4 close (1 days ago), 18.0% are below.
70.1% are above or equal to 4/3 close (2 days ago), 29.9% are below.
56.1% are above or equal to 3/31 close (3 days ago), 43.9% are below.
56.7% are above or equal to 3/30 close (4 days ago), 43.3% are below.
64.1% are above or equal to 3/29 close (5 days ago), 35.9% are below.
66.4% are above or equal to 3/28 close (6 days ago), 33.6% are below.
76.0% are above or equal to 3/27 close (7 days ago), 24.0% are below.
74.5% are above or equal to 3/24 close (8 days ago), 25.5% are below.
72.1% are above or equal to 3/23 close (9 days ago), 27.9% are below.
73.1% are above or equal to 3/22 close (10 days ago), 26.9% are below.
73.5% are above or equal to 3/21 close (11 days ago), 26.5% are below.
52.5% are above or equal to 3/20 close (12 days ago), 47.5% are below.
48.4% are above or equal to 3/17 close (13 days ago), 51.6% are below.
48.7% are above or equal to 3/16 close (14 days ago), 51.3% are below.
48.3% are above or equal to 3/15 close (15 days ago), 51.7% are below.
60.6% are above or equal to 3/14 close (16 days ago), 39.4% are below.
55.3% are above or equal to 3/13 close (17 days ago), 44.7% are below.
58.5% are above or equal to 3/10 close (18 days ago), 41.5% are below.
61.9% are above or equal to 3/9 close (19 days ago), 38.1% are below.
59.5% are above or equal to 3/8 close (20 days ago), 40.5% are below.
54.4% are above or equal to 3/7 close (21 days ago), 45.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170405 1:11 pm ET)
20d: 15.7% new highs, 4.1% new lows
21d: 14.9% new highs, 4.1% new lows
42d: 7.8% new highs, 2.5% new lows
63d: 6.5% new highs, 1.8% new lows
126d: 4.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170405 1:11 pm ET)
2-day: 80.1% above, 19.9% below
3-day: 76.4% above, 23.6% below
4-day: 67.5% above, 32.5% below
5-day: 64.5% above, 35.5% below
8-day: 69.4% above, 30.6% below
10-day: 71.5% above, 28.5% below
20-day: 62.8% above, 37.2% below
50-day: 51.7% above, 48.3% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170405 1:11 pm ET)
MANU(34): 1.09% Top=TEX FLS CFX IR CAT MWA XYL BWXT ….. SWK AOS DOV HON ITT TTC RS ATI=Bottom (Manufacturing)
TRAN(23): 1.08% Top=AAL LUV TRN UAL DAL WAB SWFT JBLU ….. GWR XPO KSU UPS CNI EXPD CHRW SAVE=Bottom (Transportation)
HEAL(42): 1.02% Top=THC CYH CNC BKD HCA MOH UHS XRAY ….. ABT MD PRAH IRWD BSX VWR DXCM RMD=Bottom (Health)
DISV(46): 1.00% Top=RRD YY WTW MCO FLT ILG ACM R ….. INFO LDOS ALLE LAUR G HRB LKSD TAL=Bottom (Diversified Services)
COSW(78): 0.96% Top=CRM YELP TTD ZEN NTES NOW GRUB SPLK ….. CSC SQ IAC ATHM BIDU COTV OTEX BITA=Bottom (Computer Software/Internet)
MATE(25): 0.92% Top=SRCL FLR FAST MDR WM CAA KBH MAS ….. RSG WCN TPH EXP RYN USG PWR JELD=Bottom (Materials & Construction)
LEIS(36): 0.91% Top=SONC WEN HGV YUMC WYN LQ STAY MCD ….. DRI MGM LVS PK SIX BYD EAT DNKN=Bottom (Leisure)
CONS(50): 0.87% Top=UAA RL MAT GIL PVH WRK GT LEG ….. AVY BLL CLX FL HAS CHD BMS EPC=Bottom (Consumer)
ELEC(45): 0.82% Top=TER AMBA AMD CSIQ QRVO SPWR ON KEYS ….. ADI FLEX JBL CAVM AYI MSCC OCLR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.74% Top=DD DOW TROX FMC WLK PPG SHW CE ….. HUN RPM GRA PX CF AXTA POT AGU=Bottom (Chemicals/Fertilizers)
ENER(87): 0.71% Top=NBR PTEN SPN RES FTI RIG ATW CVE ….. RSPP LPI QEP MDU SM SN PBF DK=Bottom (Energy)
FINA(90): 0.64% Top=SEIC APO LM ICE TROW BK STT RF ….. JNS FHB KKR TCB HOMB KCG FNB YRD=Bottom (Banks/Financials)
RETA(59): 0.61% Top=SPLS SHLD KMX MIK BURL KORS AMZN ETSY ….. DSW ANF CASY SBH URBN CVS GNC WBA=Bottom (Retail & Specialty Retail)
REAL(97): 0.35% Top=DFT MPW CONE DLR DRE PEB OHI DRH ….. GGP KRG SKT SRC DDR TCO ALLY CBL=Bottom (Real Estate)
INSU(29): 0.24% Top=RDN CLGX MTG LNC PRU MET UNM AON ….. XL AJG FNF AGO CINF FAF ORI AFSI=Bottom (Insurance)
COHW(37): 0.22% Top=STX NTAP CTL VRSN WDC TDC HPQ QCOM ….. PSTG GOGO VIAV S CIEN ACIA FNSR INFN=Bottom (Computer Hardware/Telecom)
META(30): -0.31% Top=TECK FCX SLCA NUE SND AA SCCO FNV ….. AG CMC ABX CCJ AKS RGLD CLF TAHO=Bottom (Metals & Mining)

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 1:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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