daytrend

04/05/2017

Filed under: Market Stats — daytrend @ 1:12 pm

Market Stats at 2:11 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 2:11 pm ET)
43.6% of stocks are above yesterday’s high.
73.6% are above yesterday’s midpoint. (26.4% are below.)
6.7% are below yesterday’s low.
49.6% are inside yesterday’s range.
72.8% of stocks with today’s high > yesterday’s high. (27.2% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND (20170405 2:11 pm ET)
56.8% of stocks are above today’s open. (41.0% are below).
55.9% of stocks are above today’s open and yesterday’s close.
21.7% 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 2:11 pm ET)
7.7% of stocks are in the top 10% of today’s range.
22.3% are in the top 20%.
58.0% are in the top half. 42.0% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20170405 2:11 pm ET)
77.2% of stocks are above yesterday’s close. (22.8% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
1.3% are up 3.5% or more. 0.2% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20170405 2:11 pm ET)
2-day: >=95:8.8%…>=90:17.6%…>=80:34.9%…>=50:69.2%…<=20:10.8%…<=10:5.9%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:63.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170405 2:11 pm ET)
43.6% above previous 1 highs, 6.7% below previous 1 lows
26.6% above previous 2 highs, 4.3% below previous 2 lows
22.1% above previous 3 highs, 4.2% below previous 3 lows
19.3% above previous 4 highs, 3.6% below previous 4 lows
17.5% above previous 5 highs, 3.0% below previous 5 lows
16.9% above previous 6 highs, 2.9% below previous 6 lows
16.4% above previous 7 highs, 2.4% below previous 7 lows
14.7% above previous 8 highs, 2.3% below previous 8 lows
14.1% above previous 9 highs, 2.3% below previous 9 lows
13.7% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170405 2:11 pm ET)
77.2% are above or equal to 4/4 close (1 days ago), 22.8% are below.
67.0% are above or equal to 4/3 close (2 days ago), 33.0% are below.
53.7% are above or equal to 3/31 close (3 days ago), 46.3% are below.
54.2% are above or equal to 3/30 close (4 days ago), 45.8% are below.
62.9% are above or equal to 3/29 close (5 days ago), 37.1% are below.
65.3% are above or equal to 3/28 close (6 days ago), 34.7% are below.
75.1% are above or equal to 3/27 close (7 days ago), 24.9% are below.
73.4% are above or equal to 3/24 close (8 days ago), 26.6% are below.
71.1% are above or equal to 3/23 close (9 days ago), 28.9% are below.
72.9% are above or equal to 3/22 close (10 days ago), 27.1% are below.
72.3% are above or equal to 3/21 close (11 days ago), 27.7% are below.
51.7% are above or equal to 3/20 close (12 days ago), 48.3% are below.
46.8% are above or equal to 3/17 close (13 days ago), 53.2% are below.
48.1% are above or equal to 3/16 close (14 days ago), 51.9% are below.
45.8% are above or equal to 3/15 close (15 days ago), 54.2% are below.
60.0% are above or equal to 3/14 close (16 days ago), 40.0% are below.
54.7% are above or equal to 3/13 close (17 days ago), 45.3% are below.
57.9% are above or equal to 3/10 close (18 days ago), 42.1% are below.
60.9% are above or equal to 3/9 close (19 days ago), 39.1% are below.
57.7% are above or equal to 3/8 close (20 days ago), 42.3% are below.
52.8% are above or equal to 3/7 close (21 days ago), 47.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170405 2:11 pm ET)
20d: 16.3% new highs, 4.4% new lows
21d: 15.5% new highs, 4.4% new lows
42d: 8.4% new highs, 2.9% new lows
63d: 7.1% new highs, 2.0% new lows
126d: 5.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170405 2:11 pm ET)
2-day: 75.2% above, 24.8% below
3-day: 72.2% above, 27.8% below
4-day: 64.0% above, 36.0% below
5-day: 60.6% above, 39.4% below
8-day: 66.4% above, 33.6% below
10-day: 69.7% above, 30.3% below
20-day: 62.2% above, 37.8% below
50-day: 51.4% above, 48.6% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170405 2:11 pm ET)
TRAN(23): 1.08% Top=AAL UAL LUV TRN DAL JBLU WAB SWFT ….. KSU UPS GWR EXPD XPO CNI CHRW SAVE=Bottom (Transportation)
MANU(34): 0.91% Top=TEX FLS CFX IR XYL CAT MWA MRC ….. HON DDD DOV AOS TTC ITT RS ATI=Bottom (Manufacturing)
HEAL(42): 0.91% Top=CYH THC CNC BKD MOH HCA UHS ACHC ….. NUVA IART ABT PRAH BSX VWR DXCM RMD=Bottom (Health)
DISV(46): 0.89% Top=RRD ILG MCO YY ACM WTW R KBR ….. LKSD ALLE G SBAC LDOS HRB LAUR TAL=Bottom (Diversified Services)
LEIS(36): 0.86% Top=SONC HGV WEN STAY YUMC LQ CMG MCD ….. LVS DRI SEAS PK BYD SIX EAT DNKN=Bottom (Leisure)
COSW(78): 0.83% Top=CRM TTD YELP NTES NOW WDAY ZEN SPLK ….. EA IAC SABR ATHM BIDU COTV OTEX BITA=Bottom (Computer Software/Internet)
MATE(25): 0.82% Top=SRCL WM FLR FAST MDR CAA WY SUM ….. OC PHM WCN RYN EXP PWR JELD USG=Bottom (Materials & Construction)
CONS(50): 0.75% Top=UAA RL GIL MAT PBI GT LEG PVH ….. AVY OI CLX BLL FL HAS BMS EPC=Bottom (Consumer)
ELEC(45): 0.71% Top=AMBA TER AMD CSIQ QRVO ON KEYS PI ….. AMAT FLEX CAVM JBL XPER MSCC AYI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(90): 0.56% Top=APO ICE SEIC BK TROW STT NDAQ LM ….. TWNK BOFI KKR HOMB FNB TCB KCG YRD=Bottom (Banks/Financials)
ENER(87): 0.55% Top=NBR PTEN SPN CVE FTI RES MTDR HAL ….. CRZO MDU PDCE DK SM PBF LPI QEP=Bottom (Energy)
CHEM(26): 0.50% Top=DD DOW FMC ASH PPG SHW CE APD ….. CC PAH HUN PX CF AXTA POT AGU=Bottom (Chemicals/Fertilizers)
RETA(59): 0.49% Top=SPLS SHLD KMX SIG MIK KSS AMZN BURL ….. CASY KR SBH ANF URBN CVS GNC WBA=Bottom (Retail & Specialty Retail)
REAL(97): 0.28% Top=DFT MPW PEB DRE DLR SHO HCN OFC ….. KRG PEI SKT GGP DDR SRC TCO CBL=Bottom (Real Estate)
INSU(29): 0.23% Top=LNC RDN CLGX PRU MET AON BRO UNM ….. AIG MBI CINF FNF AGO FAF ORI AFSI=Bottom (Insurance)
COHW(37): 0.08% Top=STX CTL VRSN NTAP UBNT WDC TDC HPQ ….. PSTG GOGO VIAV S ACIA CIEN FNSR INFN=Bottom (Computer Hardware/Telecom)
META(30): -1.03% Top=SND FCX TECK NUE SCCO AA SLCA CENX ….. FMSA CDE ABX AKS RGLD CLF AGI 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 2:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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