daytrend

04/05/2017

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 3:06 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 3:06 pm ET)
25.3% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
16.5% are below yesterday’s low.
58.2% are inside yesterday’s range.
73.1% of stocks with today’s high > yesterday’s high. (26.9% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20170405 3:06 pm ET)
36.3% of stocks are above today’s open. (62.4% are below).
34.8% of stocks are above today’s open and yesterday’s close.
41.7% 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 3:06 pm ET)
2.4% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
26.1% are in the top half. 73.9% of stocks are in the bottom half of today’s range.
43.8% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN (20170405 3:06 pm ET)
56.7% of stocks are above yesterday’s close. (43.3% are below.)
0.0% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.8% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170405 3:06 pm ET)
2-day: >=95:6.8%…>=90:12.6%…>=80:22.7%…>=50:52.2%…<=20:24.1%…<=10:12.9%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:53.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:51.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170405 3:06 pm ET)
25.3% above previous 1 highs, 16.5% below previous 1 lows
15.3% above previous 2 highs, 12.5% below previous 2 lows
12.1% above previous 3 highs, 12.1% below previous 3 lows
10.3% above previous 4 highs, 10.9% below previous 4 lows
9.6% above previous 5 highs, 9.4% below previous 5 lows
9.4% above previous 6 highs, 7.8% below previous 6 lows
9.0% above previous 7 highs, 5.4% below previous 7 lows
8.3% above previous 8 highs, 5.2% below previous 8 lows
7.9% above previous 9 highs, 4.9% below previous 9 lows
7.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170405 3:06 pm ET)
56.7% are above or equal to 4/4 close (1 days ago), 43.3% are below.
52.4% are above or equal to 4/3 close (2 days ago), 47.6% are below.
42.3% are above or equal to 3/31 close (3 days ago), 57.7% are below.
44.0% are above or equal to 3/30 close (4 days ago), 56.0% are below.
52.8% are above or equal to 3/29 close (5 days ago), 47.2% are below.
55.9% are above or equal to 3/28 close (6 days ago), 44.1% are below.
69.9% are above or equal to 3/27 close (7 days ago), 30.1% are below.
66.3% are above or equal to 3/24 close (8 days ago), 33.7% are below.
64.4% are above or equal to 3/23 close (9 days ago), 35.6% are below.
66.9% are above or equal to 3/22 close (10 days ago), 33.1% are below.
67.6% are above or equal to 3/21 close (11 days ago), 32.4% are below.
45.3% are above or equal to 3/20 close (12 days ago), 54.7% are below.
41.4% are above or equal to 3/17 close (13 days ago), 58.6% are below.
42.6% are above or equal to 3/16 close (14 days ago), 57.4% are below.
42.1% are above or equal to 3/15 close (15 days ago), 57.9% are below.
56.4% are above or equal to 3/14 close (16 days ago), 43.6% are below.
49.6% are above or equal to 3/13 close (17 days ago), 50.4% are below.
52.9% are above or equal to 3/10 close (18 days ago), 47.1% are below.
57.6% are above or equal to 3/9 close (19 days ago), 42.4% are below.
54.2% are above or equal to 3/8 close (20 days ago), 45.8% are below.
48.4% are above or equal to 3/7 close (21 days ago), 51.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170405 3:06 pm ET)
20d: 16.5% new highs, 5.3% new lows
21d: 15.7% new highs, 5.3% new lows
42d: 8.5% new highs, 3.6% new lows
63d: 7.2% new highs, 2.6% new lows
126d: 5.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170405 3:06 pm ET)
2-day: 55.3% above, 44.7% below
3-day: 53.2% above, 46.8% below
4-day: 48.0% above, 52.0% below
5-day: 47.4% above, 52.6% below
8-day: 54.3% above, 45.7% below
10-day: 59.6% above, 40.4% below
20-day: 54.6% above, 45.4% below
50-day: 49.2% above, 50.8% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170405 3:06 pm ET)
HEAL(42): 0.47% Top=CYH THC CNC HCA BKD ESRX UHS XRAY ….. OPK NUVA MD VWR IART IRWD RMD DXCM=Bottom (Health)
TRAN(23): 0.46% Top=AAL SWFT UAL LUV TRN JBLU JBHT WAB ….. NSC EXPD CSX CNI CHRW GWR SAVE XPO=Bottom (Transportation)
LEIS(36): 0.40% Top=SONC HGV WEN YUMC STAY MCD LQ CMG ….. DPZ LVS DRI SHAK SIX BYD EAT DNKN=Bottom (Leisure)
DISV(46): 0.38% Top=RRD ILG MCO R ACM YY AMN WTW ….. BAH HRB LDOS TAL CAR MYGN URI LAUR=Bottom (Diversified Services)
CONS(50): 0.35% Top=UAA RL GIL MAT PBI HBI LEG TUP ….. NWL AVY WWW OI BMS HAS FL EPC=Bottom (Consumer)
COSW(78): 0.33% Top=CRM YELP TTD MSCI NTES GRUB TRIP ZEN ….. IAC SQ SABR BIDU ATHM NCR OTEX BITA=Bottom (Computer Software/Internet)
MANU(34): 0.24% Top=TEX IR DHR CFX FLS XYL CAT BWXT ….. AOS DOV TTC KMT DDD ITT RS ATI=Bottom (Manufacturing)
MATE(25): 0.18% Top=SRCL WM WCN WY MLM FAST MAS LEN ….. OC TPH SUM EXP MDR JELD PWR USG=Bottom (Materials & Construction)
REAL(97): 0.16% Top=MPW DFT DRE EXR DLR HCN QTS EQR ….. DDR KRG SRC SKT PEI ALLY TCO CBL=Bottom (Real Estate)
CHEM(26): 0.09% Top=DD FMC DOW ASH MON SHW PPG IFF ….. OLN POT TROX CF PAH AGU AXTA CC=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.05% Top=TER AMBA AMD QRVO ON BRKR KEYS FTV ….. AMAT FLEX XPER JBL CAVM AYI MSCC OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.30% Top=CLGX AON TRV MMC LNC BRO WLTW PGR ….. FNF TMK CINF MTG AGO FAF ORI AFSI=Bottom (Insurance)
ENER(87): -0.30% Top=PTEN NBR CVE RES SPN FTI SU HAL ….. WLL PDCE SM CRZO QEP PBF LPI DK=Bottom (Energy)
RETA(59): -0.31% Top=SPLS KMX SHLD SIG MIK AMZN KORS HD ….. BBBY DSW WBA SBH URBN ANF LL GNC=Bottom (Retail & Specialty Retail)
FINA(90): -0.32% Top=SEIC ICE TROW APO NDAQ BK EFX LM ….. WBS BGCP YRD SIVB SBNY FNB TCB HOMB=Bottom (Banks/Financials)
COHW(37): -0.48% Top=CTL VRSN STX LVLT ZAYO TDS QCOM CCI ….. VG S GOGO VIAV CIEN ACIA INFN FNSR=Bottom (Computer Hardware/Telecom)
META(30): -0.74% Top=FNV AG TECK NEM FCX SND AEM SCCO ….. CENX X STLD CNX CMC FMSA AKS CLF=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 3:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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