daytrend

04/05/2017

Filed under: Market Stats — daytrend @ 2:27 pm

Market Stats at 3:26 pm ET
by daytrend on 20170405. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 833.

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

COMPARED TO YESTERDAY’S RANGE (20170405 3:26 pm ET)
10.9% of stocks are above yesterday’s high.
32.8% are above yesterday’s midpoint. (67.2% are below.)
33.9% are below yesterday’s low.
55.2% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170405 3:26 pm ET)
17.8% of stocks are above today’s open. (80.9% are below).
16.4% of stocks are above today’s open and yesterday’s close.
66.7% are below both.
37.0% 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 3:26 pm ET)
1.3% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
7.7% are in the top half. 92.3% of stocks are in the bottom half of today’s range.
76.8% are in the bottom 20%.
66.9% are in the bottom 10%.

GAIN (20170405 3:26 pm ET)
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.0% are up 4.5% or more. 1.0% are down 4.5% or more.
0.0% are up 3.5% or more. 2.5% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20170405 3:26 pm ET)
2-day: >=95:4.4%…>=90:7.1%…>=80:11.4%…>=50:28.2%…<=20:41.1%…<=10:24.7%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:42.1%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170405 3:26 pm ET)
10.9% above previous 1 highs, 33.9% below previous 1 lows
7.2% above previous 2 highs, 25.9% below previous 2 lows
6.0% above previous 3 highs, 24.8% below previous 3 lows
5.3% above previous 4 highs, 22.9% below previous 4 lows
5.0% above previous 5 highs, 19.3% below previous 5 lows
4.6% above previous 6 highs, 14.6% below previous 6 lows
4.4% above previous 7 highs, 10.1% below previous 7 lows
4.0% above previous 8 highs, 9.7% below previous 8 lows
3.7% above previous 9 highs, 9.4% below previous 9 lows
3.6% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170405 3:26 pm ET)
31.8% are above or equal to 4/4 close (1 days ago), 68.2% are below.
34.6% are above or equal to 4/3 close (2 days ago), 65.4% are below.
28.6% are above or equal to 3/31 close (3 days ago), 71.4% are below.
32.8% are above or equal to 3/30 close (4 days ago), 67.2% are below.
40.2% are above or equal to 3/29 close (5 days ago), 59.8% are below.
43.9% are above or equal to 3/28 close (6 days ago), 56.1% are below.
61.0% are above or equal to 3/27 close (7 days ago), 39.0% are below.
57.6% are above or equal to 3/24 close (8 days ago), 42.4% are below.
55.5% are above or equal to 3/23 close (9 days ago), 44.5% are below.
58.9% are above or equal to 3/22 close (10 days ago), 41.1% are below.
61.1% are above or equal to 3/21 close (11 days ago), 38.9% are below.
38.5% are above or equal to 3/20 close (12 days ago), 61.5% are below.
36.1% are above or equal to 3/17 close (13 days ago), 63.9% are below.
38.7% are above or equal to 3/16 close (14 days ago), 61.3% are below.
38.5% are above or equal to 3/15 close (15 days ago), 61.5% are below.
51.1% are above or equal to 3/14 close (16 days ago), 48.9% are below.
44.2% are above or equal to 3/13 close (17 days ago), 55.8% are below.
47.2% are above or equal to 3/10 close (18 days ago), 52.8% are below.
52.1% are above or equal to 3/9 close (19 days ago), 47.9% are below.
49.2% are above or equal to 3/8 close (20 days ago), 50.8% are below.
41.7% are above or equal to 3/7 close (21 days ago), 58.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170405 3:26 pm ET)
20d: 16.6% new highs, 7.4% new lows
21d: 15.7% new highs, 7.3% new lows
42d: 8.4% new highs, 4.8% new lows
63d: 7.1% new highs, 3.6% new lows
126d: 5.4% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170405 3:26 pm ET)
2-day: 30.7% above, 69.3% below
3-day: 29.5% above, 70.5% below
4-day: 28.0% above, 72.0% below
5-day: 28.2% above, 71.8% below
8-day: 39.4% above, 60.6% below
10-day: 43.9% above, 56.1% below
20-day: 45.5% above, 54.5% below
50-day: 43.3% above, 56.7% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170405 3:26 pm ET)
LEIS(36): -0.07% Top=SONC HGV YUMC WEN STAY MCD CMG WYN ….. LVS PK DRI SIX BYD EAT SHAK DNKN=Bottom (Leisure)
HEAL(42): -0.13% Top=CYH THC CNC HCA ESRX XRAY UHS BAX ….. NUVA VWR MD IART OPK IRWD RMD DXCM=Bottom (Health)
REAL(97): -0.14% Top=MPW DRE EXR HCN EQR QTS DLR OHI ….. SKT WPG DDR TCO PEI SC ALLY CBL=Bottom (Real Estate)
TRAN(23): -0.15% Top=AAL JBLU LUV JBHT UAL SWFT CP UPS ….. CNI UNP NSC CHRW CSX GWR SAVE XPO=Bottom (Transportation)
CONS(50): -0.17% Top=UAA RL GIL CCK MAT HBI GPK LEG ….. PAY KS TPX HAS BMS OI FL EPC=Bottom (Consumer)
DISV(46): -0.22% Top=RRD ILG MCO AMN R ACM PAYX YY ….. BAH HRB LDOS FDC LAUR MYGN URI CAR=Bottom (Diversified Services)
COSW(78): -0.33% Top=CRM TTD YELP MSCI GRUB NTES ZEN TRIP ….. SQ ADSK SABR NTNX ATHM OTEX NCR BITA=Bottom (Computer Software/Internet)
MANU(34): -0.49% Top=TEX IR DHR XYL BWXT FLS CFX CAT ….. PNR DOV MRC KMT DDD RS ITT ATI=Bottom (Manufacturing)
MATE(25): -0.52% Top=SRCL WM WCN WY RSG LEN DHI FAST ….. OC TPH SUM EXP MDR USG JELD PWR=Bottom (Materials & Construction)
CHEM(26): -0.57% Top=DD DOW FMC ASH MON SHW PPG IFF ….. CF RPM AXTA OLN HUN TROX PAH CC=Bottom (Chemicals/Fertilizers)
ELEC(45): -0.67% Top=TER AMBA QRVO BRKR FTV KEYS ON MRVL ….. XPER AMAT FLEX JBL CAVM AYI MSCC OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.88% Top=CLGX AON TRV WLTW PGR MMC HIG BRO ….. TMK CINF MBI FAF MTG AGO ORI AFSI=Bottom (Insurance)
RETA(58): -0.98% Top=KMX MIK SIG SHLD HD AMZN LOW KORS ….. DSW CHS BBBY SBH URBN ANF LL GNC=Bottom (Retail & Specialty Retail)
COHW(37): -1.10% Top=CTL VRSN LVLT STX ANET CCI BCE TDS ….. PSTG S GOGO VIAV ACIA CIEN FNSR INFN=Bottom (Computer Hardware/Telecom)
META(30): -1.10% Top=FNV SSRI AG AEM NEM SLW PAAS GG ….. SLCA X STLD CNX CMC AKS CLF FMSA=Bottom (Metals & Mining)
FINA(90): -1.10% Top=APO ICE SEIC NDAQ TROW ATH EFX PYPL ….. WBS SLM SIVB BOFI SBNY FNB TCB HOMB=Bottom (Banks/Financials)
ENER(87): -1.26% Top=RES PTEN CVE NBR FTI SU HAL VVV ….. CRZO CRC PBF WLL SM QEP DK LPI=Bottom (Energy)

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 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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