daytrend

04/06/2017

Filed under: Market Stats — daytrend @ 2:42 pm

Market Stats at 3:41 pm ET
by daytrend on 20170406. 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 (20170406 3:41 pm ET)
8.6% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
11.0% are below yesterday’s low.
80.3% are inside yesterday’s range.
21.2% of stocks with today’s high > yesterday’s high. (78.8% less than).
61.4% of stocks with today’s low < yesterday’s low. (38.6% greater than).

EVIDENCE OF INTRADAY TREND (20170406 3:41 pm ET)
74.1% of stocks are above today’s open. (24.8% are below).
71.6% of stocks are above today’s open and yesterday’s close.
17.7% are below both.
0.6% of stocks opened above yesterday’s high.
58.9% of stocks opened above yesterday’s close. (33.1% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170406 3:41 pm ET)
8.2% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
72.9% are in the top half. 27.1% of stocks are in the bottom half of today’s range.
5.6% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20170406 3:41 pm ET)
79.7% of stocks are above yesterday’s close. (20.3% are below.)
1.0% are up 4.5% or more. 0.2% are down 4.5% or more.
1.2% are up 3.5% or more. 0.5% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20170406 3:41 pm ET)
2-day: >=95:5.9%…>=90:10.3%…>=80:21.8%…>=50:62.2%…<=20:14.5%…<=10:8.2%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:52.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:51.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170406 3:41 pm ET)
8.6% above previous 1 highs, 11.0% below previous 1 lows
7.0% above previous 2 highs, 8.0% below previous 2 lows
5.6% above previous 3 highs, 7.1% below previous 3 lows
5.0% above previous 4 highs, 6.7% below previous 4 lows
4.8% above previous 5 highs, 6.2% below previous 5 lows
4.8% above previous 6 highs, 5.9% below previous 6 lows
4.8% above previous 7 highs, 5.4% below previous 7 lows
4.7% above previous 8 highs, 4.6% below previous 8 lows
4.3% above previous 9 highs, 4.6% below previous 9 lows
4.1% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170406 3:41 pm ET)
79.7% are above or equal to 4/5 close (1 days ago), 20.3% are below.
54.2% are above or equal to 4/4 close (2 days ago), 45.8% are below.
48.3% are above or equal to 4/3 close (3 days ago), 51.7% are below.
39.6% are above or equal to 3/31 close (4 days ago), 60.4% are below.
41.6% are above or equal to 3/30 close (5 days ago), 58.4% are below.
50.0% are above or equal to 3/29 close (6 days ago), 50.0% are below.
53.4% are above or equal to 3/28 close (7 days ago), 46.6% are below.
67.3% are above or equal to 3/27 close (8 days ago), 32.7% are below.
64.4% are above or equal to 3/24 close (9 days ago), 35.6% are below.
62.7% are above or equal to 3/23 close (10 days ago), 37.3% are below.
64.6% are above or equal to 3/22 close (11 days ago), 35.4% are below.
65.7% are above or equal to 3/21 close (12 days ago), 34.3% are below.
45.1% are above or equal to 3/20 close (13 days ago), 54.9% are below.
41.2% are above or equal to 3/17 close (14 days ago), 58.8% are below.
43.2% are above or equal to 3/16 close (15 days ago), 56.8% are below.
42.3% are above or equal to 3/15 close (16 days ago), 57.7% are below.
54.4% are above or equal to 3/14 close (17 days ago), 45.6% are below.
49.3% are above or equal to 3/13 close (18 days ago), 50.7% are below.
51.7% are above or equal to 3/10 close (19 days ago), 48.3% are below.
56.6% are above or equal to 3/9 close (20 days ago), 43.4% are below.
52.2% are above or equal to 3/8 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170406 3:41 pm ET)
20d: 6.6% new highs, 11.3% new lows
21d: 6.1% new highs, 10.7% new lows
42d: 2.8% new highs, 5.6% new lows
63d: 2.3% new highs, 4.4% new lows
126d: 1.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170406 3:41 pm ET)
2-day: 78.7% above, 21.3% below
3-day: 67.0% above, 33.0% below
4-day: 58.9% above, 41.1% below
5-day: 50.5% above, 49.5% below
8-day: 50.0% above, 50.0% below
10-day: 56.2% above, 43.8% below
20-day: 52.8% above, 47.2% below
50-day: 47.8% above, 52.2% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170406 3:41 pm ET)
RETA(58): 1.43% Top=LB KSS GPS BID DKS W BBBY JWN ….. GNC ORLY AAP WMT ANF ETSY AMZN TLRD=Bottom (Retail & Specialty Retail)
ENER(89): 1.09% Top=LPI REN DVN FRAC CRC RDC OII APA ….. OXY VLO INT PSX DK PBF HFC CVI=Bottom (Energy)
META(29): 1.08% Top=CLF AKS TECK FMSA TAHO CNX SLCA CCJ ….. SLW FNV SSRI GG AA ABX NEM AGI=Bottom (Metals & Mining)
MANU(34): 1.03% Top=MRC TEX FLS CAT ITT AGCO ATI DCI ….. PH HON RS ROP ETN EMR GE CMI=Bottom (Manufacturing)
LEIS(36): 0.81% Top=YUMC MGM LQ EAT BYD DNKN PK WEN ….. JACK MCD QSR MAR CMG SBUX HGV SEAS=Bottom (Leisure)
FINA(90): 0.73% Top=SLM SIVB TCB APO LAZ KEY AMTD FHN ….. CBOE KKR EFX EV PSEC TD WDR CLNS=Bottom (Banks/Financials)
ELEC(44): 0.67% Top=PI OCLR JBL CSIQ CGNX HIMX ON CREE ….. TXN SNPS FSLR SPWR INTC XLNX CY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.62% Top=TAL HRB FLT WTW LKSD URI RRD CAR ….. YY PAYX FDC CTAS G MYGN ZTO AL=Bottom (Diversified Services)
INSU(29): 0.58% Top=MBI AGO CNO MTG LNC MET RDN AFL ….. PGR MMC FNF TRV WLTW FAF ORI AFSI=Bottom (Insurance)
CONS(51): 0.57% Top=UAA ENR LULU FBHS FOSL COH HBI TPX ….. KMB GPK PG PAY ELF EL CLX SKX=Bottom (Consumer)
MATE(25): 0.56% Top=MDR MAS SUM KBH MLM CAA WY EXP ….. USG DHI RSG WCN TPH WM FAST JELD=Bottom (Materials & Construction)
CHEM(26): 0.51% Top=CF WLK OLN PAH FMC PX IFF ALB ….. DD ASH POT AGU APD AXTA GRA RPM=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.49% Top=TRN WAB JBLU SAVE CSX NSC KSU XPO ….. GWR LUV UPS EXPD JBHT CHRW ALK SWFT=Bottom (Transportation)
REAL(99): 0.49% Top=ALLY PDM PGRE PEB STOR IVR LXP HST ….. BRX UDR HTA AGNC OHI UNIT KIM KRG=Bottom (Real Estate)
COHW(36): 0.48% Top=VIAV PANW INFN PSTG ARRS WDC CDW CTL ….. S AAPL VRSN TMUS HPQ TDS VZ T=Bottom (Computer Hardware/Telecom)
COSW(76): 0.44% Top=VIPS NTNX TTD COTV JD DATA SABR PTC ….. ORCL FTNT ACN DOX ZEN TWTR BITA ATHM=Bottom (Computer Software/Internet)
HEAL(42): 0.20% Top=XRAY MOH AET CNC PKI BKD STE VWR ….. HOLX THC ACHC ESRX RMD OPK CYH IRWD=Bottom (Health)

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 3:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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