daytrend

04/07/2017

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:47 am ET
by daytrend on 20170407. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170407 9:47 am ET)
15.8% of stocks are above yesterday’s high.
69.0% are above yesterday’s midpoint. (31.0% are below.)
3.1% are below yesterday’s low.
81.1% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20170407 9:47 am ET)
62.8% of stocks are above today’s open. (34.3% are below).
38.4% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
6.3% of stocks opened above yesterday’s high.
30.3% of stocks opened above yesterday’s close. (63.8% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170407 9:47 am ET)
11.9% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20170407 9:47 am ET)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.2% are down 3.5% or more.
91.3% are between +1% and -1%.

RSI on DAILY (20170407 9:47 am ET)
2-day: >=95:7.1%…>=90:10.8%…>=80:21.2%…>=50:56.5%…<=20:11.5%…<=10:6.1%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:52.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:51.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170407 9:47 am ET)
15.8% above previous 1 highs, 3.1% below previous 1 lows
8.5% above previous 2 highs, 2.5% below previous 2 lows
7.9% above previous 3 highs, 2.0% below previous 3 lows
7.1% above previous 4 highs, 1.9% below previous 4 lows
7.1% above previous 5 highs, 1.9% below previous 5 lows
6.9% above previous 6 highs, 1.9% below previous 6 lows
6.9% above previous 7 highs, 1.7% below previous 7 lows
6.6% above previous 8 highs, 1.7% below previous 8 lows
6.3% above previous 9 highs, 1.3% below previous 9 lows
6.0% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170407 9:47 am ET)
46.6% are above or equal to 4/6 close (1 days ago), 53.4% are below.
79.0% are above or equal to 4/5 close (2 days ago), 21.0% are below.
53.7% are above or equal to 4/4 close (3 days ago), 46.3% are below.
50.1% are above or equal to 4/3 close (4 days ago), 49.9% are below.
41.4% are above or equal to 3/31 close (5 days ago), 58.6% are below.
42.4% are above or equal to 3/30 close (6 days ago), 57.6% are below.
49.7% are above or equal to 3/29 close (7 days ago), 50.3% are below.
53.4% are above or equal to 3/28 close (8 days ago), 46.6% are below.
67.8% are above or equal to 3/27 close (9 days ago), 32.2% are below.
64.3% are above or equal to 3/24 close (10 days ago), 35.7% are below.
62.6% are above or equal to 3/23 close (11 days ago), 37.4% are below.
64.7% are above or equal to 3/22 close (12 days ago), 35.3% are below.
65.7% are above or equal to 3/21 close (13 days ago), 34.3% are below.
46.3% are above or equal to 3/20 close (14 days ago), 53.7% are below.
42.6% are above or equal to 3/17 close (15 days ago), 57.4% are below.
44.6% are above or equal to 3/16 close (16 days ago), 55.4% are below.
43.8% are above or equal to 3/15 close (17 days ago), 56.2% are below.
55.3% are above or equal to 3/14 close (18 days ago), 44.7% are below.
50.1% are above or equal to 3/13 close (19 days ago), 49.9% are below.
53.1% are above or equal to 3/10 close (20 days ago), 46.9% are below.
56.6% are above or equal to 3/9 close (21 days ago), 43.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170407 9:47 am ET)
20d: 7.3% new highs, 3.2% new lows
21d: 7.3% new highs, 2.9% new lows
42d: 2.5% new highs, 1.8% new lows
63d: 1.6% new highs, 1.2% new lows
126d: 1.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170407 9:47 am ET)
2-day: 44.4% above, 55.6% below
3-day: 71.0% above, 29.0% below
4-day: 62.9% above, 37.1% below
5-day: 56.3% above, 43.7% below
8-day: 48.5% above, 51.5% below
10-day: 52.3% above, 47.7% below
20-day: 52.2% above, 47.8% below
50-day: 50.1% above, 49.9% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170407 9:47 am ET)
META(29): 0.68% Top=CDE AGI TAHO AG NEM SSRI ABX AEM ….. SCCO CENX FMSA AA TECK SLCA FCX CLF=Bottom (Metals & Mining)
MATE(25): 0.33% Top=VMC SUM EXP MLM WY USG RSG MDR ….. DHI WCN FLR LEN OC FAST PWR JELD=Bottom (Materials & Construction)
REAL(98): 0.23% Top=MPW SNH DOC VTR PLD HR HTA HCP ….. WPG MFA SC LHO RLJ BXMT CBG DRH=Bottom (Real Estate)
ELEC(44): 0.20% Top=OCLR CY AMD AMAT QRVO CAVM GRMN KLAC ….. TRMB MXL XPER AMBA MSCC CREE KEYS JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): 0.19% Top=CFX TEX RS KMT CAT GE TTC BWXT ….. AOS MRC AME DCI EMR ROP FLS DDD=Bottom (Manufacturing)
COHW(36): 0.15% Top=PANW ACIA CTL S TMUS LVLT BCE HRS ….. BBRY GOGO NTAP STX PSTG VIAV ANET INFN=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.01% Top=PAH FMC SHW WLK PPG GRA CE OLN ….. CC HUN DOW PX DD CF MOS TROX=Bottom (Chemicals/Fertilizers)
COSW(77): -0.03% Top=TWLO COTV NTNX INTU TSS SSNC PTC SHOP ….. AKAM DNB ATHM VIPS YELP XRX JD BITA=Bottom (Computer Software/Internet)
RETA(59): -0.04% Top=W WFM WMT BBBY BID WSM WBA KAR ….. AMZN KSS RH LB SHLD KMX PAG GNC=Bottom (Retail & Specialty Retail)
HEAL(42): -0.07% Top=EW IRWD ESRX OPK BSX VWR TMO ABT ….. HCA MD BKD DVA ACHC THC DXCM CYH=Bottom (Health)
TRAN(24): -0.10% Top=WAB LUV NSC CNI GWR CP FDX CHRW ….. ODFL AAL TRN EXPD SWFT ALK SAVE XPO=Bottom (Transportation)
CONS(51): -0.19% Top=BERY LULU LEG KMB IP GIL TUP CL ….. FL TPX RL COH UAA COTY PBI SKX=Bottom (Consumer)
LEIS(37): -0.19% Top=GPRO EAT EXPE SONC WEN TXRH YUMC SIX ….. STAY PK WYNN MAR H RCL LQ DPZ=Bottom (Leisure)
ENER(89): -0.21% Top=NBR SPN FTI WPZ CVE WMB BHI ECA ….. WPX FRAC DK CRC SM JAG CRZO ATW=Bottom (Energy)
DISV(46): -0.23% Top=CAR G ALLE URI GPN LDOS TRU FLT ….. ZTO R MYGN WTW TAL LKSD RRD ACM=Bottom (Diversified Services)
INSU(29): -0.29% Top=AGO MBI AFL MMC AON CLGX AIG FNF ….. HIG CINF RDN MET MTG PRU LNC AFSI=Bottom (Insurance)
FINA(89): -0.47% Top=APO ICE WETF TD CBOE ARCC PSEC BX ….. VOYA COF WFC WBS SIVB FNB BKU BOFI=Bottom (Banks/Financials)

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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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