daytrend

04/10/2017

Filed under: Market Stats — daytrend @ 9:31 am

Market Stats at 10:30 am ET
by daytrend on 20170410. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170410 10:30 am ET)
37.9% of stocks are above yesterday’s high.
80.0% are above yesterday’s midpoint. (20.0% are below.)
4.2% are below yesterday’s low.
57.9% are inside yesterday’s range.
57.1% of stocks with today’s high > yesterday’s high. (42.9% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20170410 10:30 am ET)
80.9% of stocks are above today’s open. (17.5% are below).
77.7% of stocks are above today’s open and yesterday’s close.
11.8% are below both.
5.1% of stocks opened above yesterday’s high.
61.1% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170410 10:30 am ET)
23.0% of stocks are in the top 10% of today’s range.
41.0% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170410 10:30 am ET)
85.2% of stocks are above yesterday’s close. (14.8% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
2.0% are up 3.5% or more. 0.4% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20170410 10:30 am ET)
2-day: >=95:10.4%…>=90:18.5%…>=80:38.6%…>=50:80.2%…<=20:4.9%…<=10:2.3%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:64.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:60.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170410 10:30 am ET)
37.9% above previous 1 highs, 4.2% below previous 1 lows
29.2% above previous 2 highs, 2.0% below previous 2 lows
16.4% above previous 3 highs, 1.8% below previous 3 lows
14.1% above previous 4 highs, 1.5% below previous 4 lows
11.7% above previous 5 highs, 1.4% below previous 5 lows
11.1% above previous 6 highs, 1.2% below previous 6 lows
10.3% above previous 7 highs, 1.2% below previous 7 lows
10.3% above previous 8 highs, 1.2% below previous 8 lows
9.7% above previous 9 highs, 1.1% below previous 9 lows
9.7% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170410 10:30 am ET)
85.2% are above or equal to 4/7 close (1 days ago), 14.8% are below.
70.8% are above or equal to 4/6 close (2 days ago), 29.2% are below.
83.2% are above or equal to 4/5 close (3 days ago), 16.8% are below.
66.3% are above or equal to 4/4 close (4 days ago), 33.7% are below.
60.1% are above or equal to 4/3 close (5 days ago), 39.9% are below.
50.9% are above or equal to 3/31 close (6 days ago), 49.1% are below.
51.7% are above or equal to 3/30 close (7 days ago), 48.3% are below.
59.0% are above or equal to 3/29 close (8 days ago), 41.0% are below.
61.0% are above or equal to 3/28 close (9 days ago), 39.0% are below.
72.2% are above or equal to 3/27 close (10 days ago), 27.8% are below.
70.9% are above or equal to 3/24 close (11 days ago), 29.1% are below.
68.2% are above or equal to 3/23 close (12 days ago), 31.8% are below.
69.2% are above or equal to 3/22 close (13 days ago), 30.8% are below.
69.6% are above or equal to 3/21 close (14 days ago), 30.4% are below.
52.0% are above or equal to 3/20 close (15 days ago), 48.0% are below.
46.7% are above or equal to 3/17 close (16 days ago), 53.3% are below.
48.6% are above or equal to 3/16 close (17 days ago), 51.4% are below.
48.0% are above or equal to 3/15 close (18 days ago), 52.0% are below.
59.4% are above or equal to 3/14 close (19 days ago), 40.6% are below.
54.4% are above or equal to 3/13 close (20 days ago), 45.6% are below.
57.1% are above or equal to 3/10 close (21 days ago), 42.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170410 10:30 am ET)
20d: 9.5% new highs, 2.5% new lows
21d: 9.5% new highs, 2.5% new lows
42d: 5.0% new highs, 1.7% new lows
63d: 4.4% new highs, 1.3% new lows
126d: 3.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170410 10:30 am ET)
2-day: 84.4% above, 15.6% below
3-day: 79.4% above, 20.6% below
4-day: 82.7% above, 17.3% below
5-day: 77.0% above, 23.0% below
8-day: 63.6% above, 36.4% below
10-day: 63.5% above, 36.5% below
20-day: 61.0% above, 39.0% below
50-day: 52.8% above, 47.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170410 10:30 am ET)
TRAN(24): 1.88% Top=SWFT XPO JBHT ODFL CNI UPS GWR EXPD ….. FDX CSX ALK JBLU NSC SAVE LUV DAL=Bottom (Transportation)
ENER(91): 1.39% Top=BAS SPN HLX HES FRAC CRC WLL PBF ….. WPZ MDU PAA OKS ETP VVV SXL NFG=Bottom (Energy)
RETA(59): 1.24% Top=GNC ANF SFM RH KSS JWN W BABA ….. TIF LL WMT WBA KORS BURL NFLX TLRD=Bottom (Retail & Specialty Retail)
MATE(25): 0.95% Top=MDR LEN TPH FLR JELD KBH TOL PWR ….. SUM EXP FAST WCN MLM RSG WM VMC=Bottom (Materials & Construction)
MANU(35): 0.94% Top=ETN CAT ITT TEX DCI KMT MRC MWA ….. XYL SWK SNA BWXT DHR MHK ATI RS=Bottom (Manufacturing)
DISV(47): 0.90% Top=KBR CAR MAN ACM RRD R WTW AL ….. MCO TRU VNTV MYGN YY TAL AMN RBA=Bottom (Diversified Services)
CONS(51): 0.76% Top=LULU ELF SKX RL CRI FL PAY HBI ….. BLL COH CL UAA PG HAS NKE KATE=Bottom (Consumer)
ELEC(44): 0.73% Top=SPWR SIMO FSLR PI CSIQ CY AYI IDTI ….. AVGO INTC MCHP MXL XLNX AMBA NVDA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): 0.67% Top=MTG RDN MBI FNF CINF ORI PGR MET ….. WLTW LNC MMC AJG AGO CLGX UNM TMK=Bottom (Insurance)
COSW(78): 0.56% Top=BITA ATHM JD GRUB WUBA MTCH YHOO SQ ….. IBM FTNT MDSO CERN YELP ATVI NTES NTNX=Bottom (Computer Software/Internet)
HEAL(41): 0.53% Top=CYH DVA THC ANTM BKD AET ACHC HLS ….. RMD VAR BSX ESRX DXCM HOLX PRXL PRAH=Bottom (Health)
COHW(36): 0.50% Top=STX TDS S ARRS CTL ZAYO ANET HPQ ….. BCE UBNT T MSI VIAV COMM ACIA INFN=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.48% Top=HGV MLCO STAY EXPE RCL LQ HLT WEN ….. MAR SIX YUMC LVS JACK WYNN MGM SEAS=Bottom (Leisure)
FINA(89): 0.41% Top=IVZ KKR JNS LM FII WDR CIT PYPL ….. MTB PVTB WAL EFX ETFC KEY ARCC TWNK=Bottom (Banks/Financials)
REAL(98): 0.40% Top=DRH RLJ HST CBG LHO PEB RLGY NRZ ….. ACC DFT UNIT MAA SC AIV AMH EDR=Bottom (Real Estate)
CHEM(26): 0.07% Top=PAH APD AXTA PX CF ASH GRA CE ….. MOS POT AGU DD FMC CC ALB RPM=Bottom (Chemicals/Fertilizers)
META(29): -0.20% Top=FMSA CCJ SLCA CDE ARNC TECK ABX AGI ….. AA PAAS X AG CLF STLD SSRI AKS=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 10:30 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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