daytrend

04/10/2017

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 11:39 am ET
by daytrend on 20170410. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20170410 11:39 am ET)
22.4% of stocks are above yesterday’s high.
58.0% are above yesterday’s midpoint. (42.0% are below.)
11.8% are below yesterday’s low.
65.8% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
25.0% of stocks with today’s low < yesterday’s low. (75.0% greater than).

EVIDENCE OF INTRADAY TREND (20170410 11:39 am ET)
56.6% of stocks are above today’s open. (41.7% are below).
53.6% of stocks are above today’s open and yesterday’s close.
33.5% 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 11:39 am ET)
2.7% of stocks are in the top 10% of today’s range.
7.6% are in the top 20%.
37.7% are in the top half. 62.3% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
25.1% are in the bottom 10%.

GAIN (20170410 11:39 am ET)
63.5% of stocks are above yesterday’s close. (36.5% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY (20170410 11:39 am ET)
2-day: >=95:7.7%…>=90:13.8%…>=80:27.7%…>=50:61.6%…<=20:13.1%…<=10:5.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:55.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:54.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170410 11:39 am ET)
22.4% above previous 1 highs, 11.8% below previous 1 lows
16.1% above previous 2 highs, 5.2% below previous 2 lows
9.7% above previous 3 highs, 4.9% below previous 3 lows
8.7% above previous 4 highs, 3.9% below previous 4 lows
7.7% above previous 5 highs, 3.5% below previous 5 lows
7.0% above previous 6 highs, 3.3% below previous 6 lows
6.4% above previous 7 highs, 3.2% below previous 7 lows
6.3% above previous 8 highs, 3.1% below previous 8 lows
6.1% above previous 9 highs, 2.9% below previous 9 lows
6.0% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170410 11:39 am ET)
63.5% are above or equal to 4/7 close (1 days ago), 36.5% are below.
54.7% are above or equal to 4/6 close (2 days ago), 45.3% are below.
72.5% are above or equal to 4/5 close (3 days ago), 27.5% are below.
55.1% are above or equal to 4/4 close (4 days ago), 44.9% are below.
51.3% are above or equal to 4/3 close (5 days ago), 48.7% are below.
44.8% are above or equal to 3/31 close (6 days ago), 55.2% are below.
45.6% are above or equal to 3/30 close (7 days ago), 54.4% are below.
51.1% are above or equal to 3/29 close (8 days ago), 48.9% are below.
54.9% are above or equal to 3/28 close (9 days ago), 45.1% are below.
65.7% are above or equal to 3/27 close (10 days ago), 34.3% are below.
65.3% are above or equal to 3/24 close (11 days ago), 34.7% are below.
62.2% are above or equal to 3/23 close (12 days ago), 37.8% are below.
64.8% are above or equal to 3/22 close (13 days ago), 35.2% are below.
65.6% are above or equal to 3/21 close (14 days ago), 34.4% are below.
48.0% are above or equal to 3/20 close (15 days ago), 52.0% are below.
43.7% are above or equal to 3/17 close (16 days ago), 56.3% are below.
45.3% are above or equal to 3/16 close (17 days ago), 54.7% are below.
45.2% are above or equal to 3/15 close (18 days ago), 54.8% are below.
56.1% are above or equal to 3/14 close (19 days ago), 43.9% are below.
51.4% are above or equal to 3/13 close (20 days ago), 48.6% are below.
53.5% are above or equal to 3/10 close (21 days ago), 46.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170410 11:39 am ET)
20d: 10.6% new highs, 3.5% new lows
21d: 10.6% new highs, 3.3% new lows
42d: 5.4% new highs, 2.1% new lows
63d: 4.9% new highs, 1.5% new lows
126d: 3.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170410 11:39 am ET)
2-day: 61.9% above, 38.1% below
3-day: 58.4% above, 41.6% below
4-day: 65.7% above, 34.3% below
5-day: 62.8% above, 37.2% below
8-day: 51.5% above, 48.5% below
10-day: 52.4% above, 47.6% below
20-day: 54.1% above, 45.9% below
50-day: 50.3% above, 49.7% below
200-day: 69.0% above, 31.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170410 11:39 am ET)
TRAN(24): 1.76% Top=SWFT XPO JBHT CP UPS ODFL CNI AAL ….. ALK CSX FDX SAVE TRN LUV NSC DAL=Bottom (Transportation)
ENER(91): 1.32% Top=BAS FRAC WLL HES HLX CRC ECA ATW ….. SWN VLO MPLX MDU SXL VVV OKS NFG=Bottom (Energy)
RETA(59): 0.63% Top=ANF W GNC JWN BABA KSS RH SFM ….. COST TIF NFLX KORS BURL LL FINL TLRD=Bottom (Retail & Specialty Retail)
DISV(47): 0.60% Top=CAR KBR MAN WTW ZTO R LAUR ACM ….. ADS TRU MCO ILG MYGN AMN TAL RBA=Bottom (Diversified Services)
MATE(25): 0.37% Top=JELD MDR LEN FLR USG TPH KBH RYN ….. DHI WY SUM MLM RSG EXP WM VMC=Bottom (Materials & Construction)
COSW(78): 0.33% Top=ATHM WUBA BITA JD GRUB MTCH SQ YHOO ….. WDAY SYMC TWLO CERN NTES MDSO FTNT ATVI=Bottom (Computer Software/Internet)
CONS(51): 0.31% Top=LULU ELF PAY WHR PBI TUP CCK RL ….. NKE BC COH GT HAS KATE UAA FOSL=Bottom (Consumer)
HEAL(41): 0.31% Top=CYH DVA ACHC THC HLS AET BKD CNC ….. ESRX BDX VAR BSX DXCM PRXL PRAH HOLX=Bottom (Health)
MANU(35): 0.26% Top=CAT ETN ITT MRC KMT IR TEX DCI ….. DHR TTC BWXT CFX SWK XYL RS ATI=Bottom (Manufacturing)
INSU(29): 0.23% Top=MTG RDN CINF MBI PGR ORI TRV XL ….. AJG MMC PRU TMK AGO CNO LNC UNM=Bottom (Insurance)
ELEC(44): 0.20% Top=SPWR CSIQ FSLR SIMO PI CY AYI CREE ….. TER INTC MSCC MXL HIMX AMBA NVDA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): 0.14% Top=CONE RLJ TWO QTS PGRE DRH NRZ PSA ….. OUT SRC ACC AIV AMH UNIT SC EDR=Bottom (Real Estate)
LEIS(37): 0.14% Top=HGV STAY MLCO CMG EXPE HLT RCL LQ ….. BYD EAT DPZ WYNN JACK MGM LVS SEAS=Bottom (Leisure)
COHW(36): -0.10% Top=TDS ZAYO CTL ARRS STX ANET LVLT VRSN ….. UBNT PSTG WDC CIEN COMM ACIA VIAV INFN=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.21% Top=PAH CF PX AXTA APD ASH MOS IFF ….. DD HUN WLK OLN RPM ALB TROX CC=Bottom (Chemicals/Fertilizers)
META(29): -0.41% Top=FMSA CCJ CDE SLCA TECK AGI ABX ARNC ….. PAAS NUE AG X STLD SSRI CLF AKS=Bottom (Metals & Mining)
FINA(89): -0.49% Top=KKR IVZ APO JNS WDR WU TD FII ….. ZION EWBC HOMB TCB ETFC WAL SIVB TWNK=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 11:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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