daytrend

04/10/2017

Filed under: Market Stats — daytrend @ 12:53 pm

Market Stats at 1:52 pm ET
by daytrend on 20170410. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170410 1:52 pm ET)
34.5% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
6.9% are below yesterday’s low.
58.6% are inside yesterday’s range.
63.8% of stocks with today’s high > yesterday’s high. (36.2% less than).
33.7% of stocks with today’s low < yesterday’s low. (66.3% greater than).

EVIDENCE OF INTRADAY TREND (20170410 1:52 pm ET)
70.5% of stocks are above today’s open. (28.3% are below).
67.5% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
5.1% of stocks opened above yesterday’s high.
61.2% 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 1:52 pm ET)
14.3% of stocks are in the top 10% of today’s range.
28.5% are in the top 20%.
66.7% are in the top half. 33.3% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170410 1:52 pm ET)
75.2% of stocks are above yesterday’s close. (24.8% are below.)
1.2% are up 4.5% or more. 0.5% are down 4.5% or more.
2.9% are up 3.5% or more. 0.5% are down 3.5% or more.
69.3% are between +1% and -1%.

RSI on DAILY (20170410 1:52 pm ET)
2-day: >=95:10.0%…>=90:18.7%…>=80:34.6%…>=50:73.0%…<=20:8.9%…<=10:3.3%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:61.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:59.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170410 1:52 pm ET)
34.5% above previous 1 highs, 6.9% below previous 1 lows
27.3% above previous 2 highs, 3.3% below previous 2 lows
16.2% above previous 3 highs, 2.5% below previous 3 lows
14.8% above previous 4 highs, 2.1% below previous 4 lows
12.6% above previous 5 highs, 1.9% below previous 5 lows
12.0% above previous 6 highs, 1.8% below previous 6 lows
11.1% above previous 7 highs, 1.8% below previous 7 lows
10.8% above previous 8 highs, 1.8% below previous 8 lows
10.1% above previous 9 highs, 1.4% below previous 9 lows
10.1% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170410 1:52 pm ET)
75.2% are above or equal to 4/7 close (1 days ago), 24.8% are below.
65.0% are above or equal to 4/6 close (2 days ago), 35.0% are below.
78.3% are above or equal to 4/5 close (3 days ago), 21.7% are below.
62.0% are above or equal to 4/4 close (4 days ago), 38.0% are below.
57.7% are above or equal to 4/3 close (5 days ago), 42.3% are below.
48.6% are above or equal to 3/31 close (6 days ago), 51.4% are below.
51.4% are above or equal to 3/30 close (7 days ago), 48.6% are below.
56.4% are above or equal to 3/29 close (8 days ago), 43.6% are below.
58.2% are above or equal to 3/28 close (9 days ago), 41.8% are below.
70.6% are above or equal to 3/27 close (10 days ago), 29.4% are below.
67.9% are above or equal to 3/24 close (11 days ago), 32.1% are below.
67.1% are above or equal to 3/23 close (12 days ago), 32.9% are below.
68.2% are above or equal to 3/22 close (13 days ago), 31.8% are below.
67.9% are above or equal to 3/21 close (14 days ago), 32.1% are below.
50.1% are above or equal to 3/20 close (15 days ago), 49.9% are below.
46.5% are above or equal to 3/17 close (16 days ago), 53.5% are below.
47.1% are above or equal to 3/16 close (17 days ago), 52.9% are below.
47.5% are above or equal to 3/15 close (18 days ago), 52.5% are below.
58.9% are above or equal to 3/14 close (19 days ago), 41.1% are below.
53.1% are above or equal to 3/13 close (20 days ago), 46.9% are below.
54.8% are above or equal to 3/10 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170410 1:52 pm ET)
20d: 11.8% new highs, 3.7% new lows
21d: 11.8% new highs, 3.6% new lows
42d: 5.7% new highs, 2.3% new lows
63d: 5.2% new highs, 1.5% new lows
126d: 4.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170410 1:52 pm ET)
2-day: 74.2% above, 25.8% below
3-day: 71.3% above, 28.7% below
4-day: 75.6% above, 24.4% below
5-day: 71.5% above, 28.5% below
8-day: 59.9% above, 40.1% below
10-day: 59.3% above, 40.7% below
20-day: 59.0% above, 41.0% below
50-day: 51.9% above, 48.1% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170410 1:52 pm ET)
TRAN(24): 1.93% Top=SWFT XPO JBHT CP CNI ODFL KSU UPS ….. CHRW ALK FDX JBLU SAVE NSC LUV DAL=Bottom (Transportation)
ENER(91): 1.56% Top=BAS CRC WLL FRAC HES OAS HLX ECA ….. OKS VLO VVV ETP MDU MPLX SXL NFG=Bottom (Energy)
RETA(60): 0.96% Top=GNC SHLD JCP ANF W BID SFM PAG ….. MIK TIF COST KORS LL BURL FINL TLRD=Bottom (Retail & Specialty Retail)
MATE(25): 0.80% Top=JELD MDR LEN FLR KBH TPH USG CAA ….. SUM DHI EXP MLM WY RSG WM VMC=Bottom (Materials & Construction)
DISV(47): 0.73% Top=KBR ZTO WTW CAR ACM LAUR R URI ….. GPN VNTV CNDT ADS MYGN TAL AMN RBA=Bottom (Diversified Services)
MANU(35): 0.69% Top=ETN CAT MRC TEX ITT KMT FLS ROK ….. SNA DHR BWXT PH TTC XYL ATI RS=Bottom (Manufacturing)
INSU(29): 0.65% Top=MTG RDN MBI CINF ORI XL TRV AFL ….. MMC AJG UNM TMK LNC WLTW AFSI AGO=Bottom (Insurance)
ELEC(44): 0.62% Top=SPWR CSIQ FSLR SIMO PI CY AYI IDTI ….. INTC TER AMBA MSCC MXL NVDA HIMX AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.52% Top=LULU PAY PBI SKX GIL TUP RL BERY ….. HAS NKE WWW BC FOSL COH KATE UAA=Bottom (Consumer)
REAL(98): 0.47% Top=KIM RLJ QTS TWO PGRE HR GEO EQC ….. AIV NYRT ACC SRC UNIT SC AMH EDR=Bottom (Real Estate)
LEIS(37): 0.44% Top=STAY MLCO CMG HGV GPRO EXPE LQ SHAK ….. SIX WYNN DPZ MGM LVS JACK YUMC SEAS=Bottom (Leisure)
HEAL(41): 0.40% Top=CYH DVA THC MOH HLS BKD ACHC CNC ….. ABT BSX DXCM VWR PRAH PRXL HOLX IRWD=Bottom (Health)
COSW(78): 0.39% Top=ATHM WUBA BITA JD SQ MTCH YHOO GRUB ….. YELP MDSO PFPT TWLO VEEV FTNT ATVI NTES=Bottom (Computer Software/Internet)
META(29): 0.14% Top=FMSA CCJ SLCA CDE TECK FNV ABX FCX ….. PAAS NUE X AG STLD SSRI CLF AKS=Bottom (Metals & Mining)
COHW(36): 0.12% Top=STX GOGO CTL TDS ARRS ANET LVLT BCE ….. VZ T COMM BBRY VIAV ACIA PSTG INFN=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.12% Top=CF PAH ASH AXTA MOS GRA PX APD ….. PPG DD SHW CC OLN ALB RPM TROX=Bottom (Chemicals/Fertilizers)
FINA(89): -0.08% Top=KKR IVZ APO TD LAZ WDR JNS TROW ….. TCB RF HOMB BKU SIVB CMA ZION 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 1:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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