daytrend

04/11/2017

Filed under: Market Stats — daytrend @ 9:13 am

Market Stats at 10:12 am ET
by daytrend on 20170411. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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 (20170411 10:12 am ET)
13.7% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
22.5% are below yesterday’s low.
63.8% are inside yesterday’s range.
24.9% of stocks with today’s high > yesterday’s high. (75.1% less than).
47.4% of stocks with today’s low < yesterday’s low. (52.6% greater than).

EVIDENCE OF INTRADAY TREND (20170411 10:12 am ET)
50.4% of stocks are above today’s open. (47.7% are below).
34.6% of stocks are above today’s open and yesterday’s close.
43.4% are below both.
5.4% of stocks opened above yesterday’s high.
27.2% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
14.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170411 10:12 am ET)
10.2% of stocks are in the top 10% of today’s range.
23.5% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20170411 10:12 am ET)
40.7% of stocks are above yesterday’s close. (59.3% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
81.1% are between +1% and -1%.

RSI on DAILY (20170411 10:12 am ET)
2-day: >=95:8.1%…>=90:14.0%…>=80:24.9%…>=50:48.6%…<=20:20.6%…<=10:9.9%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:54.6%…<=20:0.8%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:54.4%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170411 10:12 am ET)
13.7% above previous 1 highs, 22.5% below previous 1 lows
11.4% above previous 2 highs, 15.4% below previous 2 lows
10.9% above previous 3 highs, 10.7% below previous 3 lows
8.7% above previous 4 highs, 9.6% below previous 4 lows
7.7% above previous 5 highs, 8.3% below previous 5 lows
6.9% above previous 6 highs, 7.5% below previous 6 lows
6.6% above previous 7 highs, 7.2% below previous 7 lows
6.3% above previous 8 highs, 7.1% below previous 8 lows
6.2% above previous 9 highs, 6.9% below previous 9 lows
6.0% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170411 10:12 am ET)
40.7% are above or equal to 4/10 close (1 days ago), 59.3% are below.
56.9% are above or equal to 4/7 close (2 days ago), 43.1% are below.
54.5% are above or equal to 4/6 close (3 days ago), 45.5% are below.
68.7% are above or equal to 4/5 close (4 days ago), 31.3% are below.
54.1% are above or equal to 4/4 close (5 days ago), 45.9% are below.
51.3% are above or equal to 4/3 close (6 days ago), 48.7% are below.
43.8% are above or equal to 3/31 close (7 days ago), 56.2% are below.
46.0% are above or equal to 3/30 close (8 days ago), 54.0% are below.
51.0% are above or equal to 3/29 close (9 days ago), 49.0% are below.
54.5% are above or equal to 3/28 close (10 days ago), 45.5% are below.
66.2% are above or equal to 3/27 close (11 days ago), 33.8% are below.
64.1% are above or equal to 3/24 close (12 days ago), 35.9% are below.
61.8% are above or equal to 3/23 close (13 days ago), 38.2% are below.
64.2% are above or equal to 3/22 close (14 days ago), 35.8% are below.
65.5% are above or equal to 3/21 close (15 days ago), 34.5% are below.
48.1% are above or equal to 3/20 close (16 days ago), 51.9% are below.
44.3% are above or equal to 3/17 close (17 days ago), 55.7% are below.
45.7% are above or equal to 3/16 close (18 days ago), 54.3% are below.
46.2% are above or equal to 3/15 close (19 days ago), 53.8% are below.
56.3% are above or equal to 3/14 close (20 days ago), 43.7% are below.
51.4% are above or equal to 3/13 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170411 10:12 am ET)
20d: 8.5% new highs, 6.1% new lows
21d: 8.4% new highs, 6.0% new lows
42d: 3.2% new highs, 3.5% new lows
63d: 3.0% new highs, 2.3% new lows
126d: 2.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170411 10:12 am ET)
2-day: 39.2% above, 60.8% below
3-day: 49.3% above, 50.7% below
4-day: 51.0% above, 49.0% below
5-day: 57.7% above, 42.3% below
8-day: 53.5% above, 46.5% below
10-day: 51.7% above, 48.3% below
20-day: 53.7% above, 46.3% below
50-day: 50.1% above, 49.9% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170411 10:12 am ET)
META(29): 0.46% Top=AG CDE CCJ TAHO SSRI AGI RGLD GG ….. AA ARNC NUE TECK AKS CNX SLCA FMSA=Bottom (Metals & Mining)
REAL(98): 0.42% Top=CBL PEI GEO SRC GPT STOR NNN HPP ….. SC BAM DLR GGP HCP CBG MAA RLGY=Bottom (Real Estate)
LEIS(35): 0.16% Top=GPRO YUMC STAY BYD EAT DNKN MCD TXRH ….. CMG CCL YUM BLMN MGM SONC MLCO RCL=Bottom (Leisure)
DISV(47): 0.11% Top=CXW ZTO WTW AMN SBAC LKSD MMS ILG ….. URI ULTA R CNDT YY RRD TAL ADS=Bottom (Diversified Services)
MATE(25): 0.04% Top=TOL USG CAA DHI OC WCN MAS PHM ….. RYN JELD EXP FAST WY VMC MLM SUM=Bottom (Materials & Construction)
CONS(51): -0.03% Top=ELF WWW TUP KATE VFC GIL CCK GT ….. OI IP COTY LULU RL UAA EPC WRK=Bottom (Consumer)
COSW(78): -0.11% Top=YELP TTD TWLO MDSO MANH PFPT AKAM VIPS ….. SQ CSRA BITA ACN TSS FEYE SINA TRIP=Bottom (Computer Software/Internet)
MANU(34): -0.11% Top=MRC TTC MWA DE RS DDD DOV KMT ….. AME EMR CMI ROP ETN CAT FLS AGCO=Bottom (Manufacturing)
COHW(36): -0.29% Top=WDC CCI STX GOGO VRSN CIEN COMM HPQ ….. CSCO CDW AAPL ACIA VIAV BBRY FNSR QCOM=Bottom (Computer Hardware/Telecom)
FINA(86): -0.31% Top=JNS NTRS BOFI SEIC LM EV PFG HOMB ….. AMTD TWNK SCHW WFC ETFC OZRK BEN WETF=Bottom (Banks/Financials)
HEAL(41): -0.35% Top=MOH MD HLS RMD PRAH VAR HOLX STE ….. SYK OPK DXCM UHS BKD THC ACHC IRWD=Bottom (Health)
CHEM(26): -0.50% Top=IFF FMC APD MON GRA ALB ASH AXTA ….. AGU PAH DD DOW RPM MOS OLN TROX=Bottom (Chemicals/Fertilizers)
INSU(29): -0.65% Top=MTG CNO RDN XL CLGX BRO ORI FAF ….. ALL AIG MBI MET AGO PGR WLTW AFSI=Bottom (Insurance)
ENER(90): -0.68% Top=BAS REN FRAC BPL OII VVV RSPP MMP ….. DVN OAS RDC WPX KOS CRC WLL SWN=Bottom (Energy)
RETA(62): -0.81% Top=SHLD BZUN GNC PIR AEO FINL ETSY BIG ….. DLTR TIF BABA KR SIG BID WFM CPRT=Bottom (Retail & Specialty Retail)
TRAN(24): -0.97% Top=AAL WAB CP TRN EXPD CHRW DAL KSU ….. GWR NSC SAVE CSX XPO JBHT SWFT UAL=Bottom (Transportation)
ELEC(44): -1.12% Top=JBL PI FSLR NVDA GRMN GLW SNPS AYI ….. IDTI AMAT QRVO CY ADI SPWR CRUS ON=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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