daytrend

04/11/2017

Filed under: Market Stats — daytrend @ 11:40 am

Market Stats at 12:39 pm ET
by daytrend on 20170411. 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 (20170411 12:39 pm ET)
18.9% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
25.1% are below yesterday’s low.
55.9% are inside yesterday’s range.
29.2% of stocks with today’s high > yesterday’s high. (70.8% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20170411 12:39 pm ET)
53.7% of stocks are above today’s open. (45.1% are below).
39.9% of stocks are above today’s open and yesterday’s close.
42.0% 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 12:39 pm ET)
13.4% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
72.3% are in the top half. 27.7% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20170411 12:39 pm ET)
44.3% of stocks are above yesterday’s close. (55.7% are below.)
0.5% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.0% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20170411 12:39 pm ET)
2-day: >=95:10.3%…>=90:16.0%…>=80:28.0%…>=50:52.3%…<=20:20.5%…<=10:9.5%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:55.0%…<=20:0.6%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:54.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170411 12:39 pm ET)
18.9% above previous 1 highs, 25.1% below previous 1 lows
16.5% above previous 2 highs, 15.6% below previous 2 lows
15.4% above previous 3 highs, 11.0% below previous 3 lows
11.9% above previous 4 highs, 10.2% below previous 4 lows
10.8% above previous 5 highs, 8.7% below previous 5 lows
9.7% above previous 6 highs, 8.3% below previous 6 lows
9.5% above previous 7 highs, 7.9% below previous 7 lows
9.2% above previous 8 highs, 7.4% below previous 8 lows
9.2% above previous 9 highs, 7.1% below previous 9 lows
8.9% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170411 12:39 pm ET)
44.3% are above or equal to 4/10 close (1 days ago), 55.7% are below.
57.5% are above or equal to 4/7 close (2 days ago), 42.5% are below.
55.4% are above or equal to 4/6 close (3 days ago), 44.6% are below.
69.1% are above or equal to 4/5 close (4 days ago), 30.9% are below.
55.1% are above or equal to 4/4 close (5 days ago), 44.9% are below.
52.5% are above or equal to 4/3 close (6 days ago), 47.5% are below.
44.6% are above or equal to 3/31 close (7 days ago), 55.4% are below.
47.4% are above or equal to 3/30 close (8 days ago), 52.6% are below.
50.9% are above or equal to 3/29 close (9 days ago), 49.1% are below.
54.7% are above or equal to 3/28 close (10 days ago), 45.3% are below.
65.3% are above or equal to 3/27 close (11 days ago), 34.7% are below.
63.4% are above or equal to 3/24 close (12 days ago), 36.6% are below.
62.3% are above or equal to 3/23 close (13 days ago), 37.7% are below.
63.8% are above or equal to 3/22 close (14 days ago), 36.2% are below.
64.8% are above or equal to 3/21 close (15 days ago), 35.2% are below.
48.6% are above or equal to 3/20 close (16 days ago), 51.4% are below.
44.6% are above or equal to 3/17 close (17 days ago), 55.4% are below.
46.2% are above or equal to 3/16 close (18 days ago), 53.8% are below.
46.5% are above or equal to 3/15 close (19 days ago), 53.5% are below.
55.7% are above or equal to 3/14 close (20 days ago), 44.3% are below.
51.7% are above or equal to 3/13 close (21 days ago), 48.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170411 12:39 pm ET)
20d: 10.2% new highs, 8.7% new lows
21d: 10.1% new highs, 8.6% new lows
42d: 4.7% new highs, 5.0% new lows
63d: 4.4% new highs, 3.1% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170411 12:39 pm ET)
2-day: 42.6% above, 57.4% below
3-day: 52.5% above, 47.5% below
4-day: 52.5% above, 47.5% below
5-day: 59.2% above, 40.8% below
8-day: 55.3% above, 44.7% below
10-day: 52.6% above, 47.4% below
20-day: 55.6% above, 44.4% below
50-day: 49.8% above, 50.2% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170411 12:39 pm ET)
META(29): 1.29% Top=CDE AG SLW GG SSRI AGI ABX RGLD ….. NUE STLD FCX AKS TECK CNX SLCA FMSA=Bottom (Metals & Mining)
REAL(98): 0.54% Top=PEI GPT CBL SNH QTS KIM GEO SRC ….. ALLY MAA SC BAM HCP CBG RLGY GGP=Bottom (Real Estate)
MANU(34): 0.07% Top=DDD MRC MWA BWXT TTC RS DE IR ….. AME ROK ATI XYL CAT ETN AGCO ROP=Bottom (Manufacturing)
LEIS(35): 0.05% Top=GPRO YUMC STAY BYD DNKN LVS DPZ EAT ….. WEN CCL HGV MLCO SONC SEAS CMG RCL=Bottom (Leisure)
DISV(47): -0.03% Top=WTW CXW LKSD AMN SBAC ZTO MMS SCI ….. JEC KBR R CNDT RRD TAL YY ADS=Bottom (Diversified Services)
CONS(51): -0.12% Top=ELF KATE WWW MAT CCK GIL FOSL COTY ….. IP RL TPX WRK LULU PAY EPC UAA=Bottom (Consumer)
COHW(36): -0.14% Top=STX WDC CCI VRSN S HPQ GOGO PANW ….. ZAYO INFN BBRY VIAV ACIA AAPL QCOM FNSR=Bottom (Computer Hardware/Telecom)
MATE(25): -0.14% Top=TOL DHI WCN OC USG PHM MAS CAA ….. FAST RYN VMC WY SRCL MLM SUM JELD=Bottom (Materials & Construction)
COSW(78): -0.17% Top=TWLO YELP TTD ZEN COTV MANH AKAM GRUB ….. TSS SQ MSCI TRIP ACN FEYE NTNX SINA=Bottom (Computer Software/Internet)
HEAL(41): -0.24% Top=MOH HLS CNC IART BSX STE BAX RMD ….. VAR VWR THC CYH IRWD DXCM OPK ACHC=Bottom (Health)
FINA(86): -0.36% Top=BOFI JNS SEIC TWNK EV HOMB VLY NTRS ….. WAL MS RJF ETFC WFC OZRK BEN WETF=Bottom (Banks/Financials)
ENER(90): -0.46% Top=REN FRAC HES RSPP EGN HFC MDU NFX ….. DVN NFG WPX RIG RDC CRC SWN EEP=Bottom (Energy)
RETA(62): -0.57% Top=SHLD GNC TLRD BZUN GES BIG RH AEO ….. BABA TIF SIG DLTR KR WFM BID CPRT=Bottom (Retail & Specialty Retail)
CHEM(26): -0.57% Top=ALB APD MON FMC AXTA GRA IFF ASH ….. CC DD DOW RPM TROX MOS OLN PAH=Bottom (Chemicals/Fertilizers)
INSU(29): -0.82% Top=MTG RDN CLGX FAF XL ORI BRO FNF ….. ALL UNM WLTW PGR MBI AIG AGO AFSI=Bottom (Insurance)
TRAN(24): -0.88% Top=AAL TRN WAB DAL CP JBLU SAVE LUV ….. FDX NSC CSX GWR JBHT XPO UAL SWFT=Bottom (Transportation)
ELEC(44): -1.11% Top=NVDA AMD JBL FLEX GLW AYI TRMB FTV ….. KLAC ADI OCLR AMAT CRUS ON HIMX SPWR=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 12:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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