daytrend

04/11/2017

Filed under: Market Stats — daytrend @ 12:49 pm

Market Stats at 1:48 pm 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 1:48 pm ET)
19.4% of stocks are above yesterday’s high.
43.8% are above yesterday’s midpoint. (56.2% are below.)
25.7% are below yesterday’s low.
54.9% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20170411 1:48 pm ET)
54.0% of stocks are above today’s open. (44.8% are below).
41.8% of stocks are above today’s open and yesterday’s close.
41.6% 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 1:48 pm ET)
9.0% of stocks are in the top 10% of today’s range.
23.8% are in the top 20%.
69.7% are in the top half. 30.3% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
2.5% are in the bottom 10%.

GAIN (20170411 1:48 pm ET)
45.7% of stocks are above yesterday’s close. (54.3% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 1.2% are down 3.5% or more.
72.7% are between +1% and -1%.

RSI on DAILY (20170411 1:48 pm ET)
2-day: >=95:10.2%…>=90:17.0%…>=80:27.5%…>=50:52.8%…<=20:21.1%…<=10:9.7%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:55.4%…<=20:0.6%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:53.3%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170411 1:48 pm ET)
19.4% above previous 1 highs, 25.7% below previous 1 lows
16.9% above previous 2 highs, 17.2% below previous 2 lows
16.4% above previous 3 highs, 12.1% below previous 3 lows
13.4% above previous 4 highs, 10.9% below previous 4 lows
12.2% above previous 5 highs, 9.8% below previous 5 lows
11.4% above previous 6 highs, 9.0% below previous 6 lows
10.9% above previous 7 highs, 8.5% below previous 7 lows
10.7% above previous 8 highs, 8.3% below previous 8 lows
10.7% above previous 9 highs, 7.4% below previous 9 lows
10.5% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170411 1:48 pm ET)
45.7% are above or equal to 4/10 close (1 days ago), 54.3% are below.
58.1% are above or equal to 4/7 close (2 days ago), 41.9% are below.
55.1% are above or equal to 4/6 close (3 days ago), 44.9% are below.
66.9% are above or equal to 4/5 close (4 days ago), 33.1% are below.
55.6% are above or equal to 4/4 close (5 days ago), 44.4% are below.
52.3% are above or equal to 4/3 close (6 days ago), 47.7% are below.
45.1% are above or equal to 3/31 close (7 days ago), 54.9% are below.
46.6% are above or equal to 3/30 close (8 days ago), 53.4% are below.
50.3% are above or equal to 3/29 close (9 days ago), 49.7% are below.
54.9% are above or equal to 3/28 close (10 days ago), 45.1% are below.
65.0% are above or equal to 3/27 close (11 days ago), 35.0% are below.
63.1% are above or equal to 3/24 close (12 days ago), 36.9% are below.
62.5% are above or equal to 3/23 close (13 days ago), 37.5% are below.
64.1% are above or equal to 3/22 close (14 days ago), 35.9% are below.
65.6% are above or equal to 3/21 close (15 days ago), 34.4% are below.
49.5% are above or equal to 3/20 close (16 days ago), 50.5% are below.
44.7% are above or equal to 3/17 close (17 days ago), 55.3% are below.
45.9% are above or equal to 3/16 close (18 days ago), 54.1% are below.
46.1% are above or equal to 3/15 close (19 days ago), 53.9% are below.
56.2% are above or equal to 3/14 close (20 days ago), 43.8% are below.
52.0% are above or equal to 3/13 close (21 days ago), 48.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170411 1:48 pm ET)
20d: 11.1% new highs, 8.7% new lows
21d: 11.0% new highs, 8.6% new lows
42d: 5.1% new highs, 5.0% new lows
63d: 5.0% new highs, 3.1% new lows
126d: 3.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170411 1:48 pm ET)
2-day: 45.0% above, 55.0% below
3-day: 51.6% above, 48.4% below
4-day: 52.7% above, 47.3% below
5-day: 60.0% above, 40.0% below
8-day: 54.4% above, 45.6% below
10-day: 53.2% above, 46.8% below
20-day: 55.4% above, 44.6% below
50-day: 50.5% above, 49.5% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170411 1:48 pm ET)
META(29): 1.83% Top=CDE AG AGI SSRI SLW GG TAHO RGLD ….. FCX AKS ARNC NUE TECK SLCA CNX FMSA=Bottom (Metals & Mining)
REAL(98): 0.72% Top=PEI CBL GPT GEO SNH WPG KIM SRC ….. DLR CBG ALLY RLGY HCP SC GGP BAM=Bottom (Real Estate)
LEIS(35): 0.15% Top=GPRO YUMC STAY BYD DNKN LVS DPZ EAT ….. WEN HGV MLCO CMG SONC CCL SEAS RCL=Bottom (Leisure)
MATE(25): 0.03% Top=TOL DHI PHM USG MAS LEN CAA OC ….. SUM PWR WY RYN VMC MLM SRCL JELD=Bottom (Materials & Construction)
MANU(34): 0.01% Top=DDD RS DE IR MWA TTC BWXT MRC ….. AME XYL ROK FLS CAT ETN AGCO ROP=Bottom (Manufacturing)
DISV(47): -0.04% Top=CXW WTW LKSD AMN SBAC ZTO MMS SCI ….. JEC KBR R CNDT TAL RRD YY ADS=Bottom (Diversified Services)
CONS(51): -0.11% Top=ELF KATE COTY WWW MAT COH CRI CCK ….. IP WRK NWL TPX LULU EPC PAY UAA=Bottom (Consumer)
COHW(36): -0.16% Top=STX WDC GOGO VRSN CCI HPQ PANW NTAP ….. PSTG INFN AAPL VIAV BBRY ACIA QCOM FNSR=Bottom (Computer Hardware/Telecom)
COSW(78): -0.17% Top=TWLO YELP ZEN TTD GRUB COTV AKAM ORCL ….. MSCI FEYE TSS ACN SQ TRIP NTNX SINA=Bottom (Computer Software/Internet)
HEAL(41): -0.20% Top=MOH HLS CNC BSX IART STE A RMD ….. HCA IRWD THC VAR DXCM OPK CYH ACHC=Bottom (Health)
FINA(86): -0.38% Top=BOFI JNS SEIC TWNK NTRS EV VLY NAVI ….. MS RJF BAC OZRK SCHW WFC BEN WETF=Bottom (Banks/Financials)
RETA(62): -0.52% Top=SHLD GNC TLRD GES FINL BIG AEO JWN ….. DLTR SIG BABA TIF KR WFM BID CPRT=Bottom (Retail & Specialty Retail)
CHEM(26): -0.58% Top=ALB APD MON AXTA PPG WLK GRA ASH ….. CC RPM DOW DD MOS OLN TROX PAH=Bottom (Chemicals/Fertilizers)
ENER(90): -0.71% Top=REN HES HFC RSPP SLB FRAC EGN OXY ….. AR DVN OAS WPX ATW CRC SWN EEP=Bottom (Energy)
INSU(29): -0.82% Top=MTG RDN CLGX XL FAF ORI BRO FNF ….. PRU ALL UNM PGR L AGO AIG AFSI=Bottom (Insurance)
TRAN(24): -0.91% Top=AAL TRN LUV SAVE DAL JBLU CP WAB ….. CNI FDX CSX GWR JBHT UAL XPO SWFT=Bottom (Transportation)
ELEC(44): -1.14% Top=PI NVDA AMD JBL AYI GLW TRMB FLEX ….. OCLR MRVL SIMO 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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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