daytrend

04/12/2017

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:20 pm ET
by daytrend on 20170412. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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 (20170412 12:20 pm ET)
10.6% of stocks are above yesterday’s high.
37.5% are above yesterday’s midpoint. (62.5% are below.)
26.8% are below yesterday’s low.
62.6% are inside yesterday’s range.
44.7% of stocks with today’s high > yesterday’s high. (55.3% less than).
43.5% of stocks with today’s low < yesterday’s low. (56.5% greater than).

EVIDENCE OF INTRADAY TREND (20170412 12:20 pm ET)
22.7% of stocks are above today’s open. (76.6% are below).
15.7% of stocks are above today’s open and yesterday’s close.
73.2% are below both.
13.5% of stocks opened above yesterday’s high.
34.7% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170412 12:20 pm ET)
1.6% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
21.6% are in the top half. 78.4% of stocks are in the bottom half of today’s range.
36.8% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN (20170412 12:20 pm ET)
20.3% of stocks are above yesterday’s close. (79.7% are below.)
0.1% are up 4.5% or more. 1.4% are down 4.5% or more.
0.2% are up 3.5% or more. 2.8% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY (20170412 12:20 pm ET)
2-day: >=95:6.0%…>=90:9.4%…>=80:16.0%…>=50:31.6%…<=20:36.1%…<=10:18.9%…<=5:9.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:45.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170412 12:20 pm ET)
10.6% above previous 1 highs, 26.8% below previous 1 lows
8.3% above previous 2 highs, 23.2% below previous 2 lows
8.1% above previous 3 highs, 20.1% below previous 3 lows
7.7% above previous 4 highs, 16.0% below previous 4 lows
6.3% above previous 5 highs, 14.9% below previous 5 lows
5.9% above previous 6 highs, 13.5% below previous 6 lows
5.5% above previous 7 highs, 11.9% below previous 7 lows
5.4% above previous 8 highs, 11.3% below previous 8 lows
5.0% above previous 9 highs, 10.7% below previous 9 lows
5.0% above previous 10 highs, 9.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170412 12:20 pm ET)
20.3% are above or equal to 4/11 close (1 days ago), 79.7% are below.
34.3% are above or equal to 4/10 close (2 days ago), 65.7% are below.
46.4% are above or equal to 4/7 close (3 days ago), 53.6% are below.
43.4% are above or equal to 4/6 close (4 days ago), 56.6% are below.
57.1% are above or equal to 4/5 close (5 days ago), 42.9% are below.
47.6% are above or equal to 4/4 close (6 days ago), 52.4% are below.
44.2% are above or equal to 4/3 close (7 days ago), 55.8% are below.
37.9% are above or equal to 3/31 close (8 days ago), 62.1% are below.
40.3% are above or equal to 3/30 close (9 days ago), 59.7% are below.
43.0% are above or equal to 3/29 close (10 days ago), 57.0% are below.
48.7% are above or equal to 3/28 close (11 days ago), 51.3% are below.
60.1% are above or equal to 3/27 close (12 days ago), 39.9% are below.
58.9% are above or equal to 3/24 close (13 days ago), 41.1% are below.
58.3% are above or equal to 3/23 close (14 days ago), 41.7% are below.
59.9% are above or equal to 3/22 close (15 days ago), 40.1% are below.
62.1% are above or equal to 3/21 close (16 days ago), 37.9% are below.
45.0% are above or equal to 3/20 close (17 days ago), 55.0% are below.
41.5% are above or equal to 3/17 close (18 days ago), 58.5% are below.
42.9% are above or equal to 3/16 close (19 days ago), 57.1% are below.
43.0% are above or equal to 3/15 close (20 days ago), 57.0% are below.
52.9% are above or equal to 3/14 close (21 days ago), 47.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170412 12:20 pm ET)
20d: 11.7% new highs, 6.9% new lows
21d: 11.7% new highs, 6.5% new lows
42d: 5.9% new highs, 4.4% new lows
63d: 5.2% new highs, 2.5% new lows
126d: 4.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170412 12:20 pm ET)
2-day: 19.1% above, 80.9% below
3-day: 28.0% above, 72.0% below
4-day: 34.5% above, 65.5% below
5-day: 36.4% above, 63.6% below
8-day: 44.0% above, 56.0% below
10-day: 41.1% above, 58.9% below
20-day: 48.3% above, 51.7% below
50-day: 46.0% above, 54.0% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170412 12:20 pm ET)
REAL(96): -0.06% Top=WPG LXP GGP CBL STOR AKR PEI KIM ….. CLI GEO DRH RLJ DFT SC ALLY RLGY=Bottom (Real Estate)
COHW(36): -0.07% Top=BBRY HPQ VRSN PSTG CCI BCE LVLT CTL ….. GOGO UBNT ANET VIAV STX NTAP WDC QCOM=Bottom (Computer Hardware/Telecom)
COSW(77): -0.27% Top=WDAY GRUB TWLO SQ TWTR PFPT JD MTCH ….. MDRX YELP CERN NTNX NUAN NCR WUBA ATHM=Bottom (Computer Software/Internet)
LEIS(35): -0.45% Top=HGV WYN MLCO CMG YUMC EXPE H LVS ….. WYNN SEAS RCL BYD SHAK SONC JACK GPRO=Bottom (Leisure)
CONS(51): -0.50% Top=COTY TUP LULU PG KMB MAT CL BERY ….. UAA PBI OI WRK BC KS GT TPX=Bottom (Consumer)
HEAL(40): -0.52% Top=OPK BAX THC DXCM PRXL SYK A EW ….. ACHC VWR HRC BKD RMD MOH CYH CNC=Bottom (Health)
INSU(29): -0.58% Top=AFSI MTG RDN MBI FNF TRV CLGX AGO ….. PGR AIG TMK PRU MET UNM CNO LNC=Bottom (Insurance)
RETA(62): -0.72% Top=WFM SHLD KR EBAY BABA URBN JWN DLTR ….. AN BLDR PIR BID LL BZUN TLRD TSCO=Bottom (Retail & Specialty Retail)
FINA(86): -0.80% Top=APO LM CBOE PSEC TWNK CLNS TROW WDR ….. PFG PACW HOMB SLM NAVI PB CFG BKU=Bottom (Banks/Financials)
TRAN(24): -0.83% Top=SAVE LUV AAL DAL UAL ALK EXPD CNI ….. ODFL GWR FDX NSC XPO WAB TRN SWFT=Bottom (Transportation)
DISV(47): -0.99% Top=VNTV AMN ADS INFO TAL V ALLE MCO ….. AL CAR KBR JEC ACM URI YY WTW=Bottom (Diversified Services)
ELEC(44): -1.36% Top=PI SIMO KEYS INTC KLAC FSLR NVDA MXL ….. SWKS CY ON MSCC AMBA AVGO OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -1.38% Top=FRAC XEC OII PAA CXO BAS CHK PAGP ….. HLX NBR GPOR REN WLL ATW OAS CRC=Bottom (Energy)
CHEM(26): -1.46% Top=MON SHW OLN APD PX DOW DD IFF ….. MOS EMN FMC HUN TROX CC WLK CF=Bottom (Chemicals/Fertilizers)
MATE(26): -1.54% Top=WY PHM DAR JELD KBH RYN SRCL WM ….. USG MDR EXP PWR FLR VMC MLM FAST=Bottom (Materials & Construction)
MANU(34): -1.71% Top=SWK DHR DDD MWA SNA HON ITW ROP ….. AGCO FLS PH ROK TEX ATI MRC KMT=Bottom (Manufacturing)
META(29): -2.86% Top=AGI AEM GG SLW ABX FNV SSRI PAAS ….. STLD CCJ FCX TECK AKS CLF CENX X=Bottom (Metals & Mining)

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 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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