daytrend

04/12/2017

Filed under: Market Stats — daytrend @ 12:26 pm

Market Stats at 1:26 pm ET
by daytrend on 20170412. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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

COMPARED TO YESTERDAY’S RANGE (20170412 1:26 pm ET)
9.1% of stocks are above yesterday’s high.
35.2% are above yesterday’s midpoint. (64.8% are below.)
30.0% are below yesterday’s low.
60.8% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
45.6% of stocks with today’s low < yesterday’s low. (54.4% greater than).

EVIDENCE OF INTRADAY TREND (20170412 1:26 pm ET)
20.9% of stocks are above today’s open. (77.8% are below).
13.8% of stocks are above today’s open and yesterday’s close.
74.3% 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 1:26 pm ET)
0.8% of stocks are in the top 10% of today’s range.
3.8% are in the top 20%.
21.9% are in the top half. 78.1% of stocks are in the bottom half of today’s range.
39.8% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN (20170412 1:26 pm ET)
18.8% of stocks are above yesterday’s close. (81.3% are below.)
0.1% are up 4.5% or more. 1.8% are down 4.5% or more.
0.2% are up 3.5% or more. 3.7% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY (20170412 1:26 pm ET)
2-day: >=95:5.2%…>=90:8.4%…>=80:14.5%…>=50:29.3%…<=20:37.4%…<=10:20.4%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:44.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:45.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170412 1:26 pm ET)
9.1% above previous 1 highs, 30.0% below previous 1 lows
7.1% above previous 2 highs, 25.2% below previous 2 lows
6.9% above previous 3 highs, 21.3% below previous 3 lows
6.7% above previous 4 highs, 16.1% below previous 4 lows
5.3% above previous 5 highs, 14.9% below previous 5 lows
4.7% above previous 6 highs, 13.3% below previous 6 lows
4.3% above previous 7 highs, 11.5% below previous 7 lows
4.3% above previous 8 highs, 11.1% below previous 8 lows
4.1% above previous 9 highs, 10.5% below previous 9 lows
3.8% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170412 1:26 pm ET)
18.8% are above or equal to 4/11 close (1 days ago), 81.3% are below.
33.2% are above or equal to 4/10 close (2 days ago), 66.8% are below.
46.4% are above or equal to 4/7 close (3 days ago), 53.6% are below.
41.6% are above or equal to 4/6 close (4 days ago), 58.4% are below.
55.6% are above or equal to 4/5 close (5 days ago), 44.4% are below.
46.5% are above or equal to 4/4 close (6 days ago), 53.5% are below.
42.9% are above or equal to 4/3 close (7 days ago), 57.1% are below.
36.5% are above or equal to 3/31 close (8 days ago), 63.5% are below.
38.3% are above or equal to 3/30 close (9 days ago), 61.7% are below.
43.0% are above or equal to 3/29 close (10 days ago), 57.0% are below.
48.2% are above or equal to 3/28 close (11 days ago), 51.8% are below.
59.4% are above or equal to 3/27 close (12 days ago), 40.6% are below.
58.2% are above or equal to 3/24 close (13 days ago), 41.8% are below.
57.1% are above or equal to 3/23 close (14 days ago), 42.9% are below.
59.0% are above or equal to 3/22 close (15 days ago), 41.0% are below.
61.1% are above or equal to 3/21 close (16 days ago), 38.9% are below.
43.4% are above or equal to 3/20 close (17 days ago), 56.6% are below.
40.6% are above or equal to 3/17 close (18 days ago), 59.4% are below.
42.9% are above or equal to 3/16 close (19 days ago), 57.1% are below.
42.3% are above or equal to 3/15 close (20 days ago), 57.7% are below.
53.0% are above or equal to 3/14 close (21 days ago), 47.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170412 1:26 pm ET)
20d: 11.9% new highs, 7.1% new lows
21d: 11.9% new highs, 6.7% new lows
42d: 6.1% new highs, 4.6% new lows
63d: 5.4% new highs, 2.5% new lows
126d: 4.3% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170412 1:26 pm ET)
2-day: 17.5% above, 82.5% below
3-day: 26.1% above, 73.9% below
4-day: 33.8% above, 66.2% below
5-day: 35.9% above, 64.1% below
8-day: 42.4% above, 57.6% below
10-day: 39.5% above, 60.5% below
20-day: 47.5% above, 52.5% below
50-day: 45.7% above, 54.3% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170412 1:26 pm ET)
COHW(36): -0.16% Top=BBRY HPQ LVLT CCI VRSN BCE CTL ZAYO ….. UBNT ACIA ANET NTAP WDC VIAV STX QCOM=Bottom (Computer Hardware/Telecom)
REAL(96): -0.20% Top=WPG LXP UNIT CBL PEI KIM SKT STOR ….. PSA HST EXR DRH ALLY DFT RLJ RLGY=Bottom (Real Estate)
COSW(77): -0.39% Top=WDAY SQ GRUB PFPT JD TWTR BITA CHKP ….. CERN NUAN NTNX MDSO NCR YELP WUBA ATHM=Bottom (Computer Software/Internet)
LEIS(35): -0.45% Top=WYN MLCO HGV LVS CMG YUMC EAT H ….. WEN SEAS RCL BYD SONC SHAK JACK GPRO=Bottom (Leisure)
CONS(51): -0.57% Top=COTY TUP BERY PG LULU HBI NKE CL ….. PBI UAA OI WRK BC KS GT TPX=Bottom (Consumer)
HEAL(40): -0.62% Top=OPK BAX THC DXCM EW PRXL SYK UHS ….. HRC RMD MOH BKD ACHC IRWD CYH CNC=Bottom (Health)
INSU(29): -0.65% Top=AFSI MTG RDN MBI FNF TRV CLGX AGO ….. AJG TMK PRU MMC MET UNM LNC CNO=Bottom (Insurance)
RETA(62): -0.76% Top=WFM SHLD EBAY KR BABA URBN DLTR GES ….. SIG PIR GNC WSM BLDR TLRD BZUN TSCO=Bottom (Retail & Specialty Retail)
FINA(86): -0.82% Top=WETF APO LM CBOE WDR JNS PSEC TWNK ….. SLM PFG HOMB OZRK PB CFG LAZ BKU=Bottom (Banks/Financials)
TRAN(24): -0.98% Top=SAVE LUV AAL DAL ALK UAL EXPD CNI ….. UNP GWR XPO NSC FDX WAB TRN SWFT=Bottom (Transportation)
DISV(47): -1.13% Top=VNTV AMN ADS V ALLE INFO TAL GPN ….. AL CAR KBR ACM JEC URI YY WTW=Bottom (Diversified Services)
ENER(90): -1.26% Top=XEC PAA CHK FANG FRAC OII HP MMP ….. SN GPOR HLX NBR OAS WLL ATW CRC=Bottom (Energy)
CHEM(26): -1.41% Top=MON SHW OLN DOW AGU APD PX DD ….. PAH EMN FMC CC TROX HUN WLK CF=Bottom (Chemicals/Fertilizers)
ELEC(44): -1.45% Top=PI SIMO KEYS SPWR INTC KLAC NVDA MXL ….. IDTI CAVM CY HIMX SWKS ON AVGO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): -1.57% Top=WY PHM DAR JELD KBH SRCL RYN RSG ….. USG EXP MDR PWR VMC MLM FLR FAST=Bottom (Materials & Construction)
MANU(34): -1.92% Top=DDD SWK DHR MWA SNA HON ROP DE ….. RS ITT PH ROK TEX MRC ATI KMT=Bottom (Manufacturing)
META(29): -2.65% Top=AEM AGI GG PAAS ABX SSRI SLW TAHO ….. CCJ STLD FCX TECK CLF AKS 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 1:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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