daytrend

04/13/2017

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:12 pm ET
by daytrend on 20170413. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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 (20170413 12:12 pm ET)
7.1% of stocks are above yesterday’s high.
28.2% are above yesterday’s midpoint. (71.8% are below.)
32.8% are below yesterday’s low.
60.1% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
60.1% of stocks with today’s low < yesterday’s low. (39.9% greater than).

EVIDENCE OF INTRADAY TREND (20170413 12:12 pm ET)
41.2% of stocks are above today’s open. (56.8% are below).
29.0% of stocks are above today’s open and yesterday’s close.
52.9% are below both.
3.3% of stocks opened above yesterday’s high.
29.6% of stocks opened above yesterday’s close. (64.2% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170413 12:12 pm ET)
1.8% of stocks are in the top 10% of today’s range.
5.2% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
22.6% are in the bottom 10%.

GAIN (20170413 12:12 pm ET)
35.4% of stocks are above yesterday’s close. (64.6% are below.)
0.4% are up 4.5% or more. 0.9% are down 4.5% or more.
0.5% are up 3.5% or more. 1.2% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY (20170413 12:12 pm ET)
2-day: >=95:3.9%…>=90:6.9%…>=80:10.8%…>=50:29.3%…<=20:41.5%…<=10:22.0%…<=5:10.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:39.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170413 12:12 pm ET)
7.1% above previous 1 highs, 32.8% below previous 1 lows
4.6% above previous 2 highs, 24.8% below previous 2 lows
4.4% above previous 3 highs, 23.1% below previous 3 lows
3.9% above previous 4 highs, 20.7% below previous 4 lows
3.8% above previous 5 highs, 17.9% below previous 5 lows
3.0% above previous 6 highs, 17.0% below previous 6 lows
2.9% above previous 7 highs, 14.7% below previous 7 lows
2.6% above previous 8 highs, 13.6% below previous 8 lows
2.3% above previous 9 highs, 13.3% below previous 9 lows
2.2% above previous 10 highs, 13.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170413 12:12 pm ET)
35.4% are above or equal to 4/12 close (1 days ago), 64.6% are below.
20.8% are above or equal to 4/11 close (2 days ago), 79.2% are below.
30.8% are above or equal to 4/10 close (3 days ago), 69.2% are below.
41.1% are above or equal to 4/7 close (4 days ago), 58.9% are below.
38.6% are above or equal to 4/6 close (5 days ago), 61.4% are below.
49.4% are above or equal to 4/5 close (6 days ago), 50.6% are below.
42.1% are above or equal to 4/4 close (7 days ago), 57.9% are below.
39.7% are above or equal to 4/3 close (8 days ago), 60.3% are below.
33.8% are above or equal to 3/31 close (9 days ago), 66.2% are below.
35.9% are above or equal to 3/30 close (10 days ago), 64.1% are below.
38.8% are above or equal to 3/29 close (11 days ago), 61.2% are below.
44.4% are above or equal to 3/28 close (12 days ago), 55.6% are below.
54.4% are above or equal to 3/27 close (13 days ago), 45.6% are below.
53.4% are above or equal to 3/24 close (14 days ago), 46.6% are below.
53.3% are above or equal to 3/23 close (15 days ago), 46.7% are below.
55.6% are above or equal to 3/22 close (16 days ago), 44.4% are below.
57.8% are above or equal to 3/21 close (17 days ago), 42.2% are below.
42.1% are above or equal to 3/20 close (18 days ago), 57.9% are below.
38.0% are above or equal to 3/17 close (19 days ago), 62.0% are below.
40.6% are above or equal to 3/16 close (20 days ago), 59.4% are below.
40.3% are above or equal to 3/15 close (21 days ago), 59.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170413 12:12 pm ET)
20d: 5.7% new highs, 9.7% new lows
21d: 5.7% new highs, 9.7% new lows
42d: 3.6% new highs, 7.8% new lows
63d: 2.9% new highs, 4.7% new lows
126d: 2.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170413 12:12 pm ET)
2-day: 32.8% above, 67.2% below
3-day: 22.4% above, 77.6% below
4-day: 26.6% above, 73.4% below
5-day: 30.8% above, 69.2% below
8-day: 37.6% above, 62.4% below
10-day: 35.9% above, 64.1% below
20-day: 42.3% above, 57.7% below
50-day: 42.2% above, 57.8% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170413 12:12 pm ET)
COHW(33): 0.31% Top=FNSR CIEN ACIA INFN VIAV HPQ ANET TDC ….. ZAYO VZ CCI WDC S ARRS TDS BBRY=Bottom (Computer Hardware/Telecom)
ELEC(44): 0.12% Top=PI AVGO XLNX CAVM IDTI SWKS MCHP CRUS ….. AYI MXL CREE SPWR AMBA FSLR AMD TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): 0.11% Top=TWLO SHOP ZEN WDAY VIPS SYMC RHT WUBA ….. FEYE SPLK TEAM MDSO MSCI ATHM SQ TTD=Bottom (Computer Software/Internet)
DISV(47): 0.05% Top=TAL ZTO V MYGN MAN SBAC YY AMN ….. MMS G BAH ADS LAUR R ACM RRD=Bottom (Diversified Services)
MATE(25): -0.06% Top=SRCL LEN USG TOL DHI KBH PHM RYN ….. MLM PWR FAST SUM JELD FLR EXP MDR=Bottom (Materials & Construction)
REAL(93): -0.11% Top=GEO PEB AGNC NLY UNIT TWO CIM HST ….. CBL ALLY STAG BDN OUT CBG SC RLGY=Bottom (Real Estate)
LEIS(35): -0.21% Top=CMG SEAS SIX YUMC SHAK CCL WYN HLT ….. JACK BYD TXRH GPRO WYNN PK EAT SONC=Bottom (Leisure)
HEAL(40): -0.23% Top=ZBH VWR THC ESRX MD EW MOH CYH ….. ANTM BKD ACHC UHS PRXL OPK DXCM ABT=Bottom (Health)
META(30): -0.41% Top=HL PAAS TAHO CDE AG RGLD SLW SCCO ….. SSRI STLD CMC CENX AGI X FMSA SLCA=Bottom (Metals & Mining)
CHEM(25): -0.43% Top=TROX CF IFF MON AGU PX POT ALB ….. DD ASH CC MOS AXTA RPM WLK PAH=Bottom (Chemicals/Fertilizers)
INSU(28): -0.46% Top=WLTW PGR HIG ALL AON FNF AFL CINF ….. TRV MTG CNO MET L RDN MBI AFSI=Bottom (Insurance)
CONS(50): -0.49% Top=COTY BERY WHR CCK FBHS EL BLL PG ….. PAY SON CRI KS FOSL MAT WWW TPX=Bottom (Consumer)
FINA(86): -0.53% Top=ATH TWNK PNC PYPL TROW CLNS SEIC BEN ….. WAL PB PACW WETF BKU SBNY WFC FRC=Bottom (Banks/Financials)
MANU(34): -0.54% Top=IR DHR PNR ROP ITW BWXT HON AME ….. AGCO KMT FLS ITT CAT TEX MRC ATI=Bottom (Manufacturing)
TRAN(23): -0.57% Top=CSX KSU NSC CP UPS CHRW UNP CNI ….. AAL SWFT LUV SAVE JBLU ALK TRN DAL=Bottom (Transportation)
RETA(61): -0.91% Top=EBAY KR ETSY GME WBA BABA M CPRT ….. BLDR TLRD GNC SHLD ANF BZUN LL PIR=Bottom (Retail & Specialty Retail)
ENER(91): -1.07% Top=CVI MMP PBF BPL APA LPI QEP WPX ….. SPN FRAC RIG BAS SWN GPOR ATW CRC=Bottom (Energy)

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

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