daytrend

04/13/2017

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20170413. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170413 1:54 pm ET)
4.5% of stocks are above yesterday’s high.
17.9% are above yesterday’s midpoint. (82.1% are below.)
53.4% are below yesterday’s low.
42.1% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
69.7% of stocks with today’s low < yesterday’s low. (30.3% greater than).

EVIDENCE OF INTRADAY TREND (20170413 1:54 pm ET)
21.3% of stocks are above today’s open. (76.5% are below).
14.6% of stocks are above today’s open and yesterday’s close.
73.4% 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 1:54 pm ET)
0.9% of stocks are in the top 10% of today’s range.
2.3% are in the top 20%.
15.1% are in the top half. 84.9% of stocks are in the bottom half of today’s range.
58.9% are in the bottom 20%.
37.5% are in the bottom 10%.

GAIN (20170413 1:54 pm ET)
19.2% of stocks are above yesterday’s close. (80.8% are below.)
0.2% are up 4.5% or more. 1.0% are down 4.5% or more.
0.6% are up 3.5% or more. 2.8% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20170413 1:54 pm ET)
2-day: >=95:2.8%…>=90:4.3%…>=80:6.7%…>=50:17.5%…<=20:55.2%…<=10:33.1%…<=5:15.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:33.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170413 1:54 pm ET)
4.5% above previous 1 highs, 53.4% below previous 1 lows
3.4% above previous 2 highs, 42.8% below previous 2 lows
3.2% above previous 3 highs, 39.5% below previous 3 lows
3.0% above previous 4 highs, 35.4% below previous 4 lows
2.9% above previous 5 highs, 30.2% below previous 5 lows
2.7% above previous 6 highs, 28.2% below previous 6 lows
2.6% above previous 7 highs, 25.7% below previous 7 lows
2.2% above previous 8 highs, 24.0% below previous 8 lows
2.2% above previous 9 highs, 23.2% below previous 9 lows
2.1% above previous 10 highs, 22.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170413 1:54 pm ET)
19.2% are above or equal to 4/12 close (1 days ago), 80.8% are below.
14.8% are above or equal to 4/11 close (2 days ago), 85.2% are below.
23.8% are above or equal to 4/10 close (3 days ago), 76.2% are below.
34.1% are above or equal to 4/7 close (4 days ago), 65.9% are below.
32.2% are above or equal to 4/6 close (5 days ago), 67.8% are below.
42.9% are above or equal to 4/5 close (6 days ago), 57.1% are below.
36.6% are above or equal to 4/4 close (7 days ago), 63.4% are below.
34.7% are above or equal to 4/3 close (8 days ago), 65.3% are below.
30.9% are above or equal to 3/31 close (9 days ago), 69.1% are below.
31.5% are above or equal to 3/30 close (10 days ago), 68.5% are below.
34.3% are above or equal to 3/29 close (11 days ago), 65.7% are below.
39.4% are above or equal to 3/28 close (12 days ago), 60.6% are below.
49.6% are above or equal to 3/27 close (13 days ago), 50.4% are below.
49.4% are above or equal to 3/24 close (14 days ago), 50.6% are below.
49.0% are above or equal to 3/23 close (15 days ago), 51.0% are below.
51.5% are above or equal to 3/22 close (16 days ago), 48.5% are below.
53.2% are above or equal to 3/21 close (17 days ago), 46.8% are below.
38.0% are above or equal to 3/20 close (18 days ago), 62.0% are below.
34.5% are above or equal to 3/17 close (19 days ago), 65.5% are below.
37.2% are above or equal to 3/16 close (20 days ago), 62.8% are below.
36.3% are above or equal to 3/15 close (21 days ago), 63.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170413 1:54 pm ET)
20d: 5.8% new highs, 12.5% new lows
21d: 5.8% new highs, 12.5% new lows
42d: 3.6% new highs, 9.9% new lows
63d: 2.9% new highs, 6.3% new lows
126d: 2.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170413 1:54 pm ET)
2-day: 17.5% above, 82.5% below
3-day: 13.6% above, 86.4% below
4-day: 16.7% above, 83.3% below
5-day: 21.8% above, 78.2% below
8-day: 31.0% above, 69.0% below
10-day: 29.9% above, 70.1% below
20-day: 36.9% above, 63.1% below
50-day: 38.3% above, 61.7% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170413 1:54 pm ET)
COHW(33): 0.08% Top=FNSR INFN VIAV HPQ CIEN ACIA TMUS CDW ….. ZAYO QCOM PANW S WDC ARRS TDS BBRY=Bottom (Computer Hardware/Telecom)
DISV(47): -0.25% Top=TAL ZTO RBA MYGN SBAC AMN V MAN ….. MMS BAH R KBR ADS ACM LAUR RRD=Bottom (Diversified Services)
REAL(93): -0.35% Top=PEB GEO AGNC NLY UNIT NRZ TWO CIM ….. PGRE BDN CLI SC OUT CBG ALLY RLGY=Bottom (Real Estate)
COSW(77): -0.37% Top=TWLO SHOP ZEN RHT WUBA SYMC SSNC VEEV ….. FEYE MDSO ATHM MDRX NTNX SPLK SQ TTD=Bottom (Computer Software/Internet)
HEAL(40): -0.38% Top=CYH EW ZBH VWR ESRX IRWD MD ALGN ….. CNC HRC ANTM UHS ACHC BKD OPK ABT=Bottom (Health)
ELEC(44): -0.42% Top=AVGO XLNX PI IDTI MCHP KLAC CAVM OCLR ….. NVDA TRMB FSLR MXL CGNX CREE SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(25): -0.50% Top=SRCL LEN USG DHI TOL KBH WM RSG ….. CAA MLM PWR SUM FAST EXP FLR MDR=Bottom (Materials & Construction)
LEIS(35): -0.56% Top=SIX SEAS CMG YUMC SHAK WYN SBUX MAR ….. WEN JACK TXRH BYD WYNN PK EAT SONC=Bottom (Leisure)
CONS(50): -0.71% Top=COTY WHR HBI EL GPK EPC CCK FBHS ….. PAY SON CRI KS FOSL MAT WWW TPX=Bottom (Consumer)
TRAN(23): -0.77% Top=CSX KSU NSC UPS CP CHRW EXPD UNP ….. XPO SAVE GWR JBLU LUV ALK DAL TRN=Bottom (Transportation)
META(30): -0.81% Top=HL PAAS TAHO CDE AG RGLD ARNC SLW ….. CLF AA CMC CENX AGI X SLCA FMSA=Bottom (Metals & Mining)
INSU(28): -0.92% Top=WLTW PGR HIG AON ALL AFL FNF AJG ….. AIG CNO L MET MTG RDN MBI AFSI=Bottom (Insurance)
MANU(34): -1.02% Top=DHR IR PNR HON BWXT ITW ROP AME ….. DDD CAT CFX ITT KMT TEX MRC ATI=Bottom (Manufacturing)
FINA(86): -1.05% Top=ATH CLNS TWNK PYPL TROW PNC NAVI SEIC ….. PB WAL EWBC BKU WFC FRC PACW WETF=Bottom (Banks/Financials)
CHEM(25): -1.10% Top=MON PX IFF CF ALB AGU POT PPG ….. CC OLN HUN CE MOS PAH RPM WLK=Bottom (Chemicals/Fertilizers)
RETA(61): -1.28% Top=GME KR EBAY RH WBA CASY AAP TGT ….. GNC BLDR TLRD ANF LL SHLD BZUN PIR=Bottom (Retail & Specialty Retail)
ENER(91): -1.76% Top=CVI NS MMP NBL NOV VLO BPL PAGP ….. PTEN SPN BAS SWN NBR 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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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