daytrend

04/17/2017

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:56 am ET
by daytrend on 20170417. 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 (20170417 9:56 am ET)
11.1% of stocks are above yesterday’s high.
39.1% are above yesterday’s midpoint. (60.9% are below.)
11.3% are below yesterday’s low.
77.6% are inside yesterday’s range.
18.6% of stocks with today’s high > yesterday’s high. (81.4% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND (20170417 9:56 am ET)
57.1% of stocks are above today’s open. (40.3% are below).
55.0% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
3.0% of stocks opened above yesterday’s high.
80.5% of stocks opened above yesterday’s close. (13.3% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170417 9:56 am ET)
15.1% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20170417 9:56 am ET)
77.6% of stocks are above yesterday’s close. (22.4% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.5% are down 3.5% or more.
87.2% are between +1% and -1%.

RSI on DAILY (20170417 9:56 am ET)
2-day: >=95:4.0%…>=90:6.4%…>=80:12.0%…>=50:40.8%…<=20:23.5%…<=10:14.4%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:37.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:40.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170417 9:56 am ET)
11.1% above previous 1 highs, 11.3% below previous 1 lows
6.6% above previous 2 highs, 10.2% below previous 2 lows
5.4% above previous 3 highs, 8.8% below previous 3 lows
4.3% above previous 4 highs, 8.0% below previous 4 lows
4.3% above previous 5 highs, 7.4% below previous 5 lows
4.1% above previous 6 highs, 6.8% below previous 6 lows
3.9% above previous 7 highs, 6.7% below previous 7 lows
3.3% above previous 8 highs, 5.8% below previous 8 lows
2.9% above previous 9 highs, 5.8% below previous 9 lows
2.8% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170417 9:56 am ET)
77.6% are above or equal to 4/13 close (1 days ago), 22.4% are below.
34.4% are above or equal to 4/12 close (2 days ago), 65.6% are below.
22.5% are above or equal to 4/11 close (3 days ago), 77.5% are below.
29.8% are above or equal to 4/10 close (4 days ago), 70.2% are below.
37.8% are above or equal to 4/7 close (5 days ago), 62.2% are below.
36.1% are above or equal to 4/6 close (6 days ago), 63.9% are below.
46.8% are above or equal to 4/5 close (7 days ago), 53.2% are below.
40.1% are above or equal to 4/4 close (8 days ago), 59.9% are below.
37.8% are above or equal to 4/3 close (9 days ago), 62.2% are below.
32.5% are above or equal to 3/31 close (10 days ago), 67.5% are below.
33.9% are above or equal to 3/30 close (11 days ago), 66.1% are below.
36.4% are above or equal to 3/29 close (12 days ago), 63.6% are below.
42.6% are above or equal to 3/28 close (13 days ago), 57.4% are below.
53.2% are above or equal to 3/27 close (14 days ago), 46.8% are below.
52.7% are above or equal to 3/24 close (15 days ago), 47.3% are below.
51.9% are above or equal to 3/23 close (16 days ago), 48.1% are below.
53.5% are above or equal to 3/22 close (17 days ago), 46.5% are below.
55.1% are above or equal to 3/21 close (18 days ago), 44.9% are below.
39.7% are above or equal to 3/20 close (19 days ago), 60.3% are below.
37.7% are above or equal to 3/17 close (20 days ago), 62.3% are below.
39.9% are above or equal to 3/16 close (21 days ago), 60.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170417 9:56 am ET)
20d: 3.9% new highs, 8.5% new lows
21d: 3.6% new highs, 8.4% new lows
42d: 2.1% new highs, 7.2% new lows
63d: 1.9% new highs, 5.5% new lows
126d: 1.7% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170417 9:56 am ET)
2-day: 76.2% above, 23.8% below
3-day: 47.0% above, 53.0% below
4-day: 32.8% above, 67.2% below
5-day: 31.8% above, 68.2% below
8-day: 36.3% above, 63.7% below
10-day: 36.4% above, 63.6% below
20-day: 40.3% above, 59.7% below
50-day: 39.3% above, 60.7% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170417 9:56 am ET)
MATE(25): 0.66% Top=KBH MDR OC JELD TPH DHI CAA WY ….. VMC PWR RSG EXP MAS FLR SRCL FAST=Bottom (Materials & Construction)
TRAN(24): 0.66% Top=WAB SWFT JBLU XPO CNI CHRW ODFL UAL ….. JBHT NSC KSU CSX LUV UNP SAVE TRN=Bottom (Transportation)
REAL(93): 0.62% Top=SC CBL UNIT OHI BAM PEI WPG SNH ….. GLPI CBG BXP RLJ LPT NYRT LXP PEB=Bottom (Real Estate)
DISV(47): 0.56% Top=ZTO CAR WTW RRD LAUR CNDT ADS URI ….. SBAC V JEC AMN ACM MYGN YY TAL=Bottom (Diversified Services)
ELEC(44): 0.54% Top=CSIQ NVDA PI MXL CRUS SPWR AMD LRCX ….. ADI FTV XPER SIMO GRMN FSLR AMBA KLAC=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): 0.48% Top=MTG CLGX MBI RDN AGO FAF CINF XL ….. MMC ALL BRO MET PRU AJG AIG PGR=Bottom (Insurance)
COSW(77): 0.41% Top=SABR FTNT FEYE NOW ATHM PFPT TTWO NUAN ….. NTNX NCR TTD MDRX WDAY TRIP GRUB SNAP=Bottom (Computer Software/Internet)
CONS(50): 0.38% Top=SKX KS GPK TUP ENR WWW IP CCK ….. EPC PAY HAS FL KATE COTY UAA TPX=Bottom (Consumer)
COHW(34): 0.36% Top=PSTG TDC INFN BBRY ZAYO TDS VRSN ARRS ….. CDW QCOM NTAP CIEN ANET HPQ VIAV PANW=Bottom (Computer Hardware/Telecom)
CHEM(25): 0.36% Top=ASH AXTA FMC WLK GRA IFF HUN ALB ….. OLN CE PX DD DOW CF TROX MOS=Bottom (Chemicals/Fertilizers)
MANU(34): 0.32% Top=ATI CFX AME CMI CAT MRC ITT DOV ….. DE ITW GE IR RS EMR SWK DDD=Bottom (Manufacturing)
LEIS(35): 0.29% Top=SIX BYD SBUX SHAK STAY QSR DNKN WEN ….. SONC LVS CMG YUMC HGV MLCO EAT BLMN=Bottom (Leisure)
FINA(87): 0.21% Top=MTB WDR ATH TD EFX PSEC BEN IVZ ….. EV SBNY FRC SIVB KKR TWNK BOFI PACW=Bottom (Banks/Financials)
RETA(61): 0.21% Top=PIR NFLX FINL SFM URBN GPS GME BIG ….. BURL TLRD TIF JWN M KSS SHLD BZUN=Bottom (Retail & Specialty Retail)
META(29): -0.04% Top=ARNC CENX AA TECK CMC SCCO NEM SLW ….. AKS X FMSA FCX SLCA CLF AGI SSRI=Bottom (Metals & Mining)
ENER(89): -0.15% Top=CVI HLX OII BAS EGN ETE RICE MUR ….. PDCE DVN SM FRAC GPOR QEP CPE CRC=Bottom (Energy)
HEAL(40): -0.24% Top=A XRAY ALGN RMD ABT PKI TMO PRXL ….. UHS IRWD DXCM BAX OPK HCA THC CYH=Bottom (Health)

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 9:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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