daytrend

04/17/2017

Filed under: Market Stats — daytrend @ 11:09 am

Market Stats at 12:08 pm ET
by daytrend on 20170417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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 (20170417 12:08 pm ET)
19.0% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
11.9% are below yesterday’s low.
69.1% are inside yesterday’s range.
31.8% of stocks with today’s high > yesterday’s high. (68.2% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20170417 12:08 pm ET)
67.9% of stocks are above today’s open. (30.4% are below).
66.3% of stocks are above today’s open and yesterday’s close.
19.4% are below both.
3.0% of stocks opened above yesterday’s high.
80.4% of stocks opened above yesterday’s close. (13.2% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170417 12:08 pm ET)
9.8% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
64.5% are in the top half. 35.5% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170417 12:08 pm ET)
78.6% of stocks are above yesterday’s close. (21.4% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
70.7% are between +1% and -1%.

RSI on DAILY (20170417 12:08 pm ET)
2-day: >=95:5.1%…>=90:8.0%…>=80:15.3%…>=50:49.9%…<=20:21.5%…<=10:12.6%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:41.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:41.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170417 12:08 pm ET)
19.0% above previous 1 highs, 11.9% below previous 1 lows
11.8% above previous 2 highs, 11.1% below previous 2 lows
9.6% above previous 3 highs, 9.0% below previous 3 lows
8.3% above previous 4 highs, 8.1% below previous 4 lows
8.0% above previous 5 highs, 7.3% below previous 5 lows
7.9% above previous 6 highs, 6.9% below previous 6 lows
7.4% above previous 7 highs, 6.7% below previous 7 lows
7.0% above previous 8 highs, 6.1% below previous 8 lows
6.4% above previous 9 highs, 5.8% below previous 9 lows
6.2% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170417 12:08 pm ET)
78.6% are above or equal to 4/13 close (1 days ago), 21.4% are below.
42.3% are above or equal to 4/12 close (2 days ago), 57.7% are below.
27.5% are above or equal to 4/11 close (3 days ago), 72.5% are below.
33.7% are above or equal to 4/10 close (4 days ago), 66.3% are below.
40.8% are above or equal to 4/7 close (5 days ago), 59.2% are below.
38.9% are above or equal to 4/6 close (6 days ago), 61.1% are below.
50.2% are above or equal to 4/5 close (7 days ago), 49.8% are below.
42.2% are above or equal to 4/4 close (8 days ago), 57.8% are below.
40.5% are above or equal to 4/3 close (9 days ago), 59.5% are below.
35.0% are above or equal to 3/31 close (10 days ago), 65.0% are below.
35.7% are above or equal to 3/30 close (11 days ago), 64.3% are below.
38.4% are above or equal to 3/29 close (12 days ago), 61.6% are below.
44.2% are above or equal to 3/28 close (13 days ago), 55.8% are below.
55.9% are above or equal to 3/27 close (14 days ago), 44.1% are below.
54.4% are above or equal to 3/24 close (15 days ago), 45.6% are below.
55.2% are above or equal to 3/23 close (16 days ago), 44.8% are below.
54.7% are above or equal to 3/22 close (17 days ago), 45.3% are below.
56.7% are above or equal to 3/21 close (18 days ago), 43.3% are below.
41.4% are above or equal to 3/20 close (19 days ago), 58.6% are below.
39.2% are above or equal to 3/17 close (20 days ago), 60.8% are below.
41.1% are above or equal to 3/16 close (21 days ago), 58.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170417 12:08 pm ET)
20d: 6.9% new highs, 10.0% new lows
21d: 6.9% new highs, 9.8% new lows
42d: 3.8% new highs, 8.0% new lows
63d: 3.5% new highs, 5.8% new lows
126d: 2.8% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170417 12:08 pm ET)
2-day: 77.4% above, 22.6% below
3-day: 57.7% above, 42.3% below
4-day: 41.2% above, 58.8% below
5-day: 38.2% above, 61.8% below
8-day: 40.9% above, 59.1% below
10-day: 39.9% above, 60.1% below
20-day: 44.3% above, 55.7% below
50-day: 41.6% above, 58.4% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170417 12:08 pm ET)
REAL(93): 0.92% Top=UNIT CBL CUBE EXR SNH PSA SC GEO ….. GLPI RLJ PEB HST LHO ALLY NYRT LXP=Bottom (Real Estate)
TRAN(24): 0.89% Top=SWFT CNI WAB CHRW ODFL UAL CSX NSC ….. UPS UNP ALK JBHT LUV DAL TRN SAVE=Bottom (Transportation)
ELEC(44): 0.86% Top=CSIQ NVDA AMD SPWR CY CRUS AVGO KEYS ….. FTV MSCC GRMN KLAC ADI OCLR AMBA SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): 0.74% Top=AOS ITT CFX KMT DOV CMI MRC PNR ….. EMR HON SWK ETN GE RS IR ATI=Bottom (Manufacturing)
MATE(25): 0.73% Top=MDR DAR OC WY USG KBH JELD DHI ….. TPH RYN VMC PHM SRCL FAST FLR SUM=Bottom (Materials & Construction)
COSW(77): 0.72% Top=SABR FEYE FTNT BITA VIPS CSRA TTWO NUAN ….. CHKP TRIP MDSO XRX WDAY SNAP MDRX GRUB=Bottom (Computer Software/Internet)
COHW(34): 0.69% Top=PSTG ZAYO INFN TDC COMM FNSR TDS VRSN ….. AAPL QCOM HRS VIAV STX WDC HPQ PANW=Bottom (Computer Hardware/Telecom)
INSU(28): 0.67% Top=CLGX WLTW FAF XL MTG FNF L CINF ….. MMC RDN ORI AFSI AFL PGR AIG MBI=Bottom (Insurance)
DISV(47): 0.56% Top=ZTO CAR WTW LAUR CNDT AL R VNTV ….. PAYX FDC G RRD TAL YY MYGN LKSD=Bottom (Diversified Services)
CONS(50): 0.47% Top=SKX ENR GT TUP SON WRK IP WWW ….. HAS FL KATE COH ELF UAA FOSL TPX=Bottom (Consumer)
FINA(87): 0.46% Top=MTB WDR ATH TD WFC CLNS CFR EFX ….. SBNY KKR SIVB FRC WETF BOFI TWNK PACW=Bottom (Banks/Financials)
LEIS(35): 0.37% Top=BYD SIX CMG STAY SEAS QSR WYNN GPRO ….. YUMC MGM HGV JACK SONC SHAK EAT BLMN=Bottom (Leisure)
CHEM(25): 0.33% Top=ASH AXTA APD AGU GRA IFF POT PPG ….. OLN FMC DD MOS CC HUN TROX CF=Bottom (Chemicals/Fertilizers)
RETA(61): 0.06% Top=PIR NFLX ETSY GME SFM PAG URBN AMZN ….. TLRD KORS ANF JWN M KSS GNC BZUN=Bottom (Retail & Specialty Retail)
ENER(90): -0.12% Top=HLX PE SU ETE EGN CVE CVI NBL ….. NS SXL ETP SN CPE FRAC CRC BAS=Bottom (Energy)
HEAL(40): -0.13% Top=A VWR PKI RMD ALGN ABT HRC ANTM ….. ACHC IRWD BKD BAX OPK HCA CYH THC=Bottom (Health)
META(29): -0.19% Top=ARNC TECK CENX SLW AA FNV SCCO AEM ….. TAHO AG X SLCA AGI CLF SSRI FMSA=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 12:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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