daytrend

04/17/2017

Filed under: Market Stats — daytrend @ 12:40 pm

Market Stats at 1:39 pm ET
by daytrend on 20170417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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

COMPARED TO YESTERDAY’S RANGE (20170417 1:39 pm ET)
20.5% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
11.1% are below yesterday’s low.
68.4% are inside yesterday’s range.
34.0% of stocks with today’s high > yesterday’s high. (66.0% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20170417 1:39 pm ET)
71.9% of stocks are above today’s open. (26.9% are below).
70.0% of stocks are above today’s open and yesterday’s close.
16.8% 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 1:39 pm ET)
14.5% of stocks are in the top 10% of today’s range.
28.8% are in the top 20%.
68.0% are in the top half. 32.0% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20170417 1:39 pm ET)
81.3% of stocks are above yesterday’s close. (18.7% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 0.9% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20170417 1:39 pm ET)
2-day: >=95:5.1%…>=90:8.0%…>=80:15.9%…>=50:53.5%…<=20:18.3%…<=10:11.2%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:41.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170417 1:39 pm ET)
20.5% above previous 1 highs, 11.1% below previous 1 lows
12.5% above previous 2 highs, 10.0% below previous 2 lows
10.4% above previous 3 highs, 8.4% below previous 3 lows
8.5% above previous 4 highs, 7.4% below previous 4 lows
8.3% above previous 5 highs, 7.0% below previous 5 lows
8.1% above previous 6 highs, 6.4% below previous 6 lows
7.5% above previous 7 highs, 6.4% below previous 7 lows
7.3% above previous 8 highs, 5.5% below previous 8 lows
6.4% above previous 9 highs, 5.2% below previous 9 lows
6.2% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170417 1:39 pm ET)
81.3% are above or equal to 4/13 close (1 days ago), 18.7% are below.
44.2% are above or equal to 4/12 close (2 days ago), 55.8% are below.
28.7% are above or equal to 4/11 close (3 days ago), 71.3% are below.
35.0% are above or equal to 4/10 close (4 days ago), 65.0% are below.
42.5% are above or equal to 4/7 close (5 days ago), 57.5% are below.
39.7% are above or equal to 4/6 close (6 days ago), 60.3% are below.
51.3% are above or equal to 4/5 close (7 days ago), 48.7% are below.
43.3% are above or equal to 4/4 close (8 days ago), 56.7% are below.
40.6% are above or equal to 4/3 close (9 days ago), 59.4% are below.
35.4% are above or equal to 3/31 close (10 days ago), 64.6% are below.
36.8% are above or equal to 3/30 close (11 days ago), 63.2% are below.
39.2% are above or equal to 3/29 close (12 days ago), 60.8% are below.
44.6% are above or equal to 3/28 close (13 days ago), 55.4% are below.
56.3% are above or equal to 3/27 close (14 days ago), 43.7% are below.
54.7% are above or equal to 3/24 close (15 days ago), 45.3% are below.
54.7% are above or equal to 3/23 close (16 days ago), 45.3% are below.
55.9% are above or equal to 3/22 close (17 days ago), 44.1% are below.
57.1% are above or equal to 3/21 close (18 days ago), 42.9% are below.
42.4% are above or equal to 3/20 close (19 days ago), 57.6% are below.
39.7% are above or equal to 3/17 close (20 days ago), 60.3% are below.
41.3% are above or equal to 3/16 close (21 days ago), 58.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170417 1:39 pm ET)
20d: 7.0% new highs, 10.1% new lows
21d: 7.0% new highs, 10.0% 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 1:39 pm ET)
2-day: 80.3% above, 19.7% below
3-day: 61.6% above, 38.4% below
4-day: 44.1% above, 55.9% below
5-day: 40.0% above, 60.0% below
8-day: 41.3% above, 58.7% below
10-day: 40.1% above, 59.9% below
20-day: 45.1% above, 54.9% below
50-day: 41.3% above, 58.7% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170417 1:39 pm ET)
REAL(93): 0.96% Top=CUBE SNH PSA GEO EXR CBL NRZ ACC ….. NYRT GLPI LHO APLE PEB HST RLJ LXP=Bottom (Real Estate)
MATE(25): 0.89% Top=MDR JELD KBH OC CAA WY DAR SRCL ….. TPH RYN LEN VMC MLM FLR FAST SUM=Bottom (Materials & Construction)
COHW(34): 0.76% Top=ZAYO INFN PSTG TDC TDS COMM BCE BBRY ….. QCOM CIEN STX HRS VIAV HPQ WDC PANW=Bottom (Computer Hardware/Telecom)
INSU(28): 0.73% Top=MTG CLGX WLTW FAF XL FNF HIG MET ….. TRV CNO LNC MMC PGR AFL MBI AIG=Bottom (Insurance)
ELEC(44): 0.72% Top=CSIQ NVDA AMD CY SPWR CRUS KEYS LRCX ….. OCLR GRMN FTV FSLR ADI XPER SIMO AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.71% Top=CNI SWFT WAB KSU UAL CHRW AAL CSX ….. JBLU XPO DAL ALK LUV TRN SAVE JBHT=Bottom (Transportation)
FINA(87): 0.70% Top=MTB TD ATH WFC HBAN PNC WDR CLNS ….. HOMB SIVB KKR WETF FRC BOFI TWNK PACW=Bottom (Banks/Financials)
MANU(34): 0.69% Top=CFX DOV KMT AOS FLS CMI ITT PNR ….. ETN EMR HON GE IR SWK RS ATI=Bottom (Manufacturing)
COSW(77): 0.68% Top=SABR FEYE COUP FTNT BITA CSRA VIPS YELP ….. MDSO AKAM CHKP XRX WDAY SNAP MDRX GRUB=Bottom (Computer Software/Internet)
CONS(50): 0.64% Top=SKX ENR GT WWW NKE LULU SON TUP ….. PAY HBI COH WHR FOSL ELF UAA TPX=Bottom (Consumer)
DISV(47): 0.61% Top=ZTO CAR AL WTW CNDT VNTV ADS LAUR ….. RRD MAN G FDC TAL YY MYGN LKSD=Bottom (Diversified Services)
LEIS(35): 0.55% Top=BYD SIX STAY CMG WYNN LVS SEAS QSR ….. HLT MGM YUMC SONC JACK EAT SHAK BLMN=Bottom (Leisure)
RETA(61): 0.39% Top=PIR NFLX ETSY URBN GME FINL AMZN PAG ….. TSCO BLDR KORS GNC JWN M KSS BZUN=Bottom (Retail & Specialty Retail)
CHEM(25): 0.30% Top=ASH AXTA AGU POT APD GRA RPM CE ….. DD PAH MOS OLN HUN CC TROX CF=Bottom (Chemicals/Fertilizers)
ENER(90): -0.01% Top=HLX CVE PE WPX ETE CVI SU EGN ….. PAGP MPLX PAA CPE SN FRAC CRC BAS=Bottom (Energy)
HEAL(40): -0.12% Top=A EW RMD PKI ALGN UNH ABT VWR ….. PRAH BKD DXCM BAX OPK HCA CYH THC=Bottom (Health)
META(29): -0.38% Top=ARNC TECK CENX SLW AA FNV CNX SCCO ….. CDE AG SLCA X 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 1:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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