daytrend

04/18/2017

Filed under: Market Stats — daytrend @ 8:43 am

Market Stats at 9:43 am ET
by daytrend on 20170418. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170418 9:43 am ET)
18.9% of stocks are above yesterday’s high.
67.3% are above yesterday’s midpoint. (32.7% are below.)
7.3% are below yesterday’s low.
73.8% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
20.5% of stocks with today’s low < yesterday’s low. (79.5% greater than).

EVIDENCE OF INTRADAY TREND (20170418 9:43 am ET)
71.3% of stocks are above today’s open. (25.2% are below).
30.2% of stocks are above today’s open and yesterday’s close.
23.9% are below both.
5.0% of stocks opened above yesterday’s high.
10.0% of stocks opened above yesterday’s close. (86.3% opened below yesterday’s close).
8.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170418 9:43 am ET)
26.8% of stocks are in the top 10% of today’s range.
44.1% are in the top 20%.
74.6% are in the top half. 25.4% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20170418 9:43 am ET)
33.4% of stocks are above yesterday’s close. (66.6% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.5% are up 3.5% or more. 0.2% are down 3.5% or more.
88.0% are between +1% and -1%.

RSI on DAILY (20170418 9:43 am ET)
2-day: >=95:3.9%…>=90:7.3%…>=80:16.8%…>=50:54.0%…<=20:14.9%…<=10:8.9%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:43.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:44.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170418 9:43 am ET)
18.9% above previous 1 highs, 7.3% below previous 1 lows
14.8% above previous 2 highs, 5.6% below previous 2 lows
10.2% above previous 3 highs, 4.9% below previous 3 lows
9.3% above previous 4 highs, 4.5% below previous 4 lows
8.3% above previous 5 highs, 4.0% below previous 5 lows
7.8% above previous 6 highs, 3.8% below previous 6 lows
7.7% above previous 7 highs, 3.5% below previous 7 lows
6.3% above previous 8 highs, 3.3% below previous 8 lows
6.2% above previous 9 highs, 3.0% below previous 9 lows
5.9% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170418 9:43 am ET)
33.4% are above or equal to 4/17 close (1 days ago), 66.6% are below.
80.1% are above or equal to 4/13 close (2 days ago), 19.9% are below.
53.5% are above or equal to 4/12 close (3 days ago), 46.5% are below.
35.2% are above or equal to 4/11 close (4 days ago), 64.8% are below.
39.9% are above or equal to 4/10 close (5 days ago), 60.1% are below.
44.8% are above or equal to 4/7 close (6 days ago), 55.2% are below.
44.1% are above or equal to 4/6 close (7 days ago), 55.9% are below.
54.3% are above or equal to 4/5 close (8 days ago), 45.7% are below.
46.1% are above or equal to 4/4 close (9 days ago), 53.9% are below.
42.7% are above or equal to 4/3 close (10 days ago), 57.3% are below.
37.8% are above or equal to 3/31 close (11 days ago), 62.2% are below.
39.8% are above or equal to 3/30 close (12 days ago), 60.2% are below.
41.5% are above or equal to 3/29 close (13 days ago), 58.5% are below.
47.6% are above or equal to 3/28 close (14 days ago), 52.4% are below.
58.7% are above or equal to 3/27 close (15 days ago), 41.3% are below.
56.6% are above or equal to 3/24 close (16 days ago), 43.4% are below.
56.7% are above or equal to 3/23 close (17 days ago), 43.3% are below.
58.3% are above or equal to 3/22 close (18 days ago), 41.7% are below.
59.0% are above or equal to 3/21 close (19 days ago), 41.0% are below.
42.9% are above or equal to 3/20 close (20 days ago), 57.1% are below.
40.4% are above or equal to 3/17 close (21 days ago), 59.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170418 9:43 am ET)
20d: 8.3% new highs, 4.6% new lows
21d: 8.0% new highs, 4.6% new lows
42d: 5.0% new highs, 3.4% new lows
63d: 4.5% new highs, 2.4% new lows
126d: 3.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170418 9:43 am ET)
2-day: 31.6% above, 68.4% below
3-day: 70.0% above, 30.0% below
4-day: 63.2% above, 36.8% below
5-day: 50.9% above, 49.1% below
8-day: 45.0% above, 55.0% below
10-day: 45.5% above, 54.5% below
20-day: 46.7% above, 53.3% below
50-day: 43.2% above, 56.8% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170418 9:43 am ET)
RETA(61): 0.14% Top=GNC LL SHLD BBY AMZN ORLY WMT BIG ….. FINL CVS TLRD KMX ANF AEO KORS NFLX=Bottom (Retail & Specialty Retail)
REAL(93): 0.09% Top=CBL GEO AMH DFT CONE PLD EDR HST ….. SPG VER WRI PEI GGP SC BAM UNIT=Bottom (Real Estate)
TRAN(24): -0.01% Top=SAVE LUV DAL ALK AAL JBLU WAB FDX ….. JBHT ODFL UAL GWR CNI XPO TRN SWFT=Bottom (Transportation)
COSW(77): -0.09% Top=MTCH IAC DATA PTC NOW SYMC CHKP TTWO ….. VEEV WDAY VIPS MDRX DNB COUP TRIP TWLO=Bottom (Computer Software/Internet)
COHW(34): -0.11% Top=S ANET VIAV HPQ TMUS ARRS T PSTG ….. CTL STX ACIA TDC BBRY QCOM BCE INFN=Bottom (Computer Hardware/Telecom)
FINA(87): -0.12% Top=SNV NAVI SCHW CMA BAC FHN SIVB BOFI ….. TD WAL LAZ AMP VOYA TWNK RF GS=Bottom (Banks/Financials)
LEIS(35): -0.15% Top=MCD PK YUMC MGM CCL SEAS WYN SBUX ….. H STAY LVS SHAK CMG HGV GPRO MLCO=Bottom (Leisure)
DISV(47): -0.16% Top=TAL WTW ILG CXW MMS BAH ADS MA ….. KBR ACM URI RRD CAR MYGN LKSD ZTO=Bottom (Diversified Services)
CONS(50): -0.18% Top=IP KS PKG WRK GPK CHD PG ENR ….. UAA EPC NWL GT WHR FOSL SKX KATE=Bottom (Consumer)
ELEC(44): -0.18% Top=PI OCLR AMD GLW CGNX AYI GRMN APH ….. CSIQ NVDA FSLR CRUS CAVM AMBA SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -0.19% Top=FMC PX WLK ALB ASH OLN TROX DD ….. PPG AXTA AGU POT PAH CE MOS CF=Bottom (Chemicals/Fertilizers)
MANU(34): -0.23% Top=DDD ITW GE ETN EMR HON DOV TTC ….. ROK ATI RS SNA CMI FLS CFX MRC=Bottom (Manufacturing)
MATE(25): -0.26% Top=RYN RSG KBH WM MDR WY PWR DAR ….. USG MAS VMC SRCL SUM FLR JELD FAST=Bottom (Materials & Construction)
INSU(28): -0.29% Top=BRO AFL AJG MMC CLGX AIG FAF AON ….. HIG CNO LNC TRV ALL MET CINF PGR=Bottom (Insurance)
HEAL(38): -0.37% Top=UNH IRWD ANTM VWR AET SYK ALGN VAR ….. XRAY MD BKD EW ESRX OPK CYH THC=Bottom (Health)
ENER(89): -0.76% Top=CVI WLL REN MDU INT HFC NS EPD ….. GPOR SM ATW RRC DO MRO CRC SN=Bottom (Energy)
META(29): -0.93% Top=SLCA FMSA AKS CMC CLF X AA RGLD ….. CENX AG AEM CCJ FCX CNX ARNC TECK=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 9:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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