daytrend

04/18/2017

Filed under: Market Stats — daytrend @ 9:21 am

Market Stats at 10:20 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 10:20 am ET)
17.4% of stocks are above yesterday’s high.
61.0% are above yesterday’s midpoint. (39.0% are below.)
8.8% are below yesterday’s low.
73.8% are inside yesterday’s range.
50.5% of stocks with today’s high > yesterday’s high. (49.5% less than).
24.4% of stocks with today’s low < yesterday’s low. (75.6% greater than).

EVIDENCE OF INTRADAY TREND (20170418 10:20 am ET)
56.7% of stocks are above today’s open. (40.7% are below).
26.6% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
5.0% of stocks opened above yesterday’s high.
10.0% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
8.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170418 10:20 am ET)
2.1% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
42.9% are in the top half. 57.1% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20170418 10:20 am ET)
29.9% of stocks are above yesterday’s close. (70.1% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 0.7% are down 3.5% or more.
81.7% are between +1% and -1%.

RSI on DAILY (20170418 10:20 am ET)
2-day: >=95:4.4%…>=90:7.7%…>=80:15.1%…>=50:45.0%…<=20:13.9%…<=10:7.2%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:43.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:44.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170418 10:20 am ET)
17.4% above previous 1 highs, 8.8% below previous 1 lows
12.6% above previous 2 highs, 6.5% below previous 2 lows
9.5% above previous 3 highs, 5.1% below previous 3 lows
9.1% above previous 4 highs, 4.6% below previous 4 lows
8.4% above previous 5 highs, 4.1% below previous 5 lows
8.3% above previous 6 highs, 3.8% below previous 6 lows
8.2% above previous 7 highs, 3.3% below previous 7 lows
7.1% above previous 8 highs, 2.9% below previous 8 lows
7.0% above previous 9 highs, 2.9% below previous 9 lows
6.5% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170418 10:20 am ET)
29.9% are above or equal to 4/17 close (1 days ago), 70.1% are below.
78.4% are above or equal to 4/13 close (2 days ago), 21.6% are below.
47.9% are above or equal to 4/12 close (3 days ago), 52.1% are below.
32.4% are above or equal to 4/11 close (4 days ago), 67.6% are below.
36.8% are above or equal to 4/10 close (5 days ago), 63.2% are below.
43.4% are above or equal to 4/7 close (6 days ago), 56.6% are below.
42.0% are above or equal to 4/6 close (7 days ago), 58.0% are below.
53.4% are above or equal to 4/5 close (8 days ago), 46.6% are below.
44.6% are above or equal to 4/4 close (9 days ago), 55.4% are below.
42.8% are above or equal to 4/3 close (10 days ago), 57.2% are below.
36.8% are above or equal to 3/31 close (11 days ago), 63.2% are below.
39.5% are above or equal to 3/30 close (12 days ago), 60.5% are below.
41.2% are above or equal to 3/29 close (13 days ago), 58.8% are below.
47.2% are above or equal to 3/28 close (14 days ago), 52.8% are below.
57.1% are above or equal to 3/27 close (15 days ago), 42.9% are below.
56.1% are above or equal to 3/24 close (16 days ago), 43.9% are below.
55.1% are above or equal to 3/23 close (17 days ago), 44.9% are below.
57.1% are above or equal to 3/22 close (18 days ago), 42.9% are below.
58.4% are above or equal to 3/21 close (19 days ago), 41.6% are below.
44.4% are above or equal to 3/20 close (20 days ago), 55.6% are below.
40.2% are above or equal to 3/17 close (21 days ago), 59.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170418 10:20 am ET)
20d: 11.0% new highs, 5.9% new lows
21d: 10.7% new highs, 5.9% new lows
42d: 6.7% new highs, 4.4% new lows
63d: 6.0% new highs, 2.9% new lows
126d: 4.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170418 10:20 am ET)
2-day: 27.8% above, 72.2% below
3-day: 62.0% above, 38.0% below
4-day: 53.4% above, 46.6% below
5-day: 44.1% above, 55.9% below
8-day: 41.0% above, 59.0% below
10-day: 43.3% above, 56.7% below
20-day: 46.0% above, 54.0% below
50-day: 43.9% above, 56.1% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170418 10:20 am ET)
RETA(61): 0.09% Top=GNC LL BZUN WFM BBY ORLY SHLD TSCO ….. CVS FINL KMX KORS EBAY TLRD AEO NFLX=Bottom (Retail & Specialty Retail)
REAL(93): 0.09% Top=CBL SKT STAG HCP DLR CONE KRG AMH ….. ALLY ARI CIM EQC SC CBG BAM UNIT=Bottom (Real Estate)
ENER(89): -0.11% Top=WLL REN CVI SN BAS NFX PTEN NS ….. DK NOV HES NBL ATW LPI CRC FRAC=Bottom (Energy)
COSW(77): -0.12% Top=SNAP DATA SPLK NOW MANH CDNS ATVI PTC ….. ATHM NTES GRUB VEEV MDRX TTD VIPS WUBA=Bottom (Computer Software/Internet)
CHEM(25): -0.14% Top=CC IFF FMC GRA OLN TROX ALB PX ….. MON DD PAH POT AGU MOS CF CE=Bottom (Chemicals/Fertilizers)
CONS(50): -0.21% Top=KS IP GPK PKG WRK COTY CHD EL ….. LULU UAA COH WWW GT FOSL SKX KATE=Bottom (Consumer)
MANU(34): -0.27% Top=DDD ITW GE EMR AME ATI CFX ETN ….. FLS ITT IR TEX MWA CMI MRC SNA=Bottom (Manufacturing)
LEIS(35): -0.30% Top=MCD BLMN MGM EAT DPZ PK DNKN SBUX ….. MLCO SONC HLT CMG MAR GPRO RCL SHAK=Bottom (Leisure)
ELEC(44): -0.33% Top=PI IDTI SPWR TRMB APH AYI CY SWKS ….. CREE CSIQ HIMX CAVM FSLR AMBA NVDA SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(34): -0.35% Top=S TDS T HPQ TMUS CSCO CCI VRSN ….. CTL ZAYO WDC ARRS FNSR CIEN INFN ACIA=Bottom (Computer Hardware/Telecom)
DISV(47): -0.41% Top=ILG WTW MAN RHI FDC VRSK MA G ….. MYGN JEC CAR TAL ACM YY URI ZTO=Bottom (Diversified Services)
META(29): -0.43% Top=CLF AA AKS SLCA X FMSA CENX STLD ….. CNX TAHO SSRI FCX AG CCJ TECK ARNC=Bottom (Metals & Mining)
TRAN(24): -0.45% Top=SAVE WAB DAL JBHT KSU ALK EXPD CHRW ….. JBLU CNI LUV UPS GWR XPO SWFT UAL=Bottom (Transportation)
INSU(28): -0.62% Top=BRO CLGX AFL FNF MMC AON AJG FAF ….. MTG HIG LNC MBI MET ALL CINF PGR=Bottom (Insurance)
MATE(25): -0.63% Top=RYN RSG WM JELD SRCL DAR VMC EXP ….. LEN CAA FLR MAS TPH PHM KBH FAST=Bottom (Materials & Construction)
HEAL(38): -0.72% Top=UNH IRWD ANTM BAX VWR XRAY SYK ACHC ….. PRXL ESRX EW UHS DXCM CYH OPK THC=Bottom (Health)
FINA(87): -0.83% Top=SNV BX CMA BEN CBOE EFX LM TROW ….. RJF EWBC SCHW WAL SLM PACW RF GS=Bottom (Banks/Financials)

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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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