daytrend

04/18/2017

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 11:40 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 11:40 am ET)
19.6% of stocks are above yesterday’s high.
55.6% are above yesterday’s midpoint. (44.4% are below.)
15.4% are below yesterday’s low.
65.0% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
30.5% of stocks with today’s low < yesterday’s low. (69.5% greater than).

EVIDENCE OF INTRADAY TREND (20170418 11:40 am ET)
51.1% of stocks are above today’s open. (47.1% are below).
29.3% of stocks are above today’s open and yesterday’s close.
46.2% 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 11:40 am ET)
3.9% of stocks are in the top 10% of today’s range.
10.6% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
34.3% are in the bottom 20%.
23.5% are in the bottom 10%.

GAIN (20170418 11:40 am ET)
30.9% of stocks are above yesterday’s close. (69.1% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.2% are up 3.5% or more. 1.0% are down 3.5% or more.
72.6% are between +1% and -1%.

RSI on DAILY (20170418 11:40 am ET)
2-day: >=95:4.0%…>=90:8.4%…>=80:17.0%…>=50:44.3%…<=20:18.4%…<=10:9.9%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:40.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:42.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170418 11:40 am ET)
19.6% above previous 1 highs, 15.4% below previous 1 lows
15.2% above previous 2 highs, 12.1% below previous 2 lows
11.2% above previous 3 highs, 11.2% below previous 3 lows
10.6% above previous 4 highs, 10.5% below previous 4 lows
9.9% above previous 5 highs, 9.9% below previous 5 lows
9.8% above previous 6 highs, 9.0% below previous 6 lows
9.4% above previous 7 highs, 8.0% below previous 7 lows
8.5% above previous 8 highs, 7.7% below previous 8 lows
7.9% above previous 9 highs, 7.0% below previous 9 lows
7.2% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170418 11:40 am ET)
30.9% are above or equal to 4/17 close (1 days ago), 69.1% are below.
71.1% are above or equal to 4/13 close (2 days ago), 28.9% are below.
47.1% are above or equal to 4/12 close (3 days ago), 52.9% are below.
33.2% are above or equal to 4/11 close (4 days ago), 66.8% are below.
36.6% are above or equal to 4/10 close (5 days ago), 63.4% are below.
42.2% are above or equal to 4/7 close (6 days ago), 57.8% are below.
42.2% are above or equal to 4/6 close (7 days ago), 57.8% are below.
50.5% are above or equal to 4/5 close (8 days ago), 49.5% are below.
43.0% are above or equal to 4/4 close (9 days ago), 57.0% are below.
42.0% are above or equal to 4/3 close (10 days ago), 58.0% are below.
35.4% are above or equal to 3/31 close (11 days ago), 64.6% are below.
37.7% are above or equal to 3/30 close (12 days ago), 62.3% are below.
40.4% are above or equal to 3/29 close (13 days ago), 59.6% are below.
45.5% are above or equal to 3/28 close (14 days ago), 54.5% are below.
56.5% are above or equal to 3/27 close (15 days ago), 43.5% are below.
55.6% are above or equal to 3/24 close (16 days ago), 44.4% are below.
54.9% are above or equal to 3/23 close (17 days ago), 45.1% are below.
55.1% are above or equal to 3/22 close (18 days ago), 44.9% are below.
57.4% are above or equal to 3/21 close (19 days ago), 42.6% are below.
41.8% are above or equal to 3/20 close (20 days ago), 58.2% are below.
39.0% are above or equal to 3/17 close (21 days ago), 61.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170418 11:40 am ET)
20d: 11.6% new highs, 7.0% new lows
21d: 11.2% new highs, 7.0% new lows
42d: 7.1% new highs, 5.1% new lows
63d: 6.3% new highs, 3.5% new lows
126d: 5.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170418 11:40 am ET)
2-day: 30.1% above, 69.9% below
3-day: 56.1% above, 43.9% below
4-day: 50.9% above, 49.1% below
5-day: 43.3% above, 56.7% below
8-day: 40.7% above, 59.3% below
10-day: 42.6% above, 57.4% below
20-day: 44.6% above, 55.4% below
50-day: 42.4% above, 57.6% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170418 11:40 am ET)
RETA(61): 0.26% Top=GNC LL AN DSW BZUN WFM ORLY DLTR ….. SFM BID KMX KORS EBAY SIG AEO NFLX=Bottom (Retail & Specialty Retail)
REAL(93): 0.10% Top=CBL HCP VTR KRG WRI DDR HCN SKT ….. DEI CIM SLG BAM EQC SC ALLY UNIT=Bottom (Real Estate)
COSW(77): 0.02% Top=SNAP DATA CDNS ATHM MANH SPLK PTC ZEN ….. VIPS SQ GRUB VEEV NTES MDRX TTD WUBA=Bottom (Computer Software/Internet)
CONS(50): -0.16% Top=KS IP COTY PKG TPX GPK CL CHD ….. PAY GT HBI FOSL WWW ELF SKX KATE=Bottom (Consumer)
ELEC(44): -0.18% Top=PI GLW SPWR SNPS OCLR IDTI ADI INTC ….. KEYS TER AMAT LRCX AMBA FSLR SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): -0.19% Top=ILG FDC MAN RHI BAH HRB RRD VRSK ….. SERV CTAS CXW CAR MYGN TAL URI ZTO=Bottom (Diversified Services)
LEIS(35): -0.31% Top=DPZ EAT BLMN DNKN MCD PK MGM SBUX ….. SONC TXRH STAY GPRO RCL HLT HGV MAR=Bottom (Leisure)
COHW(34): -0.36% Top=S CCI CDW VIAV JNPR CIEN VZ CSCO ….. CTL BBRY ZAYO STX WDC BCE ACIA INFN=Bottom (Computer Hardware/Telecom)
MATE(25): -0.40% Top=JELD TOL SRCL DHI RSG USG OC WM ….. WY DAR MAS VMC EXP MLM SUM FAST=Bottom (Materials & Construction)
MANU(34): -0.44% Top=DDD ITW CFX GE KMT EMR PH AME ….. XYL FLS ROK IR CMI TEX SNA MRC=Bottom (Manufacturing)
CHEM(25): -0.48% Top=IFF TROX FMC ALB EMN PX AXTA MON ….. PAH POT PPG AGU WLK MOS CF CE=Bottom (Chemicals/Fertilizers)
TRAN(24): -0.59% Top=SAVE WAB XPO JBHT UNP KSU EXPD NSC ….. CNI CSX LUV UPS JBLU AAL SWFT UAL=Bottom (Transportation)
INSU(28): -0.67% Top=CLGX BRO AFL FNF MTG RDN MMC FAF ….. ORI UNM LNC ALL HIG MET CINF PGR=Bottom (Insurance)
HEAL(38): -0.96% Top=UNH BAX ALGN HLS XRAY ABT ANTM SYK ….. ESRX A MD IART DXCM EW THC OPK=Bottom (Health)
FINA(87): -1.04% Top=SNV TWNK BX NAVI BEN CBOE ICE LM ….. PNC EWBC WAL APO SCHW PACW GS RF=Bottom (Banks/Financials)
META(29): -1.07% Top=SLCA CLF AKS RGLD FNV AA TAHO NUE ….. CENX SCCO AG AGI CCJ FCX TECK ARNC=Bottom (Metals & Mining)
ENER(89): -1.10% Top=BAS CVI WPZ NS EPD INT MPLX WMB ….. DO WPX CPE ATW OAS NBL LPI CRC=Bottom (Energy)

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 11:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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