daytrend

04/18/2017

Filed under: Market Stats — daytrend @ 2:12 pm

Market Stats at 3:12 pm 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 3:12 pm ET)
25.7% of stocks are above yesterday’s high.
61.3% are above yesterday’s midpoint. (38.7% are below.)
14.8% are below yesterday’s low.
59.5% are inside yesterday’s range.
60.2% of stocks with today’s high > yesterday’s high. (39.8% less than).
38.2% of stocks with today’s low < yesterday’s low. (61.8% greater than).

EVIDENCE OF INTRADAY TREND (20170418 3:12 pm ET)
58.5% of stocks are above today’s open. (40.2% are below).
35.7% of stocks are above today’s open and yesterday’s close.
39.1% 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 3:12 pm ET)
6.8% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20170418 3:12 pm ET)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.6% are up 3.5% or more. 1.1% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20170418 3:12 pm ET)
2-day: >=95:5.2%…>=90:9.8%…>=80:21.0%…>=50:49.3%…<=20:17.4%…<=10:10.6%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:45.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170418 3:12 pm ET)
25.7% above previous 1 highs, 14.8% below previous 1 lows
20.2% above previous 2 highs, 11.2% below previous 2 lows
14.4% above previous 3 highs, 10.5% below previous 3 lows
13.3% above previous 4 highs, 9.6% below previous 4 lows
11.8% above previous 5 highs, 9.0% below previous 5 lows
11.6% above previous 6 highs, 8.0% below previous 6 lows
11.2% above previous 7 highs, 7.4% below previous 7 lows
9.8% above previous 8 highs, 7.0% below previous 8 lows
9.3% above previous 9 highs, 6.5% below previous 9 lows
8.3% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170418 3:12 pm ET)
37.8% are above or equal to 4/17 close (1 days ago), 62.2% are below.
74.8% are above or equal to 4/13 close (2 days ago), 25.2% are below.
52.0% are above or equal to 4/12 close (3 days ago), 48.0% are below.
35.5% are above or equal to 4/11 close (4 days ago), 64.5% are below.
39.3% are above or equal to 4/10 close (5 days ago), 60.7% are below.
45.1% are above or equal to 4/7 close (6 days ago), 54.9% are below.
42.7% are above or equal to 4/6 close (7 days ago), 57.3% are below.
54.0% are above or equal to 4/5 close (8 days ago), 46.0% are below.
45.2% are above or equal to 4/4 close (9 days ago), 54.8% are below.
43.7% are above or equal to 4/3 close (10 days ago), 56.3% are below.
37.6% are above or equal to 3/31 close (11 days ago), 62.4% are below.
39.6% are above or equal to 3/30 close (12 days ago), 60.4% are below.
42.6% are above or equal to 3/29 close (13 days ago), 57.4% are below.
47.1% are above or equal to 3/28 close (14 days ago), 52.9% are below.
58.7% are above or equal to 3/27 close (15 days ago), 41.3% are below.
57.0% are above or equal to 3/24 close (16 days ago), 43.0% are below.
55.4% are above or equal to 3/23 close (17 days ago), 44.6% are below.
57.3% are above or equal to 3/22 close (18 days ago), 42.7% are below.
58.2% are above or equal to 3/21 close (19 days ago), 41.8% are below.
42.8% are above or equal to 3/20 close (20 days ago), 57.2% are below.
40.0% are above or equal to 3/17 close (21 days ago), 60.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170418 3:12 pm ET)
20d: 12.7% new highs, 9.6% new lows
21d: 12.4% new highs, 9.5% new lows
42d: 8.0% new highs, 7.6% new lows
63d: 7.2% new highs, 5.2% new lows
126d: 6.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170418 3:12 pm ET)
2-day: 36.7% above, 63.3% below
3-day: 62.6% above, 37.4% below
4-day: 57.0% above, 43.0% below
5-day: 48.5% above, 51.5% below
8-day: 43.5% above, 56.5% below
10-day: 45.0% above, 55.0% below
20-day: 48.0% above, 52.0% below
50-day: 43.0% above, 57.0% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170418 3:12 pm ET)
RETA(61): 0.28% Top=GNC LL SHLD AN DSW BZUN ANF BIG ….. SFM GES EBAY KORS TLRD SIG AEO NFLX=Bottom (Retail & Specialty Retail)
ELEC(44): 0.16% Top=PI OCLR SPWR IDTI GLW MCHP ADI TXN ….. TER KEYS FTV AMBA KLAC SIMO FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(93): 0.11% Top=CBL KRG VTR SKT HCN HCP SNH STOR ….. DRE OFC BAM ALLY BXP SLG PLD UNIT=Bottom (Real Estate)
COSW(77): 0.10% Top=ATHM DATA SNAP CDNS SPLK MANH SSNC PTC ….. CERN NTES VEEV SINA NTNX MDRX WUBA TTD=Bottom (Computer Software/Internet)
DISV(47): 0.05% Top=ILG RRD FDC ACM VRSK HRB VNTV AL ….. YY LAUR WTW CXW CNDT TAL URI ZTO=Bottom (Diversified Services)
LEIS(35): -0.05% Top=MGM BYD DNKN DPZ EAT BLMN WYNN LVS ….. YUMC SEAS RCL SONC HLT JACK HGV TXRH=Bottom (Leisure)
MATE(25): -0.11% Top=MDR TPH JELD TOL CAA DAR PHM DHI ….. RYN EXP WY MAS MLM VMC SUM FAST=Bottom (Materials & Construction)
CONS(50): -0.20% Top=IP KS COTY PKG WRK TPX CHD EL ….. GT FOSL UAA WWW PAY ELF SKX KATE=Bottom (Consumer)
MANU(34): -0.22% Top=DDD ITW GE CFX KMT TTC DOV ITT ….. PNR XYL IR FLS ROK RS CMI MRC=Bottom (Manufacturing)
CHEM(25): -0.28% Top=ALB IFF FMC GRA EMN AXTA HUN OLN ….. DOW PPG POT WLK MOS AGU CF CE=Bottom (Chemicals/Fertilizers)
COHW(34): -0.40% Top=CIEN VIAV S VZ CDW CCI HPQ CSCO ….. FNSR PANW TDS WDC PSTG INFN ACIA ZAYO=Bottom (Computer Hardware/Telecom)
INSU(28): -0.43% Top=AFSI BRO FAF FNF AFL RDN CLGX MTG ….. TRV UNM ALL HIG LNC PGR CINF MET=Bottom (Insurance)
TRAN(24): -0.45% Top=SAVE UNP DAL JBHT XPO TRN KSU CP ….. LUV UPS CNI FDX AAL CSX SWFT UAL=Bottom (Transportation)
FINA(87): -0.59% Top=SNV TWNK BX CMA WETF WU WDR BEN ….. PNC KKR SLM CIT PACW APO RF GS=Bottom (Banks/Financials)
META(29): -0.73% Top=AA RGLD CDE SLCA AG NUE TAHO SSRI ….. SCCO CENX CNX AGI FCX CCJ TECK ARNC=Bottom (Metals & Mining)
HEAL(38): -0.75% Top=UNH ALGN ABT CNC HLS VWR SYK ANTM ….. CYH ZBH MD IRWD DXCM UHS THC OPK=Bottom (Health)
ENER(89): -1.04% Top=HLX CVI BAS EPD BHI MPLX WMB WLL ….. DO RSPP DK CRZO LPI CRC NBL APA=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 3:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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