daytrend

04/19/2017

Filed under: Market Stats — daytrend @ 8:46 am

Market Stats at 9:45 am ET
by daytrend on 20170419. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

COMPARED TO YESTERDAY’S RANGE (20170419 9:45 am ET)
32.4% of stocks are above yesterday’s high.
74.7% are above yesterday’s midpoint. (25.3% are below.)
4.0% are below yesterday’s low.
63.5% are inside yesterday’s range.
57.2% of stocks with today’s high > yesterday’s high. (42.8% less than).
8.4% of stocks with today’s low < yesterday’s low. (91.6% greater than).

EVIDENCE OF INTRADAY TREND (20170419 9:45 am ET)
45.9% of stocks are above today’s open. (50.8% are below).
43.2% of stocks are above today’s open and yesterday’s close.
22.3% are below both.
30.0% of stocks opened above yesterday’s high.
80.7% of stocks opened above yesterday’s close. (15.7% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170419 9:45 am ET)
6.5% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
35.5% are in the top half. 64.5% of stocks are in the bottom half of today’s range.
32.4% are in the bottom 20%.
19.0% are in the bottom 10%.

GAIN (20170419 9:45 am ET)
74.5% of stocks are above yesterday’s close. (25.5% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.4% are down 3.5% or more.
82.1% are between +1% and -1%.

RSI on DAILY (20170419 9:45 am ET)
2-day: >=95:5.6%…>=90:14.6%…>=80:31.3%…>=50:71.6%…<=20:10.4%…<=10:5.1%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:54.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170419 9:45 am ET)
32.4% above previous 1 highs, 4.0% below previous 1 lows
26.9% above previous 2 highs, 2.7% below previous 2 lows
22.6% above previous 3 highs, 2.3% below previous 3 lows
16.2% above previous 4 highs, 2.3% below previous 4 lows
13.7% above previous 5 highs, 2.2% below previous 5 lows
11.4% above previous 6 highs, 2.1% below previous 6 lows
10.8% above previous 7 highs, 2.1% below previous 7 lows
10.3% above previous 8 highs, 1.8% below previous 8 lows
8.2% above previous 9 highs, 1.8% below previous 9 lows
7.7% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170419 9:45 am ET)
74.5% are above or equal to 4/18 close (1 days ago), 25.5% are below.
60.8% are above or equal to 4/17 close (2 days ago), 39.2% are below.
80.3% are above or equal to 4/13 close (3 days ago), 19.7% are below.
62.8% are above or equal to 4/12 close (4 days ago), 37.2% are below.
44.4% are above or equal to 4/11 close (5 days ago), 55.6% are below.
48.7% are above or equal to 4/10 close (6 days ago), 51.3% are below.
52.0% are above or equal to 4/7 close (7 days ago), 48.0% are below.
51.0% are above or equal to 4/6 close (8 days ago), 49.0% are below.
63.2% are above or equal to 4/5 close (9 days ago), 36.8% are below.
53.4% are above or equal to 4/4 close (10 days ago), 46.6% are below.
50.6% are above or equal to 4/3 close (11 days ago), 49.4% are below.
44.8% are above or equal to 3/31 close (12 days ago), 55.2% are below.
44.9% are above or equal to 3/30 close (13 days ago), 55.1% are below.
47.0% are above or equal to 3/29 close (14 days ago), 53.0% are below.
51.2% are above or equal to 3/28 close (15 days ago), 48.8% are below.
63.5% are above or equal to 3/27 close (16 days ago), 36.5% are below.
61.6% are above or equal to 3/24 close (17 days ago), 38.4% are below.
60.0% are above or equal to 3/23 close (18 days ago), 40.0% are below.
60.8% are above or equal to 3/22 close (19 days ago), 39.2% are below.
61.7% are above or equal to 3/21 close (20 days ago), 38.3% are below.
46.9% are above or equal to 3/20 close (21 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170419 9:45 am ET)
20d: 10.2% new highs, 2.7% new lows
21d: 9.4% new highs, 2.7% new lows
42d: 4.8% new highs, 2.0% new lows
63d: 4.0% new highs, 1.6% new lows
126d: 3.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170419 9:45 am ET)
2-day: 73.4% above, 26.6% below
3-day: 69.3% above, 30.7% below
4-day: 75.9% above, 24.1% below
5-day: 71.7% above, 28.3% below
8-day: 58.6% above, 41.4% below
10-day: 59.4% above, 40.6% below
20-day: 54.3% above, 45.7% below
50-day: 47.2% above, 52.8% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170419 9:45 am ET)
ELEC(44): 1.10% Top=LRCX AMAT CY KLAC QRVO TER AMBA MRVL ….. AVGO TRMB AYI ON JBL FTV CGNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.74% Top=MS SBNY CMA LAZ PB WBS JNS SIVB ….. EV GS SLM EFX TD TWNK HBAN NAVI=Bottom (Banks/Financials)
TRAN(24): 0.62% Top=GWR UAL SWFT XPO DAL FDX JBLU AAL ….. LUV CNI EXPD JBHT WAB CP TRN SAVE=Bottom (Transportation)
RETA(61): 0.59% Top=GNC PAG KMX ORLY ETSY AAP AN BID ….. WFM TJX LL FINL NFLX CVS CASY KORS=Bottom (Retail & Specialty Retail)
INSU(28): 0.52% Top=LNC MTG AFSI PRU MET UNM RDN CNO ….. CLGX AIG TRV PGR FAF BRO FNF ALL=Bottom (Insurance)
HEAL(39): 0.42% Top=CYH THC UNH EW MOH BKD VAR ALGN ….. ACHC PRXL XRAY RMD ESRX IRWD PKI DXCM=Bottom (Health)
MANU(35): 0.42% Top=FLS ROK CFX MRC ATI SWK DOV MWA ….. HON ETN AGCO ITT TTC BWXT PNR DDD=Bottom (Manufacturing)
CONS(50): 0.40% Top=TPX WRK IP OI GPK CCK PKG GT ….. KMB FL NKE PG CL UAA KATE ENR=Bottom (Consumer)
DISV(46): 0.38% Top=YY URI TAL ILG CAR G KBR FDC ….. SERV TRU MYGN INFO CNDT CXW LAUR ULTA=Bottom (Diversified Services)
MATE(25): 0.37% Top=FAST MAS PWR VMC SUM OC TPH FLR ….. DAR CAA KBH PHM DHI TOL RYN JELD=Bottom (Materials & Construction)
COSW(76): 0.36% Top=JD BIDU VEEV PFPT TWLO ADSK WUBA ATHM ….. DNB FEYE YELP SABR NTNX ZEN NTES IBM=Bottom (Computer Software/Internet)
LEIS(35): 0.30% Top=GPRO CMG RCL CCL SEAS TXRH HLT EXPE ….. DPZ DNKN PK WYNN LVS QSR SONC MLCO=Bottom (Leisure)
CHEM(24): 0.29% Top=OLN WLK CC PAH PPG GRA ASH EMN ….. TROX IFF DD FMC MOS CE CF AXTA=Bottom (Chemicals/Fertilizers)
COHW(35): 0.14% Top=ZAYO HPQ BBRY ANET PSTG VRSN NTAP TMUS ….. ARRS VIAV S BCE ACIA CIEN SSYS FNSR=Bottom (Computer Hardware/Telecom)
ENER(88): 0.02% Top=GPOR SWN BAS CRC RRC NFG ETE QEP ….. CPE CVE TSO VLO WPX SN CVI FRAC=Bottom (Energy)
REAL(93): -0.07% Top=UNIT RLGY ALLY CBG PEB SHO WPG RLJ ….. VTR NNN SRC VER EDR HCP HPT SNH=Bottom (Real Estate)
META(29): -0.24% Top=STLD CENX AKS NUE SCCO CLF AA FMSA ….. SSRI PAAS SLW GG AG AGI TAHO CDE=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 9:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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