daytrend

04/19/2017

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 11:21 am ET
by daytrend on 20170419. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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

COMPARED TO YESTERDAY’S RANGE (20170419 11:21 am ET)
44.4% of stocks are above yesterday’s high.
77.0% are above yesterday’s midpoint. (23.0% are below.)
9.6% are below yesterday’s low.
46.1% are inside yesterday’s range.
67.4% of stocks with today’s high > yesterday’s high. (32.6% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20170419 11:21 am ET)
56.5% of stocks are above today’s open. (41.7% are below).
54.7% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
30.0% of stocks opened above yesterday’s high.
80.6% 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 11:21 am ET)
14.6% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
53.4% are in the top half. 46.6% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170419 11:21 am ET)
74.1% of stocks are above yesterday’s close. (25.9% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.6% are up 3.5% or more. 0.4% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20170419 11:21 am ET)
2-day: >=95:9.2%…>=90:19.4%…>=80:39.3%…>=50:74.0%…<=20:12.4%…<=10:7.4%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:57.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170419 11:21 am ET)
44.4% above previous 1 highs, 9.6% below previous 1 lows
40.4% above previous 2 highs, 7.1% below previous 2 lows
33.8% above previous 3 highs, 6.6% below previous 3 lows
25.9% above previous 4 highs, 6.1% below previous 4 lows
22.8% above previous 5 highs, 5.5% below previous 5 lows
19.5% above previous 6 highs, 5.3% below previous 6 lows
18.6% above previous 7 highs, 5.1% below previous 7 lows
17.5% above previous 8 highs, 4.9% below previous 8 lows
15.2% above previous 9 highs, 4.8% below previous 9 lows
15.0% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170419 11:21 am ET)
74.1% are above or equal to 4/18 close (1 days ago), 25.9% are below.
65.8% are above or equal to 4/17 close (2 days ago), 34.2% are below.
80.8% are above or equal to 4/13 close (3 days ago), 19.2% are below.
66.1% are above or equal to 4/12 close (4 days ago), 33.9% are below.
48.5% are above or equal to 4/11 close (5 days ago), 51.5% are below.
51.1% are above or equal to 4/10 close (6 days ago), 48.9% are below.
54.8% are above or equal to 4/7 close (7 days ago), 45.2% are below.
54.3% are above or equal to 4/6 close (8 days ago), 45.7% are below.
63.5% are above or equal to 4/5 close (9 days ago), 36.5% are below.
56.3% are above or equal to 4/4 close (10 days ago), 43.8% are below.
53.6% are above or equal to 4/3 close (11 days ago), 46.4% are below.
47.4% are above or equal to 3/31 close (12 days ago), 52.6% are below.
46.6% are above or equal to 3/30 close (13 days ago), 53.4% are below.
49.6% are above or equal to 3/29 close (14 days ago), 50.4% are below.
53.2% are above or equal to 3/28 close (15 days ago), 46.8% are below.
64.7% are above or equal to 3/27 close (16 days ago), 35.3% are below.
62.0% are above or equal to 3/24 close (17 days ago), 38.0% are below.
60.7% are above or equal to 3/23 close (18 days ago), 39.3% are below.
61.9% are above or equal to 3/22 close (19 days ago), 38.1% are below.
62.7% are above or equal to 3/21 close (20 days ago), 37.3% are below.
49.3% are above or equal to 3/20 close (21 days ago), 50.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170419 11:21 am ET)
20d: 14.7% new highs, 3.8% new lows
21d: 13.8% new highs, 3.8% new lows
42d: 7.0% new highs, 2.7% new lows
63d: 5.9% new highs, 2.2% new lows
126d: 5.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170419 11:21 am ET)
2-day: 73.0% above, 27.0% below
3-day: 71.0% above, 29.0% below
4-day: 77.5% above, 22.5% below
5-day: 75.0% above, 25.0% below
8-day: 61.4% above, 38.6% below
10-day: 60.3% above, 39.7% below
20-day: 57.1% above, 42.9% below
50-day: 48.3% above, 51.7% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170419 11:21 am ET)
RETA(61): 1.35% Top=PAG AN TLRD KMX GNC RH JWN BBBY ….. KORS HD TJX WMT WFM CASY CVS NFLX=Bottom (Retail & Specialty Retail)
TRAN(24): 1.22% Top=GWR UAL SWFT DAL JBLU SAVE AAL XPO ….. ODFL WAB JBHT KSU CHRW CNI EXPD CP=Bottom (Transportation)
ELEC(44): 1.03% Top=LRCX PI AMAT AMBA KLAC TER CY SPWR ….. TRMB GLW XPER ADI SIMO ON OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.87% Top=MS LAZ CMA TCB OZRK WBS EWBC SNV ….. PFG PVTB GS BEN SBNY TD NAVI HBAN=Bottom (Banks/Financials)
DISV(46): 0.82% Top=TAL ILG CAR FDC WTW HRB RRD ALLE ….. MA RBA KBR AMN SCI TRU LAUR ULTA=Bottom (Diversified Services)
COSW(76): 0.80% Top=TWLO WUBA BIDU PFPT MTCH SHOP SQ JD ….. FEYE ORCL DNB YHOO XRX NTNX NTES IBM=Bottom (Computer Software/Internet)
HEAL(39): 0.77% Top=OPK CYH BKD NUVA MOH IART EW PRXL ….. DVA A LH ABT XRAY MD PKI THC=Bottom (Health)
CONS(50): 0.75% Top=WRK SKX TPX KS ELF IP GT FOSL ….. HAS KATE TUP KMB COTY PG CL ENR=Bottom (Consumer)
LEIS(35): 0.59% Top=CMG GPRO TXRH SEAS SBUX MGM DNKN YUM ….. BYD QSR WYNN MAR ARMK DPZ LVS HGV=Bottom (Leisure)
CHEM(24): 0.49% Top=OLN WLK PAH CC TROX HUN ASH EMN ….. DD MON MOS FMC POT CE AXTA CF=Bottom (Chemicals/Fertilizers)
MATE(25): 0.48% Top=FAST SUM MAS PWR MLM VMC SRCL KBH ….. WM CAA TOL RYN DHI DAR JELD MDR=Bottom (Materials & Construction)
COHW(35): 0.41% Top=BBRY COMM VRSN HPQ ZAYO TDC ANET WDC ….. HRS QCOM CCI SSYS BCE ACIA CIEN FNSR=Bottom (Computer Hardware/Telecom)
MANU(35): 0.38% Top=FLS MRC TEX LECO DOV ATI RS ROP ….. DHR AME CFX DE ETN BWXT PNR AGCO=Bottom (Manufacturing)
INSU(28): 0.31% Top=RDN LNC MBI PRU MTG AGO CNO MET ….. CINF FNF AFSI AIG ALL HIG BRO FAF=Bottom (Insurance)
REAL(93): 0.21% Top=UNIT OUT RLGY HST DRH RLJ LHO SHO ….. TWO HPT HCP STOR DRE EDR SRC SNH=Bottom (Real Estate)
ENER(88): -0.60% Top=GPOR SWN ETE NFG RRC RDC RICE COG ….. SM CPE PDCE EGN WPX WLL LPI OAS=Bottom (Energy)
META(28): -0.87% Top=CENX STLD ARNC NUE SCCO FCX AKS CLF ….. ABX SLW PAAS GG AGI AG 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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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