daytrend

04/19/2017

Filed under: Market Stats — daytrend @ 1:57 pm

Market Stats at 2:57 pm 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 2:57 pm ET)
29.7% of stocks are above yesterday’s high.
60.3% are above yesterday’s midpoint. (39.7% are below.)
18.8% are below yesterday’s low.
51.6% are inside yesterday’s range.
69.9% of stocks with today’s high > yesterday’s high. (30.1% less than).
25.0% of stocks with today’s low < yesterday’s low. (75.0% greater than).

EVIDENCE OF INTRADAY TREND (20170419 2:57 pm ET)
37.5% of stocks are above today’s open. (61.0% are below).
35.7% of stocks are above today’s open and yesterday’s close.
43.6% 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 2:57 pm ET)
1.6% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
47.1% are in the bottom 20%.
31.6% are in the bottom 10%.

GAIN (20170419 2:57 pm ET)
54.4% of stocks are above yesterday’s close. (45.6% are below.)
0.4% are up 4.5% or more. 2.5% are down 4.5% or more.
1.0% are up 3.5% or more. 3.8% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20170419 2:57 pm ET)
2-day: >=95:7.2%…>=90:15.8%…>=80:30.4%…>=50:57.5%…<=20:17.6%…<=10:12.4%…<=5:7.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:50.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170419 2:57 pm ET)
29.7% above previous 1 highs, 18.8% below previous 1 lows
26.6% above previous 2 highs, 14.0% below previous 2 lows
23.0% above previous 3 highs, 13.4% below previous 3 lows
17.9% above previous 4 highs, 12.7% below previous 4 lows
16.7% above previous 5 highs, 11.9% below previous 5 lows
14.2% above previous 6 highs, 11.0% below previous 6 lows
13.6% above previous 7 highs, 10.7% below previous 7 lows
13.0% above previous 8 highs, 10.5% below previous 8 lows
11.3% above previous 9 highs, 10.5% below previous 9 lows
10.4% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170419 2:57 pm ET)
54.4% are above or equal to 4/18 close (1 days ago), 45.6% are below.
51.2% are above or equal to 4/17 close (2 days ago), 48.8% are below.
75.2% are above or equal to 4/13 close (3 days ago), 24.8% are below.
57.6% are above or equal to 4/12 close (4 days ago), 42.4% are below.
42.4% are above or equal to 4/11 close (5 days ago), 57.6% are below.
45.6% are above or equal to 4/10 close (6 days ago), 54.4% are below.
49.3% are above or equal to 4/7 close (7 days ago), 50.7% are below.
48.2% are above or equal to 4/6 close (8 days ago), 51.8% are below.
56.9% are above or equal to 4/5 close (9 days ago), 43.1% are below.
50.5% are above or equal to 4/4 close (10 days ago), 49.5% are below.
47.8% are above or equal to 4/3 close (11 days ago), 52.2% are below.
42.0% are above or equal to 3/31 close (12 days ago), 58.0% are below.
41.7% are above or equal to 3/30 close (13 days ago), 58.3% are below.
44.7% are above or equal to 3/29 close (14 days ago), 55.3% are below.
46.7% are above or equal to 3/28 close (15 days ago), 53.3% are below.
57.8% are above or equal to 3/27 close (16 days ago), 42.2% are below.
56.5% are above or equal to 3/24 close (17 days ago), 43.5% are below.
55.6% are above or equal to 3/23 close (18 days ago), 44.4% are below.
56.6% are above or equal to 3/22 close (19 days ago), 43.4% are below.
58.1% are above or equal to 3/21 close (20 days ago), 41.9% are below.
44.1% are above or equal to 3/20 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170419 2:57 pm ET)
20d: 16.4% new highs, 6.4% new lows
21d: 15.6% new highs, 6.4% new lows
42d: 8.1% new highs, 4.8% new lows
63d: 6.9% new highs, 3.8% new lows
126d: 5.6% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170419 2:57 pm ET)
2-day: 53.8% above, 46.2% below
3-day: 52.5% above, 47.5% below
4-day: 64.2% above, 35.8% below
5-day: 63.0% above, 37.0% below
8-day: 52.0% above, 48.0% below
10-day: 52.1% above, 47.9% below
20-day: 49.1% above, 50.9% below
50-day: 45.0% above, 55.0% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170419 2:57 pm ET)
RETA(61): 0.90% Top=AN PAG W KMX GNC BBBY BBY ETSY ….. CASY BABA SHLD HD KORS AMZN CVS NFLX=Bottom (Retail & Specialty Retail)
TRAN(24): 0.76% Top=SAVE SWFT UAL JBLU AAL DAL GWR XPO ….. WAB FDX CHRW NSC EXPD KSU CNI CP=Bottom (Transportation)
HEAL(39): 0.71% Top=OPK NUVA BKD EW IRWD PRXL ALGN HOLX ….. A ANTM DVA HCA PKI THC ACHC MD=Bottom (Health)
CONS(50): 0.56% Top=TPX WRK SKX ELF HBI KS IP BC ….. TUP EL MAT KATE ENR PG CL COTY=Bottom (Consumer)
ELEC(44): 0.55% Top=LRCX PI AMBA AMAT KLAC TER KEYS IDTI ….. SPWR GLW AYI SIMO AMD FSLR OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.50% Top=CMG MGM GPRO SBUX SEAS SIX WEN EAT ….. BLMN DPZ LVS MAR ARMK WYNN SHAK QSR=Bottom (Leisure)
COSW(76): 0.49% Top=WUBA PFPT MTCH COUP BIDU TWLO ATHM ADSK ….. ORCL XRX YHOO NCR ZEN FEYE NTNX IBM=Bottom (Computer Software/Internet)
FINA(85): 0.49% Top=MS TWNK BX OZRK EWBC UMPQ TCB SIVB ….. PVTB EFX GS KKR C BEN TD HBAN=Bottom (Banks/Financials)
DISV(46): 0.44% Top=TAL RRD CAR HRB WTW ILG MMS MAN ….. PAYX TRU URI LAUR RBA ULTA ACM KBR=Bottom (Diversified Services)
REAL(93): -0.05% Top=OUT UNIT HST RLGY KRG SHO DFT DRH ….. SRC EDR DRE PDM BXMT STOR HCP SNH=Bottom (Real Estate)
INSU(28): -0.07% Top=RDN MBI AGO PRU LNC CLGX MTG WLTW ….. ALL AFSI FAF L HIG CINF BRO AIG=Bottom (Insurance)
COHW(35): -0.07% Top=BBRY TDC VRSN COMM ZAYO S MSI HPQ ….. PSTG VZ INFN QCOM ACIA BCE CIEN FNSR=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.11% Top=OLN WLK PAH HUN ASH IFF GRA RPM ….. CC FMC MOS POT AXTA TROX CE CF=Bottom (Chemicals/Fertilizers)
MATE(25): -0.16% Top=FAST MAS PWR SRCL MLM LEN WM VMC ….. TOL CAA DAR RYN DHI JELD WY MDR=Bottom (Materials & Construction)
MANU(35): -0.30% Top=TEX FLS GE LECO DDD XYL TTC DCI ….. CAT BWXT PH KMT ITT CFX ETN PNR=Bottom (Manufacturing)
ENER(88): -2.26% Top=GPOR NFG SWN ETP SXL NS ETE GEL ….. WPX LPI SPN CRC OAS SN BAS WLL=Bottom (Energy)
META(28): -2.54% Top=ARNC CENX NUE STLD AKS SCCO AA X ….. PAAS ABX AGI TAHO SSRI SLCA AG 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 2:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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