daytrend

04/19/2017

Filed under: Market Stats — daytrend @ 2:33 pm

Market Stats at 3:32 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 3:32 pm ET)
25.5% of stocks are above yesterday’s high.
55.9% are above yesterday’s midpoint. (44.1% are below.)
20.6% are below yesterday’s low.
53.9% are inside yesterday’s range.
70.3% of stocks with today’s high > yesterday’s high. (29.7% less than).
26.7% of stocks with today’s low < yesterday’s low. (73.3% greater than).

EVIDENCE OF INTRADAY TREND (20170419 3:32 pm ET)
32.1% of stocks are above today’s open. (66.7% are below).
30.8% of stocks are above today’s open and yesterday’s close.
49.1% 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 3:32 pm ET)
0.7% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
22.3% are in the top half. 77.7% of stocks are in the bottom half of today’s range.
53.1% are in the bottom 20%.
37.5% are in the bottom 10%.

GAIN (20170419 3:32 pm ET)
49.1% of stocks are above yesterday’s close. (50.9% are below.)
0.4% are up 4.5% or more. 2.3% are down 4.5% or more.
1.2% are up 3.5% or more. 3.9% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY (20170419 3:32 pm ET)
2-day: >=95:6.9%…>=90:14.1%…>=80:26.5%…>=50:53.2%…<=20:19.4%…<=10:13.6%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:48.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:47.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170419 3:32 pm ET)
25.5% above previous 1 highs, 20.6% below previous 1 lows
22.9% above previous 2 highs, 15.6% below previous 2 lows
19.6% above previous 3 highs, 13.8% below previous 3 lows
15.6% above previous 4 highs, 13.5% below previous 4 lows
15.0% above previous 5 highs, 12.7% below previous 5 lows
12.9% above previous 6 highs, 11.6% below previous 6 lows
12.5% above previous 7 highs, 11.3% below previous 7 lows
11.8% above previous 8 highs, 11.3% below previous 8 lows
10.4% above previous 9 highs, 11.3% below previous 9 lows
9.6% above previous 10 highs, 10.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170419 3:32 pm ET)
49.1% are above or equal to 4/18 close (1 days ago), 50.9% are below.
47.5% are above or equal to 4/17 close (2 days ago), 52.5% are below.
73.2% are above or equal to 4/13 close (3 days ago), 26.8% are below.
55.9% are above or equal to 4/12 close (4 days ago), 44.1% are below.
39.8% are above or equal to 4/11 close (5 days ago), 60.2% are below.
43.6% are above or equal to 4/10 close (6 days ago), 56.4% are below.
47.4% are above or equal to 4/7 close (7 days ago), 52.6% are below.
46.7% are above or equal to 4/6 close (8 days ago), 53.3% are below.
55.8% are above or equal to 4/5 close (9 days ago), 44.2% are below.
50.0% are above or equal to 4/4 close (10 days ago), 50.0% are below.
46.4% are above or equal to 4/3 close (11 days ago), 53.6% are below.
40.7% are above or equal to 3/31 close (12 days ago), 59.3% are below.
40.8% are above or equal to 3/30 close (13 days ago), 59.2% are below.
44.1% are above or equal to 3/29 close (14 days ago), 55.9% are below.
46.7% are above or equal to 3/28 close (15 days ago), 53.3% are below.
57.0% are above or equal to 3/27 close (16 days ago), 43.0% are below.
56.0% are above or equal to 3/24 close (17 days ago), 44.0% are below.
55.5% are above or equal to 3/23 close (18 days ago), 44.5% are below.
56.0% are above or equal to 3/22 close (19 days ago), 44.0% are below.
57.6% are above or equal to 3/21 close (20 days ago), 42.4% are below.
43.0% are above or equal to 3/20 close (21 days ago), 57.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170419 3:32 pm ET)
20d: 16.5% new highs, 7.0% new lows
21d: 15.7% new highs, 7.0% new lows
42d: 8.1% new highs, 5.4% new lows
63d: 6.9% new highs, 4.4% new lows
126d: 5.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170419 3:32 pm ET)
2-day: 48.3% above, 51.7% below
3-day: 47.7% above, 52.3% below
4-day: 60.3% above, 39.7% below
5-day: 59.2% above, 40.8% below
8-day: 48.9% above, 51.1% below
10-day: 49.3% above, 50.7% below
20-day: 48.7% above, 51.3% below
50-day: 44.4% above, 55.6% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170419 3:32 pm ET)
RETA(61): 0.73% Top=AN PAG W KMX ETSY GNC BBY BBBY ….. CASY EBAY BABA HD SHLD AMZN CVS NFLX=Bottom (Retail & Specialty Retail)
HEAL(39): 0.63% Top=OPK BKD EW NUVA ALGN HOLX MOH BSX ….. DVA A HLS ACHC PKI HCA MD THC=Bottom (Health)
CONS(50): 0.53% Top=WRK TPX SKX ELF HBI KS IP FOSL ….. KMB KATE TUP EL PG CL ENR COTY=Bottom (Consumer)
TRAN(24): 0.51% Top=SAVE SWFT UAL JBLU DAL AAL GWR ALK ….. WAB JBHT NSC FDX EXPD CNI KSU CP=Bottom (Transportation)
COSW(76): 0.44% Top=WUBA COUP MTCH PFPT TWLO BIDU ATHM TTD ….. ORCL XRX YHOO NCR ZEN FEYE NTNX IBM=Bottom (Computer Software/Internet)
ELEC(44): 0.41% Top=LRCX PI AMAT KLAC AMBA KEYS TER IDTI ….. FTV SIMO SPWR CAVM AMD FSLR OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.39% Top=CMG GPRO SEAS SBUX SIX WEN YUM YUMC ….. HLT MLCO DPZ ARMK LVS MAR QSR WYNN=Bottom (Leisure)
DISV(46): 0.36% Top=RRD TAL CAR YY HRB WTW ILG MMS ….. PAYX URI TRU RBA ACM ULTA LAUR KBR=Bottom (Diversified Services)
FINA(85): 0.18% Top=TWNK MS OZRK BX LAZ EWBC AMTD IVZ ….. JPM GS CLNS TD BEN C KKR HBAN=Bottom (Banks/Financials)
CHEM(24): -0.08% Top=OLN WLK PAH GRA ASH HUN IFF RPM ….. CC FMC POT MOS AXTA CE TROX CF=Bottom (Chemicals/Fertilizers)
COHW(35): -0.15% Top=BBRY TDC COMM S ZAYO VRSN MSI CTL ….. PSTG QCOM VIAV INFN BCE ACIA CIEN FNSR=Bottom (Computer Hardware/Telecom)
REAL(93): -0.17% Top=UNIT OUT HST RLGY SHO DFT DRH RLJ ….. VNO EDR HPT STOR DRE HCP BXMT SNH=Bottom (Real Estate)
INSU(28): -0.20% Top=RDN LNC AGO CLGX PRU FNF MTG WLTW ….. AJG TRV L ALL HIG CINF BRO AIG=Bottom (Insurance)
MATE(25): -0.30% Top=FAST MAS SRCL WM MLM PWR VMC LEN ….. TPH TOL CAA RYN WY JELD DHI MDR=Bottom (Materials & Construction)
MANU(35): -0.45% Top=TEX FLS GE XYL DDD MWA DCI TTC ….. DOV PH ITT CAT ETN KMT CFX PNR=Bottom (Manufacturing)
ENER(88): -2.30% Top=GPOR NFG SWN RDC ETP SXL NS DO ….. CPE LPI SPN CRC SN OAS WLL BAS=Bottom (Energy)
META(28): -2.57% Top=ARNC NUE CENX STLD SCCO AKS FCX X ….. PAAS ABX SSRI TAHO AGI 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 3:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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