daytrend

04/20/2017

Filed under: Market Stats — daytrend @ 9:21 am

Market Stats at 10:20 am ET
by daytrend on 20170420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170420 10:20 am ET)
19.4% of stocks are above yesterday’s high.
56.3% are above yesterday’s midpoint. (43.7% are below.)
10.4% are below yesterday’s low.
70.2% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20170420 10:20 am ET)
50.2% of stocks are above today’s open. (48.6% are below).
49.0% of stocks are above today’s open and yesterday’s close.
24.7% are below both.
14.1% of stocks opened above yesterday’s high.
87.6% of stocks opened above yesterday’s close. (10.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170420 10:20 am ET)
7.9% of stocks are in the top 10% of today’s range.
16.4% 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.
16.4% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170420 10:20 am ET)
74.1% of stocks are above yesterday’s close. (25.9% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
2.0% are up 3.5% or more. 0.5% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20170420 10:20 am ET)
2-day: >=95:10.3%…>=90:20.9%…>=80:37.8%…>=50:67.9%…<=20:11.3%…<=10:5.2%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:57.8%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170420 10:20 am ET)
19.4% above previous 1 highs, 10.4% below previous 1 lows
18.5% above previous 2 highs, 7.0% below previous 2 lows
17.7% above previous 3 highs, 4.9% below previous 3 lows
16.1% above previous 4 highs, 4.0% below previous 4 lows
13.1% above previous 5 highs, 3.7% below previous 5 lows
12.0% above previous 6 highs, 3.2% below previous 6 lows
10.6% above previous 7 highs, 3.2% below previous 7 lows
10.2% above previous 8 highs, 2.9% below previous 8 lows
9.9% above previous 9 highs, 2.8% below previous 9 lows
8.7% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170420 10:20 am ET)
74.1% are above or equal to 4/19 close (1 days ago), 25.9% are below.
63.2% are above or equal to 4/18 close (2 days ago), 36.8% are below.
60.0% are above or equal to 4/17 close (3 days ago), 40.0% are below.
75.5% are above or equal to 4/13 close (4 days ago), 24.5% are below.
64.5% are above or equal to 4/12 close (5 days ago), 35.5% are below.
48.0% are above or equal to 4/11 close (6 days ago), 52.0% are below.
52.5% are above or equal to 4/10 close (7 days ago), 47.5% are below.
54.4% are above or equal to 4/7 close (8 days ago), 45.6% are below.
53.3% are above or equal to 4/6 close (9 days ago), 46.7% are below.
62.1% are above or equal to 4/5 close (10 days ago), 37.9% are below.
55.7% are above or equal to 4/4 close (11 days ago), 44.3% are below.
52.5% are above or equal to 4/3 close (12 days ago), 47.5% are below.
46.4% are above or equal to 3/31 close (13 days ago), 53.6% are below.
47.5% are above or equal to 3/30 close (14 days ago), 52.5% are below.
49.9% are above or equal to 3/29 close (15 days ago), 50.1% are below.
53.3% are above or equal to 3/28 close (16 days ago), 46.7% are below.
62.6% are above or equal to 3/27 close (17 days ago), 37.4% are below.
60.4% are above or equal to 3/24 close (18 days ago), 39.6% are below.
59.3% are above or equal to 3/23 close (19 days ago), 40.7% are below.
61.0% are above or equal to 3/22 close (20 days ago), 39.0% are below.
61.1% are above or equal to 3/21 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170420 10:20 am ET)
20d: 13.6% new highs, 3.1% new lows
21d: 11.9% new highs, 3.1% new lows
42d: 7.1% new highs, 2.6% new lows
63d: 6.0% new highs, 1.7% new lows
126d: 5.0% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170420 10:20 am ET)
2-day: 72.4% above, 27.6% below
3-day: 65.8% above, 34.2% below
4-day: 63.6% above, 36.4% below
5-day: 69.6% above, 30.4% below
8-day: 62.0% above, 38.0% below
10-day: 59.3% above, 40.7% below
20-day: 55.7% above, 44.3% below
50-day: 47.6% above, 52.4% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170420 10:20 am ET)
TRAN(24): 1.49% Top=CSX NSC CP UNP KSU GWR AAL TRN ….. ODFL JBHT WAB UPS ALK CHRW SWFT EXPD=Bottom (Transportation)
RETA(61): 1.23% Top=ANF FINL GES AEO CHS DSW GPS TLRD ….. CASY CPRT LL ETSY COST SFM BZUN EBAY=Bottom (Retail & Specialty Retail)
META(28): 1.07% Top=AKS CLF X CMC CENX STLD NUE AA ….. SLW AEM PAAS FNV CDE AG AGI RGLD=Bottom (Metals & Mining)
CHEM(25): 0.91% Top=CC SHW CE TROX PAH WLK HUN MOS ….. IFF RPM EMN DOW OLN ASH MON ALB=Bottom (Chemicals/Fertilizers)
MANU(35): 0.90% Top=SNA DOV FLS ITT ROK ATI DDD DCI ….. AOS MRC DE TTC ETN CAT TEX DHR=Bottom (Manufacturing)
FINA(85): 0.84% Top=SLM EWBC KEY AXP CFG NAVI BX WETF ….. JNS ARCC PBCT AMTD ATH TWNK BK SEIC=Bottom (Banks/Financials)
ENER(87): 0.66% Top=BAS CRC REN HLX RIG GPOR RDC XEC ….. NFG NS WMB EGN LPI MPLX RSPP PDCE=Bottom (Energy)
LEIS(35): 0.53% Top=MLCO BLMN SBUX JACK LVS CMG WYNN GPRO ….. WYN DNKN H YUMC MAR STAY PK HLT=Bottom (Leisure)
DISV(44): 0.48% Top=ADS SERV WTW YY FLT MA KBR ILG ….. JEC MYGN FDC ACM MAN SBAC TAL URI=Bottom (Diversified Services)
ELEC(43): 0.47% Top=PI MSCC SPWR AMD CY XLNX CAVM AMBA ….. TRMB FLEX XPER SIMO MRVL KEYS CREE IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.37% Top=FL SON LULU TPX FOSL KS BC WHR ….. BERY UAA CL KMB RL EPC CCK COTY=Bottom (Consumer)
INSU(29): 0.34% Top=TMK LNC CNO PGR BRO PRU UNM MET ….. AGO HIG CINF L XL MTG ORI TRV=Bottom (Insurance)
COHW(35): 0.18% Top=SSYS FNSR VIAV INFN ANET WDC CIEN AAPL ….. PANW S ARRS TDS COMM QCOM VZ STX=Bottom (Computer Hardware/Telecom)
COSW(76): 0.13% Top=ATHM WUBA SINA SHOP SNAP JD TWLO YHOO ….. GRUB FTNT MDRX NTNX COUP TEAM PTC PFPT=Bottom (Computer Software/Internet)
REAL(93): -0.18% Top=SC ALLY CONE UNIT DFT OUT CBG HCP ….. SHO HST PEB RLJ SLG PEI DRH LHO=Bottom (Real Estate)
MATE(25): -0.30% Top=MDR MLM EXP SUM WY USG VMC SRCL ….. OC CAA LEN TOL KBH TPH PHM DHI=Bottom (Materials & Construction)
HEAL(39): -0.41% Top=DGX IRWD LH NUVA EW DXCM ABT AET ….. MOH HLS HCA CYH UHS ACHC THC MD=Bottom (Health)

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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: