daytrend

04/21/2017

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:51 am ET
by daytrend on 20170421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170421 9:51 am ET)
8.8% of stocks are above yesterday’s high.
60.4% are above yesterday’s midpoint. (39.6% are below.)
11.5% are below yesterday’s low.
79.8% are inside yesterday’s range.
27.9% of stocks with today’s high > yesterday’s high. (72.1% less than).
17.9% of stocks with today’s low < yesterday’s low. (82.1% greater than).

EVIDENCE OF INTRADAY TREND (20170421 9:51 am ET)
33.5% of stocks are above today’s open. (64.8% are below).
21.8% of stocks are above today’s open and yesterday’s close.
54.3% are below both.
8.2% of stocks opened above yesterday’s high.
37.3% of stocks opened above yesterday’s close. (56.6% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170421 9:51 am ET)
7.4% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
38.5% are in the top half. 61.5% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
21.0% are in the bottom 10%.

GAIN (20170421 9:51 am ET)
34.0% of stocks are above yesterday’s close. (66.0% are below.)
0.2% are up 4.5% or more. 0.5% are down 4.5% or more.
0.4% are up 3.5% or more. 0.5% are down 3.5% or more.
85.1% are between +1% and -1%.

RSI on DAILY (20170421 9:51 am ET)
2-day: >=95:8.9%…>=90:15.6%…>=80:29.8%…>=50:63.9%…<=20:13.9%…<=10:9.0%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:65.1%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 9:51 am ET)
8.8% above previous 1 highs, 11.5% below previous 1 lows
7.1% above previous 2 highs, 7.7% below previous 2 lows
6.6% above previous 3 highs, 6.5% below previous 3 lows
6.2% above previous 4 highs, 5.2% below previous 4 lows
6.0% above previous 5 highs, 5.2% below previous 5 lows
5.6% above previous 6 highs, 5.2% below previous 6 lows
5.0% above previous 7 highs, 5.2% below previous 7 lows
4.8% above previous 8 highs, 5.1% below previous 8 lows
4.6% above previous 9 highs, 5.1% below previous 9 lows
4.5% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 9:51 am ET)
34.0% are above or equal to 4/20 close (1 days ago), 66.0% are below.
72.9% are above or equal to 4/19 close (2 days ago), 27.1% are below.
66.8% are above or equal to 4/18 close (3 days ago), 33.2% are below.
64.8% are above or equal to 4/17 close (4 days ago), 35.2% are below.
77.3% are above or equal to 4/13 close (5 days ago), 22.7% are below.
69.3% are above or equal to 4/12 close (6 days ago), 30.7% are below.
55.9% are above or equal to 4/11 close (7 days ago), 44.1% are below.
57.1% are above or equal to 4/10 close (8 days ago), 42.9% are below.
60.7% are above or equal to 4/7 close (9 days ago), 39.3% are below.
60.9% are above or equal to 4/6 close (10 days ago), 39.1% are below.
66.7% are above or equal to 4/5 close (11 days ago), 33.3% are below.
59.9% are above or equal to 4/4 close (12 days ago), 40.1% are below.
57.2% are above or equal to 4/3 close (13 days ago), 42.8% are below.
51.5% are above or equal to 3/31 close (14 days ago), 48.5% are below.
51.2% are above or equal to 3/30 close (15 days ago), 48.8% are below.
55.1% are above or equal to 3/29 close (16 days ago), 44.9% are below.
57.4% are above or equal to 3/28 close (17 days ago), 42.6% are below.
66.8% are above or equal to 3/27 close (18 days ago), 33.2% are below.
64.1% are above or equal to 3/24 close (19 days ago), 35.9% are below.
62.6% are above or equal to 3/23 close (20 days ago), 37.4% are below.
64.5% are above or equal to 3/22 close (21 days ago), 35.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 9:51 am ET)
20d: 8.2% new highs, 4.4% new lows
21d: 8.2% new highs, 4.4% new lows
42d: 3.8% new highs, 3.4% new lows
63d: 3.2% new highs, 2.6% new lows
126d: 2.8% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 9:51 am ET)
2-day: 31.6% above, 68.4% below
3-day: 63.3% above, 36.7% below
4-day: 65.7% above, 34.3% below
5-day: 65.2% above, 34.8% below
8-day: 69.4% above, 30.6% below
10-day: 67.0% above, 33.0% below
20-day: 63.0% above, 37.0% below
50-day: 51.8% above, 48.2% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 9:51 am ET)
COSW(76): 0.05% Top=PFPT DATA SPLK VIPS FTNT NOW JD IAC ….. HPE CTXS TWLO SQ TWTR COUP NCR MANH=Bottom (Computer Software/Internet)
LEIS(35): 0.04% Top=SEAS WEN HGV DPZ SIX RCL SBUX PK ….. H YUMC STAY GPRO DRI WYNN LVS SHAK=Bottom (Leisure)
FINA(87): -0.04% Top=WBS NAVI EWBC ETFC BOFI BK PSEC PBCT ….. VOYA SEIC CIT BAC LAZ TWNK WETF BBT=Bottom (Banks/Financials)
CHEM(24): -0.09% Top=DD DOW FMC PAH CE APD IFF PX ….. EMN GRA TROX HUN MOS POT AXTA CF=Bottom (Chemicals/Fertilizers)
REAL(95): -0.10% Top=RESI BDN NRZ WRI AIV CBG CIM AGNC ….. HST SHO SKT STAG GEO RLJ GPT LHO=Bottom (Real Estate)
INSU(29): -0.11% Top=FAF AFSI FNF TRV TMK XL AFL CLGX ….. MET BRO MBI AGO WLTW UNM MTG RDN=Bottom (Insurance)
TRAN(24): -0.12% Top=SWFT CSX ALK UPS FDX ODFL JBLU UNP ….. NSC LUV GWR UAL DAL TRN CP KSU=Bottom (Transportation)
DISV(44): -0.12% Top=ADS RHI ZTO YY V TAL CNDT GPN ….. KBR FLT ACM AL URI WTW MAN RRD=Bottom (Diversified Services)
MANU(34): -0.14% Top=HON SWK SNA ITW IR PH ETN AME ….. ATI MRC LECO DDD RS CMI CFX DOV=Bottom (Manufacturing)
COHW(36): -0.17% Top=FNSR HRS CIEN INFN JNPR TMUS VRSN ACIA ….. S QCOM TDS STX VZ CTL ARRS TDC=Bottom (Computer Hardware/Telecom)
META(28): -0.19% Top=NEM AA CDE SSRI SLW PAAS CCJ AG ….. CNX AGI CLF CENX AKS FCX NUE SLCA=Bottom (Metals & Mining)
MATE(25): -0.19% Top=VMC MLM SRCL WM EXP RSG JELD MAS ….. WY RYN OC TPH TOL FLR MDR USG=Bottom (Materials & Construction)
HEAL(40): -0.28% Top=MZOR DGX UNH ALGN PRXL TMO A DXCM ….. HCA RMD NUVA LH OPK BKD CYH MD=Bottom (Health)
ELEC(44): -0.49% Top=OCLR IDTI AYI PI XPER TRMB SNPS FSLR ….. ADI CY AMD MXL MSCC HIMX MCHP ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): -0.49% Top=CCK SON CHD BC SKX BMS ECL BLL ….. TPX KATE PVH WHR UAA GT FOSL MAT=Bottom (Consumer)
RETA(61): -0.50% Top=TSCO LL COST WBA NFLX KR SFM CASY ….. ETSY FINL GES M PAG CHS ANF GNC=Bottom (Retail & Specialty Retail)
ENER(87): -0.53% Top=BAS PBF HFC DK TSO GPOR VLO MPC ….. PAA CRC FRAC PTEN NOV ATW HLX SLB=Bottom (Energy)

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 9:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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