daytrend

04/21/2017

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 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 9:59 am ET)
10.2% of stocks are above yesterday’s high.
58.2% are above yesterday’s midpoint. (41.8% are below.)
12.8% are below yesterday’s low.
77.0% are inside yesterday’s range.
29.0% of stocks with today’s high > yesterday’s high. (71.0% less than).
20.1% of stocks with today’s low < yesterday’s low. (79.9% greater than).

EVIDENCE OF INTRADAY TREND (20170421 9:59 am ET)
33.8% of stocks are above today’s open. (63.0% are below).
23.8% 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 9:59 am ET)
8.8% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
18.9% are in the bottom 10%.

GAIN (20170421 9:59 am ET)
35.2% of stocks are above yesterday’s close. (64.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
84.4% are between +1% and -1%.

RSI on DAILY (20170421 9:59 am ET)
2-day: >=95:9.4%…>=90:17.4%…>=80:29.8%…>=50:61.8%…<=20:14.5%…<=10:8.9%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:65.4%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:59.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 9:59 am ET)
10.2% above previous 1 highs, 12.8% below previous 1 lows
8.5% above previous 2 highs, 8.3% below previous 2 lows
8.0% above previous 3 highs, 7.2% below previous 3 lows
7.6% above previous 4 highs, 6.0% below previous 4 lows
7.2% above previous 5 highs, 6.0% below previous 5 lows
6.5% above previous 6 highs, 6.0% below previous 6 lows
5.9% above previous 7 highs, 6.0% below previous 7 lows
5.5% above previous 8 highs, 5.9% below previous 8 lows
5.2% above previous 9 highs, 5.9% below previous 9 lows
5.1% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 9:59 am ET)
35.2% are above or equal to 4/20 close (1 days ago), 64.8% are below.
71.2% are above or equal to 4/19 close (2 days ago), 28.8% are below.
65.7% are above or equal to 4/18 close (3 days ago), 34.3% are below.
63.3% are above or equal to 4/17 close (4 days ago), 36.7% are below.
77.0% are above or equal to 4/13 close (5 days ago), 23.0% are below.
68.3% are above or equal to 4/12 close (6 days ago), 31.7% are below.
55.9% are above or equal to 4/11 close (7 days ago), 44.1% are below.
57.6% are above or equal to 4/10 close (8 days ago), 42.4% are below.
60.5% are above or equal to 4/7 close (9 days ago), 39.5% are below.
60.7% are above or equal to 4/6 close (10 days ago), 39.3% are below.
66.6% are above or equal to 4/5 close (11 days ago), 33.4% are below.
59.3% are above or equal to 4/4 close (12 days ago), 40.7% are below.
57.1% are above or equal to 4/3 close (13 days ago), 42.9% are below.
51.5% are above or equal to 3/31 close (14 days ago), 48.5% are below.
51.5% are above or equal to 3/30 close (15 days ago), 48.5% are below.
55.0% are above or equal to 3/29 close (16 days ago), 45.0% are below.
57.0% are above or equal to 3/28 close (17 days ago), 43.0% are below.
66.5% are above or equal to 3/27 close (18 days ago), 33.5% are below.
64.4% are above or equal to 3/24 close (19 days ago), 35.6% are below.
62.6% are above or equal to 3/23 close (20 days ago), 37.4% are below.
64.3% are above or equal to 3/22 close (21 days ago), 35.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 9:59 am ET)
20d: 8.5% new highs, 4.6% new lows
21d: 8.5% new highs, 4.5% new lows
42d: 4.0% new highs, 3.4% new lows
63d: 3.3% new highs, 2.6% new lows
126d: 2.9% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 9:59 am ET)
2-day: 32.8% above, 67.2% below
3-day: 61.5% above, 38.5% below
4-day: 63.5% above, 36.5% below
5-day: 63.9% above, 36.1% below
8-day: 68.4% above, 31.6% below
10-day: 66.8% above, 33.2% below
20-day: 63.3% above, 36.7% below
50-day: 51.6% above, 48.4% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 9:59 am ET)
LEIS(35): 0.08% Top=SEAS WEN HGV SIX DPZ PK JACK RCL ….. H HLT BYD BLMN DRI LVS WYNN SHAK=Bottom (Leisure)
FINA(87): 0.04% Top=NAVI WBS BOFI EWBC ETFC PBCT WAL BK ….. CIT LAZ TWNK CLNS BBT VOYA AMTD BAC=Bottom (Banks/Financials)
COSW(76): 0.03% Top=PFPT DATA VIPS FTNT JD SPLK NOW FIS ….. ZEN CSRA SQ TWLO TWTR COUP NCR MANH=Bottom (Computer Software/Internet)
TRAN(24): -0.02% Top=SWFT CSX ALK JBLU AAL UPS ODFL UNP ….. EXPD KSU LUV DAL UAL WAB TRN CP=Bottom (Transportation)
INSU(29): -0.07% Top=FAF AFSI TMK TRV FNF XL AFL CLGX ….. MBI UNM BRO AGO MET WLTW RDN MTG=Bottom (Insurance)
DISV(44): -0.12% Top=ADS RHI TAL ZTO YY PAYX CNDT V ….. JEC FLT ACM URI AL WTW MAN RRD=Bottom (Diversified Services)
REAL(95): -0.16% Top=BDN NRZ AIV WRI CBG RESI BXMT CIM ….. SHO SC SKT HST RLJ STAG LHO GPT=Bottom (Real Estate)
HEAL(40): -0.19% Top=MZOR DGX PRXL THC A TMO ALGN UNH ….. BKD ESRX HOLX MD NUVA RMD LH OPK=Bottom (Health)
ELEC(44): -0.19% Top=OCLR PI IDTI TRMB XPER CAVM AYI AMAT ….. CY MSCC TEL HIMX AMKR AMD MCHP ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): -0.23% Top=DD DOW CE FMC PAH IFF APD PX ….. GRA HUN CC TROX MOS POT AXTA CF=Bottom (Chemicals/Fertilizers)
COHW(36): -0.25% Top=FNSR HRS INFN CIEN JNPR VRSN TU ANET ….. HPQ SSYS TDS CTL ARRS STX VZ TDC=Bottom (Computer Hardware/Telecom)
MATE(25): -0.25% Top=VMC MLM WM EXP RSG SRCL FAST MAS ….. OC PHM WY DHI FLR TOL MDR USG=Bottom (Materials & Construction)
MANU(34): -0.25% Top=HON SWK ITW AME SNA EMR ETN PH ….. TEX MRC RS KMT ATI CFX DOV DDD=Bottom (Manufacturing)
META(28): -0.26% Top=AA CDE NEM CCJ TECK STLD SLW FNV ….. RGLD CLF CENX CNX FCX NUE AKS SLCA=Bottom (Metals & Mining)
CONS(51): -0.56% Top=CCK SON CHD BC CL BMS PAY BLL ….. WHR COTY UAA GT SKX PVH FOSL MAT=Bottom (Consumer)
RETA(61): -0.72% Top=TSCO NFLX COST KR WFM WBA ORLY TGT ….. FINL URBN M CHS ANF GES SHLD GNC=Bottom (Retail & Specialty Retail)
ENER(87): -0.73% Top=PBF HFC DK GPOR TSO VLO XEC NS ….. OII COG ATW FRAC NOV HLX PTEN 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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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