daytrend

04/21/2017

Filed under: Market Stats — daytrend @ 9:11 am

Market Stats at 10:11 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 10:11 am ET)
12.7% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
13.2% are below yesterday’s low.
74.1% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).

EVIDENCE OF INTRADAY TREND (20170421 10:11 am ET)
36.8% of stocks are above today’s open. (61.7% are below).
26.1% 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 10:11 am ET)
11.3% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
41.1% are in the top half. 58.9% of stocks are in the bottom half of today’s range.
30.0% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN (20170421 10:11 am ET)
35.7% of stocks are above yesterday’s close. (64.3% 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. 0.9% are down 3.5% or more.
82.0% are between +1% and -1%.

RSI on DAILY (20170421 10:11 am ET)
2-day: >=95:10.1%…>=90:19.1%…>=80:30.9%…>=50:61.1%…<=20:14.9%…<=10:8.7%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:64.0%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 10:11 am ET)
12.7% above previous 1 highs, 13.2% below previous 1 lows
11.1% above previous 2 highs, 8.2% below previous 2 lows
10.2% above previous 3 highs, 6.7% below previous 3 lows
10.0% above previous 4 highs, 6.0% below previous 4 lows
9.3% above previous 5 highs, 5.9% below previous 5 lows
8.0% above previous 6 highs, 5.7% below previous 6 lows
7.3% above previous 7 highs, 5.7% below previous 7 lows
7.0% above previous 8 highs, 5.5% below previous 8 lows
6.3% above previous 9 highs, 5.5% below previous 9 lows
6.2% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 10:11 am ET)
35.7% are above or equal to 4/20 close (1 days ago), 64.3% are below.
70.1% are above or equal to 4/19 close (2 days ago), 29.9% are below.
66.1% are above or equal to 4/18 close (3 days ago), 33.9% are below.
63.7% are above or equal to 4/17 close (4 days ago), 36.3% are below.
77.0% are above or equal to 4/13 close (5 days ago), 23.0% are below.
68.9% are above or equal to 4/12 close (6 days ago), 31.1% are below.
54.6% are above or equal to 4/11 close (7 days ago), 45.4% are below.
57.3% are above or equal to 4/10 close (8 days ago), 42.7% are below.
60.1% are above or equal to 4/7 close (9 days ago), 39.9% are below.
60.0% are above or equal to 4/6 close (10 days ago), 40.0% are below.
66.8% are above or equal to 4/5 close (11 days ago), 33.2% are below.
59.8% are above or equal to 4/4 close (12 days ago), 40.2% are below.
57.1% are above or equal to 4/3 close (13 days ago), 42.9% are below.
51.1% are above or equal to 3/31 close (14 days ago), 48.9% are below.
51.0% are above or equal to 3/30 close (15 days ago), 49.0% are below.
54.0% are above or equal to 3/29 close (16 days ago), 46.0% are below.
57.3% are above or equal to 3/28 close (17 days ago), 42.7% are below.
67.0% are above or equal to 3/27 close (18 days ago), 33.0% are below.
64.4% are above or equal to 3/24 close (19 days ago), 35.6% are below.
63.3% are above or equal to 3/23 close (20 days ago), 36.7% are below.
65.1% are above or equal to 3/22 close (21 days ago), 34.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 10:11 am ET)
20d: 9.6% new highs, 4.6% new lows
21d: 9.6% new highs, 4.5% new lows
42d: 5.1% new highs, 3.4% new lows
63d: 4.5% new highs, 2.6% new lows
126d: 4.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 10:11 am ET)
2-day: 33.7% above, 66.3% below
3-day: 61.2% above, 38.8% below
4-day: 63.7% above, 36.3% below
5-day: 63.4% above, 36.6% below
8-day: 67.0% above, 33.0% below
10-day: 65.9% above, 34.1% below
20-day: 62.2% above, 37.8% below
50-day: 51.8% above, 48.2% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 10:11 am ET)
FINA(87): 0.14% Top=EWBC WBS BOFI NAVI ETFC WAL PBCT SLM ….. ATH SEIC LAZ BBT TWNK WETF BAC AMTD=Bottom (Banks/Financials)
COSW(76): 0.05% Top=PFPT DATA VIPS JD SPLK NOW FTNT IAC ….. HPE GRUB TWTR SQ TWLO COUP NCR MANH=Bottom (Computer Software/Internet)
INSU(29): 0.02% Top=FNF FAF TMK XL AFL AFSI TRV L ….. CINF MBI ALL BRO WLTW AON RDN MTG=Bottom (Insurance)
LEIS(35): -0.00% Top=SEAS WEN HGV SIX DPZ PK JACK EAT ….. QSR DRI H HLT BYD LVS WYNN SHAK=Bottom (Leisure)
ELEC(44): -0.00% Top=OCLR PI IDTI FLEX TRMB CGNX AMAT INTC ….. KEYS TEL AMKR AMD ADI HIMX MCHP ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -0.09% Top=SWFT CSX JBLU ALK AAL UPS UNP XPO ….. GWR UAL LUV DAL KSU WAB CP TRN=Bottom (Transportation)
DISV(44): -0.11% Top=RHI TAL ZTO ADS YY V PAYX ULTA ….. CXW AL KBR HRB ACM URI WTW RRD=Bottom (Diversified Services)
REAL(95): -0.21% Top=BDN NRZ RESI AIV BXMT CIM AGNC ARI ….. HST HPT RLJ SHO STAG LHO SKT GPT=Bottom (Real Estate)
COHW(36): -0.23% Top=FNSR CIEN HRS INFN VRSN TMUS JNPR TU ….. STX HPQ CTL PSTG TDC ARRS VZ TDS=Bottom (Computer Hardware/Telecom)
HEAL(40): -0.23% Top=MZOR DGX ALGN PRXL A PKI TMO XRAY ….. AET BKD ESRX NUVA CYH LH MD OPK=Bottom (Health)
CHEM(24): -0.34% Top=PAH PPG IFF DD FMC APD DOW PX ….. WLK HUN TROX MOS CC POT AXTA CF=Bottom (Chemicals/Fertilizers)
MANU(34): -0.39% Top=HON SWK MWA AOS SNA ITW AME EMR ….. MRC DDD TEX CFX GE KMT ATI DOV=Bottom (Manufacturing)
MATE(25): -0.43% Top=WM SRCL VMC RSG MLM JELD FAST EXP ….. TPH DHI WY CAA KBH TOL MDR USG=Bottom (Materials & Construction)
ENER(87): -0.57% Top=PBF HFC DK TSO VLO XEC GPOR NS ….. OII ATW COG HLX PTEN NOV FRAC SLB=Bottom (Energy)
CONS(51): -0.64% Top=CCK SON BLL CHD PAY BMS WRK ECL ….. FL COTY GT UAA SKX PVH FOSL MAT=Bottom (Consumer)
META(28): -0.65% Top=TECK AA NEM CCJ STLD FNV CDE SLW ….. AGI X CNX CLF NUE FCX AKS SLCA=Bottom (Metals & Mining)
RETA(61): -0.84% Top=WFM KR TSCO COST ORLY NFLX TJX CPRT ….. M ETSY AN GES FINL ANF SHLD GNC=Bottom (Retail & Specialty Retail)

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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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