daytrend

04/21/2017

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 10:47 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 10:47 am ET)
13.5% of stocks are above yesterday’s high.
57.6% are above yesterday’s midpoint. (42.4% are below.)
12.0% are below yesterday’s low.
74.5% are inside yesterday’s range.
35.9% of stocks with today’s high > yesterday’s high. (64.1% less than).
25.4% of stocks with today’s low < yesterday’s low. (74.6% greater than).

EVIDENCE OF INTRADAY TREND (20170421 10:47 am ET)
39.0% of stocks are above today’s open. (59.8% are below).
30.7% of stocks are above today’s open and yesterday’s close.
53.0% 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 10:47 am ET)
9.0% of stocks are in the top 10% of today’s range.
15.9% are in the top 20%.
45.7% are in the top half. 54.3% of stocks are in the bottom half of today’s range.
21.2% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20170421 10:47 am ET)
39.3% of stocks are above yesterday’s close. (60.7% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.7% are down 3.5% or more.
81.2% are between +1% and -1%.

RSI on DAILY (20170421 10:47 am ET)
2-day: >=95:10.5%…>=90:18.7%…>=80:30.6%…>=50:60.9%…<=20:13.7%…<=10:7.4%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:63.2%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:59.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 10:47 am ET)
13.5% above previous 1 highs, 12.0% below previous 1 lows
11.5% above previous 2 highs, 7.7% below previous 2 lows
10.6% above previous 3 highs, 6.3% below previous 3 lows
10.5% above previous 4 highs, 5.2% below previous 4 lows
9.5% above previous 5 highs, 4.9% below previous 5 lows
8.2% above previous 6 highs, 4.6% below previous 6 lows
7.2% above previous 7 highs, 4.5% below previous 7 lows
6.5% above previous 8 highs, 4.3% below previous 8 lows
6.2% above previous 9 highs, 4.3% below previous 9 lows
6.0% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 10:47 am ET)
39.3% are above or equal to 4/20 close (1 days ago), 60.7% are below.
70.7% are above or equal to 4/19 close (2 days ago), 29.3% are below.
66.7% are above or equal to 4/18 close (3 days ago), 33.3% are below.
64.4% are above or equal to 4/17 close (4 days ago), 35.6% are below.
76.8% are above or equal to 4/13 close (5 days ago), 23.2% are below.
67.9% are above or equal to 4/12 close (6 days ago), 32.1% are below.
54.8% are above or equal to 4/11 close (7 days ago), 45.2% are below.
57.8% are above or equal to 4/10 close (8 days ago), 42.2% are below.
60.4% are above or equal to 4/7 close (9 days ago), 39.6% are below.
59.9% are above or equal to 4/6 close (10 days ago), 40.1% are below.
66.5% are above or equal to 4/5 close (11 days ago), 33.5% are below.
59.6% are above or equal to 4/4 close (12 days ago), 40.4% are below.
56.8% are above or equal to 4/3 close (13 days ago), 43.2% are below.
51.5% are above or equal to 3/31 close (14 days ago), 48.5% are below.
51.1% are above or equal to 3/30 close (15 days ago), 48.9% are below.
54.3% are above or equal to 3/29 close (16 days ago), 45.7% are below.
56.1% are above or equal to 3/28 close (17 days ago), 43.9% are below.
66.6% are above or equal to 3/27 close (18 days ago), 33.4% are below.
63.8% are above or equal to 3/24 close (19 days ago), 36.2% are below.
63.4% are above or equal to 3/23 close (20 days ago), 36.6% are below.
65.0% are above or equal to 3/22 close (21 days ago), 35.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 10:47 am ET)
20d: 10.6% new highs, 4.9% new lows
21d: 10.6% new highs, 4.6% new lows
42d: 5.5% new highs, 3.5% new lows
63d: 4.9% new highs, 2.8% new lows
126d: 4.3% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 10:47 am ET)
2-day: 37.8% above, 62.2% below
3-day: 61.6% above, 38.4% below
4-day: 63.9% above, 36.1% below
5-day: 63.0% above, 37.0% below
8-day: 67.4% above, 32.6% below
10-day: 64.9% above, 35.1% below
20-day: 62.1% above, 37.9% below
50-day: 50.9% above, 49.1% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 10:47 am ET)
LEIS(35): 0.15% Top=HGV WEN SEAS SIX SONC DPZ EAT JACK ….. YUMC DNKN GPRO H HLT SHAK WYNN LVS=Bottom (Leisure)
FINA(87): 0.07% Top=BOFI EWBC WBS NAVI SLM ETFC BK JNS ….. SEIC SYF BAC OZRK KKR APO AMTD LAZ=Bottom (Banks/Financials)
COSW(76): 0.03% Top=PFPT VIPS SINA FTNT IAC JD DATA MSFT ….. IBM HPE NTNX TWLO SQ COUP NCR MANH=Bottom (Computer Software/Internet)
TRAN(24): -0.10% Top=CSX SWFT UPS ALK FDX CNI JBHT ODFL ….. GWR LUV UAL WAB CP DAL KSU TRN=Bottom (Transportation)
CHEM(24): -0.10% Top=PAH CC DD IFF APD DOW PPG FMC ….. WLK TROX ASH MOS HUN POT AXTA CF=Bottom (Chemicals/Fertilizers)
ENER(87): -0.13% Top=PBF HFC DK BAS SPN GPOR TSO VLO ….. OII BHI ATW COG HLX NOV FRAC SLB=Bottom (Energy)
INSU(29): -0.16% Top=XL TMK FAF FNF AFL PRU TRV L ….. ALL CINF MET PGR AON BRO RDN MTG=Bottom (Insurance)
MATE(25): -0.18% Top=MLM WM VMC RSG SRCL MAS EXP DAR ….. CAA TOL PHM DHI WY KBH TPH USG=Bottom (Materials & Construction)
HEAL(40): -0.19% Top=MZOR THC PRXL DGX ALGN ACHC MOH XRAY ….. ABT IART RMD NUVA AET LH ESRX OPK=Bottom (Health)
REAL(95): -0.20% Top=BDN RESI NRZ CIM SLG BXMT AGNC TWO ….. GPT MAC SC SPG GGP PEI DDR SKT=Bottom (Real Estate)
DISV(44): -0.21% Top=TAL ZTO AMN CAR YY VRSK CTAS ADS ….. SERV ACM FLT MAN HRB URI RRD WTW=Bottom (Diversified Services)
ELEC(44): -0.23% Top=OCLR PI IDTI AMBA FLEX AYI TRMB MRVL ….. AMD MSCC TXN ADI HIMX AMKR MCHP ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.24% Top=HON SWK MWA SNA ITW AOS AME XYL ….. DOV TEX MRC DDD ATI GE CFX KMT=Bottom (Manufacturing)
COHW(36): -0.31% Top=FNSR INFN HRS CIEN ACIA TMUS TU VRSN ….. SSYS PSTG TDS HPQ TDC ARRS STX VZ=Bottom (Computer Hardware/Telecom)
META(28): -0.36% Top=CMC STLD CCJ TECK NEM CDE CNX GG ….. RGLD AGI TAHO CLF NUE AKS FCX SLCA=Bottom (Metals & Mining)
CONS(51): -0.62% Top=CCK SON WRK BMS PAY BLL FBHS GIL ….. KATE HBI COH PVH UAA FOSL SKX MAT=Bottom (Consumer)
RETA(61): -0.77% Top=TSCO KR WFM RH COST NFLX BZUN TGT ….. PAG ANF ETSY GES SHLD FINL AN 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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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