daytrend

04/21/2017

Filed under: Market Stats — daytrend @ 1:24 pm

Market Stats at 2:24 pm ET
by daytrend on 20170421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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 (20170421 2:24 pm ET)
17.1% of stocks are above yesterday’s high.
56.6% are above yesterday’s midpoint. (43.4% are below.)
13.3% are below yesterday’s low.
69.6% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND (20170421 2:24 pm ET)
42.1% of stocks are above today’s open. (55.4% are below).
33.4% of stocks are above today’s open and yesterday’s close.
48.3% 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 2:24 pm ET)
15.1% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20170421 2:24 pm ET)
42.7% of stocks are above yesterday’s close. (57.3% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 0.7% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY (20170421 2:24 pm ET)
2-day: >=95:12.9%…>=90:22.3%…>=80:33.2%…>=50:60.9%…<=20:13.2%…<=10:7.3%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:63.0%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:58.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 2:24 pm ET)
17.1% above previous 1 highs, 13.3% below previous 1 lows
14.8% above previous 2 highs, 10.0% below previous 2 lows
13.5% above previous 3 highs, 7.0% below previous 3 lows
13.0% above previous 4 highs, 5.7% below previous 4 lows
12.2% above previous 5 highs, 5.2% below previous 5 lows
11.1% above previous 6 highs, 5.0% below previous 6 lows
10.1% above previous 7 highs, 4.8% below previous 7 lows
9.3% above previous 8 highs, 4.6% below previous 8 lows
8.9% above previous 9 highs, 4.6% below previous 9 lows
8.8% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 2:24 pm ET)
42.7% are above or equal to 4/20 close (1 days ago), 57.3% are below.
70.5% are above or equal to 4/19 close (2 days ago), 29.5% are below.
65.0% are above or equal to 4/18 close (3 days ago), 35.0% are below.
63.5% are above or equal to 4/17 close (4 days ago), 36.5% are below.
76.1% are above or equal to 4/13 close (5 days ago), 23.9% are below.
67.8% are above or equal to 4/12 close (6 days ago), 32.2% are below.
55.2% are above or equal to 4/11 close (7 days ago), 44.8% are below.
57.3% are above or equal to 4/10 close (8 days ago), 42.7% are below.
58.4% are above or equal to 4/7 close (9 days ago), 41.6% are below.
59.5% are above or equal to 4/6 close (10 days ago), 40.5% are below.
65.7% are above or equal to 4/5 close (11 days ago), 34.3% are below.
58.2% are above or equal to 4/4 close (12 days ago), 41.8% are below.
56.1% are above or equal to 4/3 close (13 days ago), 43.9% are below.
51.0% are above or equal to 3/31 close (14 days ago), 49.0% are below.
49.3% are above or equal to 3/30 close (15 days ago), 50.7% are below.
53.2% are above or equal to 3/29 close (16 days ago), 46.8% are below.
56.8% are above or equal to 3/28 close (17 days ago), 43.2% are below.
66.1% are above or equal to 3/27 close (18 days ago), 33.9% are below.
64.3% are above or equal to 3/24 close (19 days ago), 35.7% are below.
63.5% are above or equal to 3/23 close (20 days ago), 36.5% are below.
64.1% are above or equal to 3/22 close (21 days ago), 35.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 2:24 pm ET)
20d: 12.6% new highs, 6.1% new lows
21d: 12.6% new highs, 5.7% new lows
42d: 6.7% new highs, 4.5% new lows
63d: 5.9% new highs, 3.7% new lows
126d: 5.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 2:24 pm ET)
2-day: 40.9% above, 59.1% below
3-day: 62.4% above, 37.6% below
4-day: 63.7% above, 36.3% below
5-day: 62.7% above, 37.3% below
8-day: 67.0% above, 33.0% below
10-day: 65.0% above, 35.0% below
20-day: 62.0% above, 38.0% below
50-day: 50.6% above, 49.4% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 2:24 pm ET)
LEIS(35): 0.26% Top=WEN SONC DPZ SEAS EAT BLMN HGV JACK ….. MAR CCL GPRO HLT BYD LVS WYNN YUMC=Bottom (Leisure)
TRAN(24): 0.24% Top=CSX SWFT JBHT ODFL ALK SAVE XPO EXPD ….. CP WAB FDX LUV TRN UAL DAL KSU=Bottom (Transportation)
ENER(87): 0.23% Top=PBF HFC DK SPN GPOR XEC TSO VLO ….. FRAC ETE VVV PAA RES NOV BHI SLB=Bottom (Energy)
MATE(25): 0.10% Top=MAS WM VMC RSG MLM SUM KBH SRCL ….. TOL WY EXP DHI JELD TPH MDR USG=Bottom (Materials & Construction)
MANU(34): 0.04% Top=HON SWK SNA MWA AOS XYL ITW IR ….. FLS AGCO KMT DDD DE DHR CFX GE=Bottom (Manufacturing)
DISV(44): -0.01% Top=TAL RHI ZTO CXW R KBR CNDT PAYX ….. MYGN AL FDC MAN FLT URI WTW HRB=Bottom (Diversified Services)
CHEM(24): -0.14% Top=CC RPM IFF PAH APD DD DOW PPG ….. CE TROX AXTA HUN WLK MOS CF POT=Bottom (Chemicals/Fertilizers)
COSW(76): -0.17% Top=PFPT SINA VIPS IAC FTNT FEYE MSFT FIS ….. VEEV NTNX HPE TWLO COUP PTC NCR MANH=Bottom (Computer Software/Internet)
FINA(87): -0.21% Top=WBS EWBC SLM BOFI FII WDR PB BK ….. BEN SEIC WU MS AMTD OMF APO LAZ=Bottom (Banks/Financials)
HEAL(40): -0.27% Top=MZOR THC ACHC PRXL MOH RMD ALGN A ….. DVA MD NUVA HLS ESRX CYH LH OPK=Bottom (Health)
REAL(95): -0.27% Top=RLGY BDN GEO SLG NRZ STAG DRE NLY ….. REG BAM KIM SPG SKT MAC DDR SC=Bottom (Real Estate)
ELEC(44): -0.31% Top=OCLR PI IDTI AMBA AYI FSLR INTC LRCX ….. TXN AMKR MSCC ADI KEYS MCHP HIMX ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): -0.44% Top=RH KR AEO ORLY TSCO GPS NFLX W ….. M AN GES KORS FINL SHLD ETSY GNC=Bottom (Retail & Specialty Retail)
META(28): -0.44% Top=TECK CMC NEM CCJ STLD AEM CNX CDE ….. FNV SLW AKS TAHO NUE CLF FCX SLCA=Bottom (Metals & Mining)
INSU(29): -0.48% Top=FNF FAF AFSI TMK XL PRU AFL TRV ….. BRO AJG WLTW AON MBI MMC RDN MTG=Bottom (Insurance)
COHW(36): -0.50% Top=FNSR HRS TU JNPR BBRY INFN CSCO TMUS ….. T S WDC COMM NTAP TDC VZ ACIA=Bottom (Computer Hardware/Telecom)
CONS(51): -0.73% Top=BC BMS SON FBHS BERY NWL CCK HAS ….. COH FOSL UAA HBI KATE PVH SKX MAT=Bottom (Consumer)

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 2:24 pm 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: