daytrend

04/24/2017

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:45 am ET
by daytrend on 20170424. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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 (20170424 9:45 am ET)
53.5% of stocks are above yesterday’s high.
78.6% are above yesterday’s midpoint. (21.4% are below.)
11.0% are below yesterday’s low.
35.5% are inside yesterday’s range.
79.2% of stocks with today’s high > yesterday’s high. (20.8% less than).
12.3% of stocks with today’s low < yesterday’s low. (87.7% greater than).

EVIDENCE OF INTRADAY TREND (20170424 9:45 am ET)
33.8% of stocks are above today’s open. (64.5% are below).
33.1% of stocks are above today’s open and yesterday’s close.
16.5% are below both.
65.7% of stocks opened above yesterday’s high.
96.6% of stocks opened above yesterday’s close. (3.1% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170424 9:45 am ET)
6.3% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
31.9% are in the bottom 20%.
16.6% are in the bottom 10%.

GAIN (20170424 9:45 am ET)
82.5% of stocks are above yesterday’s close. (17.5% are below.)
0.5% are up 4.5% or more. 0.1% are down 4.5% or more.
2.7% are up 3.5% or more. 0.5% are down 3.5% or more.
45.7% are between +1% and -1%.

RSI on DAILY (20170424 9:45 am ET)
2-day: >=95:22.3%…>=90:32.4%…>=80:51.9%…>=50:75.9%…<=20:12.1%…<=10:7.7%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:72.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:69.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170424 9:45 am ET)
53.5% above previous 1 highs, 11.0% below previous 1 lows
45.5% above previous 2 highs, 7.1% below previous 2 lows
42.1% above previous 3 highs, 6.7% below previous 3 lows
40.9% above previous 4 highs, 6.5% below previous 4 lows
40.4% above previous 5 highs, 4.8% below previous 5 lows
38.5% above previous 6 highs, 4.0% below previous 6 lows
36.6% above previous 7 highs, 3.9% below previous 7 lows
34.8% above previous 8 highs, 3.4% below previous 8 lows
31.4% above previous 9 highs, 1.7% below previous 9 lows
30.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170424 9:45 am ET)
82.5% are above or equal to 4/21 close (1 days ago), 17.5% are below.
71.1% are above or equal to 4/20 close (2 days ago), 28.9% are below.
75.7% are above or equal to 4/19 close (3 days ago), 24.3% are below.
72.8% are above or equal to 4/18 close (4 days ago), 27.2% are below.
68.9% are above or equal to 4/17 close (5 days ago), 31.1% are below.
77.2% are above or equal to 4/13 close (6 days ago), 22.8% are below.
71.6% are above or equal to 4/12 close (7 days ago), 28.4% are below.
63.7% are above or equal to 4/11 close (8 days ago), 36.3% are below.
65.8% are above or equal to 4/10 close (9 days ago), 34.2% are below.
69.1% are above or equal to 4/7 close (10 days ago), 30.9% are below.
68.3% are above or equal to 4/6 close (11 days ago), 31.7% are below.
73.3% are above or equal to 4/5 close (12 days ago), 26.7% are below.
65.9% are above or equal to 4/4 close (13 days ago), 34.1% are below.
66.4% are above or equal to 4/3 close (14 days ago), 33.6% are below.
60.6% are above or equal to 3/31 close (15 days ago), 39.4% are below.
59.0% are above or equal to 3/30 close (16 days ago), 41.0% are below.
64.1% are above or equal to 3/29 close (17 days ago), 35.9% are below.
65.9% are above or equal to 3/28 close (18 days ago), 34.1% are below.
73.4% are above or equal to 3/27 close (19 days ago), 26.6% are below.
71.3% are above or equal to 3/24 close (20 days ago), 28.7% are below.
70.2% are above or equal to 3/23 close (21 days ago), 29.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170424 9:45 am ET)
20d: 28.4% new highs, 0.9% new lows
21d: 27.8% new highs, 0.9% new lows
42d: 15.8% new highs, 0.6% new lows
63d: 13.8% new highs, 0.4% new lows
126d: 12.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170424 9:45 am ET)
2-day: 82.2% above, 17.8% below
3-day: 77.2% above, 22.8% below
4-day: 76.1% above, 23.9% below
5-day: 74.1% above, 25.9% below
8-day: 73.4% above, 26.6% below
10-day: 72.4% above, 27.6% below
20-day: 70.6% above, 29.4% below
50-day: 57.6% above, 42.4% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170424 9:45 am ET)
FINA(87): 2.33% Top=CFG OZRK KEY SIVB WAL EWBC RF ETFC ….. EFX TWNK BX ARCC CLNS PSEC KCG TCB=Bottom (Banks/Financials)
MANU(34): 1.80% Top=ITW ATI KMT ITT AGCO HON CAT CFX ….. AOS BWXT TTC DCI RS SWK SNA GE=Bottom (Manufacturing)
INSU(29): 1.54% Top=LNC PRU UNM MET MBI RDN CNO MTG ….. ORI MMC AIG AJG AON CLGX FNF FAF=Bottom (Insurance)
TRAN(23): 1.51% Top=SWFT AAL XPO WAB ALK DAL TRN GWR ….. KSU CP NSC UNP EXPD CSX UPS CHRW=Bottom (Transportation)
CHEM(25): 1.50% Top=TROX HUN CC PAH OLN EMN PX PPG ….. IFF POT ALB GRA CF SHW ASH FMC=Bottom (Chemicals/Fertilizers)
ELEC(44): 1.39% Top=XLNX ADI SWKS MXL XPER TXN MSCC ON ….. TER KEYS GRMN FLEX CREE HIMX SIMO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): 1.27% Top=MAN AL RRD R CAR MYGN ACM URI ….. BAH V INFO HRB ULTA SBAC CXW YY=Bottom (Diversified Services)
CONS(50): 1.04% Top=HAS PVH KS OI WRK GT WHR PBI ….. GPK NKE CCK CRI CHD LULU CLX KMB=Bottom (Consumer)
COHW(36): 1.02% Top=BBRY WDC ACIA INFN S SSYS ANET ARRS ….. TU VRSN CTL BCE CCI LVLT T VZ=Bottom (Computer Hardware/Telecom)
HEAL(40): 0.87% Top=NUVA ZBH BSX A ALGN MOH ESRX EW ….. CYH UNH OPK RMD VAR BKD BDX MZOR=Bottom (Health)
MATE(25): 0.85% Top=DAR FLR SUM PWR MAS TPH EXP OC ….. VMC CAA TOL LEN MLM WY PHM RYN=Bottom (Materials & Construction)
RETA(60): 0.78% Top=BZUN BLDR AN BID ANF KMX TLRD DLTR ….. SFM PIR M GME RH SHLD SBH GNC=Bottom (Retail & Specialty Retail)
COSW(78): 0.78% Top=TTD NTES PTC ADSK GRUB TTWO ATVI SHOP ….. SYNT NTNX EQIX IAC COUP TWLO ATHM DATA=Bottom (Computer Software/Internet)
LEIS(35): 0.72% Top=SONC EAT BYD EXPE CCL WYN HLT SEAS ….. WYNN PK MCD JACK MLCO WEN GPRO CMG=Bottom (Leisure)
ENER(87): 0.35% Top=FTI HFC VLO DK MPC PBF TSO SWN ….. WPX PE NS ECA FANG NBR XOG HLX=Bottom (Energy)
META(28): -0.01% Top=AKS CENX X TECK AA ARNC STLD CLF ….. ABX FNV AEM SSRI GG AG TAHO AGI=Bottom (Metals & Mining)
REAL(94): -0.73% Top=SC RLGY ALLY OUT CBG BAM DRH RESI ….. WPG GGP SNH SRC OHI DFT NRZ RLJ=Bottom (Real Estate)

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 9:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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