daytrend

04/24/2017

Filed under: Market Stats — daytrend @ 10:45 am

Market Stats at 11:44 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 11:44 am ET)
50.8% of stocks are above yesterday’s high.
74.2% are above yesterday’s midpoint. (25.8% are below.)
11.4% are below yesterday’s low.
37.9% are inside yesterday’s range.
81.7% of stocks with today’s high > yesterday’s high. (18.3% less than).
18.7% of stocks with today’s low < yesterday’s low. (81.3% greater than).

EVIDENCE OF INTRADAY TREND (20170424 11:44 am ET)
31.4% of stocks are above today’s open. (67.2% are below).
30.0% of stocks are above today’s open and yesterday’s close.
19.5% 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 11:44 am ET)
5.5% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
28.6% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN (20170424 11:44 am ET)
79.1% of stocks are above yesterday’s close. (20.9% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
2.4% are up 3.5% or more. 0.6% are down 3.5% or more.
47.6% are between +1% and -1%.

RSI on DAILY (20170424 11:44 am ET)
2-day: >=95:19.9%…>=90:30.3%…>=80:49.1%…>=50:74.2%…<=20:13.7%…<=10:9.5%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:69.1%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:65.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170424 11:44 am ET)
50.8% above previous 1 highs, 11.4% below previous 1 lows
41.3% above previous 2 highs, 8.9% below previous 2 lows
37.1% above previous 3 highs, 8.1% below previous 3 lows
36.1% above previous 4 highs, 7.9% below previous 4 lows
35.7% above previous 5 highs, 6.5% below previous 5 lows
34.2% above previous 6 highs, 6.0% below previous 6 lows
31.0% above previous 7 highs, 5.3% below previous 7 lows
28.8% above previous 8 highs, 4.5% below previous 8 lows
25.4% above previous 9 highs, 3.4% below previous 9 lows
24.3% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170424 11:44 am ET)
79.1% are above or equal to 4/21 close (1 days ago), 20.9% are below.
66.7% are above or equal to 4/20 close (2 days ago), 33.3% are below.
74.5% are above or equal to 4/19 close (3 days ago), 25.5% are below.
70.7% are above or equal to 4/18 close (4 days ago), 29.3% are below.
67.8% are above or equal to 4/17 close (5 days ago), 32.2% are below.
75.2% are above or equal to 4/13 close (6 days ago), 24.8% are below.
69.4% are above or equal to 4/12 close (7 days ago), 30.6% are below.
61.9% are above or equal to 4/11 close (8 days ago), 38.1% are below.
62.9% are above or equal to 4/10 close (9 days ago), 37.1% are below.
67.4% are above or equal to 4/7 close (10 days ago), 32.6% are below.
66.3% are above or equal to 4/6 close (11 days ago), 33.7% are below.
70.9% are above or equal to 4/5 close (12 days ago), 29.1% are below.
65.7% are above or equal to 4/4 close (13 days ago), 34.3% are below.
64.1% are above or equal to 4/3 close (14 days ago), 35.9% are below.
58.6% are above or equal to 3/31 close (15 days ago), 41.4% are below.
57.5% are above or equal to 3/30 close (16 days ago), 42.5% are below.
61.9% are above or equal to 3/29 close (17 days ago), 38.1% are below.
64.0% are above or equal to 3/28 close (18 days ago), 36.0% are below.
72.9% are above or equal to 3/27 close (19 days ago), 27.1% are below.
70.5% are above or equal to 3/24 close (20 days ago), 29.5% are below.
68.4% are above or equal to 3/23 close (21 days ago), 31.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170424 11:44 am ET)
20d: 30.9% new highs, 2.8% new lows
21d: 30.2% new highs, 2.8% new lows
42d: 17.0% new highs, 1.3% new lows
63d: 14.7% new highs, 1.1% new lows
126d: 12.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170424 11:44 am ET)
2-day: 78.6% above, 21.4% below
3-day: 73.5% above, 26.5% below
4-day: 73.9% above, 26.1% below
5-day: 73.9% above, 26.1% below
8-day: 70.8% above, 29.2% below
10-day: 69.1% above, 30.9% below
20-day: 68.9% above, 31.1% below
50-day: 56.2% above, 43.8% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170424 11:44 am ET)
CHEM(25): 1.83% Top=TROX CC HUN PAH PX EMN OLN MOS ….. RPM VSM FMC CE CF ASH WLK SHW=Bottom (Chemicals/Fertilizers)
FINA(87): 1.83% Top=WAL PACW EWBC OZRK MS BAC JPM AMTD ….. PVTB ICE PSEC NDAQ SLM BX KCG ARCC=Bottom (Banks/Financials)
MANU(34): 1.60% Top=ITW KMT AGCO ATI CAT CFX AME HON ….. AOS FLS MWA DHR IR SWK SNA GE=Bottom (Manufacturing)
TRAN(23): 1.23% Top=SWFT XPO AAL TRN GWR DAL KSU ALK ….. UNP CHRW UPS EXPD NSC CP SAVE CSX=Bottom (Transportation)
ELEC(44): 1.20% Top=XLNX SWKS ADI KEYS TRMB AMBA TXN GLW ….. CREE MRVL AYI SIMO PI CY HIMX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): 1.13% Top=CAR MAN WTW AL RBA URI R ACM ….. BAH PAYX ALLE SBAC ZTO RHI YY ULTA=Bottom (Diversified Services)
COHW(36): 1.05% Top=INFN WDC S CIEN JNPR SSYS NTAP ACIA ….. LVLT TU BCE PSTG ZAYO CCI VRSN VZ=Bottom (Computer Hardware/Telecom)
HEAL(40): 1.04% Top=IRWD CYH BSX CNC DXCM THC NUVA MOH ….. ANTM DGX UNH MD BKD VAR BDX MZOR=Bottom (Health)
INSU(29): 1.00% Top=MBI LNC PRU UNM CNO L CLGX MET ….. FNF AIG AJG HIG PGR AON ORI AFSI=Bottom (Insurance)
CONS(50): 0.84% Top=HAS PVH OI KS WHR PBI COTY WRK ….. NKE TPX GPK SON ELF MAT KATE LULU=Bottom (Consumer)
LEIS(35): 0.79% Top=SONC EXPE QSR YUM WYN BYD YUMC CCL ….. WYNN SHAK SEAS LVS PK MLCO STAY CMG=Bottom (Leisure)
META(28): 0.76% Top=CENX AKS STLD AA X CMC FCX NUE ….. ABX PAAS FNV SSRI AG AGI GG TAHO=Bottom (Metals & Mining)
COSW(78): 0.74% Top=BITA NUAN DNB TRIP MANH AKAM VMW SINA ….. TWLO NCR SHOP NTNX ATHM SYNT DATA COUP=Bottom (Computer Software/Internet)
MATE(25): 0.57% Top=DAR PWR SUM EXP JELD MAS FLR MLM ….. RYN KBH DHI CAA FAST TOL LEN PHM=Bottom (Materials & Construction)
ENER(87): 0.38% Top=HFC SN PBF MPC TSO NFG VLO NOV ….. OII APA MRO COG XOG RICE BAS HLX=Bottom (Energy)
RETA(60): 0.17% Top=ETSY BLDR BID AN W BABA KMX ANF ….. M KSS JWN CHS SHLD GNC SFM SBH=Bottom (Retail & Specialty Retail)
REAL(94): -1.02% Top=ALLY SC SHO DRH PEB LHO GEO HST ….. RPAI HCP KIM SRC REG BRX DFT 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 11:44 am 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

Create a free website or blog at WordPress.com.

%d bloggers like this: