daytrend

04/24/2017

Filed under: Market Stats — daytrend @ 12:09 pm

Market Stats at 1:08 pm 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 1:08 pm ET)
55.8% of stocks are above yesterday’s high.
77.0% are above yesterday’s midpoint. (23.0% are below.)
11.8% are below yesterday’s low.
32.4% are inside yesterday’s range.
82.4% of stocks with today’s high > yesterday’s high. (17.6% less than).
19.8% of stocks with today’s low < yesterday’s low. (80.2% greater than).

EVIDENCE OF INTRADAY TREND (20170424 1:08 pm ET)
41.8% of stocks are above today’s open. (56.8% are below).
40.5% of stocks are above today’s open and yesterday’s close.
18.1% 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 1:08 pm ET)
11.7% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
49.3% are in the top half. 50.7% of stocks are in the bottom half of today’s range.
17.6% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20170424 1:08 pm ET)
80.7% of stocks are above yesterday’s close. (19.3% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
3.9% are up 3.5% or more. 0.6% are down 3.5% or more.
40.2% are between +1% and -1%.

RSI on DAILY (20170424 1:08 pm ET)
2-day: >=95:21.6%…>=90:32.5%…>=80:51.3%…>=50:77.9%…<=20:12.5%…<=10:9.9%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:71.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:68.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170424 1:08 pm ET)
55.8% above previous 1 highs, 11.8% below previous 1 lows
46.3% above previous 2 highs, 9.4% below previous 2 lows
41.0% above previous 3 highs, 8.7% below previous 3 lows
40.4% above previous 4 highs, 8.4% below previous 4 lows
39.9% above previous 5 highs, 7.0% below previous 5 lows
38.3% above previous 6 highs, 6.3% below previous 6 lows
34.9% above previous 7 highs, 6.1% below previous 7 lows
33.0% above previous 8 highs, 5.4% below previous 8 lows
29.9% above previous 9 highs, 4.0% below previous 9 lows
29.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170424 1:08 pm ET)
80.7% are above or equal to 4/21 close (1 days ago), 19.3% are below.
71.2% are above or equal to 4/20 close (2 days ago), 28.8% are below.
76.8% are above or equal to 4/19 close (3 days ago), 23.2% are below.
71.6% are above or equal to 4/18 close (4 days ago), 28.4% are below.
68.4% are above or equal to 4/17 close (5 days ago), 31.6% are below.
75.6% are above or equal to 4/13 close (6 days ago), 24.4% are below.
70.6% are above or equal to 4/12 close (7 days ago), 29.4% are below.
62.6% are above or equal to 4/11 close (8 days ago), 37.4% are below.
64.2% are above or equal to 4/10 close (9 days ago), 35.8% are below.
68.6% are above or equal to 4/7 close (10 days ago), 31.4% are below.
67.0% are above or equal to 4/6 close (11 days ago), 33.0% are below.
71.8% are above or equal to 4/5 close (12 days ago), 28.2% are below.
67.4% are above or equal to 4/4 close (13 days ago), 32.6% are below.
66.4% are above or equal to 4/3 close (14 days ago), 33.6% are below.
61.1% are above or equal to 3/31 close (15 days ago), 38.9% are below.
58.5% are above or equal to 3/30 close (16 days ago), 41.5% are below.
63.2% are above or equal to 3/29 close (17 days ago), 36.8% are below.
65.7% are above or equal to 3/28 close (18 days ago), 34.3% are below.
73.7% are above or equal to 3/27 close (19 days ago), 26.3% are below.
71.8% are above or equal to 3/24 close (20 days ago), 28.2% 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 1:08 pm ET)
20d: 31.6% new highs, 2.9% new lows
21d: 30.9% new highs, 2.9% new lows
42d: 17.8% new highs, 1.5% new lows
63d: 15.3% new highs, 1.1% new lows
126d: 13.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170424 1:08 pm ET)
2-day: 80.0% above, 20.0% below
3-day: 76.4% above, 23.6% below
4-day: 77.2% above, 22.8% below
5-day: 75.7% above, 24.3% below
8-day: 73.5% above, 26.5% below
10-day: 70.5% above, 29.5% below
20-day: 70.6% above, 29.4% below
50-day: 57.3% above, 42.7% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170424 1:08 pm ET)
FINA(87): 2.13% Top=WAL PACW BAC JPM OZRK EWBC MS AMTD ….. CLNS PVTB NDAQ PSEC ICE BX ARCC KCG=Bottom (Banks/Financials)
CHEM(25): 1.95% Top=TROX CC HUN PAH OLN PX EMN POT ….. CF IFF CE FMC VSM SHW ASH WLK=Bottom (Chemicals/Fertilizers)
MANU(34): 1.80% Top=ATI KMT ITW AGCO CAT CFX AME DE ….. DCI IR EMR DHR MWA GE SNA SWK=Bottom (Manufacturing)
ELEC(44): 1.48% Top=XLNX TRMB KEYS ADI ON GLW SWKS AMBA ….. CY CREE XPER FLEX MRVL AYI SIMO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 1.36% Top=SWFT XPO TRN AAL DAL GWR ALK WAB ….. CHRW UNP EXPD UPS NSC CP SAVE CSX=Bottom (Transportation)
INSU(29): 1.24% Top=MBI LNC CNO UNM PRU L MET RDN ….. FAF HIG AJG FNF AON PGR ORI AFSI=Bottom (Insurance)
COHW(36): 1.24% Top=INFN ACIA WDC S CIEN SSYS JNPR ARRS ….. LVLT TU BCE T VRSN ZAYO VZ CCI=Bottom (Computer Hardware/Telecom)
DISV(44): 1.24% Top=MAN CAR AL RBA ACM WTW KBR URI ….. G ALLE RHI PAYX ZTO YY SBAC ULTA=Bottom (Diversified Services)
LEIS(35): 1.05% Top=SONC WEN WYN EXPE BLMN QSR DRI YUM ….. SEAS WYNN MLCO PK LVS SHAK STAY CMG=Bottom (Leisure)
HEAL(40): 1.03% Top=IRWD BSX CNC CYH MOH A THC AET ….. UNH VWR MD BKD EW VAR BDX MZOR=Bottom (Health)
CONS(50): 1.02% Top=HAS PVH OI KS WHR SKX UAA PBI ….. CHD LULU ELF GPK MAT NKE SON KATE=Bottom (Consumer)
ENER(87): 0.95% Top=SN HFC PBF MPC TSO VLO SWN DK ….. OII APA SLB COG DO BAS RICE HLX=Bottom (Energy)
META(28): 0.91% Top=CENX AKS STLD X AA FCX SLCA CMC ….. ABX PAAS SSRI AGI FNV AG GG TAHO=Bottom (Metals & Mining)
COSW(78): 0.83% Top=NUAN MANH TRIP BITA VMW AKAM DNB HPE ….. MSCI TSS NCR NTNX SHOP DATA SYNT COUP=Bottom (Computer Software/Internet)
MATE(25): 0.70% Top=PWR JELD DAR EXP SUM MAS FLR MLM ….. DHI CAA TOL RYN KBH LEN FAST PHM=Bottom (Materials & Construction)
RETA(60): 0.29% Top=BLDR BID TLRD ANF KMX AN GPS BABA ….. JWN LL CHS GNC SBH SFM W SHLD=Bottom (Retail & Specialty Retail)
REAL(94): -1.14% Top=ALLY DRH SC LHO SHO PEB OUT BAM ….. GGP KIM SRC HCP DDR REG BRX 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 1:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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