daytrend

04/24/2017

Filed under: Market Stats — daytrend @ 1:20 pm

Market Stats at 2:20 pm ET
by daytrend on 20170424. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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 2:20 pm ET)
58.3% of stocks are above yesterday’s high.
77.9% are above yesterday’s midpoint. (22.1% are below.)
11.7% are below yesterday’s low.
30.0% are inside yesterday’s range.
82.9% of stocks with today’s high > yesterday’s high. (17.1% less than).
20.0% of stocks with today’s low < yesterday’s low. (80.0% greater than).

EVIDENCE OF INTRADAY TREND (20170424 2:20 pm ET)
48.5% of stocks are above today’s open. (50.6% are below).
47.4% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
65.6% 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 2:20 pm ET)
19.8% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
57.2% are in the top half. 42.8% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20170424 2:20 pm ET)
81.7% of stocks are above yesterday’s close. (18.3% are below.)
1.3% are up 4.5% or more. 0.6% are down 4.5% or more.
4.6% are up 3.5% or more. 1.0% are down 3.5% or more.
35.9% are between +1% and -1%.

RSI on DAILY (20170424 2:20 pm ET)
2-day: >=95:22.7%…>=90:34.5%…>=80:53.4%…>=50:78.2%…<=20:12.2%…<=10:9.3%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:71.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170424 2:20 pm ET)
58.3% above previous 1 highs, 11.7% below previous 1 lows
49.1% above previous 2 highs, 9.5% below previous 2 lows
44.1% above previous 3 highs, 9.2% below previous 3 lows
43.0% above previous 4 highs, 8.8% below previous 4 lows
42.1% above previous 5 highs, 7.7% below previous 5 lows
40.5% above previous 6 highs, 6.5% below previous 6 lows
37.2% above previous 7 highs, 6.1% below previous 7 lows
34.8% above previous 8 highs, 5.4% below previous 8 lows
31.5% above previous 9 highs, 3.7% below previous 9 lows
30.9% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170424 2:20 pm ET)
81.7% are above or equal to 4/21 close (1 days ago), 18.3% are below.
71.9% are above or equal to 4/20 close (2 days ago), 28.1% are below.
77.4% are above or equal to 4/19 close (3 days ago), 22.6% are below.
72.4% are above or equal to 4/18 close (4 days ago), 27.6% are below.
69.4% are above or equal to 4/17 close (5 days ago), 30.6% are below.
76.9% are above or equal to 4/13 close (6 days ago), 23.1% are below.
70.9% are above or equal to 4/12 close (7 days ago), 29.1% are below.
64.7% are above or equal to 4/11 close (8 days ago), 35.3% are below.
66.3% are above or equal to 4/10 close (9 days ago), 33.7% are below.
69.4% are above or equal to 4/7 close (10 days ago), 30.6% are below.
68.6% are above or equal to 4/6 close (11 days ago), 31.4% are below.
72.6% are above or equal to 4/5 close (12 days ago), 27.4% are below.
68.6% are above or equal to 4/4 close (13 days ago), 31.4% are below.
67.5% are above or equal to 4/3 close (14 days ago), 32.5% are below.
62.0% are above or equal to 3/31 close (15 days ago), 38.0% are below.
59.5% are above or equal to 3/30 close (16 days ago), 40.5% are below.
63.7% are above or equal to 3/29 close (17 days ago), 36.3% are below.
67.4% are above or equal to 3/28 close (18 days ago), 32.6% are below.
74.4% are above or equal to 3/27 close (19 days ago), 25.6% are below.
73.1% are above or equal to 3/24 close (20 days ago), 26.9% are below.
71.8% are above or equal to 3/23 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170424 2:20 pm ET)
20d: 32.3% new highs, 2.9% new lows
21d: 31.5% new highs, 2.9% new lows
42d: 18.1% new highs, 1.6% new lows
63d: 15.6% new highs, 1.2% new lows
126d: 13.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170424 2:20 pm ET)
2-day: 81.1% above, 18.9% below
3-day: 77.6% above, 22.4% below
4-day: 78.5% above, 21.5% below
5-day: 77.0% above, 23.0% below
8-day: 74.3% above, 25.7% below
10-day: 71.5% above, 28.5% below
20-day: 71.1% above, 28.9% below
50-day: 57.9% above, 42.1% below
200-day: 69.1% above, 30.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170424 2:20 pm ET)
CHEM(25): 2.10% Top=TROX CC PAH HUN OLN EMN PX POT ….. DD AXTA CE ASH FMC VSM WLK SHW=Bottom (Chemicals/Fertilizers)
FINA(87): 2.10% Top=WAL PACW BAC JPM MS AMTD STI EWBC ….. PVTB NDAQ ICE CLNS NYCB TCB ARCC KCG=Bottom (Banks/Financials)
MANU(34): 2.05% Top=ATI KMT ITW AGCO AME CFX CAT DE ….. EMR DCI IR DHR MWA GE SNA SWK=Bottom (Manufacturing)
ELEC(44): 1.73% Top=XLNX TRMB ON KEYS ADI MSCC CGNX CAVM ….. GRMN CREE MRVL FLEX XPER SIMO AYI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 1.63% Top=SWFT XPO TRN DAL AAL GWR JBHT JBLU ….. EXPD CHRW UPS UNP CP NSC SAVE CSX=Bottom (Transportation)
DISV(44): 1.37% Top=MAN CAR RBA AL ACM WTW HRB KBR ….. V G ILG ZTO PAYX YY SBAC ULTA=Bottom (Diversified Services)
COHW(36): 1.34% Top=INFN WDC ACIA S CIEN STX JNPR ARRS ….. TU LVLT BCE T VRSN ZAYO VZ CCI=Bottom (Computer Hardware/Telecom)
INSU(29): 1.32% Top=MBI LNC UNM PRU L CNO MET WLTW ….. AIG FAF PGR AON HIG FNF ORI AFSI=Bottom (Insurance)
LEIS(35): 1.21% Top=SONC EAT EXPE WYN MGM WEN BLMN YUM ….. SEAS SIX RCL PK WYNN LVS STAY CMG=Bottom (Leisure)
HEAL(40): 1.18% Top=IRWD CYH BSX A CNC HOLX PKI UHS ….. EW ANTM MD DXCM BKD VAR BDX MZOR=Bottom (Health)
CONS(50): 1.12% Top=HAS PVH OI KS WHR SKX COTY ENR ….. GPK FOSL NKE LULU SON MAT ELF KATE=Bottom (Consumer)
ENER(87): 1.07% Top=HFC SN DK PBF MPC CPE TSO SM ….. DO SLB COG ATW RICE XOG BAS HLX=Bottom (Energy)
META(27): 1.05% Top=CENX AKS AA STLD X CLF CMC FCX ….. NEM PAAS GG AGI SSRI FNV AG TAHO=Bottom (Metals & Mining)
COSW(78): 0.88% Top=BITA NUAN HPE VMW PTC AKAM DNB NTES ….. TSS MSCI INTU SHOP DATA NTNX SYNT COUP=Bottom (Computer Software/Internet)
MATE(25): 0.77% Top=PWR JELD EXP FLR MAS SUM DAR MLM ….. DHI KBH RYN CAA TOL LEN FAST PHM=Bottom (Materials & Construction)
RETA(60): 0.40% Top=WFM BLDR BID TLRD ANF KMX AN BABA ….. EBAY LL CHS SBH GNC SHLD SFM W=Bottom (Retail & Specialty Retail)
REAL(94): -1.14% Top=ALLY SC LHO RESI DRH BAM SHO PEB ….. DFT SRC BRX GGP KIM REG PEI 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 2:20 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

Create a free website or blog at WordPress.com.

%d bloggers like this: