daytrend

04/25/2017

Filed under: Market Stats — daytrend @ 9:23 am

Market Stats at 10:22 am ET
by daytrend on 20170425. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170425 10:22 am ET)
43.1% of stocks are above yesterday’s high.
75.3% are above yesterday’s midpoint. (24.7% are below.)
6.3% are below yesterday’s low.
50.6% are inside yesterday’s range.
60.7% of stocks with today’s high > yesterday’s high. (39.3% less than).
14.0% of stocks with today’s low < yesterday’s low. (86.0% greater than).

EVIDENCE OF INTRADAY TREND (20170425 10:22 am ET)
65.5% of stocks are above today’s open. (32.8% are below).
63.0% of stocks are above today’s open and yesterday’s close.
15.2% are below both.
30.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (14.4% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170425 10:22 am ET)
18.0% of stocks are in the top 10% of today’s range.
32.6% are in the top 20%.
66.7% are in the top half. 33.3% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170425 10:22 am ET)
82.5% of stocks are above yesterday’s close. (17.5% are below.)
1.1% are up 4.5% or more. 1.1% are down 4.5% or more.
1.7% are up 3.5% or more. 1.9% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20170425 10:22 am ET)
2-day: >=95:28.6%…>=90:45.3%…>=80:62.5%…>=50:81.4%…<=20:8.5%…<=10:5.1%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.5%…>=50:77.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:74.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170425 10:22 am ET)
43.1% above previous 1 highs, 6.3% below previous 1 lows
42.0% above previous 2 highs, 4.5% below previous 2 lows
39.4% above previous 3 highs, 3.8% below previous 3 lows
36.1% above previous 4 highs, 3.6% below previous 4 lows
35.2% above previous 5 highs, 3.5% below previous 5 lows
34.5% above previous 6 highs, 3.5% below previous 6 lows
33.2% above previous 7 highs, 3.5% below previous 7 lows
32.1% above previous 8 highs, 3.4% below previous 8 lows
31.3% above previous 9 highs, 3.0% below previous 9 lows
29.4% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170425 10:22 am ET)
82.5% are above or equal to 4/24 close (1 days ago), 17.5% are below.
81.9% are above or equal to 4/21 close (2 days ago), 18.1% are below.
76.9% are above or equal to 4/20 close (3 days ago), 23.1% are below.
80.4% are above or equal to 4/19 close (4 days ago), 19.6% are below.
75.3% are above or equal to 4/18 close (5 days ago), 24.7% are below.
72.9% are above or equal to 4/17 close (6 days ago), 27.1% are below.
79.3% are above or equal to 4/13 close (7 days ago), 20.7% are below.
73.5% are above or equal to 4/12 close (8 days ago), 26.5% are below.
68.5% are above or equal to 4/11 close (9 days ago), 31.5% are below.
71.0% are above or equal to 4/10 close (10 days ago), 29.0% are below.
74.0% are above or equal to 4/7 close (11 days ago), 26.0% are below.
72.4% are above or equal to 4/6 close (12 days ago), 27.6% are below.
77.1% are above or equal to 4/5 close (13 days ago), 22.9% are below.
72.9% are above or equal to 4/4 close (14 days ago), 27.1% are below.
70.3% are above or equal to 4/3 close (15 days ago), 29.7% are below.
64.8% are above or equal to 3/31 close (16 days ago), 35.2% are below.
63.4% are above or equal to 3/30 close (17 days ago), 36.6% are below.
65.7% are above or equal to 3/29 close (18 days ago), 34.3% are below.
69.7% are above or equal to 3/28 close (19 days ago), 30.3% are below.
77.3% are above or equal to 3/27 close (20 days ago), 22.7% are below.
75.8% are above or equal to 3/24 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170425 10:22 am ET)
20d: 31.6% new highs, 2.4% new lows
21d: 31.0% new highs, 2.4% new lows
42d: 18.1% new highs, 1.5% new lows
63d: 15.5% new highs, 1.2% new lows
126d: 14.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170425 10:22 am ET)
2-day: 81.6% above, 18.4% below
3-day: 82.0% above, 18.0% below
4-day: 80.4% above, 19.6% below
5-day: 81.1% above, 18.9% below
8-day: 78.3% above, 21.7% below
10-day: 75.9% above, 24.1% below
20-day: 75.1% above, 24.9% below
50-day: 62.3% above, 37.7% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170425 10:22 am ET)
MANU(35): 2.17% Top=TEX ATI CAT KMT DE AGCO ITT DCI ….. XYL HON DHR SNA SWK RS ITW GE=Bottom (Manufacturing)
CHEM(25): 1.20% Top=DD DOW CF HUN CC POT PPG PAH ….. FMC OLN WLK SHW AXTA VSM ASH GRA=Bottom (Chemicals/Fertilizers)
ENER(88): 1.06% Top=MTDR QEP OII CRZO SM NFX ATW OAS ….. GPOR CVE CRC RRC RICE BAS VLO XOG=Bottom (Energy)
CONS(51): 0.98% Top=TUP OI WHR FOSL MAT FBHS EL COTY ….. BMS ENR GIL VFC PVH BERY LULU GT=Bottom (Consumer)
INSU(29): 0.89% Top=MBI MET LNC AGO PRU RDN FNF CNO ….. AIG TMK TRV AFSI BRO PGR ALL MMC=Bottom (Insurance)
TRAN(23): 0.86% Top=JBLU XPO WAB LUV TRN DAL AAL ALK ….. SWFT CHRW CP CSX SAVE NSC GWR CNI=Bottom (Transportation)
FINA(87): 0.83% Top=CIT WFC BAC NTRS WBS WAL SIVB CFG ….. EFX SEIC TWNK WDR FITB AMP ZION TROW=Bottom (Banks/Financials)
LEIS(35): 0.68% Top=MCD SONC WYNN MGM LVS RCL MLCO QSR ….. SIX DNKN DRI PK ARMK SBUX SHAK EAT=Bottom (Leisure)
ELEC(45): 0.64% Top=WAT GLW MXL TRMB CREE MRVL SPWR KEYS ….. AMKR AYI KLAC XLNX OCLR SNPS SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): 0.64% Top=S VIAV TMUS CIEN COMM TDS INFN PANW ….. HRS HPQ BCE TDC WDC BBRY CCI ACIA=Bottom (Computer Hardware/Telecom)
COSW(77): 0.61% Top=BITA SYNT TWLO ATHM VIPS WUBA MANH BIDU ….. NCR SHOP IT TRIP CTXS SNAP XRX CDNS=Bottom (Computer Software/Internet)
DISV(43): 0.49% Top=CXW HRB WTW CAR YY RRD MYGN ILG ….. V VNTV SERV MAN ZTO FLT TRU R=Bottom (Diversified Services)
RETA(60): 0.35% Top=SFM NFLX KORS BID BZUN CVS HD WBA ….. FINL DKS TSCO W PIR AAP ORLY SHLD=Bottom (Retail & Specialty Retail)
HEAL(41): 0.08% Top=OPK BDX MOH NUVA HLS IART ANTM TMO ….. CYH BAX ALGN ACHC PRXL MZOR LH ESRX=Bottom (Health)
REAL(96): 0.04% Top=FCH RLJ RLGY PEB RESI LHO SHO NRZ ….. PSA AKR MGP NNN LPT SRC WRI GEO=Bottom (Real Estate)
MATE(25): -0.12% Top=MDR MAS DAR JELD FLR PWR VMC FAST ….. TPH WY TOL LEN DHI CAA KBH PHM=Bottom (Materials & Construction)
META(27): -1.06% Top=FCX AA SLCA CENX CCJ X CMC CNX ….. GG PAAS AG SLW AGI SSRI TECK ABX=Bottom (Metals & Mining)

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 10:22 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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