daytrend

04/25/2017

Filed under: Market Stats — daytrend @ 11:16 am

Market Stats at 12:15 pm 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 12:15 pm ET)
40.5% of stocks are above yesterday’s high.
70.2% are above yesterday’s midpoint. (29.8% are below.)
9.6% are below yesterday’s low.
49.9% are inside yesterday’s range.
62.7% of stocks with today’s high > yesterday’s high. (37.3% less than).
18.9% of stocks with today’s low < yesterday’s low. (81.1% greater than).

EVIDENCE OF INTRADAY TREND (20170425 12:15 pm ET)
58.9% of stocks are above today’s open. (39.3% are below).
56.1% of stocks are above today’s open and yesterday’s close.
20.6% 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 12:15 pm ET)
10.8% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170425 12:15 pm ET)
76.8% of stocks are above yesterday’s close. (23.2% are below.)
1.5% are up 4.5% or more. 2.3% are down 4.5% or more.
1.9% are up 3.5% or more. 2.6% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY (20170425 12:15 pm ET)
2-day: >=95:26.3%…>=90:41.6%…>=80:59.1%…>=50:79.3%…<=20:9.4%…<=10:6.6%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.3%…>=50:76.2%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:72.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170425 12:15 pm ET)
40.5% above previous 1 highs, 9.6% below previous 1 lows
39.4% above previous 2 highs, 6.0% below previous 2 lows
36.7% above previous 3 highs, 5.2% below previous 3 lows
33.5% above previous 4 highs, 4.7% below previous 4 lows
32.6% above previous 5 highs, 4.5% below previous 5 lows
31.6% above previous 6 highs, 4.3% below previous 6 lows
30.8% above previous 7 highs, 4.1% below previous 7 lows
29.9% above previous 8 highs, 4.0% below previous 8 lows
28.8% above previous 9 highs, 3.8% below previous 9 lows
27.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170425 12:15 pm ET)
76.8% are above or equal to 4/24 close (1 days ago), 23.2% are below.
79.9% are above or equal to 4/21 close (2 days ago), 20.1% are below.
76.0% are above or equal to 4/20 close (3 days ago), 24.0% are below.
79.4% are above or equal to 4/19 close (4 days ago), 20.6% are below.
74.5% are above or equal to 4/18 close (5 days ago), 25.5% are below.
72.4% are above or equal to 4/17 close (6 days ago), 27.6% are below.
78.8% are above or equal to 4/13 close (7 days ago), 21.2% are below.
73.2% are above or equal to 4/12 close (8 days ago), 26.8% are below.
68.1% are above or equal to 4/11 close (9 days ago), 31.9% are below.
68.7% are above or equal to 4/10 close (10 days ago), 31.3% are below.
72.4% are above or equal to 4/7 close (11 days ago), 27.6% are below.
71.7% are above or equal to 4/6 close (12 days ago), 28.3% are below.
75.9% are above or equal to 4/5 close (13 days ago), 24.1% are below.
71.8% are above or equal to 4/4 close (14 days ago), 28.2% are below.
68.7% are above or equal to 4/3 close (15 days ago), 31.3% are below.
64.4% are above or equal to 3/31 close (16 days ago), 35.6% are below.
62.2% are above or equal to 3/30 close (17 days ago), 37.8% are below.
65.2% are above or equal to 3/29 close (18 days ago), 34.8% are below.
68.1% are above or equal to 3/28 close (19 days ago), 31.9% are below.
75.5% are above or equal to 3/27 close (20 days ago), 24.5% are below.
74.1% are above or equal to 3/24 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170425 12:15 pm ET)
20d: 33.2% new highs, 2.9% new lows
21d: 32.7% new highs, 2.9% new lows
42d: 19.7% new highs, 1.6% new lows
63d: 16.9% new highs, 1.3% new lows
126d: 15.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170425 12:15 pm ET)
2-day: 75.7% above, 24.3% below
3-day: 79.9% above, 20.1% below
4-day: 78.3% above, 21.7% below
5-day: 79.2% above, 20.8% below
8-day: 78.0% above, 22.0% below
10-day: 75.3% above, 24.7% below
20-day: 73.7% above, 26.3% below
50-day: 60.3% above, 39.7% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170425 12:15 pm ET)
MANU(35): 1.91% Top=TEX ATI CAT ITT KMT DE CMI AGCO ….. DOV XYL RS SNA GE ITW SWK HON=Bottom (Manufacturing)
CHEM(25): 1.13% Top=DD DOW CF HUN CC PAH VSM PPG ….. EMN WLK RPM FMC AXTA CE TROX GRA=Bottom (Chemicals/Fertilizers)
ENER(88): 0.91% Top=ATW QEP SM SPN CRZO MTDR WPZ APA ….. HFC RRC XOG GPOR CVE BHI RICE VLO=Bottom (Energy)
ELEC(45): 0.90% Top=WAT GLW MXL AMD TRMB CY NVDA CRUS ….. KLAC ON JBL XLNX SNPS AYI SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.81% Top=TUP OI WHR FBHS COTY EL FOSL SEE ….. BMS UAA VFC SKX HAS GT ENR LULU=Bottom (Consumer)
COSW(77): 0.79% Top=BITA SYNT BIDU TWLO ATHM WUBA SINA YELP ….. NCR ORCL CTXS DATA SHOP XRX SNAP CDNS=Bottom (Computer Software/Internet)
INSU(29): 0.73% Top=XL FNF MET FAF MBI WLTW AGO RDN ….. ALL CINF AFL MMC PRU UNM BRO TMK=Bottom (Insurance)
LEIS(35): 0.65% Top=MCD WYNN MGM LVS SEAS GPRO QSR RCL ….. DPZ SIX PK SBUX ARMK STAY DNKN EAT=Bottom (Leisure)
COHW(35): 0.61% Top=STX CIEN VIAV ZAYO SSYS S COMM FNSR ….. T BCE HRS TDC VZ CCI JNPR BBRY=Bottom (Computer Hardware/Telecom)
FINA(87): 0.53% Top=BAC WBS SIVB BX WFC NTRS OMF C ….. BKU SEIC WDR WETF FITB AMP ZION TROW=Bottom (Banks/Financials)
TRAN(23): 0.48% Top=WAB TRN LUV JBLU XPO KSU CSX UNP ….. AAL UAL GWR NSC EXPD SWFT SAVE CNI=Bottom (Transportation)
DISV(43): 0.33% Top=WTW MYGN HRB YY CAR CXW RRD AMN ….. CNDT INFO CTAS SBAC MAN FLT TRU R=Bottom (Diversified Services)
HEAL(41): 0.33% Top=OPK MOH ANTM IART CNC NUVA PKI BDX ….. ABT DVA BAX ALGN PRXL ACHC LH ESRX=Bottom (Health)
REAL(96): 0.01% Top=FCH RLJ RLGY LHO AIV SHO PEB RESI ….. AKR SRC NNN WPG ACC CBL WRI GEO=Bottom (Real Estate)
RETA(60): -0.02% Top=NFLX CVS SFM BZUN BID KORS SBH WBA ….. KR AEO PIR DKS ORLY WFM TLRD SHLD=Bottom (Retail & Specialty Retail)
MATE(25): -0.16% Top=MDR MAS DAR JELD SUM FLR USG WM ….. TOL TPH LEN KBH WY DHI CAA PHM=Bottom (Materials & Construction)
META(27): -2.42% Top=AA FCX CENX SLCA CNX CCJ CMC SCCO ….. AEM AGI SLW AG SSRI PAAS AKS 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 12:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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