daytrend

04/25/2017

Filed under: Market Stats — daytrend @ 1:02 pm

Market Stats at 2:01 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 2:01 pm ET)
42.0% of stocks are above yesterday’s high.
70.7% are above yesterday’s midpoint. (29.3% are below.)
9.0% are below yesterday’s low.
49.0% are inside yesterday’s range.
64.0% of stocks with today’s high > yesterday’s high. (36.0% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND (20170425 2:01 pm ET)
60.9% of stocks are above today’s open. (37.5% are below).
58.4% of stocks are above today’s open and yesterday’s close.
20.9% 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 2:01 pm ET)
15.0% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
59.2% are in the top half. 40.8% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170425 2:01 pm ET)
76.5% of stocks are above yesterday’s close. (23.5% are below.)
1.7% are up 4.5% or more. 1.8% are down 4.5% or more.
2.7% are up 3.5% or more. 2.1% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY (20170425 2:01 pm ET)
2-day: >=95:26.2%…>=90:41.7%…>=80:60.5%…>=50:80.8%…<=20:8.9%…<=10:6.4%…<=5:4.5%…
9-day: >=95:0.1%…>=90:0.5%…>=80:6.8%…>=50:76.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:72.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170425 2:01 pm ET)
42.0% above previous 1 highs, 9.0% below previous 1 lows
40.3% above previous 2 highs, 5.7% below previous 2 lows
37.6% above previous 3 highs, 5.2% below previous 3 lows
33.9% above previous 4 highs, 4.9% below previous 4 lows
33.1% above previous 5 highs, 4.7% below previous 5 lows
32.0% above previous 6 highs, 4.5% below previous 6 lows
31.0% above previous 7 highs, 4.4% below previous 7 lows
30.0% above previous 8 highs, 4.1% below previous 8 lows
28.6% above previous 9 highs, 4.1% below previous 9 lows
27.4% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170425 2:01 pm ET)
76.5% are above or equal to 4/24 close (1 days ago), 23.5% are below.
80.9% are above or equal to 4/21 close (2 days ago), 19.1% are below.
76.8% are above or equal to 4/20 close (3 days ago), 23.2% are below.
81.5% are above or equal to 4/19 close (4 days ago), 18.5% are below.
75.7% are above or equal to 4/18 close (5 days ago), 24.3% are below.
74.0% are above or equal to 4/17 close (6 days ago), 26.0% are below.
79.8% are above or equal to 4/13 close (7 days ago), 20.2% are below.
73.7% are above or equal to 4/12 close (8 days ago), 26.3% are below.
68.7% are above or equal to 4/11 close (9 days ago), 31.3% are below.
69.7% are above or equal to 4/10 close (10 days ago), 30.3% are below.
74.1% are above or equal to 4/7 close (11 days ago), 25.9% are below.
72.4% are above or equal to 4/6 close (12 days ago), 27.6% are below.
76.4% are above or equal to 4/5 close (13 days ago), 23.6% are below.
72.6% are above or equal to 4/4 close (14 days ago), 27.4% are below.
69.8% are above or equal to 4/3 close (15 days ago), 30.2% are below.
64.5% are above or equal to 3/31 close (16 days ago), 35.5% are below.
62.5% are above or equal to 3/30 close (17 days ago), 37.5% are below.
65.6% are above or equal to 3/29 close (18 days ago), 34.4% are below.
69.3% are above or equal to 3/28 close (19 days ago), 30.7% are below.
75.9% are above or equal to 3/27 close (20 days ago), 24.1% are below.
74.2% are above or equal to 3/24 close (21 days ago), 25.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170425 2:01 pm ET)
20d: 33.6% new highs, 3.0% new lows
21d: 33.1% new highs, 3.0% new lows
42d: 20.1% new highs, 1.7% new lows
63d: 17.0% new highs, 1.5% new lows
126d: 15.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170425 2:01 pm ET)
2-day: 75.8% above, 24.2% below
3-day: 81.1% above, 18.9% below
4-day: 80.3% above, 19.7% below
5-day: 81.5% above, 18.5% below
8-day: 79.1% above, 20.9% below
10-day: 75.9% above, 24.1% below
20-day: 74.1% above, 25.9% below
50-day: 61.7% above, 38.3% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170425 2:01 pm ET)
MANU(35): 2.18% Top=ATI TEX CAT ITT KMT AGCO DE PH ….. AME XYL RS SNA SWK GE HON ITW=Bottom (Manufacturing)
CHEM(25): 1.29% Top=CF DD DOW CC HUN PAH PPG POT ….. EMN WLK RPM FMC CE AXTA GRA TROX=Bottom (Chemicals/Fertilizers)
ENER(88): 1.07% Top=ATW SM SN CRZO SPN DK RSPP CPE ….. SLB PTEN HFC MDU GPOR NBR RICE VLO=Bottom (Energy)
CONS(51): 0.97% Top=TUP WHR OI FBHS KATE COTY PAY KMB ….. GPK AVY BERY GT SKX LULU HAS ENR=Bottom (Consumer)
ELEC(45): 0.89% Top=WAT GLW AMD MXL KEYS MRVL NVDA LRCX ….. ADI AYI XLNX SIMO ON JBL SNPS HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.80% Top=MCD WYNN MGM GPRO LVS SEAS WEN EXPE ….. DPZ SIX SBUX STAY ARMK BLMN DNKN EAT=Bottom (Leisure)
COSW(77): 0.75% Top=BITA SYNT BIDU ATHM TWLO WUBA SQ YELP ….. CTXS ORCL VEEV XRX NCR COUP SNAP CDNS=Bottom (Computer Software/Internet)
INSU(29): 0.71% Top=FNF XL FAF WLTW MET LNC HIG CNO ….. ALL MMC PGR CLGX MBI BRO TMK PRU=Bottom (Insurance)
COHW(35): 0.70% Top=CIEN STX VIAV ZAYO S TMUS SSYS CDW ….. TDS HRS TDC T CCI BBRY VZ JNPR=Bottom (Computer Hardware/Telecom)
FINA(87): 0.54% Top=OMF BAC BX WFC NTRS SIVB APO GS ….. LAZ AMP WDR PSEC WETF FITB ZION TROW=Bottom (Banks/Financials)
TRAN(23): 0.44% Top=WAB JBLU TRN LUV XPO UNP CHRW CSX ….. AAL UAL EXPD SWFT NSC SAVE GWR CNI=Bottom (Transportation)
HEAL(41): 0.43% Top=OPK ANTM MOH MZOR CNC IART CYH NUVA ….. DXCM DVA BAX ABT PRXL ALGN LH ESRX=Bottom (Health)
DISV(43): 0.34% Top=WTW HRB MYGN YY RRD CAR RBA AMN ….. INFO RHI CTAS URI FLT MAN TRU R=Bottom (Diversified Services)
RETA(60): 0.19% Top=NFLX SFM CVS BID KORS WBA EBAY SBH ….. AEO AAP PIR ETSY DKS TLRD ORLY SHLD=Bottom (Retail & Specialty Retail)
REAL(96): 0.11% Top=FCH RLJ PEB RESI LHO SHO RLGY UDR ….. SPG RPAI WPG SRC ACC CBL WRI GEO=Bottom (Real Estate)
MATE(25): -0.02% Top=MDR MAS FLR JELD DAR USG FAST SRCL ….. KBH TOL EXP LEN CAA DHI WY PHM=Bottom (Materials & Construction)
META(27): -1.91% Top=AA CENX FCX SLCA CNX CCJ CMC CLF ….. AEM AG AGI TECK PAAS SSRI 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 2:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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