daytrend

04/25/2017

Filed under: Market Stats — daytrend @ 2:25 pm

Market Stats at 3:25 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 3:25 pm ET)
46.4% of stocks are above yesterday’s high.
72.4% are above yesterday’s midpoint. (27.6% are below.)
8.0% are below yesterday’s low.
45.6% are inside yesterday’s range.
66.4% of stocks with today’s high > yesterday’s high. (33.6% less than).
21.7% of stocks with today’s low < yesterday’s low. (78.3% greater than).

EVIDENCE OF INTRADAY TREND (20170425 3:25 pm ET)
63.9% of stocks are above today’s open. (34.1% are below).
61.2% of stocks are above today’s open and yesterday’s close.
17.5% 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 3:25 pm ET)
20.3% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20170425 3:25 pm ET)
79.9% of stocks are above yesterday’s close. (20.1% are below.)
1.8% are up 4.5% or more. 1.7% are down 4.5% or more.
3.5% are up 3.5% or more. 2.2% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY (20170425 3:25 pm ET)
2-day: >=95:27.5%…>=90:43.2%…>=80:63.1%…>=50:82.4%…<=20:7.9%…<=10:5.7%…<=5:3.9%…
9-day: >=95:0.1%…>=90:0.6%…>=80:7.5%…>=50:77.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:74.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170425 3:25 pm ET)
46.4% above previous 1 highs, 8.0% below previous 1 lows
44.2% above previous 2 highs, 5.1% below previous 2 lows
41.1% above previous 3 highs, 4.5% below previous 3 lows
37.2% above previous 4 highs, 4.1% below previous 4 lows
36.1% above previous 5 highs, 3.9% below previous 5 lows
35.2% above previous 6 highs, 3.6% below previous 6 lows
33.8% above previous 7 highs, 3.6% below previous 7 lows
32.7% above previous 8 highs, 3.6% below previous 8 lows
31.4% above previous 9 highs, 3.4% below previous 9 lows
29.9% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170425 3:25 pm ET)
79.9% are above or equal to 4/24 close (1 days ago), 20.1% are below.
81.4% are above or equal to 4/21 close (2 days ago), 18.6% are below.
78.1% are above or equal to 4/20 close (3 days ago), 21.9% are below.
81.9% are above or equal to 4/19 close (4 days ago), 18.1% are below.
77.4% are above or equal to 4/18 close (5 days ago), 22.6% are below.
74.6% are above or equal to 4/17 close (6 days ago), 25.4% are below.
80.5% are above or equal to 4/13 close (7 days ago), 19.5% are below.
73.8% are above or equal to 4/12 close (8 days ago), 26.2% are below.
70.1% are above or equal to 4/11 close (9 days ago), 29.9% are below.
70.8% are above or equal to 4/10 close (10 days ago), 29.2% are below.
73.4% are above or equal to 4/7 close (11 days ago), 26.6% are below.
72.5% are above or equal to 4/6 close (12 days ago), 27.5% are below.
76.9% are above or equal to 4/5 close (13 days ago), 23.1% are below.
73.4% are above or equal to 4/4 close (14 days ago), 26.6% are below.
70.2% are above or equal to 4/3 close (15 days ago), 29.8% are below.
64.7% are above or equal to 3/31 close (16 days ago), 35.3% are below.
63.4% are above or equal to 3/30 close (17 days ago), 36.6% are below.
66.5% are above or equal to 3/29 close (18 days ago), 33.5% are below.
69.8% are above or equal to 3/28 close (19 days ago), 30.2% are below.
77.0% are above or equal to 3/27 close (20 days ago), 23.0% are below.
74.9% are above or equal to 3/24 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170425 3:25 pm ET)
20d: 34.7% new highs, 3.0% new lows
21d: 34.2% new highs, 3.0% new lows
42d: 20.8% new highs, 1.7% new lows
63d: 17.6% new highs, 1.5% new lows
126d: 15.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170425 3:25 pm ET)
2-day: 78.7% above, 21.3% below
3-day: 81.5% above, 18.5% below
4-day: 81.5% above, 18.5% below
5-day: 82.2% above, 17.8% below
8-day: 80.3% above, 19.7% below
10-day: 77.6% above, 22.4% below
20-day: 75.3% above, 24.7% below
50-day: 61.6% above, 38.4% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170425 3:25 pm ET)
MANU(35): 2.23% Top=ATI TEX CAT KMT ITT PH DE FLS ….. DOV RS XYL SNA SWK GE HON ITW=Bottom (Manufacturing)
ENER(88): 1.60% Top=SN SM ATW CRZO CPE DK SPN RSPP ….. GPOR SLB BAS NBR MPC RICE MDU VLO=Bottom (Energy)
CHEM(25): 1.57% Top=CF DD DOW PAH PPG HUN CC MOS ….. ASH RPM AXTA TROX FMC EMN GRA CE=Bottom (Chemicals/Fertilizers)
ELEC(45): 1.22% Top=WAT GLW PI MRVL AMD LRCX MXL KEYS ….. ADI XLNX JBL AYI SIMO ON SNPS HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 1.16% Top=TUP WHR OI MAT KATE FBHS COTY KMB ….. GT AVY HAS BC CHD GIL LULU SKX=Bottom (Consumer)
COHW(35): 0.84% Top=CIEN S STX VIAV ZAYO TMUS CTL SSYS ….. TDC BBRY BCE T HRS CCI VZ JNPR=Bottom (Computer Hardware/Telecom)
COSW(77): 0.83% Top=BITA ATHM BIDU SYNT TWLO SQ NUAN FEYE ….. CDK ACN TRI ORCL DATA VEEV NCR CDNS=Bottom (Computer Software/Internet)
LEIS(35): 0.80% Top=MCD RCL WYNN GPRO LVS HGV MLCO QSR ….. PK STAY SIX SBUX ARMK BLMN DNKN EAT=Bottom (Leisure)
INSU(29): 0.75% Top=XL AFSI FAF WLTW FNF LNC AGO MET ….. PGR MTG MMC PRU MBI BRO TMK CLGX=Bottom (Insurance)
TRAN(23): 0.72% Top=JBLU WAB TRN CSX LUV ALK UNP KSU ….. EXPD DAL SAVE NSC JBHT GWR SWFT CNI=Bottom (Transportation)
FINA(87): 0.51% Top=OMF APO WFC NTRS BAC SIVB CFG MS ….. LAZ AMP OZRK WDR WETF FITB ZION TROW=Bottom (Banks/Financials)
HEAL(41): 0.48% Top=OPK MZOR ANTM CNC CYH IART DGX MOH ….. IRWD ACHC XRAY ABT ALGN PRXL LH ESRX=Bottom (Health)
DISV(43): 0.38% Top=MYGN HRB WTW YY RRD RBA ILG ACM ….. CTAS VNTV AL RHI MAN FLT TRU R=Bottom (Diversified Services)
RETA(60): 0.26% Top=NFLX SFM CVS EBAY BID WBA GNC KORS ….. KMX ANF AEO ORLY ETSY DKS TLRD SHLD=Bottom (Retail & Specialty Retail)
MATE(25): 0.21% Top=MDR MAS FLR DAR FAST JELD SRCL USG ….. RYN TOL EXP DHI LEN CAA WY PHM=Bottom (Materials & Construction)
REAL(96): 0.13% Top=FCH UDR RLJ LHO RESI CPT PEB AIV ….. SPG NNN WPG CBL SRC ACC WRI GEO=Bottom (Real Estate)
META(27): -1.44% Top=CENX AA FCX CNX SLCA CCJ CLF CMC ….. AEM TECK AGI AG 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 3:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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