daytrend

04/26/2017

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20170426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170426 10:10 am ET)
19.9% of stocks are above yesterday’s high.
55.1% are above yesterday’s midpoint. (44.9% are below.)
16.6% are below yesterday’s low.
63.5% are inside yesterday’s range.
34.0% of stocks with today’s high > yesterday’s high. (66.0% less than).
34.1% of stocks with today’s low < yesterday’s low. (65.9% greater than).

EVIDENCE OF INTRADAY TREND (20170426 10:10 am ET)
56.5% of stocks are above today’s open. (42.3% are below).
44.9% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
8.8% of stocks opened above yesterday’s high.
43.5% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
9.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170426 10:10 am ET)
18.2% of stocks are in the top 10% of today’s range.
31.6% are in the top 20%.
61.8% are in the top half. 38.2% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
7.0% are in the bottom 10%.

GAIN (20170426 10:10 am ET)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
1.1% are up 4.5% or more. 1.6% are down 4.5% or more.
2.1% are up 3.5% or more. 2.3% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170426 10:10 am ET)
2-day: >=95:20.1%…>=90:30.2%…>=80:44.3%…>=50:72.0%…<=20:10.6%…<=10:5.4%…<=5:3.2%…
9-day: >=95:0.1%…>=90:0.5%…>=80:7.2%…>=50:73.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:71.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170426 10:10 am ET)
19.9% above previous 1 highs, 16.6% below previous 1 lows
17.0% above previous 2 highs, 8.5% below previous 2 lows
16.3% above previous 3 highs, 5.9% below previous 3 lows
15.2% above previous 4 highs, 5.0% below previous 4 lows
14.5% above previous 5 highs, 4.9% below previous 5 lows
14.4% above previous 6 highs, 4.6% below previous 6 lows
14.0% above previous 7 highs, 4.0% below previous 7 lows
13.5% above previous 8 highs, 3.8% below previous 8 lows
13.3% above previous 9 highs, 3.7% below previous 9 lows
12.9% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170426 10:10 am ET)
53.8% are above or equal to 4/25 close (1 days ago), 46.2% are below.
68.9% are above or equal to 4/24 close (2 days ago), 31.1% are below.
77.9% are above or equal to 4/21 close (3 days ago), 22.1% are below.
74.8% are above or equal to 4/20 close (4 days ago), 25.2% are below.
79.9% are above or equal to 4/19 close (5 days ago), 20.1% are below.
74.8% are above or equal to 4/18 close (6 days ago), 25.2% are below.
72.6% are above or equal to 4/17 close (7 days ago), 27.4% are below.
77.4% are above or equal to 4/13 close (8 days ago), 22.6% are below.
71.8% are above or equal to 4/12 close (9 days ago), 28.2% are below.
66.2% are above or equal to 4/11 close (10 days ago), 33.8% are below.
69.0% are above or equal to 4/10 close (11 days ago), 31.0% are below.
70.2% are above or equal to 4/7 close (12 days ago), 29.8% are below.
69.3% are above or equal to 4/6 close (13 days ago), 30.7% are below.
73.5% are above or equal to 4/5 close (14 days ago), 26.5% are below.
69.8% are above or equal to 4/4 close (15 days ago), 30.2% are below.
68.8% are above or equal to 4/3 close (16 days ago), 31.2% are below.
63.2% are above or equal to 3/31 close (17 days ago), 36.8% are below.
62.7% are above or equal to 3/30 close (18 days ago), 37.3% are below.
64.9% are above or equal to 3/29 close (19 days ago), 35.1% are below.
67.1% are above or equal to 3/28 close (20 days ago), 32.9% are below.
75.9% are above or equal to 3/27 close (21 days ago), 24.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170426 10:10 am ET)
20d: 18.2% new highs, 3.2% new lows
21d: 18.2% new highs, 2.8% new lows
42d: 12.3% new highs, 1.8% new lows
63d: 10.9% new highs, 1.6% new lows
126d: 9.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170426 10:10 am ET)
2-day: 52.8% above, 47.2% below
3-day: 63.8% above, 36.2% below
4-day: 74.6% above, 25.4% below
5-day: 75.5% above, 24.5% below
8-day: 76.6% above, 23.4% below
10-day: 75.9% above, 24.1% below
20-day: 71.6% above, 28.4% below
50-day: 61.5% above, 38.5% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170426 10:10 am ET)
LEIS(35): 1.03% Top=WYN CMG WYNN BLMN SIX MLCO MGM EAT ….. TXRH SHAK MCD ARMK PK EXPE GPRO QSR=Bottom (Leisure)
HEAL(42): 0.85% Top=EW TMO ESRX BAX ANTM THC CYH IART ….. HLS DXCM ZBH IRWD SYK ACHC PRAH NUVA=Bottom (Health)
RETA(59): 0.61% Top=FINL BIG ANF GNC LB GES CHS PIR ….. WSM W CVS NFLX ETSY AN PAG SHLD=Bottom (Retail & Specialty Retail)
INSU(29): 0.31% Top=MTG RDN HIG AFSI FAF TRV MBI FNF ….. WLTW AFL AJG MET LNC CNO UNM CLGX=Bottom (Insurance)
DISV(44): 0.26% Top=ILG RRD HRB AMN WTW KBR RBA TRU ….. SCI SBAC CXW GPN SERV FDC ROL VNTV=Bottom (Diversified Services)
COSW(76): 0.18% Top=TWTR MDSO TSS TRIP MANH BITA SNAP VEEV ….. NOW WUBA PFPT NCR VIPS NTES INTU SHOP=Bottom (Computer Software/Internet)
CONS(51): 0.18% Top=FOSL TPX OI LULU RL KATE PVH UAA ….. CL AVY CLX GPK ENR TUP PG KMB=Bottom (Consumer)
MANU(35): 0.17% Top=KMT IR MRC ITT DDD MWA CAT AGCO ….. DCI PH SWK TTC SNA BWXT RS ATI=Bottom (Manufacturing)
MATE(24): 0.15% Top=TPH PHM KBH MDR SUM USG TOL WY ….. SRCL DAR VMC RYN MLM RSG WM OC=Bottom (Materials & Construction)
TRAN(23): 0.12% Top=TRN WAB NSC KSU CSX CP JBLU CNI ….. LUV JBHT UPS SWFT SAVE ALK EXPD CHRW=Bottom (Transportation)
FINA(87): -0.14% Top=STT BX APO UMPQ CIT NTRS ZION FHN ….. WDR NDAQ SYF OMF COF DFS NYCB BOFI=Bottom (Banks/Financials)
ENER(87): -0.19% Top=HES PBF RES FRAC RRC SWN MDU RDC ….. CLR MPLX CVI EPD GEL VVV SPN SN=Bottom (Energy)
CHEM(24): -0.32% Top=POT VSM CC HUN PX CF WLK PAH ….. EMN ALB SHW OLN PPG MOS AXTA ASH=Bottom (Chemicals/Fertilizers)
REAL(97): -0.43% Top=SC ARI RLGY RESI NRZ CYS TWO CIM ….. BRX SLG EDR SKT PEI BXP MPW DDR=Bottom (Real Estate)
META(27): -0.62% Top=TECK FCX CDE SLCA CNX CENX AA AEM ….. NEM RGLD PAAS CCJ CMC CLF AGI X=Bottom (Metals & Mining)
COHW(35): -0.72% Top=JNPR ZAYO VZ T TDC TU CSCO QCOM ….. ANET NTAP INFN VIAV WDC FNSR ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(45): -1.15% Top=SPWR FSLR TEL AYI APH INTC SNPS KEYS ….. AMKR HIMX GRMN PI MSCC MRVL OCLR CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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

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