daytrend

04/26/2017

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:52 am ET
by daytrend on 20170426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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

COMPARED TO YESTERDAY’S RANGE (20170426 10:52 am ET)
32.3% of stocks are above yesterday’s high.
61.0% are above yesterday’s midpoint. (39.0% are below.)
15.3% are below yesterday’s low.
52.4% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20170426 10:52 am ET)
61.5% of stocks are above today’s open. (37.4% are below).
55.2% of stocks are above today’s open and yesterday’s close.
29.6% 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 10:52 am ET)
29.0% of stocks are in the top 10% of today’s range.
42.4% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20170426 10:52 am ET)
64.2% of stocks are above yesterday’s close. (35.8% are below.)
1.7% are up 4.5% or more. 1.5% are down 4.5% or more.
3.0% are up 3.5% or more. 2.3% are down 3.5% or more.
65.9% are between +1% and -1%.

RSI on DAILY (20170426 10:52 am ET)
2-day: >=95:25.5%…>=90:39.0%…>=80:52.9%…>=50:74.8%…<=20:10.2%…<=10:5.4%…<=5:3.2%…
9-day: >=95:0.1%…>=90:0.5%…>=80:7.4%…>=50:76.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:74.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170426 10:52 am ET)
32.3% above previous 1 highs, 15.3% below previous 1 lows
28.5% above previous 2 highs, 7.8% below previous 2 lows
27.8% above previous 3 highs, 5.7% below previous 3 lows
26.4% above previous 4 highs, 5.2% below previous 4 lows
23.6% above previous 5 highs, 5.0% below previous 5 lows
21.7% above previous 6 highs, 4.4% below previous 6 lows
21.2% above previous 7 highs, 3.8% below previous 7 lows
19.7% above previous 8 highs, 3.7% below previous 8 lows
18.8% above previous 9 highs, 3.5% below previous 9 lows
18.3% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170426 10:52 am ET)
64.2% are above or equal to 4/25 close (1 days ago), 35.8% are below.
71.9% are above or equal to 4/24 close (2 days ago), 28.1% are below.
79.7% are above or equal to 4/21 close (3 days ago), 20.3% are below.
76.2% are above or equal to 4/20 close (4 days ago), 23.8% are below.
81.0% are above or equal to 4/19 close (5 days ago), 19.0% are below.
76.9% are above or equal to 4/18 close (6 days ago), 23.1% are below.
74.9% are above or equal to 4/17 close (7 days ago), 25.1% are below.
80.0% are above or equal to 4/13 close (8 days ago), 20.0% are below.
73.6% are above or equal to 4/12 close (9 days ago), 26.4% are below.
67.7% are above or equal to 4/11 close (10 days ago), 32.3% are below.
69.8% are above or equal to 4/10 close (11 days ago), 30.2% are below.
71.7% are above or equal to 4/7 close (12 days ago), 28.3% are below.
70.6% are above or equal to 4/6 close (13 days ago), 29.4% are below.
76.0% are above or equal to 4/5 close (14 days ago), 24.0% are below.
71.3% are above or equal to 4/4 close (15 days ago), 28.7% are below.
70.6% are above or equal to 4/3 close (16 days ago), 29.4% are below.
65.7% are above or equal to 3/31 close (17 days ago), 34.3% are below.
64.8% are above or equal to 3/30 close (18 days ago), 35.2% are below.
67.6% are above or equal to 3/29 close (19 days ago), 32.4% are below.
70.0% are above or equal to 3/28 close (20 days ago), 30.0% are below.
78.0% are above or equal to 3/27 close (21 days ago), 22.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170426 10:52 am ET)
20d: 22.4% new highs, 3.8% new lows
21d: 22.4% new highs, 3.3% new lows
42d: 15.1% new highs, 2.1% new lows
63d: 13.0% new highs, 1.9% new lows
126d: 11.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170426 10:52 am ET)
2-day: 62.7% above, 37.3% below
3-day: 68.5% above, 31.5% below
4-day: 75.9% above, 24.1% below
5-day: 76.9% above, 23.1% below
8-day: 79.8% above, 20.2% below
10-day: 79.4% above, 20.6% below
20-day: 74.3% above, 25.7% below
50-day: 63.7% above, 36.3% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170426 10:52 am ET)
ENER(88): 1.25% Top=RES HES FRAC SWN KOS RRC HLX GPOR ….. ETP SXL MMP SPN CVI VVV EPD GEL=Bottom (Energy)
LEIS(35): 1.22% Top=WYN WYNN BLMN SIX MLCO CMG HLT LVS ….. JACK PK MCD ARMK EXPE GPRO SHAK QSR=Bottom (Leisure)
RETA(59): 0.71% Top=FINL ANF BIG TLRD PIR GES KORS COST ….. WSM NFLX KAR AN BABA CVS ETSY SHLD=Bottom (Retail & Specialty Retail)
HEAL(42): 0.69% Top=EW TMO ANTM BAX IART CYH ESRX THC ….. SYK OPK DXCM UHS HLS ACHC PRAH NUVA=Bottom (Health)
MATE(24): 0.58% Top=TPH MDR KBH PHM USG TOL WY SUM ….. SRCL EXP RYN VMC MLM RSG WM OC=Bottom (Materials & Construction)
INSU(29): 0.55% Top=RDN MTG AFSI HIG MBI FAF TRV ALL ….. TMK MMC WLTW MET CNO LNC UNM CLGX=Bottom (Insurance)
MANU(35): 0.47% Top=KMT IR MRC FLS DDD ITT PNR CAT ….. PH AOS TTC SWK ROP BWXT SNA ATI=Bottom (Manufacturing)
TRAN(23): 0.33% Top=TRN WAB NSC CNI GWR UNP KSU CP ….. JBLU SWFT LUV JBHT EXPD ALK SAVE CHRW=Bottom (Transportation)
DISV(44): 0.33% Top=WTW RRD ILG RBA KBR HRB FLT URI ….. CXW SBAC MAN GPN FDC SERV ROL VNTV=Bottom (Diversified Services)
CONS(51): 0.30% Top=TPX FOSL OI BC RL BMS PBI PVH ….. GPK KATE CL ENR CLX TUP KMB PG=Bottom (Consumer)
FINA(87): 0.18% Top=STT APO WBS ZION PB BX SIVB KKR ….. CBOE WDR SYF NDAQ NYCB COF DFS BOFI=Bottom (Banks/Financials)
COSW(76): 0.11% Top=TWTR TSS MDSO TRIP ATHM MANH SNAP XRX ….. COUP NTNX SQ PFPT VIPS INTU SHOP NTES=Bottom (Computer Software/Internet)
META(27): -0.08% Top=CENX SLCA FCX TECK AKS CNX CDE NUE ….. SLW ABX RGLD PAAS CCJ NEM AGI X=Bottom (Metals & Mining)
CHEM(24): -0.08% Top=TROX CC GRA POT APD PX VSM CF ….. WLK FMC PPG SHW ASH MOS HUN AXTA=Bottom (Chemicals/Fertilizers)
REAL(97): -0.14% Top=SC ARI NRZ RLGY RESI EQR CYS LHO ….. RPAI NNN BRX SKT EDR MPW BXP DDR=Bottom (Real Estate)
COHW(35): -0.74% Top=JNPR TDC SSYS TU VZ BBRY T CSCO ….. ANET INFN NTAP VIAV FNSR WDC ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(45): -1.27% Top=FSLR TEL SPWR APH AYI WAT INTC FTV ….. ADI CY MXL MSCC MRVL HIMX 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 10:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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