daytrend

04/26/2017

Filed under: Market Stats — daytrend @ 11:45 am

Market Stats at 12:45 pm ET
by daytrend on 20170426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170426 12:45 pm ET)
33.3% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
15.5% are below yesterday’s low.
51.3% are inside yesterday’s range.
53.0% of stocks with today’s high > yesterday’s high. (47.0% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20170426 12:45 pm ET)
63.7% of stocks are above today’s open. (35.7% are below).
56.4% of stocks are above today’s open and yesterday’s close.
29.4% 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 12:45 pm ET)
16.0% of stocks are in the top 10% of today’s range.
29.0% are in the top 20%.
64.6% are in the top half. 35.4% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20170426 12:45 pm ET)
63.7% of stocks are above yesterday’s close. (36.3% are below.)
1.7% are up 4.5% or more. 1.2% are down 4.5% or more.
3.2% are up 3.5% or more. 2.3% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20170426 12:45 pm ET)
2-day: >=95:25.2%…>=90:39.2%…>=80:54.0%…>=50:75.6%…<=20:9.7%…<=10:6.1%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.5%…>=80:9.0%…>=50:76.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.4%…>=80:2.2%…>=50:74.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170426 12:45 pm ET)
33.3% above previous 1 highs, 15.5% below previous 1 lows
29.6% above previous 2 highs, 9.5% below previous 2 lows
28.9% above previous 3 highs, 6.3% below previous 3 lows
27.8% above previous 4 highs, 5.8% below previous 4 lows
25.1% above previous 5 highs, 5.4% below previous 5 lows
24.1% above previous 6 highs, 5.0% below previous 6 lows
23.6% above previous 7 highs, 4.5% below previous 7 lows
22.9% above previous 8 highs, 4.1% below previous 8 lows
22.3% above previous 9 highs, 4.0% below previous 9 lows
21.7% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170426 12:45 pm ET)
63.7% are above or equal to 4/25 close (1 days ago), 36.3% are below.
73.3% are above or equal to 4/24 close (2 days ago), 26.7% are below.
80.6% are above or equal to 4/21 close (3 days ago), 19.4% are below.
75.9% are above or equal to 4/20 close (4 days ago), 24.1% are below.
80.6% are above or equal to 4/19 close (5 days ago), 19.4% are below.
76.2% are above or equal to 4/18 close (6 days ago), 23.8% are below.
73.4% are above or equal to 4/17 close (7 days ago), 26.6% are below.
79.3% are above or equal to 4/13 close (8 days ago), 20.7% are below.
73.2% are above or equal to 4/12 close (9 days ago), 26.8% are below.
68.2% are above or equal to 4/11 close (10 days ago), 31.8% are below.
71.0% are above or equal to 4/10 close (11 days ago), 29.0% are below.
71.5% are above or equal to 4/7 close (12 days ago), 28.5% are below.
70.8% are above or equal to 4/6 close (13 days ago), 29.2% are below.
75.9% are above or equal to 4/5 close (14 days ago), 24.1% are below.
71.1% are above or equal to 4/4 close (15 days ago), 28.9% are below.
70.0% are above or equal to 4/3 close (16 days ago), 30.0% are below.
65.0% are above or equal to 3/31 close (17 days ago), 35.0% are below.
64.3% are above or equal to 3/30 close (18 days ago), 35.7% are below.
66.9% are above or equal to 3/29 close (19 days ago), 33.1% are below.
70.6% are above or equal to 3/28 close (20 days ago), 29.4% are below.
77.2% are above or equal to 3/27 close (21 days ago), 22.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170426 12:45 pm ET)
20d: 27.6% new highs, 3.9% new lows
21d: 27.6% new highs, 3.4% new lows
42d: 18.8% new highs, 2.2% new lows
63d: 15.3% new highs, 2.1% new lows
126d: 13.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170426 12:45 pm ET)
2-day: 62.9% above, 37.1% below
3-day: 71.3% above, 28.7% below
4-day: 76.6% above, 23.4% below
5-day: 76.1% above, 23.9% below
8-day: 78.8% above, 21.2% below
10-day: 77.8% above, 22.2% below
20-day: 74.1% above, 25.9% below
50-day: 63.3% above, 36.7% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170426 12:45 pm ET)
LEIS(35): 1.49% Top=WYN WYNN BLMN SIX MLCO CMG HGV HLT ….. DNKN JACK DPZ EXPE ARMK SHAK MCD QSR=Bottom (Leisure)
INSU(29): 0.86% Top=RDN MTG AFSI HIG ALL CLGX FAF TRV ….. AJG AFL TMK MMC LNC MET CNO UNM=Bottom (Insurance)
HEAL(42): 0.82% Top=EW TMO ANTM IART CYH BAX THC ESRX ….. BDX MD OPK HLS UHS PRAH ACHC NUVA=Bottom (Health)
RETA(59): 0.79% Top=GNC BIG FINL ANF COST LB KMX DLTR ….. BABA WSM W AN NFLX PAG ETSY SHLD=Bottom (Retail & Specialty Retail)
MATE(24): 0.64% Top=TPH MDR KBH USG TOL PHM MAS DAR ….. FAST LEN VMC MLM RSG EXP OC WM=Bottom (Materials & Construction)
FINA(87): 0.62% Top=STT APO ZION OMF UMPQ SIVB TCB FHN ….. AMTD PYPL SYF NDAQ NYCB COF DFS BOFI=Bottom (Banks/Financials)
DISV(44): 0.56% Top=ILG WTW RRD TRU YY AL CNDT HRB ….. GPN ADS SBAC ROL MAN R FDC VNTV=Bottom (Diversified Services)
MANU(35): 0.44% Top=KMT IR DDD MRC MWA AGCO PNR FLS ….. AOS ROP TTC SWK BWXT PH SNA ATI=Bottom (Manufacturing)
ENER(88): 0.39% Top=FRAC RES KOS ETE CRC HES SWN PBF ….. EEP CVI CVE EPD VVV GEL SN SPN=Bottom (Energy)
COSW(76): 0.26% Top=TWTR TSS MDSO XRX ATHM TTD SYNT TRIP ….. WUBA COUP PFPT ZEN INTU VIPS SHOP NTES=Bottom (Computer Software/Internet)
CONS(51): 0.14% Top=TPX FOSL PAY WHR BC PBI FBHS BERY ….. COTY SKX OI TUP ENR CLX KMB PG=Bottom (Consumer)
TRAN(23): -0.11% Top=TRN WAB FDX NSC UAL UPS LUV AAL ….. CP SWFT CNI ALK EXPD JBHT KSU CHRW=Bottom (Transportation)
REAL(97): -0.18% Top=SC ARI RESI DRH PEB NRZ SHO HST ….. NNN KIM BRX MPW RPAI SKT BXP DDR=Bottom (Real Estate)
CHEM(24): -0.22% Top=CC TROX POT PX VSM APD ALB CE ….. CF DOW DD HUN MOS WLK AXTA ASH=Bottom (Chemicals/Fertilizers)
COHW(35): -0.36% Top=JNPR SSYS TDC VZ TU CIEN CDW TMUS ….. COMM PANW NTAP VIAV FNSR WDC ACIA STX=Bottom (Computer Hardware/Telecom)
META(27): -0.56% Top=FCX CENX SLCA CNX AKS NUE CDE STLD ….. PAAS AEM FNV RGLD NEM CCJ AGI X=Bottom (Metals & Mining)
ELEC(45): -0.86% Top=FSLR SPWR TEL APH JBL KEYS AYI XLNX ….. TXN CY MXL MSCC HIMX 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 12:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: