daytrend

04/26/2017

Filed under: Market Stats — daytrend @ 1:09 pm

Market Stats at 2:08 pm ET
by daytrend on 20170426. 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 (20170426 2:08 pm ET)
31.4% of stocks are above yesterday’s high.
60.9% are above yesterday’s midpoint. (39.1% are below.)
18.0% are below yesterday’s low.
50.6% are inside yesterday’s range.
57.2% of stocks with today’s high > yesterday’s high. (42.8% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170426 2:08 pm ET)
60.2% of stocks are above today’s open. (38.8% are below).
52.6% of stocks are above today’s open and yesterday’s close.
33.3% are below both.
8.8% of stocks opened above yesterday’s high.
43.4% 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 2:08 pm ET)
6.4% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
56.8% are in the top half. 43.2% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170426 2:08 pm ET)
59.0% of stocks are above yesterday’s close. (41.0% are below.)
1.7% are up 4.5% or more. 1.6% are down 4.5% or more.
3.2% are up 3.5% or more. 2.2% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY (20170426 2:08 pm ET)
2-day: >=95:23.4%…>=90:37.5%…>=80:51.1%…>=50:74.5%…<=20:11.1%…<=10:6.7%…<=5:3.5%…
9-day: >=95:0.1%…>=90:0.6%…>=80:8.5%…>=50:75.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:73.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170426 2:08 pm ET)
31.4% above previous 1 highs, 18.0% below previous 1 lows
27.9% above previous 2 highs, 9.9% below previous 2 lows
26.9% above previous 3 highs, 6.9% below previous 3 lows
25.8% above previous 4 highs, 6.2% below previous 4 lows
23.6% above previous 5 highs, 5.8% below previous 5 lows
22.9% above previous 6 highs, 5.6% below previous 6 lows
22.5% above previous 7 highs, 5.0% below previous 7 lows
21.7% above previous 8 highs, 5.0% below previous 8 lows
21.2% above previous 9 highs, 4.9% below previous 9 lows
20.7% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170426 2:08 pm ET)
59.0% are above or equal to 4/25 close (1 days ago), 41.0% are below.
71.0% are above or equal to 4/24 close (2 days ago), 29.0% are below.
79.2% are above or equal to 4/21 close (3 days ago), 20.8% are below.
76.0% are above or equal to 4/20 close (4 days ago), 24.0% are below.
80.0% are above or equal to 4/19 close (5 days ago), 20.0% are below.
75.3% are above or equal to 4/18 close (6 days ago), 24.7% are below.
73.0% are above or equal to 4/17 close (7 days ago), 27.0% are below.
78.7% are above or equal to 4/13 close (8 days ago), 21.3% are below.
73.0% are above or equal to 4/12 close (9 days ago), 27.0% are below.
68.0% are above or equal to 4/11 close (10 days ago), 32.0% are below.
70.2% are above or equal to 4/10 close (11 days ago), 29.8% are below.
71.0% are above or equal to 4/7 close (12 days ago), 29.0% are below.
70.6% are above or equal to 4/6 close (13 days ago), 29.4% are below.
75.3% are above or equal to 4/5 close (14 days ago), 24.7% are below.
69.7% are above or equal to 4/4 close (15 days ago), 30.3% are below.
69.3% are above or equal to 4/3 close (16 days ago), 30.7% are below.
64.6% are above or equal to 3/31 close (17 days ago), 35.4% are below.
63.5% are above or equal to 3/30 close (18 days ago), 36.5% are below.
66.9% are above or equal to 3/29 close (19 days ago), 33.1% are below.
70.1% are above or equal to 3/28 close (20 days ago), 29.9% are below.
76.5% are above or equal to 3/27 close (21 days ago), 23.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170426 2:08 pm ET)
20d: 30.5% new highs, 4.5% new lows
21d: 30.5% new highs, 4.0% new lows
42d: 20.4% new highs, 2.4% new lows
63d: 16.7% new highs, 2.3% new lows
126d: 14.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170426 2:08 pm ET)
2-day: 57.8% above, 42.2% below
3-day: 67.2% above, 32.8% below
4-day: 76.4% above, 23.6% below
5-day: 76.2% above, 23.8% below
8-day: 78.2% above, 21.8% below
10-day: 77.0% above, 23.0% below
20-day: 73.1% above, 26.9% below
50-day: 62.8% above, 37.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170426 2:08 pm ET)
LEIS(35): 1.66% Top=WYN WYNN BLMN SIX HGV MLCO HLT CMG ….. YUM JACK EXPE ARMK DPZ MCD SHAK QSR=Bottom (Leisure)
RETA(59): 1.07% Top=ANF BIG GNC FINL TLRD LB COST KMX ….. KAR BLDR CVS BABA AN PAG SHLD NFLX=Bottom (Retail & Specialty Retail)
MATE(24): 0.65% Top=TPH KBH USG MDR PHM TOL MAS CAA ….. FAST SRCL VMC EXP RSG MLM OC WM=Bottom (Materials & Construction)
INSU(29): 0.63% Top=RDN MTG AFSI CLGX FAF ORI HIG TRV ….. AJG PRU TMK MET LNC MBI CNO UNM=Bottom (Insurance)
DISV(44): 0.48% Top=WTW ILG RRD TRU CNDT AL YY CAR ….. SBAC GPN CTAS FDC MAN R ROL VNTV=Bottom (Diversified Services)
FINA(87): 0.47% Top=STT APO KKR WBS OMF ZION UMPQ CMA ….. PYPL AMTD SYF NDAQ NYCB COF DFS BOFI=Bottom (Banks/Financials)
CONS(51): 0.31% Top=FOSL TPX BC BERY PAY WHR VFC FBHS ….. CHD KS WRK ENR TUP CLX KMB PG=Bottom (Consumer)
HEAL(42): 0.31% Top=EW TMO IART ANTM BAX ESRX PKI VWR ….. MOH HCA CYH CNC UHS PRAH NUVA ACHC=Bottom (Health)
MANU(35): 0.30% Top=KMT IR DDD MRC MWA AGCO HON PNR ….. ROK TTC DHR XYL BWXT PH SNA ATI=Bottom (Manufacturing)
ENER(88): 0.23% Top=KOS RES FRAC ETE CRC PBF HES RDC ….. CVE WPZ RICE VVV EPD SN GEL SPN=Bottom (Energy)
COSW(77): 0.18% Top=TWTR TSS MDSO XRX BITA LC SINA TRIP ….. ZEN PFPT COUP INTU VIPS NTNX SHOP NTES=Bottom (Computer Software/Internet)
CHEM(24): -0.19% Top=VSM PX CC POT APD GRA RPM TROX ….. SHW DD CF WLK AXTA MOS HUN ASH=Bottom (Chemicals/Fertilizers)
META(27): -0.25% Top=CENX FCX SLCA AKS NUE AA TECK CLF ….. ABX FNV NEM AEM RGLD CCJ AGI X=Bottom (Metals & Mining)
TRAN(23): -0.36% Top=TRN WAB UAL NSC LUV FDX UPS SWFT ….. XPO CNI CP EXPD JBHT ALK KSU CHRW=Bottom (Transportation)
REAL(97): -0.39% Top=ARI RESI SC NRZ ALLY GEO BXMT HST ….. AKR MPW VNO BRX RPAI SKT BXP DDR=Bottom (Real Estate)
COHW(35): -0.46% Top=JNPR SSYS TDC VZ TU CDW BCE CIEN ….. INFN NTAP PANW VIAV WDC FNSR ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.94% Top=FSLR TEL SPWR XPER KEYS FTV JBL INTC ….. TXN MXL CY 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 2:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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