daytrend

04/27/2017

Filed under: Market Stats — daytrend @ 8:55 am

Market Stats at 9:55 am ET
by daytrend on 20170427. 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 (20170427 9:55 am ET)
20.1% of stocks are above yesterday’s high.
54.5% are above yesterday’s midpoint. (45.5% are below.)
16.5% are below yesterday’s low.
63.4% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
33.0% of stocks with today’s low < yesterday’s low. (67.0% greater than).

EVIDENCE OF INTRADAY TREND (20170427 9:55 am ET)
51.2% of stocks are above today’s open. (46.5% are below).
45.4% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
10.3% of stocks opened above yesterday’s high.
62.7% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
12.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170427 9:55 am ET)
16.5% of stocks are in the top 10% of today’s range.
31.5% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20170427 9:55 am ET)
59.7% of stocks are above yesterday’s close. (40.3% are below.)
1.2% are up 4.5% or more. 1.7% are down 4.5% or more.
2.3% are up 3.5% or more. 2.6% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20170427 9:55 am ET)
2-day: >=95:20.7%…>=90:29.0%…>=80:41.1%…>=50:67.3%…<=20:12.2%…<=10:5.5%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:10.5%…>=50:70.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:70.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 9:55 am ET)
20.1% above previous 1 highs, 16.5% below previous 1 lows
16.1% above previous 2 highs, 11.6% below previous 2 lows
15.0% above previous 3 highs, 9.1% below previous 3 lows
14.7% above previous 4 highs, 6.0% below previous 4 lows
14.5% above previous 5 highs, 5.5% below previous 5 lows
14.2% above previous 6 highs, 5.2% below previous 6 lows
13.9% above previous 7 highs, 5.0% below previous 7 lows
13.9% above previous 8 highs, 4.9% below previous 8 lows
13.6% above previous 9 highs, 4.7% below previous 9 lows
13.5% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 9:55 am ET)
59.7% are above or equal to 4/26 close (1 days ago), 40.3% are below.
57.3% are above or equal to 4/25 close (2 days ago), 42.7% are below.
67.5% are above or equal to 4/24 close (3 days ago), 32.5% are below.
76.2% are above or equal to 4/21 close (4 days ago), 23.8% are below.
72.0% are above or equal to 4/20 close (5 days ago), 28.0% are below.
77.1% are above or equal to 4/19 close (6 days ago), 22.9% are below.
73.0% are above or equal to 4/18 close (7 days ago), 27.0% are below.
70.9% are above or equal to 4/17 close (8 days ago), 29.1% are below.
76.2% are above or equal to 4/13 close (9 days ago), 23.8% are below.
71.4% are above or equal to 4/12 close (10 days ago), 28.6% are below.
66.4% are above or equal to 4/11 close (11 days ago), 33.6% are below.
67.9% are above or equal to 4/10 close (12 days ago), 32.1% are below.
69.6% are above or equal to 4/7 close (13 days ago), 30.4% are below.
69.1% are above or equal to 4/6 close (14 days ago), 30.9% are below.
73.5% are above or equal to 4/5 close (15 days ago), 26.5% are below.
69.8% are above or equal to 4/4 close (16 days ago), 30.2% are below.
68.2% are above or equal to 4/3 close (17 days ago), 31.8% are below.
62.4% are above or equal to 3/31 close (18 days ago), 37.6% are below.
62.2% are above or equal to 3/30 close (19 days ago), 37.8% are below.
65.0% are above or equal to 3/29 close (20 days ago), 35.0% are below.
66.7% are above or equal to 3/28 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 9:55 am ET)
20d: 15.5% new highs, 5.4% new lows
21d: 15.2% new highs, 5.2% new lows
42d: 11.6% new highs, 3.8% new lows
63d: 10.3% new highs, 3.2% new lows
126d: 9.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 9:55 am ET)
2-day: 58.2% above, 41.8% below
3-day: 59.2% above, 40.8% below
4-day: 62.8% above, 37.2% below
5-day: 69.3% above, 30.7% below
8-day: 73.8% above, 26.2% below
10-day: 73.5% above, 26.5% below
20-day: 70.7% above, 29.3% below
50-day: 61.1% above, 38.9% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 9:55 am ET)
ELEC(44): 1.08% Top=XLNX TER AMBA AMAT MRVL CY OCLR AMKR ….. SPWR JBL INTC TRMB AYI CREE TXN GRMN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): 0.63% Top=GRUB INTU NOW SYNT SINA TWTR TWLO WUBA ….. LC CHKP SHOP HPE MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
DISV(44): 0.60% Top=TAL WTW SCI FISV TRU CAR ROL HRB ….. R AL MYGN ADS ZTO URI FLT SERV=Bottom (Diversified Services)
REAL(96): 0.45% Top=DFT CBG SPG WPG AMT DRE KIM GGP ….. ALLY AVB EQR EXR OHI CUBE MAA PSA=Bottom (Real Estate)
LEIS(35): 0.44% Top=STAY DPZ MGM RCL DNKN GPRO BLMN WEN ….. HLT WYNN SEAS MAR LVS MLCO WYN SIX=Bottom (Leisure)
INSU(29): 0.43% Top=CNO FAF XL ORI FNF CINF CLGX MMC ….. ALL L PRU MBI AGO UNM MTG RDN=Bottom (Insurance)
HEAL(43): 0.32% Top=DXCM VAR ANTM IART CYH HLS IRTC PRXL ….. MZOR OPK TMO RMD SYK BSX PRAH ZBH=Bottom (Health)
COHW(35): 0.23% Top=STX TDS FNSR COMM INFN CIEN HRS VIAV ….. NTAP AAPL VZ TU T SSYS BCE TDC=Bottom (Computer Hardware/Telecom)
RETA(59): 0.15% Top=PAG W RH FINL KSS CPRT LB KMX ….. ANF TJX URBN PIR AEO SHLD TSCO GNC=Bottom (Retail & Specialty Retail)
CHEM(25): 0.07% Top=POT MOS HUN CF RPM VSM OLN PPG ….. GRA ASH CC PX FMC DD DOW APD=Bottom (Chemicals/Fertilizers)
MANU(34): 0.06% Top=AOS ROP AGCO AME KMT RS ROK IR ….. DHR FLS SWK MHK PH DOV CAT DE=Bottom (Manufacturing)
FINA(88): -0.02% Top=PYPL KKR CIT BOFI APO TWNK WETF OMF ….. TD NDAQ ICE BX LM PB EFX CME=Bottom (Banks/Financials)
CONS(50): -0.07% Top=UAA PKG CRI GIL HBI FOSL KATE COTY ….. SEE AVY LULU GT FBHS BC BMS KS=Bottom (Consumer)
MATE(24): -0.20% Top=WM RYN WY SRCL RSG DHI DAR VMC ….. MLM OC EXP MAS KBH TPH MDR USG=Bottom (Materials & Construction)
TRAN(23): -0.46% Top=KSU UNP NSC CP GWR CNI CSX XPO ….. TRN SAVE DAL JBLU UAL LUV ALK AAL=Bottom (Transportation)
ENER(87): -1.17% Top=CVI SU MPC WLL QEP MPLX MDU NFG ….. CRC PTEN NBL PDCE APC HP FTI NBR=Bottom (Energy)
META(28): -1.90% Top=CENX SCCO FNV TX CMC STLD NEM FCX ….. TAHO X CCJ AGI SSRI GG CDE CLF=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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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