daytrend

04/27/2017

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

Market Stats at 10:09 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 10:09 am ET)
20.7% of stocks are above yesterday’s high.
53.6% are above yesterday’s midpoint. (46.4% are below.)
18.7% are below yesterday’s low.
60.6% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20170427 10:09 am ET)
50.0% of stocks are above today’s open. (49.0% are below).
44.4% of stocks are above today’s open and yesterday’s close.
37.8% 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 10:09 am ET)
15.6% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20170427 10:09 am ET)
56.4% of stocks are above yesterday’s close. (43.6% are below.)
1.5% are up 4.5% or more. 2.2% are down 4.5% or more.
2.7% are up 3.5% or more. 3.6% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20170427 10:09 am ET)
2-day: >=95:19.3%…>=90:26.3%…>=80:38.7%…>=50:63.6%…<=20:12.8%…<=10:5.8%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:10.2%…>=50:69.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:69.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 10:09 am ET)
20.7% above previous 1 highs, 18.7% below previous 1 lows
17.2% above previous 2 highs, 14.2% below previous 2 lows
15.9% above previous 3 highs, 10.6% below previous 3 lows
15.7% above previous 4 highs, 6.6% below previous 4 lows
15.5% above previous 5 highs, 6.3% below previous 5 lows
15.1% above previous 6 highs, 6.3% below previous 6 lows
15.0% above previous 7 highs, 6.1% below previous 7 lows
14.8% above previous 8 highs, 5.8% below previous 8 lows
14.8% above previous 9 highs, 5.7% below previous 9 lows
14.7% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 10:09 am ET)
56.4% are above or equal to 4/26 close (1 days ago), 43.6% are below.
55.5% are above or equal to 4/25 close (2 days ago), 44.5% are below.
66.2% are above or equal to 4/24 close (3 days ago), 33.8% are below.
74.9% are above or equal to 4/21 close (4 days ago), 25.1% are below.
70.7% are above or equal to 4/20 close (5 days ago), 29.3% are below.
76.4% are above or equal to 4/19 close (6 days ago), 23.6% are below.
72.3% are above or equal to 4/18 close (7 days ago), 27.7% are below.
70.2% are above or equal to 4/17 close (8 days ago), 29.8% are below.
76.3% are above or equal to 4/13 close (9 days ago), 23.7% are below.
70.4% are above or equal to 4/12 close (10 days ago), 29.6% are below.
66.2% are above or equal to 4/11 close (11 days ago), 33.8% are below.
67.8% are above or equal to 4/10 close (12 days ago), 32.2% are below.
69.0% are above or equal to 4/7 close (13 days ago), 31.0% are below.
68.4% are above or equal to 4/6 close (14 days ago), 31.6% are below.
72.0% are above or equal to 4/5 close (15 days ago), 28.0% are below.
68.7% are above or equal to 4/4 close (16 days ago), 31.3% are below.
67.2% are above or equal to 4/3 close (17 days ago), 32.8% are below.
62.0% are above or equal to 3/31 close (18 days ago), 38.0% are below.
61.9% are above or equal to 3/30 close (19 days ago), 38.1% are below.
64.0% are above or equal to 3/29 close (20 days ago), 36.0% are below.
66.2% are above or equal to 3/28 close (21 days ago), 33.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 10:09 am ET)
20d: 16.9% new highs, 5.7% new lows
21d: 16.7% new highs, 5.5% new lows
42d: 12.7% new highs, 4.1% new lows
63d: 11.3% new highs, 3.4% new lows
126d: 10.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 10:09 am ET)
2-day: 55.5% above, 44.5% below
3-day: 56.0% above, 44.0% below
4-day: 60.9% above, 39.1% below
5-day: 66.7% above, 33.3% below
8-day: 72.3% above, 27.7% below
10-day: 72.5% above, 27.5% below
20-day: 69.8% above, 30.2% below
50-day: 60.7% above, 39.3% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 10:09 am ET)
ELEC(44): 1.10% Top=XLNX TER CAVM AMAT AMBA MRVL AMKR PI ….. GRMN WAT TRMB ON INTC AYI TXN SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): 0.79% Top=GRUB INTU NOW TWTR SYNT SINA YELP TWLO ….. BITA NUAN HPE SHOP MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
DISV(44): 0.63% Top=TAL WTW SCI HRB ROL FISV CAR TRU ….. KBR ADS AL ZTO MYGN URI FLT SERV=Bottom (Diversified Services)
LEIS(35): 0.60% Top=MGM STAY DPZ DNKN RCL MCD BLMN JACK ….. QSR SEAS MAR PK MLCO HLT WYN SIX=Bottom (Leisure)
HEAL(43): 0.37% Top=VAR DXCM ANTM IRTC IART PRXL HLS BKD ….. NUVA ACHC ABT RMD TMO OPK SYK ZBH=Bottom (Health)
REAL(96): 0.32% Top=CBG DFT WPG SPG AMT GGP DRE MAC ….. BAM EQR EXR ALLY OHI CUBE MAA PSA=Bottom (Real Estate)
RETA(59): 0.23% Top=PAG W RH AAP AN KSS FINL KMX ….. BIG SIG URBN PIR AEO GNC SHLD TSCO=Bottom (Retail & Specialty Retail)
MANU(34): 0.23% Top=AOS AGCO IR ROP KMT RS ITT AME ….. DHR PH MWA DDD DOV CAT DE ATI=Bottom (Manufacturing)
COHW(35): 0.21% Top=WDC INFN CIEN FNSR VIAV PANW HRS JNPR ….. ZAYO ANET T TU SSYS VZ BCE TDC=Bottom (Computer Hardware/Telecom)
INSU(29): 0.19% Top=CNO FAF XL ORI FNF CINF MMC CLGX ….. AGO L MBI LNC PRU UNM MTG RDN=Bottom (Insurance)
CHEM(25): 0.06% Top=POT HUN VSM MOS PPG ALB RPM SHW ….. PAH PX AXTA WLK GRA DD DOW APD=Bottom (Chemicals/Fertilizers)
MATE(24): -0.04% Top=WM RSG VMC WY SUM SRCL RYN MLM ….. EXP DAR TPH MAS KBH OC MDR USG=Bottom (Materials & Construction)
CONS(50): -0.07% Top=UAA PKG CRI OI BLL FOSL IP HBI ….. SKX WWW GT LULU FBHS BC BMS KS=Bottom (Consumer)
TRAN(23): -0.21% Top=KSU UNP NSC CP GWR CSX CNI FDX ….. SAVE TRN DAL JBLU UAL LUV ALK AAL=Bottom (Transportation)
FINA(88): -0.38% Top=PYPL KKR TWNK CIT APO IVZ CLNS BOFI ….. MS CFR TD LM BX EFX PB CME=Bottom (Banks/Financials)
ENER(87): -1.71% Top=CVI MPC SU WLL MPLX DK PBF MDU ….. RDC APC CRC PTEN PDCE FTI HP NBR=Bottom (Energy)
META(28): -2.68% Top=FNV TX NEM STLD NUE RGLD CMC AEM ….. SSRI AGI SLCA TECK GG X 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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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