daytrend

04/27/2017

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

Market Stats at 10:51 am ET
by daytrend on 20170427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170427 10:51 am ET)
17.9% of stocks are above yesterday’s high.
42.9% are above yesterday’s midpoint. (57.1% are below.)
27.2% are below yesterday’s low.
54.9% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
39.5% of stocks with today’s low < yesterday’s low. (60.5% greater than).

EVIDENCE OF INTRADAY TREND (20170427 10:51 am ET)
36.7% of stocks are above today’s open. (61.1% are below).
33.7% of stocks are above today’s open and yesterday’s close.
51.8% are below both.
10.2% of stocks opened above yesterday’s high.
62.6% of stocks opened above yesterday’s close. (32.1% opened below yesterday’s close).
12.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170427 10:51 am ET)
3.3% of stocks are in the top 10% of today’s range.
10.2% are in the top 20%.
32.0% are in the top half. 68.0% of stocks are in the bottom half of today’s range.
41.8% are in the bottom 20%.
31.5% are in the bottom 10%.

GAIN (20170427 10:51 am ET)
44.6% of stocks are above yesterday’s close. (55.4% are below.)
1.1% are up 4.5% or more. 4.5% are down 4.5% or more.
2.2% are up 3.5% or more. 7.6% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20170427 10:51 am ET)
2-day: >=95:16.3%…>=90:21.0%…>=80:30.7%…>=50:52.9%…<=20:19.8%…<=10:8.5%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.7%…>=80:9.5%…>=50:66.3%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:66.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 10:51 am ET)
17.9% above previous 1 highs, 27.2% below previous 1 lows
16.1% above previous 2 highs, 20.7% below previous 2 lows
15.4% above previous 3 highs, 16.5% below previous 3 lows
15.0% above previous 4 highs, 11.1% below previous 4 lows
15.0% above previous 5 highs, 10.2% below previous 5 lows
14.6% above previous 6 highs, 9.1% below previous 6 lows
14.3% above previous 7 highs, 8.9% below previous 7 lows
14.3% above previous 8 highs, 8.9% below previous 8 lows
14.3% above previous 9 highs, 8.8% below previous 9 lows
14.1% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 10:51 am ET)
44.6% are above or equal to 4/26 close (1 days ago), 55.4% are below.
47.1% are above or equal to 4/25 close (2 days ago), 52.9% are below.
57.6% are above or equal to 4/24 close (3 days ago), 42.4% are below.
69.8% are above or equal to 4/21 close (4 days ago), 30.2% are below.
65.1% are above or equal to 4/20 close (5 days ago), 34.9% are below.
71.8% are above or equal to 4/19 close (6 days ago), 28.2% are below.
71.0% are above or equal to 4/18 close (7 days ago), 29.0% are below.
67.9% are above or equal to 4/17 close (8 days ago), 32.1% are below.
73.4% are above or equal to 4/13 close (9 days ago), 26.6% are below.
69.3% are above or equal to 4/12 close (10 days ago), 30.7% are below.
64.0% are above or equal to 4/11 close (11 days ago), 36.0% are below.
65.0% are above or equal to 4/10 close (12 days ago), 35.0% are below.
65.7% are above or equal to 4/7 close (13 days ago), 34.3% are below.
65.9% are above or equal to 4/6 close (14 days ago), 34.1% are below.
69.4% are above or equal to 4/5 close (15 days ago), 30.6% are below.
66.8% are above or equal to 4/4 close (16 days ago), 33.2% are below.
64.6% are above or equal to 4/3 close (17 days ago), 35.4% are below.
59.4% are above or equal to 3/31 close (18 days ago), 40.6% are below.
59.1% are above or equal to 3/30 close (19 days ago), 40.9% are below.
62.7% are above or equal to 3/29 close (20 days ago), 37.3% are below.
62.9% are above or equal to 3/28 close (21 days ago), 37.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 10:51 am ET)
20d: 19.5% new highs, 8.7% new lows
21d: 19.3% new highs, 8.2% new lows
42d: 15.0% new highs, 5.9% new lows
63d: 13.4% new highs, 4.6% new lows
126d: 12.2% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 10:51 am ET)
2-day: 43.5% above, 56.5% below
3-day: 45.9% above, 54.1% below
4-day: 51.7% above, 48.3% below
5-day: 60.0% above, 40.0% below
8-day: 66.6% above, 33.4% below
10-day: 68.7% above, 31.3% below
20-day: 66.0% above, 34.0% below
50-day: 58.8% above, 41.2% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 10:51 am ET)
ELEC(44): 1.14% Top=XLNX TER CAVM AMKR MRVL AMBA AMAT KLAC ….. TEL FLEX CREE KEYS TXN AYI FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): 0.66% Top=GRUB INTU NOW SINA TWTR TWLO SYNT YELP ….. MANH TTD HPE SHOP MDSO AKAM CTXS FFIV=Bottom (Computer Software/Internet)
INSU(29): 0.25% Top=FAF CNO XL ORI FNF CINF CLGX MMC ….. TRV AON AGO L LNC MBI MTG RDN=Bottom (Insurance)
LEIS(35): 0.25% Top=DPZ MGM STAY DNKN RCL YUM CCL MCD ….. WYNN SEAS MAR LVS TXRH HLT SIX WYN=Bottom (Leisure)
HEAL(43): 0.22% Top=DXCM VAR MZOR IART BAX BDX PRXL EW ….. HCA BKD ACHC TMO OPK THC CYH ZBH=Bottom (Health)
DISV(44): 0.06% Top=TAL SCI ROL TRU SBAC YY LDOS ILG ….. R MYGN RHI AL RRD FLT URI SERV=Bottom (Diversified Services)
REAL(96): 0.04% Top=CBG DFT AMT WPG SPG CONE NLY DRE ….. VNO OHI SC EXR CUBE MAA ALLY PSA=Bottom (Real Estate)
COHW(35): -0.12% Top=CSCO HRS INFN COMM HPQ PANW CCI MSI ….. AAPL BBRY T TU VZ BCE SSYS TDC=Bottom (Computer Hardware/Telecom)
MANU(34): -0.17% Top=RS AOS IR ROP TTC ITW KMT SNA ….. GE FLS MWA DOV DE DDD CAT ATI=Bottom (Manufacturing)
CHEM(25): -0.33% Top=POT HUN VSM SHW PPG MOS ALB FMC ….. CC PAH GRA TROX OLN DD DOW WLK=Bottom (Chemicals/Fertilizers)
RETA(59): -0.39% Top=W PAG CPRT RH AMZN ETSY LB AN ….. GES SIG URBN TLRD AEO PIR SHLD TSCO=Bottom (Retail & Specialty Retail)
CONS(50): -0.39% Top=UAA PKG CRI BLL IP ELF HBI KMB ….. PAY SEE WWW SKX FBHS BC BMS KS=Bottom (Consumer)
MATE(24): -0.61% Top=WM WY MLM VMC RSG RYN SUM DHI ….. DAR TPH MAS FAST KBH OC MDR USG=Bottom (Materials & Construction)
TRAN(23): -0.83% Top=KSU UNP NSC CSX FDX CP XPO JBHT ….. SWFT JBLU TRN DAL UAL LUV ALK AAL=Bottom (Transportation)
FINA(88): -0.85% Top=PYPL KKR TWNK CIT APO CLNS ARCC PFG ….. TD ETFC OZRK RJF LM LAZ PB CME=Bottom (Banks/Financials)
ENER(85): -3.03% Top=CVI MPC MDU QEP RDC NFG DK PBF ….. OAS PDCE APC CRC FTI PTEN NBR HP=Bottom (Energy)
META(28): -3.13% Top=FNV NUE TX NEM STLD AEM ABX CMC ….. CNX TECK CCJ SLCA AA 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 10:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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