daytrend

04/27/2017

Filed under: Market Stats — daytrend @ 10:48 am

Market Stats at 11:47 am ET
by daytrend on 20170427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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 (20170427 11:47 am ET)
16.0% of stocks are above yesterday’s high.
39.9% are above yesterday’s midpoint. (60.1% are below.)
30.6% are below yesterday’s low.
53.4% are inside yesterday’s range.
35.0% of stocks with today’s high > yesterday’s high. (65.0% less than).
44.1% of stocks with today’s low < yesterday’s low. (55.9% greater than).

EVIDENCE OF INTRADAY TREND (20170427 11:47 am ET)
32.8% of stocks are above today’s open. (65.7% are below).
29.9% of stocks are above today’s open and yesterday’s close.
56.4% are below both.
10.4% of stocks opened above yesterday’s high.
62.9% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
12.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170427 11:47 am ET)
4.6% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
29.2% are in the top half. 70.8% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
26.0% are in the bottom 10%.

GAIN (20170427 11:47 am ET)
40.3% of stocks are above yesterday’s close. (59.7% are below.)
1.2% are up 4.5% or more. 5.3% are down 4.5% or more.
2.3% are up 3.5% or more. 8.1% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20170427 11:47 am ET)
2-day: >=95:13.9%…>=90:18.8%…>=80:28.2%…>=50:50.8%…<=20:20.6%…<=10:9.6%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.9%…>=80:8.5%…>=50:64.5%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:64.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 11:47 am ET)
16.0% above previous 1 highs, 30.6% below previous 1 lows
14.4% above previous 2 highs, 24.3% below previous 2 lows
13.3% above previous 3 highs, 18.1% below previous 3 lows
13.1% above previous 4 highs, 12.8% below previous 4 lows
12.9% above previous 5 highs, 11.6% below previous 5 lows
12.6% above previous 6 highs, 10.5% below previous 6 lows
12.5% above previous 7 highs, 10.3% below previous 7 lows
12.5% above previous 8 highs, 10.0% below previous 8 lows
12.5% above previous 9 highs, 9.9% below previous 9 lows
12.3% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 11:47 am ET)
40.3% are above or equal to 4/26 close (1 days ago), 59.7% are below.
44.7% are above or equal to 4/25 close (2 days ago), 55.3% are below.
56.5% are above or equal to 4/24 close (3 days ago), 43.5% are below.
69.4% are above or equal to 4/21 close (4 days ago), 30.6% are below.
64.5% are above or equal to 4/20 close (5 days ago), 35.5% are below.
71.8% are above or equal to 4/19 close (6 days ago), 28.2% are below.
70.2% are above or equal to 4/18 close (7 days ago), 29.8% are below.
67.5% are above or equal to 4/17 close (8 days ago), 32.5% are below.
72.5% are above or equal to 4/13 close (9 days ago), 27.5% are below.
68.6% are above or equal to 4/12 close (10 days ago), 31.4% are below.
62.5% are above or equal to 4/11 close (11 days ago), 37.5% are below.
64.8% are above or equal to 4/10 close (12 days ago), 35.2% are below.
65.3% are above or equal to 4/7 close (13 days ago), 34.7% are below.
65.4% are above or equal to 4/6 close (14 days ago), 34.6% are below.
68.7% are above or equal to 4/5 close (15 days ago), 31.3% are below.
65.1% are above or equal to 4/4 close (16 days ago), 34.9% are below.
63.5% are above or equal to 4/3 close (17 days ago), 36.5% are below.
58.5% are above or equal to 3/31 close (18 days ago), 41.5% are below.
58.5% are above or equal to 3/30 close (19 days ago), 41.5% are below.
61.3% are above or equal to 3/29 close (20 days ago), 38.7% are below.
62.1% are above or equal to 3/28 close (21 days ago), 37.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 11:47 am ET)
20d: 19.7% new highs, 10.5% new lows
21d: 19.5% new highs, 9.5% new lows
42d: 15.1% new highs, 7.0% new lows
63d: 13.6% new highs, 5.6% new lows
126d: 12.3% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 11:47 am ET)
2-day: 39.4% above, 60.6% below
3-day: 41.5% above, 58.5% below
4-day: 49.0% above, 51.0% below
5-day: 57.1% above, 42.9% below
8-day: 65.2% above, 34.8% below
10-day: 67.2% above, 32.8% below
20-day: 65.2% above, 34.8% below
50-day: 58.0% above, 42.0% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 11:47 am ET)
ELEC(44): 0.97% Top=XLNX TER CAVM AMKR AMBA PI MRVL CY ….. CREE KEYS OCLR AYI HIMX TXN FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): 0.64% Top=GRUB INTU NOW TWTR YELP SINA SYNT SPLK ….. TTD HPE BITA SHOP MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
HEAL(43): 0.17% Top=DXCM MZOR PRAH IART EW ANTM VAR BDX ….. HCA ACHC OPK TMO BKD THC CYH ZBH=Bottom (Health)
LEIS(35): 0.12% Top=DPZ STAY MGM DNKN CCL RCL YUM MLCO ….. SHAK H TXRH QSR HLT EAT SIX WYN=Bottom (Leisure)
INSU(29): -0.00% Top=FAF XL CNO ORI FNF MMC CINF AJG ….. AON L PRU LNC UNM MBI MTG RDN=Bottom (Insurance)
REAL(96): -0.02% Top=DFT CBG AMT CONE SPG WPG DRE DLR ….. SC RLJ DDR EXR CUBE ALLY MAA PSA=Bottom (Real Estate)
DISV(44): -0.04% Top=TAL SCI ROL YY ZTO SBAC HRB TRU ….. VNTV RHI KBR RRD FLT AL URI SERV=Bottom (Diversified Services)
COHW(35): -0.28% Top=CSCO HRS CCI PANW COMM TMUS MSI S ….. T TU WDC VZ ACIA BCE SSYS TDC=Bottom (Computer Hardware/Telecom)
CONS(50): -0.32% Top=UAA PKG CRI BLL IP COH RL VFC ….. GT SEE EPC SKX FBHS BC BMS KS=Bottom (Consumer)
MANU(34): -0.37% Top=RS AOS IR TTC SNA ITW SWK XYL ….. DDD CMI MWA PH DE DOV CAT ATI=Bottom (Manufacturing)
CHEM(25): -0.41% Top=POT VSM SHW PPG HUN MOS TROX ALB ….. APD GRA ASH CF OLN DD DOW WLK=Bottom (Chemicals/Fertilizers)
RETA(59): -0.49% Top=W ETSY PAG AMZN WFM NFLX CPRT KR ….. AAP AEO GNC URBN SHLD PIR TSCO ORLY=Bottom (Retail & Specialty Retail)
MATE(24): -0.69% Top=WY VMC WM DHI MLM RSG RYN SUM ….. MAS SRCL FLR DAR FAST OC MDR USG=Bottom (Materials & Construction)
TRAN(23): -0.79% Top=KSU UNP XPO CSX FDX NSC UPS GWR ….. JBLU SWFT TRN DAL UAL LUV ALK AAL=Bottom (Transportation)
FINA(88): -0.99% Top=PYPL KKR TWNK APO CIT CLNS ARCC JNS ….. RJF OZRK ETFC CFR RF LAZ PB CME=Bottom (Banks/Financials)
ENER(85): -3.25% Top=CVI WLL MPC NFG MDU XOM EEP DK ….. ATW CRC APC RDC BAS HP PTEN NBR=Bottom (Energy)
META(28): -3.45% Top=NUE FNV STLD NEM ABX TX CMC AEM ….. CNX TECK CENX GG SLCA AA 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 11:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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