daytrend

04/27/2017

Filed under: Market Stats — daytrend @ 1:12 pm

Market Stats at 2:11 pm ET
by daytrend on 20170427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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 2:11 pm ET)
22.7% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
25.2% are below yesterday’s low.
52.1% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20170427 2:11 pm ET)
45.4% of stocks are above today’s open. (53.2% are below).
40.1% of stocks are above today’s open and yesterday’s close.
44.3% 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 2:11 pm ET)
9.0% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20170427 2:11 pm ET)
50.7% of stocks are above yesterday’s close. (49.3% are below.)
1.5% are up 4.5% or more. 2.8% are down 4.5% or more.
2.7% are up 3.5% or more. 4.9% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20170427 2:11 pm ET)
2-day: >=95:17.6%…>=90:24.9%…>=80:35.6%…>=50:58.9%…<=20:16.8%…<=10:7.5%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.7%…>=80:10.1%…>=50:69.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 2:11 pm ET)
22.7% above previous 1 highs, 25.2% below previous 1 lows
19.2% above previous 2 highs, 17.5% below previous 2 lows
17.0% above previous 3 highs, 13.3% below previous 3 lows
16.7% above previous 4 highs, 8.4% below previous 4 lows
16.7% above previous 5 highs, 7.9% below previous 5 lows
16.2% above previous 6 highs, 6.9% below previous 6 lows
15.9% above previous 7 highs, 6.6% below previous 7 lows
15.9% above previous 8 highs, 6.2% below previous 8 lows
15.9% above previous 9 highs, 6.0% below previous 9 lows
15.7% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 2:11 pm ET)
50.7% are above or equal to 4/26 close (1 days ago), 49.3% are below.
51.6% are above or equal to 4/25 close (2 days ago), 48.4% are below.
64.1% are above or equal to 4/24 close (3 days ago), 35.9% are below.
73.7% are above or equal to 4/21 close (4 days ago), 26.3% are below.
68.6% are above or equal to 4/20 close (5 days ago), 31.4% are below.
74.7% are above or equal to 4/19 close (6 days ago), 25.3% are below.
72.4% are above or equal to 4/18 close (7 days ago), 27.6% are below.
70.0% are above or equal to 4/17 close (8 days ago), 30.0% are below.
76.3% are above or equal to 4/13 close (9 days ago), 23.7% are below.
70.9% are above or equal to 4/12 close (10 days ago), 29.1% are below.
64.6% are above or equal to 4/11 close (11 days ago), 35.4% are below.
66.7% are above or equal to 4/10 close (12 days ago), 33.3% are below.
67.5% are above or equal to 4/7 close (13 days ago), 32.5% are below.
67.6% are above or equal to 4/6 close (14 days ago), 32.4% are below.
70.0% are above or equal to 4/5 close (15 days ago), 30.0% are below.
67.2% are above or equal to 4/4 close (16 days ago), 32.8% are below.
65.1% are above or equal to 4/3 close (17 days ago), 34.9% are below.
60.2% are above or equal to 3/31 close (18 days ago), 39.8% are below.
60.7% are above or equal to 3/30 close (19 days ago), 39.3% are below.
63.5% are above or equal to 3/29 close (20 days ago), 36.5% are below.
64.8% are above or equal to 3/28 close (21 days ago), 35.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 2:11 pm ET)
20d: 22.0% new highs, 10.7% new lows
21d: 21.8% new highs, 10.0% new lows
42d: 17.2% new highs, 7.1% new lows
63d: 15.5% new highs, 5.7% new lows
126d: 13.7% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 2:11 pm ET)
2-day: 49.3% above, 50.7% below
3-day: 50.1% above, 49.9% below
4-day: 56.2% above, 43.8% below
5-day: 63.6% above, 36.4% below
8-day: 70.0% above, 30.0% below
10-day: 70.9% above, 29.1% below
20-day: 68.2% above, 31.8% below
50-day: 60.5% above, 39.5% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 2:11 pm ET)
ELEC(44): 1.33% Top=TER XLNX PI AMKR CAVM AMBA KLAC CY ….. QRVO CREE FLEX ADI WAT FSLR TXN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): 0.76% Top=GRUB INTU TWTR NOW YELP SYNT SINA SNAP ….. DATA COUP SHOP BITA MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
INSU(29): 0.37% Top=FAF CNO XL ORI CINF FNF AIG MMC ….. AON LNC L PRU UNM MBI MTG RDN=Bottom (Insurance)
HEAL(43): 0.31% Top=MZOR DXCM PRAH BDX PRXL IRTC RMD EW ….. VAR BKD MD NUVA THC TMO CYH ZBH=Bottom (Health)
REAL(96): 0.21% Top=CBG DFT CONE AMT AGNC NLY DRE WPG ….. PEB CLI SC CUBE EXR MAA PSA ALLY=Bottom (Real Estate)
LEIS(35): 0.20% Top=MGM DPZ DNKN STAY MLCO JACK RCL CCL ….. GPRO WYNN H MAR HLT EAT SIX WYN=Bottom (Leisure)
DISV(44): 0.05% Top=ROL TAL SCI CAR WTW SBAC TRU HRB ….. MAN KBR RHI RRD AL URI FLT SERV=Bottom (Diversified Services)
COHW(35): 0.01% Top=INFN HRS STX COMM JNPR CSCO S MSI ….. VRSN TDS T VZ ACIA SSYS BCE TDC=Bottom (Computer Hardware/Telecom)
CHEM(25): 0.00% Top=POT SHW VSM PPG ALB PX FMC MOS ….. CE CC GRA ASH DD DOW OLN WLK=Bottom (Chemicals/Fertilizers)
CONS(50): -0.09% Top=UAA PKG BLL CRI IP VFC KATE RL ….. GT HAS SEE SKX FBHS BC BMS KS=Bottom (Consumer)
MATE(24): -0.09% Top=VMC WY MLM WM EXP CAA DHI RSG ….. PWR FLR OC SRCL DAR FAST MDR USG=Bottom (Materials & Construction)
TRAN(23): -0.15% Top=KSU UNP FDX CSX UPS XPO CP NSC ….. WAB SAVE DAL UAL LUV TRN ALK AAL=Bottom (Transportation)
RETA(59): -0.19% Top=PAG W ETSY NFLX WFM KR DLTR AMZN ….. AEO CHS AAP URBN PIR GNC ORLY TSCO=Bottom (Retail & Specialty Retail)
MANU(34): -0.24% Top=RS AOS TTC MHK ROP IR SWK AGCO ….. MWA ATI EMR DE KMT DOV CAT PH=Bottom (Manufacturing)
FINA(88): -0.69% Top=PYPL KKR APO TWNK CIT IVZ STT BOFI ….. OZRK RF TCB EFX CFR LAZ PB CME=Bottom (Banks/Financials)
ENER(87): -1.86% Top=CVI WLL MPC MDU DK SU NFG WMB ….. APC CRC ATW RDC HP FTI PTEN NBR=Bottom (Energy)
META(28): -2.16% Top=X TX AKS STLD NUE NEM AEM FNV ….. CCJ CNX CLF TECK AA GG CENX CDE=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 2:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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