daytrend

04/27/2017

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:33 pm ET
by daytrend on 20170427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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

COMPARED TO YESTERDAY’S RANGE (20170427 2:33 pm ET)
23.4% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
23.5% are below yesterday’s low.
53.1% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
46.4% of stocks with today’s low < yesterday’s low. (53.6% greater than).

EVIDENCE OF INTRADAY TREND (20170427 2:33 pm ET)
46.0% of stocks are above today’s open. (52.7% are below).
41.9% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
10.4% of stocks opened above yesterday’s high.
62.6% 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 2:33 pm ET)
10.0% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170427 2:33 pm ET)
52.7% of stocks are above yesterday’s close. (47.3% are below.)
1.6% are up 4.5% or more. 3.3% are down 4.5% or more.
2.6% are up 3.5% or more. 5.2% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20170427 2:33 pm ET)
2-day: >=95:18.5%…>=90:26.8%…>=80:36.2%…>=50:60.0%…<=20:15.7%…<=10:7.3%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.7%…>=80:10.2%…>=50:69.4%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:67.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 2:33 pm ET)
23.4% above previous 1 highs, 23.5% below previous 1 lows
19.4% above previous 2 highs, 16.6% below previous 2 lows
17.7% above previous 3 highs, 13.2% below previous 3 lows
17.3% above previous 4 highs, 9.0% below previous 4 lows
17.3% above previous 5 highs, 8.2% below previous 5 lows
16.8% above previous 6 highs, 7.4% below previous 6 lows
16.4% above previous 7 highs, 7.1% below previous 7 lows
16.4% above previous 8 highs, 6.9% below previous 8 lows
16.3% above previous 9 highs, 6.7% below previous 9 lows
16.1% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 2:33 pm ET)
52.7% are above or equal to 4/26 close (1 days ago), 47.3% are below.
53.3% are above or equal to 4/25 close (2 days ago), 46.7% are below.
64.7% are above or equal to 4/24 close (3 days ago), 35.3% are below.
73.9% are above or equal to 4/21 close (4 days ago), 26.1% are below.
68.7% are above or equal to 4/20 close (5 days ago), 31.3% are below.
74.9% are above or equal to 4/19 close (6 days ago), 25.1% are below.
72.8% are above or equal to 4/18 close (7 days ago), 27.2% are below.
70.0% are above or equal to 4/17 close (8 days ago), 30.0% are below.
76.0% are above or equal to 4/13 close (9 days ago), 24.0% are below.
71.1% are above or equal to 4/12 close (10 days ago), 28.9% are below.
64.9% are above or equal to 4/11 close (11 days ago), 35.1% are below.
67.7% are above or equal to 4/10 close (12 days ago), 32.3% are below.
67.6% are above or equal to 4/7 close (13 days ago), 32.4% are below.
67.6% are above or equal to 4/6 close (14 days ago), 32.4% are below.
70.4% are above or equal to 4/5 close (15 days ago), 29.6% are below.
67.6% are above or equal to 4/4 close (16 days ago), 32.4% are below.
65.9% are above or equal to 4/3 close (17 days ago), 34.1% are below.
60.5% are above or equal to 3/31 close (18 days ago), 39.5% are below.
60.9% are above or equal to 3/30 close (19 days ago), 39.1% are below.
64.3% are above or equal to 3/29 close (20 days ago), 35.7% are below.
64.9% are above or equal to 3/28 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 2:33 pm ET)
20d: 22.0% new highs, 10.7% new lows
21d: 21.8% new highs, 10.0% new lows
42d: 17.3% new highs, 7.1% new lows
63d: 15.5% new highs, 5.7% new lows
126d: 13.8% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 2:33 pm ET)
2-day: 51.3% above, 48.7% below
3-day: 50.9% above, 49.1% below
4-day: 57.5% above, 42.5% below
5-day: 63.9% above, 36.1% below
8-day: 70.6% above, 29.4% below
10-day: 71.4% above, 28.6% below
20-day: 68.3% above, 31.7% below
50-day: 60.4% above, 39.6% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 2:33 pm ET)
ELEC(44): 1.27% Top=XLNX TER AMKR PI CAVM KLAC CY AMBA ….. XPER WAT FSLR ADI FLEX TXN HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(78): 0.75% Top=GRUB INTU TWTR YELP NOW SYNT SINA TTD ….. NUAN COUP BITA SHOP MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
INSU(29): 0.42% Top=FAF CNO XL ORI CINF AIG FNF MMC ….. TRV AON L PRU UNM MBI MTG RDN=Bottom (Insurance)
HEAL(43): 0.34% Top=MZOR DXCM PRAH PRXL BDX IRTC RMD A ….. VAR MD BKD THC CYH TMO NUVA ZBH=Bottom (Health)
LEIS(35): 0.29% Top=MGM DPZ DNKN STAY MLCO JACK RCL CCL ….. WYNN H MAR HLT GPRO EAT SIX WYN=Bottom (Leisure)
REAL(96): 0.19% Top=CBG DFT AGNC NLY DRE CONE AMT WPG ….. CPT CLI SC CUBE EXR MAA ALLY PSA=Bottom (Real Estate)
DISV(44): 0.09% Top=ROL SCI TAL CAR WTW TRU HRB SBAC ….. RHI MAN KBR RRD AL URI FLT SERV=Bottom (Diversified Services)
CHEM(25): 0.05% Top=POT SHW PPG VSM FMC ALB MOS CF ….. CE CC GRA ASH DD DOW OLN WLK=Bottom (Chemicals/Fertilizers)
COHW(35): 0.01% Top=INFN HRS COMM JNPR CSCO S STX MSI ….. VRSN TDS T VZ ACIA BCE SSYS TDC=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.01% Top=KSU UNP XPO CSX GWR FDX NSC UPS ….. SAVE WAB DAL UAL LUV TRN ALK AAL=Bottom (Transportation)
MATE(24): -0.03% Top=WY VMC MLM WM DHI CAA EXP PHM ….. MAS FLR PWR DAR SRCL FAST MDR USG=Bottom (Materials & Construction)
CONS(50): -0.06% Top=UAA PKG BLL CRI IP VFC GPK RL ….. EPC SEE GT SKX FBHS BC BMS KS=Bottom (Consumer)
RETA(59): -0.10% Top=PAG W ETSY NFLX KR WFM JWN ROST ….. SHLD CHS AAP URBN PIR GNC ORLY TSCO=Bottom (Retail & Specialty Retail)
MANU(34): -0.18% Top=AOS RS TTC MHK ROP IR SWK AGCO ….. MWA EMR DE ATI KMT DOV CAT PH=Bottom (Manufacturing)
FINA(87): -0.52% Top=PYPL KKR TWNK APO CIT STT IVZ PFG ….. TCB OZRK RF TD CFR PB LAZ CME=Bottom (Banks/Financials)
META(28): -2.03% Top=X TX AKS STLD NEM NUE FNV AEM ….. FCX CNX TECK AA CLF CENX GG CDE=Bottom (Metals & Mining)
ENER(87): -2.04% Top=CVI WLL MPC DK HES SU OII MDU ….. APC ATW CRC HP RDC FTI PTEN NBR=Bottom (Energy)

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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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