daytrend

04/28/2017

Filed under: Market Stats — daytrend @ 8:35 am

Market Stats at 9:35 am ET
by daytrend on 20170428. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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 (20170428 9:35 am ET)
6.7% of stocks are above yesterday’s high.
40.2% are above yesterday’s midpoint. (59.8% are below.)
20.8% are below yesterday’s low.
72.4% are inside yesterday’s range.
17.9% of stocks with today’s high > yesterday’s high. (82.1% less than).
30.2% of stocks with today’s low < yesterday’s low. (69.8% greater than).

EVIDENCE OF INTRADAY TREND (20170428 9:35 am ET)
21.5% of stocks are above today’s open. (76.2% are below).
12.9% of stocks are above today’s open and yesterday’s close.
58.7% are below both.
10.7% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
8.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170428 9:35 am ET)
6.6% of stocks are in the top 10% of today’s range.
10.7% are in the top 20%.
27.2% are in the top half. 72.8% of stocks are in the bottom half of today’s range.
41.3% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN (20170428 9:35 am ET)
31.9% of stocks are above yesterday’s close. (68.1% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.2% are up 3.5% or more. 1.2% are down 3.5% or more.
85.0% are between +1% and -1%.

RSI on DAILY (20170428 9:35 am ET)
2-day: >=95:7.7%…>=90:11.1%…>=80:18.5%…>=50:45.1%…<=20:21.2%…<=10:9.3%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.8%…>=80:6.7%…>=50:62.8%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:62.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170428 9:35 am ET)
6.7% above previous 1 highs, 20.8% below previous 1 lows
4.9% above previous 2 highs, 14.6% below previous 2 lows
4.6% above previous 3 highs, 11.4% below previous 3 lows
4.3% above previous 4 highs, 8.8% below previous 4 lows
4.3% above previous 5 highs, 6.3% below previous 5 lows
4.3% above previous 6 highs, 5.3% below previous 6 lows
4.3% above previous 7 highs, 4.7% below previous 7 lows
4.3% above previous 8 highs, 4.5% below previous 8 lows
4.3% above previous 9 highs, 4.3% below previous 9 lows
4.3% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170428 9:35 am ET)
31.9% are above or equal to 4/27 close (1 days ago), 68.1% are below.
40.7% are above or equal to 4/26 close (2 days ago), 59.3% are below.
44.6% are above or equal to 4/25 close (3 days ago), 55.4% are below.
54.9% are above or equal to 4/24 close (4 days ago), 45.1% are below.
69.2% are above or equal to 4/21 close (5 days ago), 30.8% are below.
64.3% are above or equal to 4/20 close (6 days ago), 35.7% are below.
71.5% are above or equal to 4/19 close (7 days ago), 28.5% are below.
68.8% are above or equal to 4/18 close (8 days ago), 31.2% are below.
67.3% are above or equal to 4/17 close (9 days ago), 32.7% are below.
72.7% are above or equal to 4/13 close (10 days ago), 27.3% are below.
68.2% are above or equal to 4/12 close (11 days ago), 31.8% are below.
61.6% are above or equal to 4/11 close (12 days ago), 38.4% are below.
62.9% are above or equal to 4/10 close (13 days ago), 37.1% are below.
63.7% are above or equal to 4/7 close (14 days ago), 36.3% are below.
63.3% are above or equal to 4/6 close (15 days ago), 36.7% are below.
67.4% are above or equal to 4/5 close (16 days ago), 32.6% are below.
64.3% are above or equal to 4/4 close (17 days ago), 35.7% are below.
63.2% are above or equal to 4/3 close (18 days ago), 36.8% are below.
58.5% are above or equal to 3/31 close (19 days ago), 41.5% are below.
58.0% are above or equal to 3/30 close (20 days ago), 42.0% are below.
61.0% are above or equal to 3/29 close (21 days ago), 39.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170428 9:35 am ET)
20d: 8.3% new highs, 4.3% new lows
21d: 8.1% new highs, 4.2% new lows
42d: 7.0% new highs, 3.2% new lows
63d: 6.1% new highs, 2.4% new lows
126d: 5.8% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170428 9:35 am ET)
2-day: 29.4% above, 70.6% below
3-day: 34.4% above, 65.6% below
4-day: 40.0% above, 60.0% below
5-day: 45.6% above, 54.4% below
8-day: 61.0% above, 39.0% below
10-day: 64.0% above, 36.0% below
20-day: 63.9% above, 36.1% below
50-day: 58.0% above, 42.0% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170428 9:35 am ET)
HEAL(45): 0.48% Top=ALGN HRC HLS IRWD ACHC IART DXCM UHS ….. ZBH EW ESRX WST A ANTM BKD RMD=Bottom (Health)
ENER(89): 0.31% Top=SWN EEP PSX HLX INT FRAC CVX REN ….. TSO HES VLO BHI HFC MPLX WMB PBF=Bottom (Energy)
COSW(77): 0.03% Top=CERN GOOG TEAM TRI GRUB COUP FB MDSO ….. ATHM NTES CSRA SSNC LN BITA FTNT BIDU=Bottom (Computer Software/Internet)
META(28): -0.04% Top=AEM TECK CMC FCX ABX GG NEM SCCO ….. AKS STLD TX CENX TAHO SLCA X CCJ=Bottom (Metals & Mining)
TRAN(24): -0.13% Top=SAVE LUV UPS EXPD CHRW FDX ALK JBLU ….. GWR DAL WAB JBHT CP XPO TRN AAL=Bottom (Transportation)
LEIS(35): -0.18% Top=RCL BLMN YUMC CCL HGV SEAS BYD SHAK ….. TXRH MLCO WYN QSR EXPE SBUX STAY GPRO=Bottom (Leisure)
DISV(45): -0.20% Top=URI KBR ZTO INFO AMN CNDT WEX YY ….. WTW VRSK FISV ALLE R FLT CAR ADS=Bottom (Diversified Services)
INSU(29): -0.20% Top=AFL HIG FAF MTG WLTW PRU MMC MET ….. BRO AGO AON FNF MBI AFSI RDN AJG=Bottom (Insurance)
COHW(35): -0.30% Top=WDC VRSN TDS VIAV NTAP SSYS ACIA AAPL ….. JNPR PANW ARRS BCE TU TDC HPQ QCOM=Bottom (Computer Hardware/Telecom)
CHEM(25): -0.33% Top=CC ALB SHW VSM TROX CE MON PAH ….. POT AXTA EMN PPG MOS GRA OLN HUN=Bottom (Chemicals/Fertilizers)
REAL(97): -0.38% Top=PEB SHO FCH OFC HST UNIT UDR DRH ….. KIM SPG HCN BRX CBG MPW OHI KRG=Bottom (Real Estate)
ELEC(46): -0.39% Top=TRMB FSLR SIMO FTV MSCC HIMX ICHR BRKR ….. SPWR QRVO KLAC OCLR INTC CY FLEX AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.45% Top=HON AGCO ROP DDD RS CFX PNR CAT ….. ATI EMR TTC XYL ETN TEX MHK MWA=Bottom (Manufacturing)
FINA(88): -0.45% Top=WETF KKR BEN ATH APO SNV ARCC IVZ ….. PFG JNS COF DFS OMF FII SIVB SYF=Bottom (Banks/Financials)
RETA(59): -0.52% Top=AMZN PIR RH BABA BURL CPRT W MIK ….. BBY AN M ORLY GME JWN KSS GNC=Bottom (Retail & Specialty Retail)
MATE(25): -0.59% Top=WY DAR PWR FLR WM MLM SRCL WCN ….. TOL LEN EXP DHI KBH RSG USG CAA=Bottom (Materials & Construction)
CONS(50): -0.65% Top=LEG GT KS BC KATE SON AVY ELF ….. COTY CRI PVH EPC WWW CL UAA VFC=Bottom (Consumer)

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 9:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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