daytrend

04/28/2017

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:57 am ET
by daytrend on 20170428. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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

COMPARED TO YESTERDAY’S RANGE (20170428 9:57 am ET)
8.1% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
23.6% are below yesterday’s low.
68.4% are inside yesterday’s range.
21.3% of stocks with today’s high > yesterday’s high. (78.7% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND (20170428 9:57 am ET)
28.8% of stocks are above today’s open. (69.4% are below).
22.1% of stocks are above today’s open and yesterday’s close.
56.9% are below both.
10.7% of stocks opened above yesterday’s high.
51.9% 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 9:57 am ET)
11.7% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
44.6% are in the top half. 55.4% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
14.4% are in the bottom 10%.

GAIN (20170428 9:57 am ET)
36.4% of stocks are above yesterday’s close. (63.6% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.4% are up 3.5% or more. 1.6% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20170428 9:57 am ET)
2-day: >=95:7.0%…>=90:9.6%…>=80:16.1%…>=50:45.2%…<=20:19.5%…<=10:8.9%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.1%…>=50:64.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:63.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170428 9:57 am ET)
8.1% above previous 1 highs, 23.6% below previous 1 lows
5.2% above previous 2 highs, 15.9% below previous 2 lows
4.8% above previous 3 highs, 12.7% below previous 3 lows
4.7% above previous 4 highs, 10.2% below previous 4 lows
4.7% above previous 5 highs, 7.3% below previous 5 lows
4.7% above previous 6 highs, 6.3% below previous 6 lows
4.7% above previous 7 highs, 5.9% below previous 7 lows
4.6% above previous 8 highs, 5.5% below previous 8 lows
4.6% above previous 9 highs, 5.3% below previous 9 lows
4.6% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170428 9:57 am ET)
36.4% are above or equal to 4/27 close (1 days ago), 63.6% are below.
40.0% are above or equal to 4/26 close (2 days ago), 60.0% are below.
45.2% are above or equal to 4/25 close (3 days ago), 54.8% are below.
56.3% are above or equal to 4/24 close (4 days ago), 43.8% are below.
68.6% are above or equal to 4/21 close (5 days ago), 31.4% 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.
68.4% are above or equal to 4/18 close (8 days ago), 31.6% are below.
67.8% are above or equal to 4/17 close (9 days ago), 32.2% are below.
73.3% are above or equal to 4/13 close (10 days ago), 26.7% are below.
69.5% are above or equal to 4/12 close (11 days ago), 30.5% are below.
63.1% are above or equal to 4/11 close (12 days ago), 36.9% are below.
63.5% are above or equal to 4/10 close (13 days ago), 36.5% are below.
63.9% are above or equal to 4/7 close (14 days ago), 36.1% are below.
63.6% are above or equal to 4/6 close (15 days ago), 36.4% are below.
67.8% are above or equal to 4/5 close (16 days ago), 32.2% are below.
64.2% are above or equal to 4/4 close (17 days ago), 35.8% are below.
62.9% are above or equal to 4/3 close (18 days ago), 37.1% are below.
58.1% are above or equal to 3/31 close (19 days ago), 41.9% are below.
59.0% are above or equal to 3/30 close (20 days ago), 41.0% are below.
61.7% are above or equal to 3/29 close (21 days ago), 38.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170428 9:57 am ET)
20d: 9.7% new highs, 5.0% new lows
21d: 9.5% new highs, 5.0% new lows
42d: 7.8% new highs, 3.6% new lows
63d: 6.9% new highs, 2.9% new lows
126d: 6.5% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170428 9:57 am ET)
2-day: 35.1% above, 64.9% below
3-day: 35.6% above, 64.4% below
4-day: 39.3% above, 60.7% below
5-day: 45.1% above, 54.9% below
8-day: 62.3% above, 37.7% below
10-day: 64.7% above, 35.3% below
20-day: 64.7% above, 35.3% below
50-day: 58.2% above, 41.8% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170428 9:57 am ET)
ENER(90): 0.61% Top=SWN EEP PSX WLL ECA CVI SN CVE ….. HFC NFG FRAC FTI NOV COG XOG PBF=Bottom (Energy)
HEAL(45): 0.47% Top=ALGN HLS HRC CNC MOH IART ACHC PRAH ….. A MD MZOR ESRX CYH THC WST RMD=Bottom (Health)
META(28): 0.36% Top=AEM AGI CLF NEM GG SSRI AKS AA ….. SLW CNX CDE AG SLCA TAHO X CCJ=Bottom (Metals & Mining)
FINA(88): -0.05% Top=BEN KKR WETF CMA APO CFG KEY PB ….. NAVI WU DFS LM OMF FII SIVB SYF=Bottom (Banks/Financials)
INSU(29): -0.07% Top=AFL MTG MBI PRU CNO HIG TMK FAF ….. AFSI RDN CINF FNF BRO CLGX XL AJG=Bottom (Insurance)
COSW(77): -0.14% Top=CERN TRI GOOG TEAM GRUB FB TTD SNAP ….. ATHM TSS VIPS TRIP BITA LN BIDU FTNT=Bottom (Computer Software/Internet)
TRAN(24): -0.16% Top=SAVE LUV ALK UAL JBLU CNI DAL UPS ….. WAB NSC KSU GWR CP XPO UNP AAL=Bottom (Transportation)
DISV(45): -0.19% Top=KBR URI ZTO MAN AMN ROL WEX CNDT ….. FISV LDOS RRD CAR GPN VNTV ADS FLT=Bottom (Diversified Services)
MANU(34): -0.20% Top=HON ROP FLS CFX CMI ITT CAT KMT ….. ETN SWK DE AOS AGCO TEX MHK MWA=Bottom (Manufacturing)
RETA(59): -0.36% Top=AMZN ETSY SHLD AEO W BURL LB CPRT ….. FINL KMX M BIG LL AN GME GNC=Bottom (Retail & Specialty Retail)
CHEM(25): -0.46% Top=PAH ALB CC GRA ASH MON RPM TROX ….. PX AXTA DOW PPG MOS EMN CF WLK=Bottom (Chemicals/Fertilizers)
COHW(35): -0.48% Top=WDC VRSN TDS VIAV CSCO COMM NTAP MSI ….. STX HPQ INFN TDC VZ PANW ACIA QCOM=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.56% Top=RCL BLMN CCL HLT EAT HGV MGM BYD ….. SIX WYN DPZ MLCO EXPE STAY SBUX GPRO=Bottom (Leisure)
CONS(50): -0.56% Top=GT KS BC LEG FOSL FL PAY PBI ….. UAA BERY ELF COTY BMS CRI CL VFC=Bottom (Consumer)
REAL(97): -0.64% Top=PEB AMT DLR SHO EDR CLI ARI CONE ….. SNH SC VER MPW HCN CBL OHI KRG=Bottom (Real Estate)
MATE(25): -0.67% Top=PWR DAR WM FLR RSG WY OC MLM ….. TPH USG TOL MDR PHM KBH LEN CAA=Bottom (Materials & Construction)
ELEC(46): -0.67% Top=SIMO TRMB FTV FSLR HIMX ICHR TEL CREE ….. SWKS QRVO OCLR CY INTC KLAC FLEX AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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