daytrend

04/28/2017

Filed under: Market Stats — daytrend @ 9:36 am

Market Stats at 10:35 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 10:35 am ET)
7.1% of stocks are above yesterday’s high.
30.8% are above yesterday’s midpoint. (69.2% are below.)
38.3% are below yesterday’s low.
54.6% are inside yesterday’s range.
23.8% of stocks with today’s high > yesterday’s high. (76.2% less than).
49.8% of stocks with today’s low < yesterday’s low. (50.2% greater than).

EVIDENCE OF INTRADAY TREND (20170428 10:35 am ET)
18.5% of stocks are above today’s open. (80.0% are below).
14.4% of stocks are above today’s open and yesterday’s close.
71.5% 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 10:35 am ET)
4.6% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
46.4% are in the bottom 20%.
28.0% are in the bottom 10%.

GAIN (20170428 10:35 am ET)
23.9% of stocks are above yesterday’s close. (76.1% are below.)
1.0% are up 4.5% or more. 1.3% are down 4.5% or more.
1.4% are up 3.5% or more. 2.8% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20170428 10:35 am ET)
2-day: >=95:5.2%…>=90:6.9%…>=80:10.2%…>=50:31.4%…<=20:25.8%…<=10:12.3%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.7%…>=50:59.6%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:59.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170428 10:35 am ET)
7.1% above previous 1 highs, 38.3% below previous 1 lows
4.6% above previous 2 highs, 27.0% below previous 2 lows
4.1% above previous 3 highs, 21.6% below previous 3 lows
3.8% above previous 4 highs, 17.3% below previous 4 lows
3.7% above previous 5 highs, 11.8% below previous 5 lows
3.7% above previous 6 highs, 10.5% below previous 6 lows
3.7% above previous 7 highs, 9.1% below previous 7 lows
3.7% above previous 8 highs, 8.3% below previous 8 lows
3.7% above previous 9 highs, 8.1% below previous 9 lows
3.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170428 10:35 am ET)
23.9% are above or equal to 4/27 close (1 days ago), 76.1% are below.
29.6% are above or equal to 4/26 close (2 days ago), 70.4% are below.
36.7% are above or equal to 4/25 close (3 days ago), 63.3% are below.
49.2% are above or equal to 4/24 close (4 days ago), 50.8% are below.
64.5% are above or equal to 4/21 close (5 days ago), 35.5% are below.
61.2% are above or equal to 4/20 close (6 days ago), 38.8% are below.
68.8% are above or equal to 4/19 close (7 days ago), 31.3% are below.
66.7% are above or equal to 4/18 close (8 days ago), 33.3% are below.
65.7% are above or equal to 4/17 close (9 days ago), 34.3% are below.
70.7% are above or equal to 4/13 close (10 days ago), 29.3% are below.
65.0% are above or equal to 4/12 close (11 days ago), 35.0% are below.
60.3% are above or equal to 4/11 close (12 days ago), 39.7% are below.
60.5% are above or equal to 4/10 close (13 days ago), 39.5% are below.
60.9% are above or equal to 4/7 close (14 days ago), 39.1% are below.
61.3% are above or equal to 4/6 close (15 days ago), 38.7% are below.
65.3% are above or equal to 4/5 close (16 days ago), 34.7% are below.
61.4% are above or equal to 4/4 close (17 days ago), 38.6% are below.
58.9% are above or equal to 4/3 close (18 days ago), 41.1% are below.
55.5% are above or equal to 3/31 close (19 days ago), 44.5% are below.
56.0% are above or equal to 3/30 close (20 days ago), 44.0% are below.
57.9% are above or equal to 3/29 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170428 10:35 am ET)
20d: 10.2% new highs, 6.6% new lows
21d: 10.0% new highs, 6.4% new lows
42d: 8.2% new highs, 4.2% new lows
63d: 7.2% new highs, 3.5% new lows
126d: 6.7% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170428 10:35 am ET)
2-day: 23.1% above, 76.9% below
3-day: 24.3% above, 75.7% below
4-day: 27.9% above, 72.1% below
5-day: 35.0% above, 65.0% below
8-day: 55.3% above, 44.7% below
10-day: 59.3% above, 40.7% below
20-day: 62.3% above, 37.7% below
50-day: 55.6% above, 44.4% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170428 10:35 am ET)
META(28): 1.05% Top=AEM CLF AGI NEM SSRI GG PAAS AKS ….. FCX CENX TAHO TX SLCA SCCO X CCJ=Bottom (Metals & Mining)
ENER(90): 0.68% Top=SWN BAS PSX ECA OAS PE ATW EEP ….. NOV AR CRC HFC HES VLO COG PBF=Bottom (Energy)
HEAL(45): 0.50% Top=ALGN HLS HRC MOH PRAH CNC IART VAR ….. BKD MZOR ESRX MD PKI THC WST RMD=Bottom (Health)
COSW(77): -0.49% Top=CERN GOOG GRUB TRI TEAM SHOP FB TWLO ….. SPLK PFPT TRIP LN BITA NTNX FTNT BIDU=Bottom (Computer Software/Internet)
INSU(29): -0.50% Top=AFL MTG FAF PRU MMC AIG HIG AON ….. UNM FNF CINF BRO XL AJG AFSI CLGX=Bottom (Insurance)
COHW(35): -0.64% Top=WDC VRSN TDS T VIAV CSCO AAPL JNPR ….. HRS TDC BBRY INFN ACIA PANW STX QCOM=Bottom (Computer Hardware/Telecom)
DISV(45): -0.67% Top=ZTO KBR URI WTW TAL YY SBAC AL ….. GPN R BAH SCI VNTV FLT CAR ADS=Bottom (Diversified Services)
FINA(88): -0.68% Top=WETF KKR BEN CME ARCC BMO ICE BK ….. NAVI DFS BOFI LM OMF FII SIVB SYF=Bottom (Banks/Financials)
CHEM(25): -0.78% Top=ALB MON CC ASH PAH GRA PX DD ….. VSM OLN TROX CF HUN EMN AXTA WLK=Bottom (Chemicals/Fertilizers)
MANU(34): -0.78% Top=ROP HON ATI ITT CAT DHR RS CMI ….. AOS DE SNA TTC TEX MHK AGCO MWA=Bottom (Manufacturing)
CONS(50): -0.82% Top=GT KS BC LEG WHR FL BLL PG ….. TPX PVH RL COTY LULU CRI KATE VFC=Bottom (Consumer)
TRAN(24): -0.88% Top=ALK LUV CNI CHRW JBLU DAL CSX FDX ….. CP WAB ODFL GWR SWFT UNP XPO AAL=Bottom (Transportation)
LEIS(35): -0.92% Top=RCL CCL BLMN YUMC HGV SONC MCD WEN ….. HLT DNKN WYN STAY EXPE PK SBUX GPRO=Bottom (Leisure)
MATE(25): -0.95% Top=DAR WM RSG OC SRCL MAS WY USG ….. RYN DHI TPH KBH LEN TOL MDR CAA=Bottom (Materials & Construction)
ELEC(46): -0.96% Top=SIMO TRMB FTV HIMX PI FSLR ICHR TEL ….. CAVM SWKS OCLR INTC QRVO CY KLAC AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): -0.97% Top=AMZN ETSY AEO WBA SFM EBAY W COST ….. BIG GME PAG GNC TLRD AN KMX ORLY=Bottom (Retail & Specialty Retail)
REAL(97): -1.26% Top=BXP DLR UNIT BAM MAA KRC ARI UDR ….. RLJ FCH DRH PEB KRG CBL LHO HST=Bottom (Real Estate)

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 10:35 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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