daytrend

04/28/2017

Filed under: Market Stats — daytrend @ 10:57 am

Market Stats at 11:56 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 11:56 am ET)
7.2% of stocks are above yesterday’s high.
26.3% are above yesterday’s midpoint. (73.7% are below.)
40.5% are below yesterday’s low.
52.3% are inside yesterday’s range.
24.9% of stocks with today’s high > yesterday’s high. (75.1% less than).
56.1% of stocks with today’s low < yesterday’s low. (43.9% greater than).

EVIDENCE OF INTRADAY TREND (20170428 11:56 am ET)
19.4% of stocks are above today’s open. (79.9% are below).
14.2% of stocks are above today’s open and yesterday’s close.
73.2% 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 11:56 am ET)
4.1% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
24.4% are in the top half. 75.6% of stocks are in the bottom half of today’s range.
42.2% are in the bottom 20%.
18.4% are in the bottom 10%.

GAIN (20170428 11:56 am ET)
21.5% of stocks are above yesterday’s close. (78.5% are below.)
0.8% are up 4.5% or more. 1.8% are down 4.5% or more.
1.6% are up 3.5% or more. 3.1% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20170428 11:56 am ET)
2-day: >=95:5.4%…>=90:7.9%…>=80:12.3%…>=50:28.6%…<=20:31.5%…<=10:14.3%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.2%…>=50:56.7%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:56.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170428 11:56 am ET)
7.2% above previous 1 highs, 40.5% below previous 1 lows
4.9% above previous 2 highs, 29.1% below previous 2 lows
4.4% above previous 3 highs, 24.6% below previous 3 lows
4.1% above previous 4 highs, 19.8% below previous 4 lows
4.0% above previous 5 highs, 13.9% below previous 5 lows
4.0% above previous 6 highs, 12.3% below previous 6 lows
3.8% above previous 7 highs, 10.6% below previous 7 lows
3.8% above previous 8 highs, 9.1% below previous 8 lows
3.8% above previous 9 highs, 8.8% below previous 9 lows
3.8% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170428 11:56 am ET)
21.5% are above or equal to 4/27 close (1 days ago), 78.5% are below.
30.8% are above or equal to 4/26 close (2 days ago), 69.2% are below.
35.8% are above or equal to 4/25 close (3 days ago), 64.2% are below.
47.7% are above or equal to 4/24 close (4 days ago), 52.3% are below.
62.5% are above or equal to 4/21 close (5 days ago), 37.5% are below.
58.8% are above or equal to 4/20 close (6 days ago), 41.2% are below.
66.9% are above or equal to 4/19 close (7 days ago), 33.1% are below.
66.9% are above or equal to 4/18 close (8 days ago), 33.1% are below.
65.0% are above or equal to 4/17 close (9 days ago), 35.0% are below.
69.7% are above or equal to 4/13 close (10 days ago), 30.3% are below.
64.7% are above or equal to 4/12 close (11 days ago), 35.3% are below.
58.9% are above or equal to 4/11 close (12 days ago), 41.1% are below.
60.2% are above or equal to 4/10 close (13 days ago), 39.8% are below.
60.0% are above or equal to 4/7 close (14 days ago), 40.0% are below.
59.9% are above or equal to 4/6 close (15 days ago), 40.1% are below.
64.2% are above or equal to 4/5 close (16 days ago), 35.8% are below.
59.5% are above or equal to 4/4 close (17 days ago), 40.5% are below.
57.5% are above or equal to 4/3 close (18 days ago), 42.5% are below.
53.5% are above or equal to 3/31 close (19 days ago), 46.5% are below.
55.0% are above or equal to 3/30 close (20 days ago), 45.0% are below.
57.6% are above or equal to 3/29 close (21 days ago), 42.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170428 11:56 am ET)
20d: 10.8% new highs, 8.1% new lows
21d: 10.6% new highs, 7.7% new lows
42d: 8.8% new highs, 5.0% new lows
63d: 7.5% new highs, 4.2% new lows
126d: 7.0% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170428 11:56 am ET)
2-day: 20.4% above, 79.6% below
3-day: 24.5% above, 75.5% below
4-day: 27.0% above, 73.0% below
5-day: 33.4% above, 66.6% below
8-day: 52.2% above, 47.8% below
10-day: 56.7% above, 43.3% below
20-day: 59.9% above, 40.1% below
50-day: 53.1% above, 46.9% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170428 11:56 am ET)
HEAL(45): 0.63% Top=ALGN HLS HRC MOH VAR ACHC UHS CNC ….. VWR ANTM OPK PKI MZOR WST BKD RMD=Bottom (Health)
META(28): 0.37% Top=AEM CLF NEM SSRI AGI GG FNV TECK ….. TAHO SLCA CNX TX AA CENX X CCJ=Bottom (Metals & Mining)
COSW(77): -0.31% Top=CERN GOOG GRUB TEAM TRI SHOP FB SNAP ….. CSRA SSNC LN NTNX TRIP FTNT BITA BIDU=Bottom (Computer Software/Internet)
ENER(90): -0.39% Top=EEP PSX ECA SU PTEN INT SWN HLX ….. FRAC CRZO RICE AR RRC WLL COG PBF=Bottom (Energy)
COHW(35): -0.50% Top=WDC CSCO JNPR FNSR AAPL S VIAV VRSN ….. BBRY QCOM CTL TDC PANW STX INFN ACIA=Bottom (Computer Hardware/Telecom)
INSU(29): -0.60% Top=MMC AFL FAF AON HIG PRU WLTW TRV ….. CNO FNF BRO RDN AJG XL CLGX AFSI=Bottom (Insurance)
LEIS(35): -0.63% Top=RCL CCL BLMN SONC WYN LVS MGM YUMC ….. HLT SEAS EXPE STAY SHAK SBUX PK GPRO=Bottom (Leisure)
TRAN(24): -0.69% Top=ALK CHRW LUV CSX CNI TRN FDX CP ….. WAB SAVE JBHT XPO GWR JBLU UNP AAL=Bottom (Transportation)
MANU(34): -0.69% Top=HON ROP DHR KMT CAT CFX ITT XYL ….. ATI AGCO RS TTC TEX SNA MHK MWA=Bottom (Manufacturing)
ELEC(46): -0.89% Top=SIMO TRMB FTV HIMX PI TEL ICHR AMBA ….. FLEX INTC CY SWKS QRVO CAVM KLAC AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): -0.96% Top=CC ALB MON PX SHW RPM POT DOW ….. CF OLN VSM AXTA HUN EMN WLK TROX=Bottom (Chemicals/Fertilizers)
DISV(45): -0.98% Top=ZTO URI YY AL SBAC HRB WTW V ….. R WEX VNTV ALLE KBR FLT CAR ADS=Bottom (Diversified Services)
CONS(50): -1.00% Top=GT KS FL BC CLX BLL CCK ECL ….. LULU RL FOSL WWW PVH KATE CRI VFC=Bottom (Consumer)
FINA(88): -1.07% Top=BEN KKR WETF CME PFG ARCC GS TROW ….. LM DFS BOFI ISBC OMF FII SIVB SYF=Bottom (Banks/Financials)
RETA(59): -1.08% Top=ETSY AMZN W AEO EBAY WBA SFM LL ….. PAG KMX GES GNC BIG TLRD AN ORLY=Bottom (Retail & Specialty Retail)
MATE(25): -1.27% Top=DAR WM SRCL OC RSG USG MAS WCN ….. RYN MDR DHI LEN TPH TOL KBH CAA=Bottom (Materials & Construction)
REAL(97): -1.31% Top=DLR MGP BXP MAA UNIT UDR EDR EQR ….. KRG SHO DRH CUBE SC LHO CBL 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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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