daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 8:42 am

Market Stats at 9:41 am ET
by daytrend on 20170504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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

COMPARED TO YESTERDAY’S RANGE (20170504 9:41 am ET)
23.2% of stocks are above yesterday’s high.
50.2% are above yesterday’s midpoint. (49.8% are below.)
26.5% are below yesterday’s low.
50.3% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20170504 9:41 am ET)
36.8% of stocks are above today’s open. (61.0% are below).
32.2% of stocks are above today’s open and yesterday’s close.
44.3% are below both.
19.7% of stocks opened above yesterday’s high.
58.6% of stocks opened above yesterday’s close. (37.5% opened below yesterday’s close).
12.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170504 9:41 am ET)
6.9% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
23.7% are in the bottom 10%.

GAIN (20170504 9:41 am ET)
50.9% of stocks are above yesterday’s close. (49.1% are below.)
1.8% are up 4.5% or more. 3.2% are down 4.5% or more.
2.3% are up 3.5% or more. 5.4% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY (20170504 9:41 am ET)
2-day: >=95:5.4%…>=90:10.6%…>=80:18.5%…>=50:43.4%…<=20:33.5%…<=10:21.7%…<=5:13.5%…
9-day: >=95:0.1%…>=90:1.2%…>=80:6.2%…>=50:51.8%…<=20:5.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:53.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 9:41 am ET)
23.2% above previous 1 highs, 26.5% below previous 1 lows
16.3% above previous 2 highs, 24.3% below previous 2 lows
14.1% above previous 3 highs, 22.5% below previous 3 lows
11.4% above previous 4 highs, 21.2% below previous 4 lows
9.5% above previous 5 highs, 19.8% below previous 5 lows
8.8% above previous 6 highs, 19.2% below previous 6 lows
8.3% above previous 7 highs, 18.8% below previous 7 lows
8.0% above previous 8 highs, 18.3% below previous 8 lows
8.0% above previous 9 highs, 17.5% below previous 9 lows
8.0% above previous 10 highs, 17.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 9:41 am ET)
50.9% are above or equal to 5/3 close (1 days ago), 49.1% are below.
38.1% are above or equal to 5/2 close (2 days ago), 61.9% are below.
42.9% are above or equal to 5/1 close (3 days ago), 57.1% are below.
46.2% are above or equal to 4/28 close (4 days ago), 53.8% are below.
36.5% are above or equal to 4/27 close (5 days ago), 63.5% are below.
39.4% are above or equal to 4/26 close (6 days ago), 60.6% are below.
41.1% are above or equal to 4/25 close (7 days ago), 58.9% are below.
46.3% are above or equal to 4/24 close (8 days ago), 53.7% are below.
56.0% are above or equal to 4/21 close (9 days ago), 44.0% are below.
53.6% are above or equal to 4/20 close (10 days ago), 46.4% are below.
59.3% are above or equal to 4/19 close (11 days ago), 40.7% are below.
59.8% are above or equal to 4/18 close (12 days ago), 40.2% are below.
59.4% are above or equal to 4/17 close (13 days ago), 40.6% are below.
63.1% are above or equal to 4/13 close (14 days ago), 36.9% are below.
59.8% are above or equal to 4/12 close (15 days ago), 40.2% are below.
55.8% are above or equal to 4/11 close (16 days ago), 44.2% are below.
56.4% are above or equal to 4/10 close (17 days ago), 43.6% are below.
57.1% are above or equal to 4/7 close (18 days ago), 42.9% are below.
57.2% are above or equal to 4/6 close (19 days ago), 42.8% are below.
60.8% are above or equal to 4/5 close (20 days ago), 39.2% are below.
57.6% are above or equal to 4/4 close (21 days ago), 42.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 9:41 am ET)
20d: 10.2% new highs, 16.2% new lows
21d: 10.2% new highs, 15.9% new lows
42d: 6.8% new highs, 10.6% new lows
63d: 5.5% new highs, 10.0% new lows
126d: 4.5% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 9:41 am ET)
2-day: 49.5% above, 50.5% below
3-day: 41.1% above, 58.9% below
4-day: 43.0% above, 57.0% below
5-day: 42.8% above, 57.2% below
8-day: 40.6% above, 59.4% below
10-day: 44.9% above, 55.1% below
20-day: 54.7% above, 45.3% below
50-day: 53.2% above, 46.8% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 9:41 am ET)
INSU(30): 1.01% Top=WLTW LNC PRU AIG MET UNM HIG CNO ….. AGO BRO AFL FAF PGR RDN CLGX FNF=Bottom (Insurance)
CONS(54): 0.76% Top=BLL GIL TPX CHD BERY HBI SEE GPK ….. TRVG EL NWL UAA TUP OI PBI SPB=Bottom (Consumer)
ELEC(47): 0.71% Top=FIT BRKR PI FSLR XPER OCLR ON MRVL ….. ICHR CRUS QRVO SIMO HIMX CY SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 0.63% Top=OMF PVTB VOYA RF JNS BKU HOMB ETFC ….. BX CLNS PSEC KKR FII LAZ NYCB FHN=Bottom (Banks/Financials)
TRAN(24): 0.36% Top=XPO DAL UAL ODFL AAL GWR SWFT NSC ….. LUV CNI WAB CSX SAVE TRN CHRW CP=Bottom (Transportation)
RETA(59): 0.34% Top=TLRD SBH SFM RH PIR SHLD M KMX ….. BID GNC BABA TSCO W BZUN PAG LB=Bottom (Retail & Specialty Retail)
COSW(80): 0.33% Top=SQ DATA TWLO ADP WUBA AKAM FEYE SNAP ….. YHOO EQIX TWTR NTES NTNX BITA SINA FB=Bottom (Computer Software/Internet)
MATE(25): 0.28% Top=PWR FAST SUM VMC MLM TPH LEN DHI ….. DAR SRCL USG FLR WCN WY RYN MDR=Bottom (Materials & Construction)
COHW(36): 0.08% Top=ARRS VIAV FNSR INFN ANET S CIEN HRS ….. CCI TDS VG T ZAYO LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
LEIS(36): -0.05% Top=H HGV CCL MLCO DPZ ARMK YUM SIX ….. MGM SHAK SEAS PK GPRO BLMN BYD DNKN=Bottom (Leisure)
DISV(46): -0.13% Top=GPN G VNTV FISV VRSK RHI FDC TAL ….. URI ACM MYGN YY CAR LDOS RRD AMN=Bottom (Diversified Services)
CHEM(27): -0.13% Top=CF ALB APD MOS GRA SHW ASH PPG ….. FMC EMN CE CC HUN OLN WLK TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.32% Top=MHK SNA SWK XYL TEX GGG AOS DHR ….. ROK KMT CFX EMR RS CAT ATI DDD=Bottom (Manufacturing)
HEAL(47): -0.34% Top=PRXL VWR XRAY EW ABT PKI ESRX DXCM ….. HCA UHS CNC THC CYH MOH IRTC MD=Bottom (Health)
REAL(103): -1.47% Top=TWO ALLY SC SHO BAM DRH MFA CBG ….. O NNN RLGY CBL VER STOR OUT SRC=Bottom (Real Estate)
META(27): -2.57% Top=NUE STLD CMC CLF SCCO NEM CCJ X ….. FCX TAHO SLCA TECK CENX AGI AG SSRI=Bottom (Metals & Mining)
ENER(88): -2.68% Top=MTDR MDU MMP VLO PBF BPL NBL ETP ….. ATW RIG RICE LPI WPX SM CRC REN=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 9:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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