daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:09 am ET
by daytrend on 20170504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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 (20170504 10:09 am ET)
21.5% of stocks are above yesterday’s high.
45.6% are above yesterday’s midpoint. (54.4% are below.)
27.1% are below yesterday’s low.
51.5% are inside yesterday’s range.
40.1% of stocks with today’s high > yesterday’s high. (59.9% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20170504 10:09 am ET)
34.6% of stocks are above today’s open. (64.5% are below).
29.8% of stocks are above today’s open and yesterday’s close.
50.9% 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 10:09 am ET)
8.3% of stocks are in the top 10% of today’s range.
14.7% are in the top 20%.
37.7% are in the top half. 62.3% of stocks are in the bottom half of today’s range.
28.3% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20170504 10:09 am ET)
44.2% of stocks are above yesterday’s close. (55.8% are below.)
1.9% are up 4.5% or more. 4.0% are down 4.5% or more.
2.6% are up 3.5% or more. 6.4% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20170504 10:09 am ET)
2-day: >=95:5.7%…>=90:9.4%…>=80:18.4%…>=50:39.6%…<=20:36.2%…<=10:25.3%…<=5:14.9%…
9-day: >=95:0.2%…>=90:1.6%…>=80:6.2%…>=50:50.6%…<=20:5.3%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:53.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 10:09 am ET)
21.5% above previous 1 highs, 27.1% below previous 1 lows
15.0% above previous 2 highs, 24.4% below previous 2 lows
13.2% above previous 3 highs, 22.7% below previous 3 lows
10.7% above previous 4 highs, 21.2% below previous 4 lows
8.9% above previous 5 highs, 20.4% below previous 5 lows
8.0% above previous 6 highs, 19.8% below previous 6 lows
7.5% above previous 7 highs, 19.2% below previous 7 lows
7.4% above previous 8 highs, 18.2% below previous 8 lows
7.4% above previous 9 highs, 17.7% below previous 9 lows
7.4% above previous 10 highs, 17.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 10:09 am ET)
44.2% are above or equal to 5/3 close (1 days ago), 55.8% are below.
36.7% are above or equal to 5/2 close (2 days ago), 63.3% are below.
43.0% are above or equal to 5/1 close (3 days ago), 57.0% are below.
44.3% are above or equal to 4/28 close (4 days ago), 55.7% are below.
35.5% are above or equal to 4/27 close (5 days ago), 64.5% are below.
37.9% are above or equal to 4/26 close (6 days ago), 62.1% are below.
40.3% are above or equal to 4/25 close (7 days ago), 59.7% are below.
45.1% are above or equal to 4/24 close (8 days ago), 54.9% are below.
55.0% are above or equal to 4/21 close (9 days ago), 45.0% are below.
52.4% are above or equal to 4/20 close (10 days ago), 47.6% are below.
59.4% are above or equal to 4/19 close (11 days ago), 40.6% are below.
59.2% are above or equal to 4/18 close (12 days ago), 40.8% are below.
57.8% are above or equal to 4/17 close (13 days ago), 42.2% are below.
62.4% are above or equal to 4/13 close (14 days ago), 37.6% are below.
58.4% are above or equal to 4/12 close (15 days ago), 41.6% are below.
53.8% are above or equal to 4/11 close (16 days ago), 46.2% are below.
55.5% are above or equal to 4/10 close (17 days ago), 44.5% are below.
57.3% are above or equal to 4/7 close (18 days ago), 42.7% are below.
56.6% are above or equal to 4/6 close (19 days ago), 43.4% are below.
60.5% are above or equal to 4/5 close (20 days ago), 39.5% are below.
57.4% are above or equal to 4/4 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 10:09 am ET)
20d: 11.5% new highs, 18.3% new lows
21d: 11.4% new highs, 18.2% new lows
42d: 7.9% new highs, 12.3% new lows
63d: 6.1% new highs, 11.4% new lows
126d: 5.0% new highs, 5.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 10:09 am ET)
2-day: 43.3% above, 56.7% below
3-day: 37.6% above, 62.4% below
4-day: 39.9% above, 60.1% below
5-day: 40.3% above, 59.7% below
8-day: 38.2% above, 61.8% below
10-day: 42.0% above, 58.0% below
20-day: 53.3% above, 46.7% below
50-day: 52.2% above, 47.8% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 10:09 am ET)
COSW(80): 0.67% Top=SQ DATA FEYE WUBA SNAP ZEN IT SPLK ….. YHOO VIPS SINA MULE MTCH NTES FB NTNX=Bottom (Computer Software/Internet)
ELEC(47): 0.63% Top=FIT BRKR QRVO ON AYI XPER OCLR CRUS ….. AVGO LRCX ICHR SIMO HIMX CY AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): 0.63% Top=WLTW LNC AIG AFSI MET MTG PRU RDN ….. CINF PGR AFL TRV ORI FNF MBI AGO=Bottom (Insurance)
FINA(89): 0.52% Top=OMF PVTB TWNK JNS WETF HOMB ZION TCB ….. KKR LM PSEC NYCB CLNS LAZ FII FHN=Bottom (Banks/Financials)
CONS(54): 0.44% Top=BLL TPX CHD GIL BERY HBI CCK SEE ….. LULU SPB WHR OI FL GT PBI SKX=Bottom (Consumer)
MATE(25): 0.27% Top=PWR FAST SUM MLM TOL KBH LEN TPH ….. WM FLR WCN USG EXP WY MDR RYN=Bottom (Materials & Construction)
TRAN(24): 0.11% Top=XPO SWFT EXPD DAL GWR FDX KSU UNP ….. JBHT CHRW CP LUV AAL JBLU ALK SAVE=Bottom (Transportation)
HEAL(47): -0.15% Top=PRXL XRAY PRAH VWR ALGN ESRX ABT PKI ….. NUVA UHS THC ZBH MOH CYH IRTC MD=Bottom (Health)
COHW(36): -0.16% Top=ARRS VIAV FNSR PANW ACIA S ANET HRS ….. VG T ZAYO TDS SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
LEIS(36): -0.16% Top=HGV H YUM DPZ CCL PK RCL WEN ….. BLMN EAT BYD WYNN DNKN STAY GPRO SHAK=Bottom (Leisure)
RETA(59): -0.16% Top=TLRD SBH COST RH AAP CVS KMX WMT ….. W URBN ANF LL TSCO GNC PAG LB=Bottom (Retail & Specialty Retail)
DISV(46): -0.18% Top=GPN CXW FISV VNTV PAYX G ADS VRSK ….. ILG WTW AL RBA LDOS AMN RRD CAR=Bottom (Diversified Services)
CHEM(27): -0.22% Top=CF ALB SMG SHW APD PPG ASH PX ….. PAH VSM FMC CE HUN OLN WLK TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.45% Top=XYL AOS SWK AME SNA MHK GGG TTC ….. AGCO CFX RS EMR FLS CAT ATI DDD=Bottom (Manufacturing)
REAL(103): -1.69% Top=CONE SC AMT ESS EQR CBG BAM PDM ….. RLGY NNN PEI DDR OUT VER STOR SRC=Bottom (Real Estate)
META(27): -2.43% Top=STLD NUE CLF CMC NEM X ABX FNV ….. CNX TAHO SLCA AG CENX AGI TECK SSRI=Bottom (Metals & Mining)
ENER(88): -2.48% Top=MTDR NBL VVV VLO TSO MMP FTI INT ….. ATW WLL SN RICE RIG SM LPI CRC=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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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