daytrend

04/03/2020

Filed under: Market Stats — daytrend @ 9:09 am

Market Stats at 10:08 am ET
by daytrend on 20200403. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20200403 10:08 am ET)
9.6% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
4.8% are below yesterday’s low.
85.6% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND (20200403 10:08 am ET)
65.9% of stocks are above today’s open. (33.2% are below).
45.3% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
0.9% of stocks opened above yesterday’s high.
24.3% of stocks opened above yesterday’s close. (72.7% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20200403 10:08 am ET)
12.6% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
61.4% are in the top half. 38.6% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20200403 10:08 am ET)
51.8% of stocks are above yesterday’s close. (48.2% are below.)
1.2% are up 4.5% or more. 1.2% are down 4.5% or more.
2.3% are up 3.5% or more. 3.3% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY (20200403 10:08 am ET)
2-day: >=95:0.7%…>=90:2.1%…>=80:7.2%…>=50:34.1%…<=20:27.3%…<=10:17.0%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:12.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20200403 10:08 am ET)
9.6% above previous 1 highs, 4.8% below previous 1 lows
6.5% above previous 2 highs, 4.2% below previous 2 lows
2.3% above previous 3 highs, 4.1% below previous 3 lows
2.0% above previous 4 highs, 3.9% below previous 4 lows
1.8% above previous 5 highs, 3.9% below previous 5 lows
1.5% above previous 6 highs, 3.9% below previous 6 lows
1.5% above previous 7 highs, 3.3% below previous 7 lows
1.5% above previous 8 highs, 2.5% below previous 8 lows
1.4% above previous 9 highs, 1.0% below previous 9 lows
1.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20200403 10:08 am ET)
51.8% are above or equal to 4/2 close (1 days ago), 48.2% are below.
59.5% are above or equal to 4/1 close (2 days ago), 40.5% are below.
18.7% are above or equal to 3/31 close (3 days ago), 81.3% are below.
17.7% are above or equal to 3/30 close (4 days ago), 82.3% are below.
31.6% are above or equal to 3/27 close (5 days ago), 68.4% are below.
19.1% are above or equal to 3/26 close (6 days ago), 80.9% are below.
40.6% are above or equal to 3/25 close (7 days ago), 59.4% are below.
52.6% are above or equal to 3/24 close (8 days ago), 47.4% are below.
85.2% are above or equal to 3/23 close (9 days ago), 14.8% are below.
77.3% are above or equal to 3/20 close (10 days ago), 22.7% are below.
68.2% are above or equal to 3/19 close (11 days ago), 31.8% are below.
74.2% are above or equal to 3/18 close (12 days ago), 25.8% are below.
47.1% are above or equal to 3/17 close (13 days ago), 52.9% are below.
58.5% are above or equal to 3/16 close (14 days ago), 41.5% are below.
20.9% are above or equal to 3/13 close (15 days ago), 79.1% are below.
43.0% are above or equal to 3/12 close (16 days ago), 57.0% are below.
16.6% are above or equal to 3/11 close (17 days ago), 83.4% are below.
8.3% are above or equal to 3/10 close (18 days ago), 91.7% are below.
16.3% are above or equal to 3/9 close (19 days ago), 83.7% are below.
6.5% are above or equal to 3/6 close (20 days ago), 93.5% are below.
4.8% are above or equal to 3/5 close (21 days ago), 95.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20200403 10:08 am ET)
20d: 0.3% new highs, 1.1% new lows
21d: 0.1% new highs, 1.1% new lows
42d: 0.0% new highs, 1.1% new lows
63d: 0.0% new highs, 1.1% new lows
126d: 0.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20200403 10:08 am ET)
2-day: 51.0% above, 49.0% below
3-day: 59.1% above, 40.9% below
4-day: 32.1% above, 67.9% below
5-day: 24.5% above, 75.5% below
8-day: 27.0% above, 73.0% below
10-day: 40.2% above, 59.8% below
20-day: 34.6% above, 65.4% below
50-day: 6.3% above, 93.7% below
200-day: 7.6% above, 92.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20200403 10:08 am ET)
META(19): 1.35% Top=KL FCX STLD AEM RGLD NEM PAAS WPM ….. SSRM EGO OR NUE AA CCJ CMC TECK=Bottom (Metals & Mining)
CHEM(28): 0.94% Top=CC FMC CBT MOS WLK ALB OLN CF ….. FUL SHW ESI SMG SXT UNVR AXTA NGVT=Bottom (Chemicals/Fertilizers)
ENER(46): 0.49% Top=PXD OXY BKR CVI DVN PE NOV EOG ….. SU INT EQM SHLX CNXM HEP PDCE NS=Bottom (Energy)
ELEC(50): 0.49% Top=CREE FTV LSCC TTMI FLEX IPGP XLNX FSLR ….. BRKS DLB ONTO ENPH NVDA ICHR QRVO RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.44% Top=CTL CIEN SSYS PLT CDW MAXR NTAP TDS ….. VZ CCI SATS T VIAV MRCY PSTG VSAT=Bottom (Computer Hardware/Telecom)
MANU(50): 0.30% Top=IR FLS GNRC BDC LECO IEX ZBRA MWA ….. ATKR CRS DE CFX ATI EAF TEX SSD=Bottom (Manufacturing)
COSW(124): 0.29% Top=SHOP ZS TWTR PS ZM MDRX RAMP GRUB ….. FEYE BL CYBR GDDY EPAM GLUU CDAY PCTY=Bottom (Computer Software/Internet)
INSU(39): 0.12% Top=UNM FAF CINF BHF AFL L PFG BRO ….. EHTH CLGX SLF AEL AIG HTH AGO RDN=Bottom (Insurance)
TRAN(28): 0.07% Top=JBLU DAL ALK SAVE AAL ATSG UAL KSU ….. CNI LUV DHT UNP INSW TRN FDX STNG=Bottom (Transportation)
HEAL(59): 0.07% Top=ALGN ENSG EW OSUR THC VAR NEO LMNX ….. BDX ZBH ANTM BFYT DVA CMD UNH MD=Bottom (Health)
FINA(101): 0.03% Top=GBDC WBS NAVI BEN MAIN BOKF EFX BX ….. OZK COLB COF FHI ESNT OMF DFS SYF=Bottom (Banks/Financials)
DISV(62): -0.00% Top=WEX MAN LRN FLT ZG TNET BAH RHI ….. SBAC WNS AMN GDOT ACM CXW URI AL=Bottom (Diversified Services)
RETA(51): -0.01% Top=ETSY W KR RH CPRI SFM CVNA BBY ….. DKS AN JWN BLDR SBH DDS CASY AAP=Bottom (Retail & Specialty Retail)
CONS(57): -0.33% Top=YETI BLL NWL SEE EL WRK KMB HBI ….. MAT PVH SKX LEG CROX BC TPX RL=Bottom (Consumer)
LEIS(46): -0.36% Top=CCL DIN PLAY CAKE PZZA CMG CBRL DPZ ….. MLCO TSG SHAK RRR PK SIX SEAS MGM=Bottom (Leisure)
REAL(105): -0.45% Top=SPG KIM HHC WRI ESS BXP VNO HIW ….. MGP ARR STWD BXMT APLE AGNC CIM PMT=Bottom (Real Estate)
MATE(35): -1.17% Top=FAST CLH DAR UFPI SRCL MAS TOL LEN ….. CWST BLD VMC MLM SUM BECN TREX JELD=Bottom (Materials & Construction)

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 10:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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