daytrend

05/01/2017

Filed under: Market Stats — daytrend @ 10:06 am

Market Stats at 11:05 am ET
by daytrend on 20170501. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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 (20170501 11:05 am ET)
15.2% of stocks are above yesterday’s high.
44.0% are above yesterday’s midpoint. (56.0% are below.)
16.8% are below yesterday’s low.
68.0% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20170501 11:05 am ET)
43.7% of stocks are above today’s open. (54.0% are below).
40.8% of stocks are above today’s open and yesterday’s close.
36.5% are below both.
9.9% of stocks opened above yesterday’s high.
75.4% of stocks opened above yesterday’s close. (20.7% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170501 11:05 am ET)
10.4% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
59.0% are in the top half. 41.0% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170501 11:05 am ET)
60.4% of stocks are above yesterday’s close. (39.6% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.6% are up 3.5% or more. 0.5% are down 3.5% or more.
76.9% are between +1% and -1%.

RSI on DAILY (20170501 11:05 am ET)
2-day: >=95:6.8%…>=90:10.2%…>=80:15.6%…>=50:44.3%…<=20:23.5%…<=10:10.7%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.8%…>=80:5.9%…>=50:57.1%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:57.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170501 11:05 am ET)
15.2% above previous 1 highs, 16.8% below previous 1 lows
8.7% above previous 2 highs, 12.0% below previous 2 lows
6.9% above previous 3 highs, 10.7% below previous 3 lows
6.1% above previous 4 highs, 9.0% below previous 4 lows
5.7% above previous 5 highs, 7.4% below previous 5 lows
5.7% above previous 6 highs, 5.6% below previous 6 lows
5.6% above previous 7 highs, 5.1% below previous 7 lows
5.6% above previous 8 highs, 4.8% below previous 8 lows
5.6% above previous 9 highs, 4.0% below previous 9 lows
5.6% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170501 11:05 am ET)
60.4% are above or equal to 4/28 close (1 days ago), 39.6% are below.
32.7% are above or equal to 4/27 close (2 days ago), 67.3% are below.
36.4% are above or equal to 4/26 close (3 days ago), 63.6% are below.
40.2% are above or equal to 4/25 close (4 days ago), 59.8% are below.
49.5% are above or equal to 4/24 close (5 days ago), 50.5% are below.
63.6% are above or equal to 4/21 close (6 days ago), 36.4% are below.
60.1% are above or equal to 4/20 close (7 days ago), 39.9% are below.
66.7% are above or equal to 4/19 close (8 days ago), 33.3% are below.
66.5% are above or equal to 4/18 close (9 days ago), 33.5% are below.
64.3% are above or equal to 4/17 close (10 days ago), 35.7% are below.
69.9% are above or equal to 4/13 close (11 days ago), 30.1% are below.
64.4% are above or equal to 4/12 close (12 days ago), 35.6% are below.
59.4% are above or equal to 4/11 close (13 days ago), 40.6% are below.
58.9% are above or equal to 4/10 close (14 days ago), 41.1% are below.
60.4% are above or equal to 4/7 close (15 days ago), 39.6% are below.
59.3% are above or equal to 4/6 close (16 days ago), 40.7% are below.
64.8% are above or equal to 4/5 close (17 days ago), 35.2% are below.
61.3% are above or equal to 4/4 close (18 days ago), 38.7% are below.
57.6% are above or equal to 4/3 close (19 days ago), 42.4% are below.
54.0% are above or equal to 3/31 close (20 days ago), 46.0% are below.
54.7% are above or equal to 3/30 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170501 11:05 am ET)
20d: 9.3% new highs, 8.7% new lows
21d: 9.3% new highs, 8.6% new lows
42d: 6.9% new highs, 5.9% new lows
63d: 6.2% new highs, 5.4% new lows
126d: 5.9% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170501 11:05 am ET)
2-day: 58.6% above, 41.4% below
3-day: 40.0% above, 60.0% below
4-day: 38.0% above, 62.0% below
5-day: 38.4% above, 61.6% below
8-day: 50.1% above, 49.9% below
10-day: 57.2% above, 42.8% below
20-day: 60.2% above, 39.8% below
50-day: 54.6% above, 45.4% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170501 11:05 am ET)
LEIS(35): 1.03% Top=RCL GPRO WYNN SONC DNKN MLCO EXPE BLMN ….. DPZ JACK YUM SIX PK QSR TXRH HGV=Bottom (Leisure)
REAL(100): 0.62% Top=GGP CBL WPG SPG MAC CBG SKT HST ….. AIV CPT VNO DLR GEO PSA DFT HTA=Bottom (Real Estate)
FINA(88): 0.35% Top=SIVB SCHW COF MS LM CFG KEY NAVI ….. ARCC APO NYCB TWNK SYF WETF KKR FII=Bottom (Banks/Financials)
COSW(77): 0.29% Top=TWTR ADSK MULE TWLO NTES CERN SABR AKAM ….. XRX PFPT FFIV MANH TTD TRI TEAM NTNX=Bottom (Computer Software/Internet)
ELEC(46): 0.28% Top=SIMO AMKR LRCX TER OCLR AMAT MSCC GRMN ….. TXN AMBA TEL SWKS CAVM CREE CY PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.24% Top=LUV SAVE UAL DAL CNI CP CSX XPO ….. KSU JBHT EXPD FDX UPS WAB TRN GWR=Bottom (Transportation)
COHW(35): 0.16% Top=SSYS VIAV AAPL FNSR ACIA JNPR VRSN HPQ ….. TU T ARRS BCE QCOM TDS HRS WDC=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.13% Top=DXCM VWR A WST TMO MOH PRXL ZBH ….. ABT BAX MD HOLX BDX PRAH OPK TVTY=Bottom (Health)
CHEM(24): 0.12% Top=TROX EMN HUN CC POT GRA ALB APD ….. DOW SHW DD OLN CF RPM ASH WLK=Bottom (Chemicals/Fertilizers)
DISV(46): 0.10% Top=FLT KBR CAR WEX AMN WTW SCI MYGN ….. RRD ALLE CTAS ATHN TAL URI ILG ZTO=Bottom (Diversified Services)
MATE(25): -0.01% Top=MDR MLM VMC KBH TOL SRCL LEN WCN ….. DHI USG PWR CAA FLR WY OC FAST=Bottom (Materials & Construction)
RETA(58): -0.02% Top=W NFLX AMZN ETSY SIG SFM BABA PAG ….. GNC BIG LB KSS DSW WSM BBBY ORLY=Bottom (Retail & Specialty Retail)
CONS(51): -0.03% Top=ELF BC GIL GPK EPC OI BERY CL ….. COH BMS VFC KS UAA CRI KATE NWL=Bottom (Consumer)
INSU(29): -0.08% Top=XL L HIG AIG FAF PRU TMK WLTW ….. LNC MMC AFL AGO CINF RDN MTG MBI=Bottom (Insurance)
MANU(34): -0.16% Top=DDD AGCO DE TEX HON AOS TTC GE ….. DOV KMT ROK MWA CFX ATI FLS PH=Bottom (Manufacturing)
ENER(89): -0.77% Top=CVI AR COG INT WPZ PTEN RICE VVV ….. RIG SPN FRAC ATW BAS CRC DO ETP=Bottom (Energy)
META(28): -1.21% Top=STLD CCJ TX NUE CMC CNX TECK CENX ….. CDE AKS SSRI FNV AGI CLF SLCA TAHO=Bottom (Metals & Mining)

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 11:05 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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