daytrend

05/01/2017

Filed under: Market Stats — daytrend @ 11:17 am

Market Stats at 12:16 pm ET
by daytrend on 20170501. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170501 12:16 pm ET)
15.8% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
17.4% are below yesterday’s low.
66.8% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
48.0% of stocks with today’s low < yesterday’s low. (52.0% greater than).

EVIDENCE OF INTRADAY TREND (20170501 12:16 pm ET)
44.3% of stocks are above today’s open. (54.3% are below).
42.2% of stocks are above today’s open and yesterday’s close.
39.2% 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 12:16 pm ET)
11.6% of stocks are in the top 10% of today’s range.
23.8% are in the top 20%.
55.6% are in the top half. 44.4% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
11.3% are in the bottom 10%.

GAIN (20170501 12:16 pm ET)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.7% are up 3.5% or more. 0.4% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20170501 12:16 pm ET)
2-day: >=95:6.1%…>=90:9.5%…>=80:17.2%…>=50:44.3%…<=20:26.8%…<=10:13.4%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.7%…>=50:57.4%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:56.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170501 12:16 pm ET)
15.8% above previous 1 highs, 17.4% below previous 1 lows
9.0% above previous 2 highs, 13.7% below previous 2 lows
6.9% above previous 3 highs, 11.9% below previous 3 lows
6.0% above previous 4 highs, 10.3% below previous 4 lows
5.7% above previous 5 highs, 9.0% below previous 5 lows
5.7% above previous 6 highs, 7.7% below previous 6 lows
5.6% above previous 7 highs, 7.2% below previous 7 lows
5.6% above previous 8 highs, 6.6% below previous 8 lows
5.6% above previous 9 highs, 5.9% below previous 9 lows
5.6% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170501 12:16 pm ET)
58.4% are above or equal to 4/28 close (1 days ago), 41.6% are below.
34.7% are above or equal to 4/27 close (2 days ago), 65.3% are below.
35.2% are above or equal to 4/26 close (3 days ago), 64.8% are below.
39.6% are above or equal to 4/25 close (4 days ago), 60.4% are below.
51.3% are above or equal to 4/24 close (5 days ago), 48.7% are below.
63.0% are above or equal to 4/21 close (6 days ago), 37.0% are below.
60.1% are above or equal to 4/20 close (7 days ago), 39.9% are below.
66.2% are above or equal to 4/19 close (8 days ago), 33.8% are below.
66.2% are above or equal to 4/18 close (9 days ago), 33.8% are below.
64.2% are above or equal to 4/17 close (10 days ago), 35.8% are below.
69.6% are above or equal to 4/13 close (11 days ago), 30.4% are below.
64.3% are above or equal to 4/12 close (12 days ago), 35.7% are below.
59.3% are above or equal to 4/11 close (13 days ago), 40.7% are below.
59.4% are above or equal to 4/10 close (14 days ago), 40.6% are below.
60.5% are above or equal to 4/7 close (15 days ago), 39.5% are below.
60.2% are above or equal to 4/6 close (16 days ago), 39.8% are below.
64.6% are above or equal to 4/5 close (17 days ago), 35.4% are below.
60.8% are above or equal to 4/4 close (18 days ago), 39.2% are below.
58.7% are above or equal to 4/3 close (19 days ago), 41.3% are below.
53.5% are above or equal to 3/31 close (20 days ago), 46.5% are below.
54.6% are above or equal to 3/30 close (21 days ago), 45.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170501 12:16 pm ET)
20d: 10.5% new highs, 9.8% new lows
21d: 10.5% new highs, 9.6% new lows
42d: 8.0% new highs, 6.5% new lows
63d: 6.9% new highs, 5.9% new lows
126d: 6.6% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170501 12:16 pm ET)
2-day: 56.9% above, 43.1% below
3-day: 41.6% above, 58.4% below
4-day: 37.8% above, 62.2% below
5-day: 38.1% above, 61.9% below
8-day: 50.7% above, 49.3% below
10-day: 57.5% above, 42.5% below
20-day: 60.8% above, 39.2% below
50-day: 54.1% above, 45.9% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170501 12:16 pm ET)
LEIS(35): 0.81% Top=GPRO RCL WYNN SONC MLCO EXPE DNKN CCL ….. PK BYD YUM QSR EAT SIX HGV TXRH=Bottom (Leisure)
FINA(88): 0.59% Top=BOFI SIVB KEY SCHW EWBC ZION STI SNV ….. TWNK OMF KKR ARCC SYF WDR WETF FII=Bottom (Banks/Financials)
ELEC(46): 0.56% Top=SIMO MSCC AMKR LRCX TER OCLR AMAT XPER ….. TXN CREE TEL SWKS FTV CAVM CY PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): 0.43% Top=TWTR TWLO ADSK MTCH NCR SABR SQ MDSO ….. IBM FEYE XRX FFIV BIDU TEAM TRI NTNX=Bottom (Computer Software/Internet)
CHEM(24): 0.36% Top=TROX HUN ALB CE EMN CC VSM FMC ….. PPG PAH POT PX WLK RPM ASH CF=Bottom (Chemicals/Fertilizers)
DISV(46): 0.26% Top=FLT KBR WTW WEX CAR AMN TRU MYGN ….. RBA VNTV CTAS YY ALLE URI ILG ZTO=Bottom (Diversified Services)
MATE(25): 0.23% Top=VMC EXP MDR SUM MLM PWR RYN KBH ….. WM TPH FLR DHI WY FAST OC CAA=Bottom (Materials & Construction)
REAL(100): 0.22% Top=GGP MAC CBL WPG AGNC SKT SPG KRG ….. GEO EXR HR CPT SRC AIV PSA HTA=Bottom (Real Estate)
TRAN(24): 0.22% Top=XPO SAVE CNI UAL LUV CP DAL CSX ….. FDX KSU WAB JBHT UPS TRN GWR JBLU=Bottom (Transportation)
COHW(35): 0.18% Top=SSYS FNSR ACIA VIAV AAPL S TMUS JNPR ….. ARRS QCOM TU T BCE TDS HRS WDC=Bottom (Computer Hardware/Telecom)
INSU(29): 0.07% Top=AFSI L XL AIG HIG CNO PRU AON ….. FAF AFL FNF AGO CINF RDN MTG MBI=Bottom (Insurance)
HEAL(46): 0.05% Top=DXCM ZBH A VWR TMO PRXL PKI WST ….. BDX UHS ESRX MD THC OPK CYH TVTY=Bottom (Health)
MANU(34): 0.04% Top=DDD AGCO TEX TTC ETN CMI DE HON ….. ITW ROP ROK ATI PH CFX MWA FLS=Bottom (Manufacturing)
CONS(51): -0.24% Top=TPX ELF GPK GIL OI COTY WRK PAY ….. MAT KS UAA VFC COH CRI KATE NWL=Bottom (Consumer)
RETA(58): -0.55% Top=W NFLX AMZN ETSY AN BID BABA GME ….. LB DLTR BIG GNC KSS BBBY WSM ORLY=Bottom (Retail & Specialty Retail)
ENER(89): -0.59% Top=CVI AR COG HLX PTEN CRZO WPZ INT ….. RIG RDC CRC BAS DO ATW FRAC ETP=Bottom (Energy)
META(28): -1.56% Top=STLD CCJ CNX NUE TX CMC CENX TECK ….. SSRI AG CDE PAAS FNV SLCA AGI 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 12:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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