daytrend

05/02/2017

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:54 am ET
by daytrend on 20170502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170502 9:54 am ET)
12.5% of stocks are above yesterday’s high.
52.1% are above yesterday’s midpoint. (47.9% are below.)
15.2% are below yesterday’s low.
72.3% are inside yesterday’s range.
34.8% of stocks with today’s high > yesterday’s high. (65.2% less than).
26.3% of stocks with today’s low < yesterday’s low. (73.7% greater than).

EVIDENCE OF INTRADAY TREND (20170502 9:54 am ET)
37.6% of stocks are above today’s open. (60.2% are below).
33.7% of stocks are above today’s open and yesterday’s close.
46.6% are below both.
11.7% of stocks opened above yesterday’s high.
63.6% of stocks opened above yesterday’s close. (28.8% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170502 9:54 am ET)
7.6% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
36.3% are in the top half. 63.7% of stocks are in the bottom half of today’s range.
28.2% are in the bottom 20%.
17.3% are in the bottom 10%.

GAIN (20170502 9:54 am ET)
48.7% of stocks are above yesterday’s close. (51.3% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 1.3% are down 3.5% or more.
81.8% are between +1% and -1%.

RSI on DAILY (20170502 9:54 am ET)
2-day: >=95:5.0%…>=90:9.2%…>=80:16.1%…>=50:45.6%…<=20:21.7%…<=10:11.1%…<=5:5.0%…
9-day: >=95:0.1%…>=90:0.5%…>=80:6.1%…>=50:57.0%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:57.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170502 9:54 am ET)
12.5% above previous 1 highs, 15.2% below previous 1 lows
9.0% above previous 2 highs, 10.8% below previous 2 lows
6.6% above previous 3 highs, 9.3% below previous 3 lows
5.5% above previous 4 highs, 8.5% below previous 4 lows
5.3% above previous 5 highs, 7.3% below previous 5 lows
5.1% above previous 6 highs, 6.0% below previous 6 lows
5.1% above previous 7 highs, 5.1% below previous 7 lows
5.1% above previous 8 highs, 4.9% below previous 8 lows
5.0% above previous 9 highs, 4.7% below previous 9 lows
4.9% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170502 9:54 am ET)
48.7% are above or equal to 5/1 close (1 days ago), 51.3% are below.
57.2% are above or equal to 4/28 close (2 days ago), 42.8% are below.
38.2% are above or equal to 4/27 close (3 days ago), 61.8% are below.
36.6% are above or equal to 4/26 close (4 days ago), 63.4% are below.
40.0% are above or equal to 4/25 close (5 days ago), 60.0% are below.
49.5% are above or equal to 4/24 close (6 days ago), 50.5% are below.
61.6% are above or equal to 4/21 close (7 days ago), 38.4% are below.
58.7% are above or equal to 4/20 close (8 days ago), 41.3% are below.
66.4% are above or equal to 4/19 close (9 days ago), 33.6% are below.
65.2% are above or equal to 4/18 close (10 days ago), 34.8% are below.
63.8% are above or equal to 4/17 close (11 days ago), 36.2% are below.
68.9% are above or equal to 4/13 close (12 days ago), 31.1% are below.
63.8% are above or equal to 4/12 close (13 days ago), 36.2% are below.
59.1% are above or equal to 4/11 close (14 days ago), 40.9% are below.
59.4% are above or equal to 4/10 close (15 days ago), 40.6% are below.
59.6% are above or equal to 4/7 close (16 days ago), 40.4% are below.
59.7% are above or equal to 4/6 close (17 days ago), 40.3% are below.
64.2% are above or equal to 4/5 close (18 days ago), 35.8% are below.
60.7% are above or equal to 4/4 close (19 days ago), 39.3% are below.
58.2% are above or equal to 4/3 close (20 days ago), 41.8% are below.
54.7% are above or equal to 3/31 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170502 9:54 am ET)
20d: 9.1% new highs, 5.9% new lows
21d: 9.1% new highs, 5.6% new lows
42d: 7.2% new highs, 4.2% new lows
63d: 6.2% new highs, 3.0% new lows
126d: 5.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170502 9:54 am ET)
2-day: 47.7% above, 52.3% below
3-day: 54.7% above, 45.3% below
4-day: 43.1% above, 56.9% below
5-day: 40.0% above, 60.0% below
8-day: 46.7% above, 53.3% below
10-day: 54.4% above, 45.6% below
20-day: 60.2% above, 39.8% below
50-day: 53.9% above, 46.1% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170502 9:54 am ET)
HEAL(46): 1.19% Top=THC CYH IRTC UHS HCA ACHC CNC AET ….. BCR PRXL TMO PRAH IRWD VWR OPK BDX=Bottom (Health)
ENER(89): 0.49% Top=XOG FTI SWN BAS WLL RICE CRZO EPD ….. WMB FRAC PBF RES OKS DO ATW COP=Bottom (Energy)
LEIS(35): 0.49% Top=TXRH HLT GPRO CMG SHAK YUMC STAY SONC ….. SIX WYNN DNKN CCL MLCO RCL BLMN BYD=Bottom (Leisure)
CONS(52): 0.46% Top=PBI COH EPC TRVG COTY FOSL PVH LULU ….. SKX FL CSL UAA GT ECL KS ELF=Bottom (Consumer)
MANU(34): 0.40% Top=CMI FLS AME ETN CFX PNR ROP DOV ….. MHK TEX DDD ROK DE AGCO MWA EMR=Bottom (Manufacturing)
MATE(25): 0.28% Top=MLM VMC SUM EXP FAST FLR WCN PWR ….. PHM DAR RYN TPH USG KBH MDR CAA=Bottom (Materials & Construction)
TRAN(24): 0.28% Top=DAL UAL AAL LUV JBLU TRN SAVE ALK ….. XPO SWFT CSX NSC ODFL WAB EXPD GWR=Bottom (Transportation)
META(28): 0.13% Top=CNX AA FCX SLCA CMC ABX RGLD TAHO ….. TX CCJ AG CENX AEM SSRI TECK AGI=Bottom (Metals & Mining)
DISV(46): 0.11% Top=SBAC KBR ZTO MA YY JEC MAN RHI ….. WEX BAH RBA TAL MYGN RRD CAR CXW=Bottom (Diversified Services)
COSW(77): 0.10% Top=IAC NTNX SHOP SABR MTCH YHOO GRUB SYNT ….. SNAP FIS VIPS FEYE MDSO TWLO BITA CDK=Bottom (Computer Software/Internet)
INSU(28): -0.11% Top=HIG AGO AFL CINF ALL L MET XL ….. LNC TRV UNM MTG BRO ORI AJG AFSI=Bottom (Insurance)
COHW(35): -0.12% Top=CTL VRSN AAPL LVLT PANW INFN SSYS MSI ….. ANET S FNSR CIEN TMUS VIAV ARRS ACIA=Bottom (Computer Hardware/Telecom)
FINA(88): -0.19% Top=RJF PYPL ATH COF SCHW PSEC SLM AXP ….. WETF OMF KKR TD BMO TWNK BOFI WDR=Bottom (Banks/Financials)
CHEM(24): -0.23% Top=WLK APD POT OLN HUN CE FMC PPG ….. DD ALB PAH TROX VSM CF CC MOS=Bottom (Chemicals/Fertilizers)
RETA(58): -0.32% Top=ETSY W KORS ORLY KSS BABA GME BLDR ….. SHLD AEO CVS KR KMX PAG AN LL=Bottom (Retail & Specialty Retail)
REAL(102): -0.65% Top=SRC ARE HST NNN FCH BRX O AMT ….. NLY HTA AGNC VNO QTS GEO CIM SKT=Bottom (Real Estate)
ELEC(46): -0.95% Top=CGNX GRMN WAT SIMO INTC CREE KEYS AVGO ….. XPER CY AMKR TEL ON NVDA IDTI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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