daytrend

05/02/2017

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

Market Stats at 12:10 pm ET
by daytrend on 20170502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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 (20170502 12:10 pm ET)
21.9% of stocks are above yesterday’s high.
53.2% are above yesterday’s midpoint. (46.8% are below.)
21.4% are below yesterday’s low.
56.7% are inside yesterday’s range.
44.7% of stocks with today’s high > yesterday’s high. (55.3% less than).
38.9% of stocks with today’s low < yesterday’s low. (61.1% greater than).

EVIDENCE OF INTRADAY TREND (20170502 12:10 pm ET)
44.1% of stocks are above today’s open. (54.2% are below).
41.4% of stocks are above today’s open and yesterday’s close.
44.7% are below both.
11.7% of stocks opened above yesterday’s high.
63.6% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170502 12:10 pm ET)
12.3% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20170502 12:10 pm ET)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
1.3% are up 4.5% or more. 1.2% are down 4.5% or more.
2.2% are up 3.5% or more. 2.0% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20170502 12:10 pm ET)
2-day: >=95:7.7%…>=90:12.9%…>=80:20.7%…>=50:46.9%…<=20:22.2%…<=10:13.2%…<=5:6.3%…
9-day: >=95:0.1%…>=90:0.8%…>=80:7.2%…>=50:57.7%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.9%…>=50:58.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170502 12:10 pm ET)
21.9% above previous 1 highs, 21.4% below previous 1 lows
15.3% above previous 2 highs, 16.4% below previous 2 lows
11.5% above previous 3 highs, 12.7% below previous 3 lows
9.4% above previous 4 highs, 10.9% below previous 4 lows
9.0% above previous 5 highs, 9.1% below previous 5 lows
8.6% above previous 6 highs, 7.7% below previous 6 lows
8.4% above previous 7 highs, 6.8% below previous 7 lows
8.4% above previous 8 highs, 6.3% below previous 8 lows
8.3% above previous 9 highs, 6.2% below previous 9 lows
8.3% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170502 12:10 pm ET)
52.3% are above or equal to 5/1 close (1 days ago), 47.7% are below.
57.8% are above or equal to 4/28 close (2 days ago), 42.2% are below.
37.1% are above or equal to 4/27 close (3 days ago), 62.9% are below.
37.7% are above or equal to 4/26 close (4 days ago), 62.3% are below.
41.6% are above or equal to 4/25 close (5 days ago), 58.4% are below.
50.5% are above or equal to 4/24 close (6 days ago), 49.5% are below.
62.2% are above or equal to 4/21 close (7 days ago), 37.8% are below.
59.8% are above or equal to 4/20 close (8 days ago), 40.2% are below.
66.1% are above or equal to 4/19 close (9 days ago), 33.9% are below.
65.4% are above or equal to 4/18 close (10 days ago), 34.6% are below.
63.2% are above or equal to 4/17 close (11 days ago), 36.8% are below.
69.7% are above or equal to 4/13 close (12 days ago), 30.3% are below.
64.4% are above or equal to 4/12 close (13 days ago), 35.6% are below.
59.3% are above or equal to 4/11 close (14 days ago), 40.7% are below.
59.3% are above or equal to 4/10 close (15 days ago), 40.7% are below.
61.0% are above or equal to 4/7 close (16 days ago), 39.0% are below.
60.3% are above or equal to 4/6 close (17 days ago), 39.7% are below.
65.1% are above or equal to 4/5 close (18 days ago), 34.9% are below.
60.6% are above or equal to 4/4 close (19 days ago), 39.4% are below.
59.0% are above or equal to 4/3 close (20 days ago), 41.0% are below.
55.6% are above or equal to 3/31 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170502 12:10 pm ET)
20d: 12.9% new highs, 9.0% new lows
21d: 12.8% new highs, 8.9% new lows
42d: 9.9% new highs, 6.1% new lows
63d: 8.6% new highs, 4.4% new lows
126d: 7.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170502 12:10 pm ET)
2-day: 51.3% above, 48.7% below
3-day: 54.5% above, 45.5% below
4-day: 45.7% above, 54.3% below
5-day: 42.5% above, 57.5% below
8-day: 47.0% above, 53.0% below
10-day: 53.9% above, 46.1% below
20-day: 61.0% above, 39.0% below
50-day: 56.0% above, 44.0% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170502 12:10 pm ET)
HEAL(46): 1.39% Top=THC CYH IRTC UHS BKD ACHC DXCM RMD ….. VWR MZOR OPK PKI UNH TVTY BDX IRWD=Bottom (Health)
LEIS(35): 0.90% Top=TXRH HLT PK CMG SONC SEAS GPRO HGV ….. DNKN MLCO WYNN WYN SIX RCL BYD BLMN=Bottom (Leisure)
TRAN(24): 0.57% Top=DAL UAL LUV AAL SAVE JBLU ALK CP ….. NSC KSU XPO UNP ODFL CSX GWR EXPD=Bottom (Transportation)
CONS(52): 0.57% Top=PBI COH EPC FOSL TRVG LULU CRI RL ….. KS KMB BC CSL UAA ECL SKX ELF=Bottom (Consumer)
COSW(77): 0.49% Top=IAC NTNX SHOP TWTR GRUB WUBA SABR TTD ….. MDSO SNAP FIS TWLO FEYE BITA MULE CDK=Bottom (Computer Software/Internet)
RETA(58): 0.48% Top=W SHLD KORS ETSY DSW KSS JWN ORLY ….. WBA AMZN KMX KR PAG CVS AN LL=Bottom (Retail & Specialty Retail)
MATE(25): 0.32% Top=MLM VMC SUM EXP FAST FLR WCN SRCL ….. OC PHM DHI USG CAA TPH MDR KBH=Bottom (Materials & Construction)
META(28): 0.14% Top=CNX TAHO FCX RGLD AG NEM AA FNV ….. NUE CENX TECK CMC SLCA SSRI CDE AGI=Bottom (Metals & Mining)
DISV(46): 0.09% Top=YY ZTO KBR MA RHI V SBAC ULTA ….. URI CXW TRU TAL CAR WTW WEX FLT=Bottom (Diversified Services)
MANU(34): 0.00% Top=CMI FLS AME DDD ETN SWK PNR SNA ….. XYL ROK AOS MHK RS ATI BWXT EMR=Bottom (Manufacturing)
COHW(35): -0.05% Top=CTL VRSN SSYS LVLT AAPL PANW JNPR VIAV ….. TDS S WDC CIEN ARRS COMM TMUS ACIA=Bottom (Computer Hardware/Telecom)
INSU(28): -0.06% Top=MTG AFL AGO AIG CNO HIG ALL CINF ….. FAF LNC TRV CLGX FNF AJG ORI AFSI=Bottom (Insurance)
REAL(102): -0.23% Top=ARE GGP HST PSA REG KIM FCH NYRT ….. TWO CONE AGNC GEO HTA CIM QTS SKT=Bottom (Real Estate)
ENER(88): -0.32% Top=FTI BAS FRAC CRZO PAGP COG REN XOG ….. PBF PTEN DO HLX NBL COP QEP ATW=Bottom (Energy)
FINA(88): -0.54% Top=PYPL SYF RJF CME EFX CIT WU COF ….. TD CLNS FNB ISBC OMF PB TWNK WDR=Bottom (Banks/Financials)
CHEM(24): -0.65% Top=WLK SHW FMC DD DOW APD RPM PX ….. ALB AXTA TROX HUN PAH CF CC MOS=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.82% Top=PI CGNX ICHR INTC SIMO AVGO CREE SPWR ….. OCLR ON NVDA AMKR CY XPER 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 12:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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