daytrend

05/02/2017

Filed under: Market Stats — daytrend @ 12:16 pm

Market Stats at 1:16 pm ET
by daytrend on 20170502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170502 1:16 pm ET)
25.7% of stocks are above yesterday’s high.
54.2% are above yesterday’s midpoint. (45.8% are below.)
20.0% are below yesterday’s low.
54.3% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND (20170502 1:16 pm ET)
46.3% of stocks are above today’s open. (52.0% are below).
43.2% of stocks are above today’s open and yesterday’s close.
42.7% 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 1:16 pm ET)
13.3% of stocks are in the top 10% of today’s range.
22.7% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20170502 1:16 pm ET)
54.3% of stocks are above yesterday’s close. (45.7% are below.)
1.7% are up 4.5% or more. 1.1% are down 4.5% or more.
2.6% are up 3.5% or more. 2.2% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20170502 1:16 pm ET)
2-day: >=95:8.0%…>=90:12.9%…>=80:21.3%…>=50:49.3%…<=20:21.5%…<=10:12.2%…<=5:6.3%…
9-day: >=95:0.1%…>=90:0.8%…>=80:7.4%…>=50:57.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:59.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170502 1:16 pm ET)
25.7% above previous 1 highs, 20.0% below previous 1 lows
18.7% above previous 2 highs, 16.4% below previous 2 lows
13.4% above previous 3 highs, 13.9% below previous 3 lows
11.6% above previous 4 highs, 12.0% below previous 4 lows
11.1% above previous 5 highs, 10.2% below previous 5 lows
10.4% above previous 6 highs, 8.6% below previous 6 lows
10.2% above previous 7 highs, 7.1% below previous 7 lows
10.2% above previous 8 highs, 6.5% below previous 8 lows
10.0% above previous 9 highs, 6.2% below previous 9 lows
10.0% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170502 1:16 pm ET)
54.3% are above or equal to 5/1 close (1 days ago), 45.7% are below.
58.3% are above or equal to 4/28 close (2 days ago), 41.7% are below.
39.0% are above or equal to 4/27 close (3 days ago), 61.0% are below.
39.4% are above or equal to 4/26 close (4 days ago), 60.6% 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.
62.6% are above or equal to 4/21 close (7 days ago), 37.4% are below.
60.3% are above or equal to 4/20 close (8 days ago), 39.7% are below.
66.7% are above or equal to 4/19 close (9 days ago), 33.3% are below.
66.0% are above or equal to 4/18 close (10 days ago), 34.0% are below.
63.5% are above or equal to 4/17 close (11 days ago), 36.5% are below.
70.5% are above or equal to 4/13 close (12 days ago), 29.5% are below.
65.0% are above or equal to 4/12 close (13 days ago), 35.0% are below.
59.7% are above or equal to 4/11 close (14 days ago), 40.3% are below.
60.3% are above or equal to 4/10 close (15 days ago), 39.7% are below.
61.1% are above or equal to 4/7 close (16 days ago), 38.9% are below.
60.4% are above or equal to 4/6 close (17 days ago), 39.6% are below.
64.8% are above or equal to 4/5 close (18 days ago), 35.2% are below.
60.5% are above or equal to 4/4 close (19 days ago), 39.5% are below.
59.0% are above or equal to 4/3 close (20 days ago), 41.0% are below.
54.8% are above or equal to 3/31 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170502 1:16 pm ET)
20d: 14.7% new highs, 9.2% new lows
21d: 14.6% new highs, 9.0% new lows
42d: 11.4% new highs, 6.2% new lows
63d: 9.3% new highs, 4.5% new lows
126d: 8.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170502 1:16 pm ET)
2-day: 53.1% above, 46.9% below
3-day: 55.4% above, 44.6% below
4-day: 47.8% above, 52.2% below
5-day: 44.4% above, 55.6% below
8-day: 48.0% above, 52.0% below
10-day: 54.7% above, 45.3% below
20-day: 61.1% above, 38.9% below
50-day: 56.1% above, 43.9% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170502 1:16 pm ET)
HEAL(46): 1.55% Top=THC CYH IRTC BKD UHS RMD ACHC DXCM ….. ZBH VWR PKI BDX TVTY UNH MZOR IRWD=Bottom (Health)
LEIS(35): 0.92% Top=TXRH HLT CMG GPRO SONC PK SEAS HGV ….. CCL WYNN MLCO SIX WYN BYD BLMN RCL=Bottom (Leisure)
RETA(58): 0.67% Top=SHLD W ETSY KSS KORS DSW JWN TLRD ….. AMZN KR KMX WBA PAG CVS AN LL=Bottom (Retail & Specialty Retail)
CONS(52): 0.65% Top=PBI COH EPC TRVG FOSL CRI RL LULU ….. CSL BC SKX CLX UAA KMB ECL ELF=Bottom (Consumer)
TRAN(24): 0.60% Top=DAL UAL AAL LUV SAVE ALK JBLU CP ….. CSX WAB UNP XPO ODFL SWFT GWR EXPD=Bottom (Transportation)
COSW(77): 0.59% Top=IAC NTNX SHOP TWTR GRUB TTD WUBA SABR ….. MDSO FIS TWLO SNAP BITA CDK FEYE MULE=Bottom (Computer Software/Internet)
META(28): 0.19% Top=CNX FCX TAHO FNV CCJ RGLD SLW AA ….. SLCA TECK AKS SSRI CENX CMC CDE AGI=Bottom (Metals & Mining)
DISV(46): 0.12% Top=YY ZTO KBR MA RHI ULTA V SBAC ….. CAR URI TRU TAL CXW WTW WEX FLT=Bottom (Diversified Services)
MATE(25): 0.10% Top=MLM VMC SUM FLR FAST EXP WCN SRCL ….. PHM USG DAR DHI CAA TPH MDR KBH=Bottom (Materials & Construction)
ENER(88): 0.01% Top=XOG FTI COG CRZO REN FRAC PAGP RICE ….. EEP PTEN SPN DO RDC QEP NBL ATW=Bottom (Energy)
COHW(35): -0.08% Top=CTL VRSN LVLT PANW BCE JNPR TU AAPL ….. QCOM S FNSR CIEN ARRS COMM TMUS ACIA=Bottom (Computer Hardware/Telecom)
INSU(28): -0.12% Top=MTG RDN AFL CNO AGO HIG CINF AIG ….. LNC BRO PGR FAF FNF AJG ORI AFSI=Bottom (Insurance)
REAL(102): -0.13% Top=GGP ARE HST FCH REG KIM FRT PEB ….. NLY TWO AGNC HTA GEO CIM QTS SKT=Bottom (Real Estate)
MANU(34): -0.19% Top=CMI FLS AME ETN PNR SWK SNA IR ….. ROK MHK AGCO XYL RS ATI BWXT EMR=Bottom (Manufacturing)
FINA(88): -0.50% Top=PYPL SYF RJF PSEC EFX WU SCHW COF ….. BOFI FNB ISBC FITB OMF PB TWNK WDR=Bottom (Banks/Financials)
CHEM(24): -0.75% Top=WLK APD SHW FMC DOW DD PX RPM ….. POT VSM TROX CF PAH HUN CC MOS=Bottom (Chemicals/Fertilizers)
ELEC(46): -0.77% Top=PI CGNX SPWR FSLR SIMO INTC AVGO ICHR ….. 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 1:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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