daytrend

05/03/2017

Filed under: Market Stats — daytrend @ 9:13 am

Market Stats at 10:13 am ET
by daytrend on 20170503. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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 (20170503 10:13 am ET)
8.4% of stocks are above yesterday’s high.
33.1% are above yesterday’s midpoint. (66.9% are below.)
27.6% are below yesterday’s low.
64.0% are inside yesterday’s range.
21.4% of stocks with today’s high > yesterday’s high. (78.6% less than).
48.1% of stocks with today’s low < yesterday’s low. (51.9% greater than).

EVIDENCE OF INTRADAY TREND (20170503 10:13 am ET)
38.0% of stocks are above today’s open. (59.7% are below).
23.8% of stocks are above today’s open and yesterday’s close.
57.5% are below both.
5.2% of stocks opened above yesterday’s high.
26.4% of stocks opened above yesterday’s close. (69.7% opened below yesterday’s close).
13.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170503 10:13 am ET)
8.6% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
36.7% are in the top half. 63.3% of stocks are in the bottom half of today’s range.
35.2% are in the bottom 20%.
20.4% are in the bottom 10%.

GAIN (20170503 10:13 am ET)
27.7% of stocks are above yesterday’s close. (72.3% are below.)
1.2% are up 4.5% or more. 1.5% are down 4.5% or more.
1.9% are up 3.5% or more. 3.0% are down 3.5% or more.
71.7% are between +1% and -1%.

RSI on DAILY (20170503 10:13 am ET)
2-day: >=95:3.2%…>=90:5.7%…>=80:10.7%…>=50:32.9%…<=20:30.8%…<=10:17.3%…<=5:10.7%…
9-day: >=95:0.0%…>=90:1.1%…>=80:4.9%…>=50:52.4%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:53.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 10:13 am ET)
8.4% above previous 1 highs, 27.6% below previous 1 lows
6.8% above previous 2 highs, 18.4% below previous 2 lows
5.5% above previous 3 highs, 15.4% below previous 3 lows
4.4% above previous 4 highs, 14.1% below previous 4 lows
3.8% above previous 5 highs, 12.4% below previous 5 lows
3.4% above previous 6 highs, 11.8% below previous 6 lows
3.3% above previous 7 highs, 10.3% below previous 7 lows
3.3% above previous 8 highs, 8.5% below previous 8 lows
3.2% above previous 9 highs, 8.3% below previous 9 lows
3.2% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 10:13 am ET)
27.7% are above or equal to 5/2 close (1 days ago), 72.3% are below.
38.9% are above or equal to 5/1 close (2 days ago), 61.1% are below.
46.7% are above or equal to 4/28 close (3 days ago), 53.3% are below.
32.1% are above or equal to 4/27 close (4 days ago), 67.9% are below.
33.8% are above or equal to 4/26 close (5 days ago), 66.2% are below.
36.5% are above or equal to 4/25 close (6 days ago), 63.5% are below.
46.2% are above or equal to 4/24 close (7 days ago), 53.8% are below.
56.3% are above or equal to 4/21 close (8 days ago), 43.7% are below.
54.7% are above or equal to 4/20 close (9 days ago), 45.3% are below.
61.6% are above or equal to 4/19 close (10 days ago), 38.4% are below.
62.0% are above or equal to 4/18 close (11 days ago), 38.0% are below.
60.1% are above or equal to 4/17 close (12 days ago), 39.9% are below.
65.6% are above or equal to 4/13 close (13 days ago), 34.4% are below.
61.1% are above or equal to 4/12 close (14 days ago), 38.9% are below.
55.0% are above or equal to 4/11 close (15 days ago), 45.0% are below.
55.9% are above or equal to 4/10 close (16 days ago), 44.1% are below.
57.6% are above or equal to 4/7 close (17 days ago), 42.4% are below.
56.8% are above or equal to 4/6 close (18 days ago), 43.2% are below.
61.1% are above or equal to 4/5 close (19 days ago), 38.9% are below.
57.1% are above or equal to 4/4 close (20 days ago), 42.9% are below.
55.2% are above or equal to 4/3 close (21 days ago), 44.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170503 10:13 am ET)
20d: 6.4% new highs, 10.2% new lows
21d: 6.3% new highs, 10.1% new lows
42d: 5.1% new highs, 6.8% new lows
63d: 4.4% new highs, 5.3% new lows
126d: 3.9% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 10:13 am ET)
2-day: 26.2% above, 73.8% below
3-day: 31.6% above, 68.4% below
4-day: 37.3% above, 62.7% below
5-day: 33.5% above, 66.5% below
8-day: 36.4% above, 63.6% below
10-day: 43.2% above, 56.8% below
20-day: 54.0% above, 46.0% below
50-day: 53.0% above, 47.0% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 10:13 am ET)
INSU(28): 0.35% Top=ALL PGR XL FAF CINF AGO HIG ORI ….. AJG AFL BRO RDN MMC AFSI CNO CLGX=Bottom (Insurance)
DISV(46): 0.31% Top=WTW RRD MYGN ULTA CNDT ATHN HRB ROL ….. CAR AMN ZTO FDC KBR ACM PAYX VRSK=Bottom (Diversified Services)
ENER(88): 0.18% Top=RSPP NFX CPE SM FANG CLR PE OAS ….. SWN PBF WPZ PDCE HFC NBL XOG APC=Bottom (Energy)
FINA(89): -0.03% Top=VOYA WETF ZION FITB PB CFR STI KEY ….. TWNK PSEC JNS FII BOFI OMF WU ARCC=Bottom (Banks/Financials)
LEIS(35): -0.15% Top=BYD YUM PK YUMC QSR MCD HLT EAT ….. RCL ARMK SONC STAY WEN SHAK HGV GPRO=Bottom (Leisure)
MATE(25): -0.25% Top=SUM DHI FAST RSG MDR PWR DAR TOL ….. MLM RYN MAS TPH WCN EXP USG FLR=Bottom (Materials & Construction)
ELEC(46): -0.44% Top=FSLR SPWR SIMO BRKR CY AYI MRVL INTC ….. PI HIMX ICHR AMBA CGNX AMD GRMN OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(35): -0.44% Top=AME EMR PNR DDD FLS HON DHR CAT ….. CMI MWA AGCO ETN KMT RS TEX ATI=Bottom (Manufacturing)
CONS(54): -0.46% Top=BERY EL EPC ELF COTY TRVG ECL PBI ….. KATE WWW SPB FOSL UAA ENR SKX HBI=Bottom (Consumer)
RETA(59): -0.48% Top=RH KR KSS LL SBH DKS JWN CVS ….. TLRD DSW BABA ANF FINL BZUN SHLD ETSY=Bottom (Retail & Specialty Retail)
HEAL(46): -0.55% Top=MOH XRAY IRWD TMO AET ALGN VWR MD ….. OPK NUVA CYH PRXL BKD THC DVA DXCM=Bottom (Health)
REAL(102): -0.72% Top=HTA SHO NYRT AGNC RLJ SKT DRH SNH ….. SC GPT WPG KIM FCH MAC CBL ARI=Bottom (Real Estate)
TRAN(24): -0.74% Top=CSX UPS FDX WAB UNP DAL KSU CP ….. TRN GWR NSC JBHT ODFL JBLU XPO SWFT=Bottom (Transportation)
COHW(35): -0.84% Top=PANW VIAV QCOM SSYS BBRY TDC MSI VZ ….. T ZAYO CTL AAPL TDS FNSR ACIA S=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.85% Top=GRA APD PX MON PPG AXTA SHW ASH ….. PAH TROX CC SMG VSM OLN CF MOS=Bottom (Chemicals/Fertilizers)
COSW(78): -1.12% Top=FEYE CTXS TWTR FTNT CA PFPT GRUB NTES ….. BITA SYNT SQ MTCH NTNX ADP AKAM TWLO=Bottom (Computer Software/Internet)
META(27): -1.48% Top=TAHO AG FNV RGLD GG NEM ABX AEM ….. CENX STLD SCCO X CLF AA TECK FCX=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 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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