daytrend

05/03/2017

Filed under: Market Stats — daytrend @ 10:07 am

Market Stats at 11:07 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 11:07 am ET)
7.0% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
38.2% are below yesterday’s low.
54.9% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
58.6% of stocks with today’s low < yesterday’s low. (41.4% greater than).

EVIDENCE OF INTRADAY TREND (20170503 11:07 am ET)
31.3% of stocks are above today’s open. (67.8% are below).
19.3% of stocks are above today’s open and yesterday’s close.
65.4% are below both.
5.2% of stocks opened above yesterday’s high.
26.4% of stocks opened above yesterday’s close. (69.5% opened below yesterday’s close).
13.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170503 11:07 am ET)
2.3% of stocks are in the top 10% of today’s range.
7.2% are in the top 20%.
24.3% are in the top half. 75.7% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20170503 11:07 am ET)
22.6% of stocks are above yesterday’s close. (77.4% are below.)
1.2% are up 4.5% or more. 2.6% are down 4.5% or more.
1.3% are up 3.5% or more. 4.0% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20170503 11:07 am ET)
2-day: >=95:3.1%…>=90:5.7%…>=80:8.6%…>=50:26.2%…<=20:37.4%…<=10:21.0%…<=5:13.0%…
9-day: >=95:0.1%…>=90:0.9%…>=80:4.3%…>=50:48.2%…<=20:2.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:50.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 11:07 am ET)
7.0% above previous 1 highs, 38.2% below previous 1 lows
5.7% above previous 2 highs, 26.4% below previous 2 lows
4.6% above previous 3 highs, 22.2% below previous 3 lows
3.6% above previous 4 highs, 20.6% below previous 4 lows
3.2% above previous 5 highs, 18.8% below previous 5 lows
3.2% above previous 6 highs, 17.3% below previous 6 lows
3.1% above previous 7 highs, 15.2% below previous 7 lows
3.0% above previous 8 highs, 12.8% below previous 8 lows
3.0% above previous 9 highs, 11.7% below previous 9 lows
2.8% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 11:07 am ET)
22.6% are above or equal to 5/2 close (1 days ago), 77.4% are below.
32.8% are above or equal to 5/1 close (2 days ago), 67.2% are below.
39.8% are above or equal to 4/28 close (3 days ago), 60.2% are below.
29.7% are above or equal to 4/27 close (4 days ago), 70.3% are below.
31.4% are above or equal to 4/26 close (5 days ago), 68.6% are below.
35.4% are above or equal to 4/25 close (6 days ago), 64.6% are below.
42.2% are above or equal to 4/24 close (7 days ago), 57.8% are below.
53.8% are above or equal to 4/21 close (8 days ago), 46.2% are below.
51.9% are above or equal to 4/20 close (9 days ago), 48.1% are below.
60.0% are above or equal to 4/19 close (10 days ago), 40.0% are below.
59.2% are above or equal to 4/18 close (11 days ago), 40.8% are below.
57.7% are above or equal to 4/17 close (12 days ago), 42.3% are below.
64.2% are above or equal to 4/13 close (13 days ago), 35.8% are below.
59.2% are above or equal to 4/12 close (14 days ago), 40.8% are below.
53.0% are above or equal to 4/11 close (15 days ago), 47.0% are below.
54.6% are above or equal to 4/10 close (16 days ago), 45.4% are below.
55.5% are above or equal to 4/7 close (17 days ago), 44.5% are below.
54.1% are above or equal to 4/6 close (18 days ago), 45.9% are below.
58.8% are above or equal to 4/5 close (19 days ago), 41.2% are below.
56.3% are above or equal to 4/4 close (20 days ago), 43.7% are below.
54.4% are above or equal to 4/3 close (21 days ago), 45.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170503 11:07 am ET)
20d: 6.9% new highs, 13.9% new lows
21d: 6.8% new highs, 13.7% new lows
42d: 5.5% new highs, 8.6% new lows
63d: 4.6% new highs, 7.0% new lows
126d: 4.1% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 11:07 am ET)
2-day: 21.4% above, 78.6% below
3-day: 25.7% above, 74.3% below
4-day: 30.2% above, 69.8% below
5-day: 28.8% above, 71.2% below
8-day: 32.1% above, 67.9% below
10-day: 39.0% above, 61.0% below
20-day: 52.4% above, 47.6% below
50-day: 50.4% above, 49.6% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 11:07 am ET)
INSU(28): 0.10% Top=ALL PGR XL FAF HIG CINF AIG PRU ….. LNC AJG AFL MMC MTG AFSI CNO CLGX=Bottom (Insurance)
LEIS(35): -0.13% Top=BYD YUM DPZ MCD YUMC DRI EAT TXRH ….. SONC CMG H WEN STAY SHAK GPRO HGV=Bottom (Leisure)
DISV(46): -0.20% Top=RRD WTW MYGN CNDT ULTA ATHN HRB TAL ….. FDC PAYX ACM CAR KBR ZTO FLT VRSK=Bottom (Diversified Services)
FINA(89): -0.20% Top=ETFC VOYA WETF HBAN FITB KEY ZION PNC ….. FII OMF ATH PSEC TWNK BOFI WU ARCC=Bottom (Banks/Financials)
ENER(88): -0.34% Top=RSPP FANG PE ATW ECA CPE XEC NFX ….. NBR CRC SWN HFC PDCE NBL XOG APC=Bottom (Energy)
MATE(25): -0.37% Top=SUM DHI FAST USG DAR WM MDR PHM ….. FLR KBH LEN RYN PWR TPH WY EXP=Bottom (Materials & Construction)
HEAL(46): -0.51% Top=MOH XRAY TMO ESRX PRAH IRWD MD AET ….. ZBH HCA OPK BKD CYH THC DVA DXCM=Bottom (Health)
RETA(59): -0.62% Top=RH DKS KR SBH CVS KSS SFM LL ….. TLRD ANF MIK BZUN BABA FINL SHLD ETSY=Bottom (Retail & Specialty Retail)
ELEC(46): -0.62% Top=FSLR SPWR SIMO BRKR TXN MRVL CY ADI ….. JBL FLEX HIMX AMBA CGNX GRMN ICHR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): -0.76% Top=BERY EL EPC COTY ECL CLX ELF CL ….. RL ENR FOSL UAA SKX SPB TRVG HBI=Bottom (Consumer)
COHW(35): -0.86% Top=PANW SSYS QCOM VIAV TDC MSI WDC VZ ….. TMUS ZAYO AAPL CTL TDS FNSR ACIA S=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.90% Top=DAL WAB FDX CHRW UPS AAL CSX UNP ….. NSC ODFL CP JBLU TRN SWFT GWR XPO=Bottom (Transportation)
MANU(35): -0.97% Top=AME PNR DDD AOS EMR GE DHR ITW ….. DOV ETN MWA KMT CMI RS TEX ATI=Bottom (Manufacturing)
CHEM(27): -1.01% Top=GRA TROX APD PX PPG CC MON SHW ….. EMN OLN HUN PAH SMG CF MOS FMC=Bottom (Chemicals/Fertilizers)
REAL(102): -1.24% Top=HTA RLJ SHO NYRT CYS PEB BAM VER ….. FCH KIM KRG PEI ARI MAC WPG CBL=Bottom (Real Estate)
COSW(78): -1.27% Top=FEYE CTXS TWTR NTES GRUB GOOG CA SNAP ….. JD MULE SQ MTCH ADP NTNX AKAM TWLO=Bottom (Computer Software/Internet)
META(27): -1.70% Top=TAHO ABX AG AGI NEM FNV GG AEM ….. SCCO STLD X SLCA AA CLF FCX TECK=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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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