daytrend

05/03/2017

Filed under: Market Stats — daytrend @ 10:58 am

Market Stats at 11:58 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 11:58 am ET)
11.0% of stocks are above yesterday’s high.
30.2% are above yesterday’s midpoint. (69.8% are below.)
34.4% are below yesterday’s low.
54.6% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
59.6% of stocks with today’s low < yesterday’s low. (40.4% greater than).

EVIDENCE OF INTRADAY TREND (20170503 11:58 am ET)
36.7% of stocks are above today’s open. (61.3% are below).
24.4% of stocks are above today’s open and yesterday’s close.
59.5% 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 11:58 am ET)
7.0% of stocks are in the top 10% of today’s range.
13.0% are in the top 20%.
39.8% are in the top half. 60.2% of stocks are in the bottom half of today’s range.
23.0% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN (20170503 11:58 am ET)
27.4% of stocks are above yesterday’s close. (72.6% are below.)
1.3% are up 4.5% or more. 2.7% are down 4.5% or more.
1.5% are up 3.5% or more. 3.7% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY (20170503 11:58 am ET)
2-day: >=95:3.7%…>=90:6.6%…>=80:10.5%…>=50:31.4%…<=20:35.2%…<=10:19.2%…<=5:11.7%…
9-day: >=95:0.1%…>=90:0.9%…>=80:5.3%…>=50:49.1%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:52.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 11:58 am ET)
11.0% above previous 1 highs, 34.4% below previous 1 lows
9.0% above previous 2 highs, 24.2% below previous 2 lows
7.7% above previous 3 highs, 20.0% below previous 3 lows
5.9% above previous 4 highs, 18.4% below previous 4 lows
5.0% above previous 5 highs, 16.9% below previous 5 lows
4.7% above previous 6 highs, 16.2% below previous 6 lows
4.6% above previous 7 highs, 14.1% below previous 7 lows
4.5% above previous 8 highs, 12.1% below previous 8 lows
4.5% above previous 9 highs, 10.7% below previous 9 lows
4.4% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 11:58 am ET)
27.4% are above or equal to 5/2 close (1 days ago), 72.6% are below.
36.6% are above or equal to 5/1 close (2 days ago), 63.4% are below.
44.3% are above or equal to 4/28 close (3 days ago), 55.7% are below.
31.6% are above or equal to 4/27 close (4 days ago), 68.4% are below.
33.4% are above or equal to 4/26 close (5 days ago), 66.6% are below.
36.7% are above or equal to 4/25 close (6 days ago), 63.3% are below.
44.5% are above or equal to 4/24 close (7 days ago), 55.5% are below.
55.1% are above or equal to 4/21 close (8 days ago), 44.9% are below.
53.1% are above or equal to 4/20 close (9 days ago), 46.9% are below.
60.8% are above or equal to 4/19 close (10 days ago), 39.2% are below.
60.2% are above or equal to 4/18 close (11 days ago), 39.8% are below.
59.0% are above or equal to 4/17 close (12 days ago), 41.0% are below.
65.3% are above or equal to 4/13 close (13 days ago), 34.7% are below.
59.7% are above or equal to 4/12 close (14 days ago), 40.3% are below.
54.6% are above or equal to 4/11 close (15 days ago), 45.4% are below.
55.6% are above or equal to 4/10 close (16 days ago), 44.4% are below.
56.8% are above or equal to 4/7 close (17 days ago), 43.2% are below.
55.7% are above or equal to 4/6 close (18 days ago), 44.3% are below.
60.5% are above or equal to 4/5 close (19 days ago), 39.5% 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 11:58 am ET)
20d: 7.3% new highs, 14.5% new lows
21d: 7.1% new highs, 14.3% new lows
42d: 5.6% new highs, 9.1% new lows
63d: 4.7% new highs, 7.5% new lows
126d: 4.3% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 11:58 am ET)
2-day: 26.4% above, 73.6% below
3-day: 30.6% above, 69.4% below
4-day: 35.5% above, 64.5% below
5-day: 32.9% above, 67.1% below
8-day: 34.5% above, 65.5% below
10-day: 40.5% above, 59.5% below
20-day: 53.4% above, 46.6% below
50-day: 51.5% above, 48.5% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 11:58 am ET)
INSU(28): 0.17% Top=ALL FAF PGR HIG XL AIG PRU TRV ….. LNC AJG AFSI RDN MTG MMC CNO CLGX=Bottom (Insurance)
LEIS(35): 0.09% Top=BYD YUM MCD DPZ YUMC EAT DRI TXRH ….. H CMG GPRO SEAS WEN STAY SHAK HGV=Bottom (Leisure)
DISV(46): -0.05% Top=RRD MYGN WTW CNDT ATHN ULTA TAL HRB ….. CAR GPN KBR FDC ACM ZTO VRSK FLT=Bottom (Diversified Services)
FINA(89): -0.18% Top=ETFC WETF HBAN VOYA FITB MTB PNC WBS ….. PSEC FII OMF BOFI TWNK ATH ARCC WU=Bottom (Banks/Financials)
MATE(25): -0.20% Top=SUM FAST DHI DAR MLM WM MAS CAA ….. SRCL EXP LEN KBH WY USG PWR TPH=Bottom (Materials & Construction)
RETA(59): -0.28% Top=RH KR KSS JWN SBH CVS DKS GME ….. KORS FINL BABA DSW BZUN MIK SHLD ETSY=Bottom (Retail & Specialty Retail)
ELEC(46): -0.29% Top=FSLR SIMO BRKR SPWR MRVL TXN AMD NVDA ….. FLEX AMBA JBL ICHR GRMN HIMX CGNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.50% Top=ATW RSPP PE XEC FANG NFX CPE FTI ….. RRC RICE SWN HFC PDCE NBL XOG APC=Bottom (Energy)
CONS(54): -0.55% Top=BERY EL EPC CLX PBI ECL COTY CL ….. KATE TPX MAT SPB UAA SKX TRVG HBI=Bottom (Consumer)
TRAN(24): -0.64% Top=DAL AAL WAB FDX UPS CHRW CSX UAL ….. SAVE ODFL NSC JBLU TRN GWR XPO SWFT=Bottom (Transportation)
HEAL(46): -0.67% Top=MOH XRAY ESRX PRAH IRWD TMO VAR ABT ….. ZBH OPK HCA BKD THC CYH DVA DXCM=Bottom (Health)
MANU(35): -0.68% Top=AME PNR DDD AOS GE EMR CAT FLS ….. ROK MWA CMI ETN KMT RS TEX ATI=Bottom (Manufacturing)
COHW(35): -0.83% Top=PANW QCOM SSYS WDC VZ TDC CSCO STX ….. TMUS ARRS CTL COMM TDS FNSR ACIA S=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.95% Top=GRA APD PX TROX PPG SHW ASH MON ….. HUN DD WLK PAH FMC SMG CF MOS=Bottom (Chemicals/Fertilizers)
REAL(102): -0.98% Top=HTA RLJ SHO PEB NYRT DRH HST SKT ….. SC ARI UNIT SRC MAC PEI WPG CBL=Bottom (Real Estate)
COSW(78): -1.21% Top=FEYE CTXS NTES TWTR GRUB GOOG CA HPE ….. ATHM TRIP SQ MTCH NTNX ADP AKAM TWLO=Bottom (Computer Software/Internet)
META(27): -1.28% Top=TAHO AGI FNV AEM NEM GG AG ABX ….. CENX X AA SCCO CLF SLCA 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 11:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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