daytrend

05/03/2017

Filed under: Market Stats — daytrend @ 11:51 am

Market Stats at 12:50 pm 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 12:50 pm ET)
10.1% of stocks are above yesterday’s high.
30.6% are above yesterday’s midpoint. (69.4% are below.)
35.3% are below yesterday’s low.
54.6% are inside yesterday’s range.
26.5% of stocks with today’s high > yesterday’s high. (73.5% less than).
60.7% of stocks with today’s low < yesterday’s low. (39.3% greater than).

EVIDENCE OF INTRADAY TREND (20170503 12:50 pm ET)
35.9% of stocks are above today’s open. (63.3% are below).
23.1% of stocks are above today’s open and yesterday’s close.
60.9% 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 12:50 pm ET)
4.0% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
35.9% are in the top half. 64.1% of stocks are in the bottom half of today’s range.
25.2% are in the bottom 20%.
13.6% are in the bottom 10%.

GAIN (20170503 12:50 pm ET)
26.2% of stocks are above yesterday’s close. (73.8% are below.)
1.2% are up 4.5% or more. 2.8% are down 4.5% or more.
1.8% are up 3.5% or more. 3.8% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20170503 12:50 pm ET)
2-day: >=95:3.9%…>=90:6.3%…>=80:10.2%…>=50:30.2%…<=20:36.4%…<=10:20.6%…<=5:12.3%…
9-day: >=95:0.1%…>=90:0.9%…>=80:5.0%…>=50:48.1%…<=20:2.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:51.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 12:50 pm ET)
10.1% above previous 1 highs, 35.3% below previous 1 lows
8.6% above previous 2 highs, 25.6% below previous 2 lows
6.6% above previous 3 highs, 22.0% below previous 3 lows
5.0% above previous 4 highs, 20.3% below previous 4 lows
4.4% above previous 5 highs, 18.2% below previous 5 lows
4.1% above previous 6 highs, 16.9% below previous 6 lows
4.0% above previous 7 highs, 15.2% below previous 7 lows
4.0% above previous 8 highs, 12.6% below previous 8 lows
4.0% above previous 9 highs, 11.7% below previous 9 lows
4.0% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 12:50 pm ET)
26.2% are above or equal to 5/2 close (1 days ago), 73.8% are below.
35.7% are above or equal to 5/1 close (2 days ago), 64.3% are below.
44.0% are above or equal to 4/28 close (3 days ago), 56.0% are below.
30.8% are above or equal to 4/27 close (4 days ago), 69.2% are below.
33.6% are above or equal to 4/26 close (5 days ago), 66.4% are below.
36.1% are above or equal to 4/25 close (6 days ago), 63.9% are below.
43.4% are above or equal to 4/24 close (7 days ago), 56.6% are below.
54.0% are above or equal to 4/21 close (8 days ago), 46.0% are below.
52.0% are above or equal to 4/20 close (9 days ago), 48.0% are below.
59.4% are above or equal to 4/19 close (10 days ago), 40.6% are below.
60.1% are above or equal to 4/18 close (11 days ago), 39.9% are below.
57.3% are above or equal to 4/17 close (12 days ago), 42.7% are below.
64.2% are above or equal to 4/13 close (13 days ago), 35.8% are below.
59.1% are above or equal to 4/12 close (14 days ago), 40.9% are below.
54.4% are above or equal to 4/11 close (15 days ago), 45.6% are below.
54.7% are above or equal to 4/10 close (16 days ago), 45.3% are below.
55.8% are above or equal to 4/7 close (17 days ago), 44.2% are below.
55.0% are above or equal to 4/6 close (18 days ago), 45.0% are below.
59.7% are above or equal to 4/5 close (19 days ago), 40.3% are below.
56.6% are above or equal to 4/4 close (20 days ago), 43.4% are below.
55.3% are above or equal to 4/3 close (21 days ago), 44.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170503 12:50 pm ET)
20d: 7.6% new highs, 14.7% new lows
21d: 7.3% new highs, 14.6% new lows
42d: 5.7% new highs, 9.2% new lows
63d: 4.9% new highs, 7.7% new lows
126d: 4.4% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 12:50 pm ET)
2-day: 25.7% above, 74.3% below
3-day: 29.1% above, 70.9% below
4-day: 33.3% above, 66.7% below
5-day: 31.9% above, 68.1% below
8-day: 33.5% above, 66.5% below
10-day: 40.6% above, 59.4% below
20-day: 52.8% above, 47.2% below
50-day: 51.3% above, 48.7% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 12:50 pm ET)
INSU(28): 0.14% Top=ALL FAF PGR XL HIG ORI PRU TRV ….. L BRO MMC AFSI CNO MTG RDN CLGX=Bottom (Insurance)
LEIS(35): 0.02% Top=BYD YUM DPZ MCD DRI QSR TXRH EAT ….. ARMK SEAS H SHAK STAY WEN GPRO HGV=Bottom (Leisure)
DISV(46): -0.03% Top=RRD MYGN WTW CNDT ATHN ULTA HRB TAL ….. GPN FDC CAR PAYX KBR ACM VRSK FLT=Bottom (Diversified Services)
ELEC(46): -0.17% Top=FSLR AMD SIMO MRVL NVDA BRKR TXN SWKS ….. FLEX AMBA JBL GRMN ICHR HIMX CGNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): -0.32% Top=ETFC WETF MTB VOYA HBAN LAZ KEY FITB ….. PSEC ATH FII OMF BOFI TWNK ARCC WU=Bottom (Banks/Financials)
MATE(25): -0.34% Top=SUM DHI FAST WM MLM OC CAA TOL ….. FLR SRCL WY KBH LEN USG TPH PWR=Bottom (Materials & Construction)
ENER(88): -0.44% Top=ATW RSPP PE RIG NFX XEC FANG ECA ….. NBR SWN WPZ HFC PDCE NBL XOG APC=Bottom (Energy)
RETA(59): -0.51% Top=RH KR GME KSS JWN CVS COST DKS ….. BLDR KORS FINL DSW BZUN SHLD MIK ETSY=Bottom (Retail & Specialty Retail)
TRAN(24): -0.56% Top=DAL AAL UPS FDX UAL WAB CHRW LUV ….. CP ODFL JBLU NSC GWR TRN SWFT XPO=Bottom (Transportation)
CONS(54): -0.58% Top=BERY EL EPC CLX ECL CL PG ELF ….. RL SPB MAT GIL UAA SKX TRVG HBI=Bottom (Consumer)
HEAL(46): -0.80% Top=MOH PRAH ESRX XRAY TVTY IRWD TMO AET ….. ZBH OPK HCA BKD THC DVA CYH DXCM=Bottom (Health)
MANU(35): -0.83% Top=AME DDD PNR GE AOS EMR GGG CAT ….. ETN CFX CMI ROK KMT RS TEX ATI=Bottom (Manufacturing)
COHW(35): -0.92% Top=PANW QCOM SSYS WDC VZ TDC STX CSCO ….. ZAYO CTL TMUS COMM TDS FNSR ACIA S=Bottom (Computer Hardware/Telecom)
REAL(102): -1.08% Top=SHO HTA RLJ PEB NYRT DRH APLE LHO ….. KRG ARI SRC PEI MAC WPG SC CBL=Bottom (Real Estate)
COSW(78): -1.11% Top=FEYE CTXS NTES GRUB TWTR TEAM GOOG PFPT ….. SSNC MULE MTCH SQ NTNX ADP AKAM TWLO=Bottom (Computer Software/Internet)
META(27): -1.35% Top=TAHO AGI AG FNV PAAS CNX AEM GG ….. X CENX SCCO AA CLF SLCA TECK FCX=Bottom (Metals & Mining)
CHEM(27): -1.43% Top=GRA APD PX PPG ASH SHW VSM MON ….. HUN WLK TROX SMG PAH FMC CF MOS=Bottom (Chemicals/Fertilizers)

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 12:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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