daytrend

05/03/2017

Filed under: Market Stats — daytrend @ 12:35 pm

Market Stats at 1:34 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 1:34 pm ET)
10.5% of stocks are above yesterday’s high.
29.6% are above yesterday’s midpoint. (70.4% are below.)
35.9% are below yesterday’s low.
53.6% are inside yesterday’s range.
27.0% of stocks with today’s high > yesterday’s high. (73.0% less than).
61.7% of stocks with today’s low < yesterday’s low. (38.3% greater than).

EVIDENCE OF INTRADAY TREND (20170503 1:34 pm ET)
37.6% of stocks are above today’s open. (61.3% are below).
23.2% of stocks are above today’s open and yesterday’s close.
59.0% 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 1:34 pm ET)
4.3% of stocks are in the top 10% of today’s range.
11.6% are in the top 20%.
36.4% are in the top half. 63.6% of stocks are in the bottom half of today’s range.
29.6% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20170503 1:34 pm ET)
26.9% of stocks are above yesterday’s close. (73.1% are below.)
1.4% are up 4.5% or more. 3.1% are down 4.5% or more.
1.8% are up 3.5% or more. 4.4% are down 3.5% or more.
60.5% are between +1% and -1%.

RSI on DAILY (20170503 1:34 pm ET)
2-day: >=95:4.0%…>=90:6.6%…>=80:10.5%…>=50:30.2%…<=20:36.5%…<=10:21.0%…<=5:12.6%…
9-day: >=95:0.2%…>=90:0.9%…>=80:5.0%…>=50:48.1%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:51.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 1:34 pm ET)
10.5% above previous 1 highs, 35.9% below previous 1 lows
8.9% above previous 2 highs, 25.5% below previous 2 lows
7.6% above previous 3 highs, 22.4% below previous 3 lows
6.0% above previous 4 highs, 20.5% below previous 4 lows
5.2% above previous 5 highs, 18.4% below previous 5 lows
5.1% above previous 6 highs, 17.2% below previous 6 lows
5.0% above previous 7 highs, 15.0% below previous 7 lows
4.9% above previous 8 highs, 12.6% below previous 8 lows
4.9% above previous 9 highs, 11.5% below previous 9 lows
4.9% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 1:34 pm ET)
26.9% are above or equal to 5/2 close (1 days ago), 73.1% are below.
34.8% are above or equal to 5/1 close (2 days ago), 65.2% are below.
43.4% are above or equal to 4/28 close (3 days ago), 56.6% are below.
31.6% are above or equal to 4/27 close (4 days ago), 68.4% are below.
33.5% are above or equal to 4/26 close (5 days ago), 66.5% are below.
36.5% are above or equal to 4/25 close (6 days ago), 63.5% are below.
42.3% are above or equal to 4/24 close (7 days ago), 57.7% are below.
53.9% are above or equal to 4/21 close (8 days ago), 46.1% are below.
51.9% are above or equal to 4/20 close (9 days ago), 48.1% are below.
59.7% are above or equal to 4/19 close (10 days ago), 40.3% are below.
59.5% are above or equal to 4/18 close (11 days ago), 40.5% are below.
57.6% are above or equal to 4/17 close (12 days ago), 42.4% are below.
64.0% are above or equal to 4/13 close (13 days ago), 36.0% are below.
58.3% are above or equal to 4/12 close (14 days ago), 41.7% are below.
53.8% are above or equal to 4/11 close (15 days ago), 46.2% are below.
54.6% are above or equal to 4/10 close (16 days ago), 45.4% are below.
55.2% are above or equal to 4/7 close (17 days ago), 44.8% are below.
54.7% are above or equal to 4/6 close (18 days ago), 45.3% are below.
59.8% are above or equal to 4/5 close (19 days ago), 40.2% are below.
56.4% are above or equal to 4/4 close (20 days ago), 43.6% are below.
55.5% are above or equal to 4/3 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170503 1:34 pm ET)
20d: 8.1% new highs, 15.2% new lows
21d: 7.8% new highs, 15.0% new lows
42d: 6.2% new highs, 9.7% new lows
63d: 5.2% new highs, 8.2% new lows
126d: 4.6% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 1:34 pm ET)
2-day: 25.6% above, 74.4% below
3-day: 29.4% above, 70.6% below
4-day: 33.5% above, 66.5% below
5-day: 30.7% above, 69.3% below
8-day: 33.2% above, 66.8% below
10-day: 40.8% above, 59.2% below
20-day: 52.7% above, 47.3% below
50-day: 50.7% above, 49.3% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 1:34 pm ET)
INSU(28): 0.14% Top=ALL PGR FAF XL ORI PRU TRV AIG ….. AFL L AFSI MMC CNO MTG RDN CLGX=Bottom (Insurance)
LEIS(35): -0.05% Top=BYD YUM DPZ DRI QSR TXRH MCD EAT ….. CMG SEAS STAY WEN H SHAK HGV GPRO=Bottom (Leisure)
ELEC(46): -0.10% Top=FSLR AMD SIMO BRKR SPWR MRVL NVDA SWKS ….. IDTI FLEX JBL GRMN CGNX ICHR HIMX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): -0.13% Top=RRD MYGN WTW CNDT ATHN TAL ULTA HRB ….. CAR RHI KBR PAYX ZTO ACM VRSK FLT=Bottom (Diversified Services)
FINA(89): -0.27% Top=ETFC WETF MTB LAZ HBAN VOYA AMTD KEY ….. PSEC OMF FII BOFI TWNK ATH ARCC WU=Bottom (Banks/Financials)
HEAL(46): -0.28% Top=VWR MOH PRAH ESRX XRAY IRWD TMO TVTY ….. ALGN CNC HCA BKD CYH DVA THC DXCM=Bottom (Health)
ENER(88): -0.38% Top=ATW RSPP NFX PE FANG RIG CLR OAS ….. NBR WPZ FRAC HFC PDCE NBL XOG APC=Bottom (Energy)
TRAN(24): -0.48% Top=DAL AAL FDX WAB UAL UPS SAVE LUV ….. ODFL JBHT JBLU GWR NSC SWFT TRN XPO=Bottom (Transportation)
MATE(25): -0.53% Top=SUM DHI FAST WM OC DAR CAA TOL ….. WY VMC MLM KBH LEN USG TPH PWR=Bottom (Materials & Construction)
RETA(59): -0.66% Top=RH KR GME CVS COST JWN TGT KSS ….. FINL KORS BZUN BLDR DSW MIK SHLD ETSY=Bottom (Retail & Specialty Retail)
CONS(54): -0.67% Top=BERY EL EPC CLX PBI ECL CL PG ….. GIL MAT FOSL SPB UAA SKX TRVG HBI=Bottom (Consumer)
MANU(35): -0.80% Top=DDD AME PNR AOS GE FLS GGG EMR ….. ETN MWA KMT ROK CFX RS TEX ATI=Bottom (Manufacturing)
COHW(35): -0.94% Top=PANW QCOM SSYS VIAV WDC TDC VZ STX ….. COMM TMUS CTL ZAYO FNSR TDS ACIA S=Bottom (Computer Hardware/Telecom)
COSW(78): -1.03% Top=FEYE CTXS TWTR GRUB NTES SNAP GOOG DATA ….. MDRX SSNC MULE SQ NTNX ADP AKAM TWLO=Bottom (Computer Software/Internet)
REAL(102): -1.19% Top=HTA SHO RLJ NYRT APLE PEB AMH DRH ….. KRG PEI SRC SC MAC ARI WPG CBL=Bottom (Real Estate)
META(27): -1.26% Top=TAHO AGI AG PAAS FNV AEM RGLD NEM ….. CMC STLD SCCO AA CLF TECK SLCA FCX=Bottom (Metals & Mining)
CHEM(27): -1.50% Top=GRA APD PX SHW PPG ASH VSM RPM ….. WLK HUN SMG OLN 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 1:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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