daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 9:44 am

Market Stats at 10:43 am ET
by daytrend on 20170504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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 (20170504 10:43 am ET)
19.8% of stocks are above yesterday’s high.
42.7% are above yesterday’s midpoint. (57.3% are below.)
30.1% are below yesterday’s low.
50.1% are inside yesterday’s range.
41.5% of stocks with today’s high > yesterday’s high. (58.5% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20170504 10:43 am ET)
32.1% of stocks are above today’s open. (66.5% are below).
27.8% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
19.7% of stocks opened above yesterday’s high.
58.6% of stocks opened above yesterday’s close. (37.5% opened below yesterday’s close).
12.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170504 10:43 am ET)
8.1% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
34.8% are in the top half. 65.2% of stocks are in the bottom half of today’s range.
34.8% are in the bottom 20%.
22.6% are in the bottom 10%.

GAIN (20170504 10:43 am ET)
42.1% of stocks are above yesterday’s close. (57.9% are below.)
2.0% are up 4.5% or more. 4.7% are down 4.5% or more.
2.6% are up 3.5% or more. 7.7% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20170504 10:43 am ET)
2-day: >=95:5.3%…>=90:9.3%…>=80:17.0%…>=50:37.3%…<=20:37.2%…<=10:25.9%…<=5:16.1%…
9-day: >=95:0.2%…>=90:1.5%…>=80:6.1%…>=50:49.9%…<=20:5.5%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:51.9%…<=20:1.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 10:43 am ET)
19.8% above previous 1 highs, 30.1% below previous 1 lows
15.2% above previous 2 highs, 27.2% below previous 2 lows
13.8% above previous 3 highs, 25.0% below previous 3 lows
10.7% above previous 4 highs, 23.9% below previous 4 lows
8.7% above previous 5 highs, 22.4% below previous 5 lows
8.0% above previous 6 highs, 21.9% below previous 6 lows
7.7% above previous 7 highs, 20.9% below previous 7 lows
7.5% above previous 8 highs, 19.6% below previous 8 lows
7.5% above previous 9 highs, 18.4% below previous 9 lows
7.5% above previous 10 highs, 17.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 10:43 am ET)
42.1% are above or equal to 5/3 close (1 days ago), 57.9% are below.
34.2% are above or equal to 5/2 close (2 days ago), 65.8% are below.
40.4% are above or equal to 5/1 close (3 days ago), 59.6% are below.
44.3% are above or equal to 4/28 close (4 days ago), 55.7% are below.
34.5% are above or equal to 4/27 close (5 days ago), 65.5% are below.
37.3% are above or equal to 4/26 close (6 days ago), 62.7% are below.
39.2% are above or equal to 4/25 close (7 days ago), 60.8% are below.
44.1% are above or equal to 4/24 close (8 days ago), 55.9% are below.
53.6% are above or equal to 4/21 close (9 days ago), 46.4% are below.
52.1% are above or equal to 4/20 close (10 days ago), 47.9% are below.
58.6% are above or equal to 4/19 close (11 days ago), 41.4% are below.
58.9% are above or equal to 4/18 close (12 days ago), 41.1% are below.
57.2% are above or equal to 4/17 close (13 days ago), 42.8% are below.
61.5% are above or equal to 4/13 close (14 days ago), 38.5% are below.
57.7% are above or equal to 4/12 close (15 days ago), 42.3% are below.
53.2% are above or equal to 4/11 close (16 days ago), 46.8% are below.
54.6% are above or equal to 4/10 close (17 days ago), 45.4% are below.
56.7% are above or equal to 4/7 close (18 days ago), 43.3% are below.
55.6% are above or equal to 4/6 close (19 days ago), 44.4% are below.
60.4% are above or equal to 4/5 close (20 days ago), 39.6% are below.
56.7% are above or equal to 4/4 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 10:43 am ET)
20d: 12.3% new highs, 19.3% new lows
21d: 12.2% new highs, 19.2% new lows
42d: 8.4% new highs, 12.8% new lows
63d: 6.7% new highs, 11.7% new lows
126d: 5.5% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 10:43 am ET)
2-day: 41.0% above, 59.0% below
3-day: 35.8% above, 64.2% below
4-day: 38.0% above, 62.0% below
5-day: 37.6% above, 62.4% below
8-day: 38.1% above, 61.9% below
10-day: 41.5% above, 58.5% below
20-day: 52.4% above, 47.6% below
50-day: 51.1% above, 48.9% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 10:43 am ET)
COSW(80): 0.84% Top=SQ DATA SNAP TWLO FEYE ZEN WUBA ATHM ….. DNB CDK SINA FB NTES MULE NTNX MTCH=Bottom (Computer Software/Internet)
INSU(30): 0.67% Top=WLTW LNC AIG MET AFSI PRU MTG UNM ….. TMK MBI CINF AIZ AFL ORI FNF AGO=Bottom (Insurance)
CONS(54): 0.54% Top=BLL TPX CHD GIL BERY COTY CL CCK ….. EPC FOSL GT PBI ENR TRVG FL SKX=Bottom (Consumer)
ELEC(47): 0.50% Top=FIT BRKR XPER QRVO ON CAVM FSLR AYI ….. CREE AVGO CY CRUS SIMO HIMX AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 0.33% Top=OMF PVTB WETF JNS RF TCB ZION BKU ….. ARCC KKR CLNS APO PSEC FII LAZ FHN=Bottom (Banks/Financials)
MATE(25): 0.06% Top=PWR SUM TOL CAA FAST TPH KBH LEN ….. WCN WM FLR USG WY EXP RYN MDR=Bottom (Materials & Construction)
TRAN(24): -0.05% Top=XPO FDX CNI KSU EXPD DAL UAL UNP ….. SWFT GWR AAL LUV JBHT SAVE ALK JBLU=Bottom (Transportation)
HEAL(47): -0.05% Top=PRXL ALGN PRAH VWR XRAY ESRX ABT BKD ….. RMD VAR CYH UHS ZBH NUVA IRTC MD=Bottom (Health)
COHW(36): -0.12% Top=ARRS VIAV FNSR PANW S ACIA QCOM HRS ….. ZAYO TDS T VG SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
RETA(59): -0.20% Top=TLRD SBH COST AAP CVS ORLY SHLD WMT ….. CHS BBY LL URBN ANF GNC PAG LB=Bottom (Retail & Specialty Retail)
LEIS(36): -0.21% Top=HGV H DPZ CCL YUM WEN SIX MCD ….. YUMC SEAS MLCO WYNN PK STAY GPRO SHAK=Bottom (Leisure)
DISV(46): -0.26% Top=GPN VNTV FISV TAL VRSK G FLT FDC ….. KBR MYGN LDOS RBA WTW AMN RRD CAR=Bottom (Diversified Services)
CHEM(27): -0.45% Top=CF ALB SMG SHW APD ASH PPG PX ….. CE EMN MOS PAH HUN WLK OLN TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.80% Top=XYL AOS DHR SNA MHK SWK TTC GGG ….. AGCO RS CFX EMR CAT FLS ATI DDD=Bottom (Manufacturing)
REAL(103): -1.77% Top=TWO PDM SC EQR ESS CONE AMT CBG ….. NNN VER CBL PEI STOR DDR OUT SRC=Bottom (Real Estate)
ENER(88): -2.83% Top=MTDR NBL VVV MMP PDCE APC VLO INT ….. WPX REN SM SN RIG RICE LPI CRC=Bottom (Energy)
META(27): -2.84% Top=NUE STLD CMC ABX NEM RGLD FNV SLW ….. CNX SLCA TAHO AG CENX TECK AGI SSRI=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 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: