daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 12:23 pm ET
by daytrend on 20170504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170504 12:23 pm ET)
15.4% of stocks are above yesterday’s high.
34.1% are above yesterday’s midpoint. (65.9% are below.)
38.3% are below yesterday’s low.
46.3% are inside yesterday’s range.
43.1% of stocks with today’s high > yesterday’s high. (56.9% less than).
51.7% of stocks with today’s low < yesterday’s low. (48.3% greater than).

EVIDENCE OF INTRADAY TREND (20170504 12:23 pm ET)
23.8% of stocks are above today’s open. (75.0% are below).
21.1% of stocks are above today’s open and yesterday’s close.
64.1% 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 12:23 pm ET)
1.8% of stocks are in the top 10% of today’s range.
5.3% are in the top 20%.
24.2% are in the top half. 75.8% of stocks are in the bottom half of today’s range.
49.9% are in the bottom 20%.
25.4% are in the bottom 10%.

GAIN (20170504 12:23 pm ET)
32.6% of stocks are above yesterday’s close. (67.4% are below.)
1.6% are up 4.5% or more. 8.0% are down 4.5% or more.
2.5% are up 3.5% or more. 11.7% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20170504 12:23 pm ET)
2-day: >=95:4.5%…>=90:7.9%…>=80:13.7%…>=50:30.7%…<=20:44.2%…<=10:28.6%…<=5:17.4%…
9-day: >=95:0.2%…>=90:1.4%…>=80:5.5%…>=50:45.8%…<=20:6.9%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:48.3%…<=20:1.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 12:23 pm ET)
15.4% above previous 1 highs, 38.3% below previous 1 lows
11.3% above previous 2 highs, 34.0% below previous 2 lows
9.5% above previous 3 highs, 30.1% below previous 3 lows
7.5% above previous 4 highs, 28.3% below previous 4 lows
6.6% above previous 5 highs, 26.4% below previous 5 lows
5.9% above previous 6 highs, 25.2% below previous 6 lows
5.7% above previous 7 highs, 24.5% below previous 7 lows
5.6% above previous 8 highs, 23.3% below previous 8 lows
5.5% above previous 9 highs, 21.3% below previous 9 lows
5.5% above previous 10 highs, 20.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 12:23 pm ET)
32.6% are above or equal to 5/3 close (1 days ago), 67.4% are below.
29.4% are above or equal to 5/2 close (2 days ago), 70.6% are below.
36.0% are above or equal to 5/1 close (3 days ago), 64.0% are below.
39.3% are above or equal to 4/28 close (4 days ago), 60.7% are below.
31.7% are above or equal to 4/27 close (5 days ago), 68.3% are below.
33.8% are above or equal to 4/26 close (6 days ago), 66.2% are below.
36.3% are above or equal to 4/25 close (7 days ago), 63.7% are below.
40.4% are above or equal to 4/24 close (8 days ago), 59.6% are below.
50.2% are above or equal to 4/21 close (9 days ago), 49.8% are below.
48.8% are above or equal to 4/20 close (10 days ago), 51.2% are below.
56.7% are above or equal to 4/19 close (11 days ago), 43.3% are below.
56.6% are above or equal to 4/18 close (12 days ago), 43.4% are below.
54.0% are above or equal to 4/17 close (13 days ago), 46.0% are below.
60.1% are above or equal to 4/13 close (14 days ago), 39.9% are below.
55.6% are above or equal to 4/12 close (15 days ago), 44.4% are below.
51.2% are above or equal to 4/11 close (16 days ago), 48.8% are below.
52.5% are above or equal to 4/10 close (17 days ago), 47.5% are below.
53.2% are above or equal to 4/7 close (18 days ago), 46.8% are below.
53.1% are above or equal to 4/6 close (19 days ago), 46.9% are below.
57.2% are above or equal to 4/5 close (20 days ago), 42.8% are below.
54.2% are above or equal to 4/4 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 12:23 pm ET)
20d: 13.7% new highs, 22.2% new lows
21d: 13.6% new highs, 21.9% new lows
42d: 9.5% new highs, 14.8% new lows
63d: 7.6% new highs, 13.7% new lows
126d: 6.3% new highs, 6.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 12:23 pm ET)
2-day: 31.8% above, 68.2% below
3-day: 28.3% above, 71.7% below
4-day: 31.4% above, 68.6% below
5-day: 33.6% above, 66.4% below
8-day: 33.6% above, 66.4% below
10-day: 36.8% above, 63.2% below
20-day: 49.2% above, 50.8% below
50-day: 48.7% above, 51.3% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 12:23 pm ET)
COSW(80): 0.54% Top=SQ DATA SNAP FEYE ZEN WUBA TEAM ATHM ….. NCR NTNX CDK NTES FB MULE CERN VIPS=Bottom (Computer Software/Internet)
INSU(30): 0.34% Top=WLTW LNC AIG MET PRU CNO AFSI MTG ….. L TMK FAF AIZ AFL CINF MBI AGO=Bottom (Insurance)
CONS(54): 0.26% Top=BLL CHD TPX GIL BERY CL CCK BMS ….. EPC TRVG WHR FL SKX ENR PBI FOSL=Bottom (Consumer)
ELEC(47): 0.13% Top=FIT BRKR XPER QRVO AYI CAVM GRMN CRUS ….. SIMO ICHR CREE AVGO OCLR HIMX AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): -0.23% Top=OMF WETF PVTB JNS WBS RF CMA SEIC ….. APO AMTD WDR LM CLNS SLM FII FHN=Bottom (Banks/Financials)
HEAL(47): -0.24% Top=PRXL ALGN XRAY PRAH VWR ABT PKI WST ….. HLS BKD CYH UHS NUVA ZBH IRTC MD=Bottom (Health)
MATE(25): -0.34% Top=TOL PWR SUM DHI CAA DAR TPH RSG ….. WM MLM WY FLR USG EXP RYN MDR=Bottom (Materials & Construction)
DISV(46): -0.38% Top=GPN TAL VRSK FISV G VNTV FLT ILG ….. MYGN URI RBA AMN CXW WTW CAR RRD=Bottom (Diversified Services)
TRAN(24): -0.38% Top=XPO EXPD FDX KSU DAL CSX UAL CNI ….. TRN AAL SAVE GWR CP JBHT ALK JBLU=Bottom (Transportation)
LEIS(36): -0.51% Top=HGV H SIX DPZ DNKN YUM EXPE CCL ….. BLMN CMG TXRH YUMC STAY PK GPRO SHAK=Bottom (Leisure)
CHEM(27): -0.57% Top=CF ALB CC PPG APD SHW ASH AXTA ….. CE FMC HUN MOS PAH WLK OLN TROX=Bottom (Chemicals/Fertilizers)
RETA(59): -0.62% Top=TLRD SBH COST CVS EBAY ORLY AAP NFLX ….. CHS GNC TSCO ANF PIR URBN PAG LB=Bottom (Retail & Specialty Retail)
COHW(36): -0.70% Top=ARRS VIAV S PANW FNSR CDW JNPR HRS ….. TDS T ANET INFN SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
MANU(35): -0.85% Top=XYL SNA DHR MHK SWK AME BWXT AOS ….. RS CMI EMR CAT CFX FLS ATI DDD=Bottom (Manufacturing)
REAL(103): -2.05% Top=TWO UDR AMT BXMT SC EQR PDM ESS ….. NNN PEI CBL DDR VER OUT STOR SRC=Bottom (Real Estate)
META(27): -3.32% Top=NUE CMC STLD X CLF FNV ABX GG ….. SLCA TAHO CNX TECK CENX AG AGI SSRI=Bottom (Metals & Mining)
ENER(88): -4.16% Top=VVV NBL MDU FTI NFG MMP TSO APC ….. SN WLL LPI OAS SM PUMP CRC RICE=Bottom (Energy)

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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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