daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 12:38 pm

Market Stats at 1:38 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 1:38 pm ET)
20.0% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
33.6% are below yesterday’s low.
46.3% are inside yesterday’s range.
44.5% of stocks with today’s high > yesterday’s high. (55.5% less than).
52.5% of stocks with today’s low < yesterday’s low. (47.5% greater than).

EVIDENCE OF INTRADAY TREND (20170504 1:38 pm ET)
31.4% of stocks are above today’s open. (67.5% are below).
28.0% of stocks are above today’s open and yesterday’s close.
55.7% 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 1:38 pm ET)
6.8% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
36.3% are in the top half. 63.7% of stocks are in the bottom half of today’s range.
27.7% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20170504 1:38 pm ET)
40.9% of stocks are above yesterday’s close. (59.1% are below.)
1.6% are up 4.5% or more. 7.9% are down 4.5% or more.
2.2% are up 3.5% or more. 11.0% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20170504 1:38 pm ET)
2-day: >=95:4.9%…>=90:9.0%…>=80:17.8%…>=50:37.0%…<=20:39.4%…<=10:25.9%…<=5:16.4%…
9-day: >=95:0.2%…>=90:1.6%…>=80:6.1%…>=50:48.3%…<=20:6.1%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:49.8%…<=20:1.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 1:38 pm ET)
20.0% above previous 1 highs, 33.6% below previous 1 lows
14.8% above previous 2 highs, 30.2% below previous 2 lows
12.5% above previous 3 highs, 27.3% below previous 3 lows
10.7% above previous 4 highs, 25.6% below previous 4 lows
8.9% above previous 5 highs, 24.5% below previous 5 lows
8.1% above previous 6 highs, 23.9% below previous 6 lows
7.9% above previous 7 highs, 23.0% below previous 7 lows
7.7% above previous 8 highs, 22.3% below previous 8 lows
7.5% above previous 9 highs, 20.5% below previous 9 lows
7.5% above previous 10 highs, 19.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 1:38 pm ET)
40.9% are above or equal to 5/3 close (1 days ago), 59.1% are below.
34.3% are above or equal to 5/2 close (2 days ago), 65.7% are below.
38.9% are above or equal to 5/1 close (3 days ago), 61.1% are below.
42.4% are above or equal to 4/28 close (4 days ago), 57.6% are below.
33.6% are above or equal to 4/27 close (5 days ago), 66.4% are below.
36.2% are above or equal to 4/26 close (6 days ago), 63.8% are below.
38.2% are above or equal to 4/25 close (7 days ago), 61.8% are below.
42.4% are above or equal to 4/24 close (8 days ago), 57.6% are below.
51.8% are above or equal to 4/21 close (9 days ago), 48.2% are below.
50.2% are above or equal to 4/20 close (10 days ago), 49.8% are below.
57.6% are above or equal to 4/19 close (11 days ago), 42.4% are below.
58.1% are above or equal to 4/18 close (12 days ago), 41.9% are below.
55.8% are above or equal to 4/17 close (13 days ago), 44.2% are below.
61.1% are above or equal to 4/13 close (14 days ago), 38.9% are below.
56.6% are above or equal to 4/12 close (15 days ago), 43.4% are below.
52.5% are above or equal to 4/11 close (16 days ago), 47.5% are below.
53.6% are above or equal to 4/10 close (17 days ago), 46.4% are below.
54.5% are above or equal to 4/7 close (18 days ago), 45.5% are below.
54.3% are above or equal to 4/6 close (19 days ago), 45.7% are below.
59.1% are above or equal to 4/5 close (20 days ago), 40.9% are below.
55.3% are above or equal to 4/4 close (21 days ago), 44.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 1:38 pm ET)
20d: 14.3% new highs, 22.5% new lows
21d: 14.1% new highs, 22.3% new lows
42d: 10.1% new highs, 15.0% new lows
63d: 8.1% new highs, 13.8% new lows
126d: 6.8% new highs, 6.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 1:38 pm ET)
2-day: 39.6% above, 60.4% below
3-day: 34.3% above, 65.7% below
4-day: 36.2% above, 63.8% below
5-day: 37.2% above, 62.8% below
8-day: 36.6% above, 63.4% below
10-day: 39.6% above, 60.4% below
20-day: 51.3% above, 48.7% below
50-day: 49.8% above, 50.2% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 1:38 pm ET)
COSW(80): 0.78% Top=SQ DATA SNAP TEAM FEYE WUBA ATHM NOW ….. MANH CERN CDK FB NTNX NTES VIPS BITA=Bottom (Computer Software/Internet)
INSU(30): 0.50% Top=WLTW AIG AFSI LNC MTG PRU CNO MET ….. ORI TMK AIZ MBI L CINF AFL AGO=Bottom (Insurance)
CONS(54): 0.42% Top=BLL CHD GIL TPX BERY COTY CL PKG ….. LULU WHR TRVG FL PBI SKX ENR FOSL=Bottom (Consumer)
ELEC(47): 0.34% Top=FIT XPER BRKR AMKR AYI CAVM KLAC WAT ….. CY FLEX SIMO ICHR AVGO HIMX AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 0.21% Top=ALGN PRXL XRAY VWR MOH TVTY PRAH PKI ….. MZOR HLS NUVA UHS DVA ZBH MD IRTC=Bottom (Health)
FINA(89): -0.06% Top=OMF WETF PVTB JNS WBS RF SEIC FRC ….. VOYA CFR AMTD CLNS SLM LAZ FII FHN=Bottom (Banks/Financials)
TRAN(24): -0.14% Top=XPO EXPD FDX DAL UAL CNI CSX KSU ….. SWFT TRN CP SAVE ALK GWR JBLU JBHT=Bottom (Transportation)
DISV(46): -0.16% Top=GPN TAL FISV VNTV VRSK G PAYX FLT ….. KBR MYGN RBA AMN CXW CAR WTW RRD=Bottom (Diversified Services)
MATE(25): -0.23% Top=SUM TOL CAA DHI TPH VMC DAR MAS ….. WM SRCL WY EXP USG FLR RYN MDR=Bottom (Materials & Construction)
LEIS(36): -0.25% Top=HGV SIX H DPZ DNKN YUM CCL EXPE ….. BLMN CMG PK STAY TXRH YUMC SHAK GPRO=Bottom (Leisure)
CHEM(27): -0.36% Top=CF ALB CC PPG APD SHW VSM AXTA ….. CE HUN MOS PAH FMC WLK OLN TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.57% Top=XYL SWK SNA BWXT MHK AOS DHR AME ….. CMI KMT CAT EMR CFX ATI FLS DDD=Bottom (Manufacturing)
RETA(59): -0.70% Top=COST SBH NFLX ORLY CVS TLRD AAP EBAY ….. AEO DSW TSCO GNC ANF CHS PAG LB=Bottom (Retail & Specialty Retail)
COHW(36): -0.74% Top=ARRS VIAV PANW FNSR CCI JNPR HRS CDW ….. T TDS ZAYO VG SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
REAL(103): -1.69% Top=TWO UDR PDM ESS AMT EQR BXMT DEI ….. VER WPG DDR STOR PEI CBL OUT SRC=Bottom (Real Estate)
META(27): -3.21% Top=NUE CMC STLD CLF X NEM FNV RGLD ….. TAHO TECK SLCA CNX CENX AG AGI SSRI=Bottom (Metals & Mining)
ENER(88): -4.14% Top=NBL VVV APC MDU FTI INT MTDR MMP ….. WLL LPI OAS SM REN RICE PUMP CRC=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 1:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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