daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 1:24 pm

Market Stats at 2:24 pm 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 2:24 pm ET)
20.9% of stocks are above yesterday’s high.
41.6% are above yesterday’s midpoint. (58.4% are below.)
31.8% are below yesterday’s low.
47.4% are inside yesterday’s range.
45.0% of stocks with today’s high > yesterday’s high. (55.0% less than).
52.8% of stocks with today’s low < yesterday’s low. (47.2% greater than).

EVIDENCE OF INTRADAY TREND (20170504 2:24 pm ET)
33.6% of stocks are above today’s open. (65.9% are below).
29.4% of stocks are above today’s open and yesterday’s close.
55.1% 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 2:24 pm ET)
7.6% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
41.3% are in the top half. 58.7% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN (20170504 2:24 pm ET)
40.9% of stocks are above yesterday’s close. (59.1% are below.)
1.6% are up 4.5% or more. 6.8% are down 4.5% or more.
2.2% are up 3.5% or more. 10.0% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20170504 2:24 pm ET)
2-day: >=95:5.2%…>=90:9.3%…>=80:17.5%…>=50:37.6%…<=20:39.9%…<=10:24.0%…<=5:15.1%…
9-day: >=95:0.2%…>=90:1.6%…>=80:6.1%…>=50:49.1%…<=20:6.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:50.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 2:24 pm ET)
20.9% above previous 1 highs, 31.8% below previous 1 lows
14.9% above previous 2 highs, 28.6% below previous 2 lows
12.5% above previous 3 highs, 25.9% below previous 3 lows
10.6% above previous 4 highs, 24.6% below previous 4 lows
8.6% above previous 5 highs, 23.1% below previous 5 lows
7.6% above previous 6 highs, 22.3% below previous 6 lows
7.4% above previous 7 highs, 21.6% below previous 7 lows
7.3% above previous 8 highs, 20.8% below previous 8 lows
7.2% above previous 9 highs, 19.0% below previous 9 lows
7.2% above previous 10 highs, 18.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 2:24 pm ET)
40.9% are above or equal to 5/3 close (1 days ago), 59.1% are below.
35.2% are above or equal to 5/2 close (2 days ago), 64.8% are below.
39.0% are above or equal to 5/1 close (3 days ago), 61.0% are below.
43.6% are above or equal to 4/28 close (4 days ago), 56.4% are below.
34.0% are above or equal to 4/27 close (5 days ago), 66.0% are below.
36.8% are above or equal to 4/26 close (6 days ago), 63.2% are below.
38.3% are above or equal to 4/25 close (7 days ago), 61.7% are below.
43.6% are above or equal to 4/24 close (8 days ago), 56.4% are below.
52.3% are above or equal to 4/21 close (9 days ago), 47.7% are below.
49.7% are above or equal to 4/20 close (10 days ago), 50.3% are below.
57.7% are above or equal to 4/19 close (11 days ago), 42.3% are below.
57.7% are above or equal to 4/18 close (12 days ago), 42.3% are below.
55.5% are above or equal to 4/17 close (13 days ago), 44.5% are below.
60.8% are above or equal to 4/13 close (14 days ago), 39.2% are below.
56.9% are above or equal to 4/12 close (15 days ago), 43.1% are below.
52.5% are above or equal to 4/11 close (16 days ago), 47.5% are below.
54.0% are above or equal to 4/10 close (17 days ago), 46.0% are below.
55.6% are above or equal to 4/7 close (18 days ago), 44.4% are below.
55.0% are above or equal to 4/6 close (19 days ago), 45.0% are below.
59.1% are above or equal to 4/5 close (20 days ago), 40.9% are below.
55.6% are above or equal to 4/4 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 2:24 pm ET)
20d: 14.7% new highs, 22.6% new lows
21d: 14.4% new highs, 22.4% new lows
42d: 10.4% new highs, 15.1% new lows
63d: 8.6% new highs, 14.0% new lows
126d: 7.3% new highs, 6.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 2:24 pm ET)
2-day: 40.3% above, 59.7% below
3-day: 35.3% above, 64.7% below
4-day: 37.0% above, 63.0% below
5-day: 38.0% above, 62.0% below
8-day: 37.2% above, 62.8% below
10-day: 40.9% above, 59.1% below
20-day: 51.3% above, 48.7% below
50-day: 50.2% above, 49.8% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 2:24 pm ET)
COSW(80): 0.76% Top=SQ DATA SNAP TEAM FEYE WUBA COUP ATHM ….. TRI MANH FB CERN VIPS CDK NTES BITA=Bottom (Computer Software/Internet)
INSU(30): 0.53% Top=WLTW LNC AIG MTG AFSI PRU RDN CNO ….. FAF ORI AIZ TMK L CINF AFL AGO=Bottom (Insurance)
CONS(54): 0.39% Top=BLL CHD GIL BERY TPX GPK PKG SEE ….. LULU WHR FL TRVG SKX PBI ENR FOSL=Bottom (Consumer)
ELEC(47): 0.35% Top=FIT XPER BRKR AMKR CAVM AYI KLAC PI ….. SIMO MRVL FLEX AVGO ICHR AMD HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(47): 0.13% Top=ALGN PRXL XRAY VWR TVTY DXCM IRWD PRAH ….. NUVA MZOR HLS UHS DVA ZBH IRTC MD=Bottom (Health)
FINA(89): -0.05% Top=OMF WETF PVTB WBS JNS TWNK SEIC FRC ….. PSEC ATH CLNS SLM AMTD LAZ FII FHN=Bottom (Banks/Financials)
LEIS(36): -0.16% Top=HGV SIX DPZ H EXPE YUM WEN CCL ….. EAT SEAS TXRH BLMN CMG YUMC SHAK GPRO=Bottom (Leisure)
DISV(46): -0.17% Top=GPN TAL VNTV VRSK FISV G ROL FLT ….. WEX AMN MYGN RBA CAR CXW WTW RRD=Bottom (Diversified Services)
TRAN(24): -0.23% Top=XPO EXPD DAL FDX UAL KSU CNI CSX ….. ODFL TRN SAVE CP ALK JBLU JBHT GWR=Bottom (Transportation)
MATE(25): -0.27% Top=SUM TOL TPH CAA VMC DHI DAR KBH ….. OC SRCL WY EXP USG FLR RYN MDR=Bottom (Materials & Construction)
MANU(35): -0.38% Top=XYL SNA SWK DHR AME AOS TTC MHK ….. CMI CAT EMR KMT ATI CFX FLS DDD=Bottom (Manufacturing)
CHEM(27): -0.48% Top=CF CC ALB PPG APD SHW RPM PX ….. GRA HUN FMC MOS PAH WLK OLN TROX=Bottom (Chemicals/Fertilizers)
COHW(36): -0.50% Top=ARRS VIAV FNSR PANW S CCI JNPR HRS ….. T TDS ZAYO VG SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
RETA(59): -0.69% Top=COST ORLY AAP NFLX CVS TLRD SBH EBAY ….. DSW AEO TSCO ANF GNC CHS PAG LB=Bottom (Retail & Specialty Retail)
REAL(103): -1.30% Top=TWO DEI UDR PDM ESS EQR SHO CLI ….. WPG VER DDR STOR PEI CBL OUT SRC=Bottom (Real Estate)
META(27): -3.17% Top=CMC NUE STLD CLF X NEM RGLD ABX ….. SLCA CENX TAHO TECK CNX AGI AG SSRI=Bottom (Metals & Mining)
ENER(88): -3.83% Top=NBL APC VVV FTI MMP MDU MTDR INT ….. SN SPN WLL SM OAS CRC PUMP REN=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 2:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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