daytrend

05/05/2017

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20170505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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

COMPARED TO YESTERDAY’S RANGE (20170505 9:59 am ET)
18.5% of stocks are above yesterday’s high.
57.4% are above yesterday’s midpoint. (42.6% are below.)
9.1% are below yesterday’s low.
72.4% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
16.2% of stocks with today’s low < yesterday’s low. (83.8% greater than).

EVIDENCE OF INTRADAY TREND (20170505 9:59 am ET)
42.7% of stocks are above today’s open. (55.9% are below).
40.2% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
17.1% of stocks opened above yesterday’s high.
81.5% of stocks opened above yesterday’s close. (14.4% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170505 9:59 am ET)
9.5% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
41.7% are in the top half. 58.3% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN (20170505 9:59 am ET)
57.4% of stocks are above yesterday’s close. (42.6% are below.)
1.2% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 0.9% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY (20170505 9:59 am ET)
2-day: >=95:4.9%…>=90:9.2%…>=80:17.7%…>=50:47.4%…<=20:20.1%…<=10:11.2%…<=5:5.6%…
9-day: >=95:0.2%…>=90:1.4%…>=80:6.8%…>=50:51.7%…<=20:3.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:52.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170505 9:59 am ET)
18.5% above previous 1 highs, 9.1% below previous 1 lows
10.4% above previous 2 highs, 5.5% below previous 2 lows
7.2% above previous 3 highs, 4.9% below previous 3 lows
6.5% above previous 4 highs, 4.7% below previous 4 lows
5.5% above previous 5 highs, 4.4% below previous 5 lows
4.8% above previous 6 highs, 4.3% below previous 6 lows
4.1% above previous 7 highs, 4.0% below previous 7 lows
3.7% above previous 8 highs, 3.6% below previous 8 lows
3.7% above previous 9 highs, 3.1% below previous 9 lows
3.7% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170505 9:59 am ET)
57.4% are above or equal to 5/4 close (1 days ago), 42.6% are below.
49.6% are above or equal to 5/3 close (2 days ago), 50.4% are below.
39.9% are above or equal to 5/2 close (3 days ago), 60.1% are below.
43.3% are above or equal to 5/1 close (4 days ago), 56.7% are below.
47.8% are above or equal to 4/28 close (5 days ago), 52.2% are below.
37.8% are above or equal to 4/27 close (6 days ago), 62.2% are below.
38.8% are above or equal to 4/26 close (7 days ago), 61.2% are below.
40.2% are above or equal to 4/25 close (8 days ago), 59.8% are below.
45.4% are above or equal to 4/24 close (9 days ago), 54.6% are below.
53.7% are above or equal to 4/21 close (10 days ago), 46.3% are below.
51.7% are above or equal to 4/20 close (11 days ago), 48.3% are below.
60.0% are above or equal to 4/19 close (12 days ago), 40.0% are below.
58.8% are above or equal to 4/18 close (13 days ago), 41.2% are below.
57.7% are above or equal to 4/17 close (14 days ago), 42.3% are below.
63.9% are above or equal to 4/13 close (15 days ago), 36.1% are below.
58.8% are above or equal to 4/12 close (16 days ago), 41.2% are below.
53.4% are above or equal to 4/11 close (17 days ago), 46.6% are below.
56.0% are above or equal to 4/10 close (18 days ago), 44.0% are below.
57.4% are above or equal to 4/7 close (19 days ago), 42.6% are below.
56.3% are above or equal to 4/6 close (20 days ago), 43.7% are below.
60.2% are above or equal to 4/5 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170505 9:59 am ET)
20d: 8.5% new highs, 3.8% new lows
21d: 8.5% new highs, 3.7% new lows
42d: 7.3% new highs, 2.3% new lows
63d: 6.3% new highs, 2.0% new lows
126d: 5.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170505 9:59 am ET)
2-day: 56.1% above, 43.9% below
3-day: 53.0% above, 47.0% below
4-day: 45.5% above, 54.5% below
5-day: 44.6% above, 55.4% below
8-day: 42.4% above, 57.6% below
10-day: 41.8% above, 58.2% below
20-day: 53.3% above, 46.7% below
50-day: 53.2% above, 46.8% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170505 9:59 am ET)
ENER(87): 1.63% Top=CRC BAS PE RIG FRAC ATW QEP SN ….. MPC HP MRO DK PDCE PAGP PBF CVI=Bottom (Energy)
META(27): 0.87% Top=CDE AGI AG CNX AEM SLW SLCA PAAS ….. X SSRI CMC CENX STLD NUE CLF TX=Bottom (Metals & Mining)
RETA(58): 0.39% Top=RH BZUN KSS ANF GPS DSW AEO SHLD ….. LL WBA PIR SFM WSM BLDR MIK TLRD=Bottom (Retail & Specialty Retail)
CHEM(27): 0.32% Top=CF WLK MOS CE HUN DOW APD DD ….. AGU POT PAH AXTA CC TROX SHW VSM=Bottom (Chemicals/Fertilizers)
MANU(36): 0.28% Top=MRC CFX XYL DDD PNR ROP AOS EMR ….. CMI DHR GE SNA AGCO TEX PH KMT=Bottom (Manufacturing)
CONS(54): 0.27% Top=FOSL HBI SEE RL PKG BC OI WRK ….. SKX EPC WWW ENR ELF TPX NKE LULU=Bottom (Consumer)
LEIS(37): 0.25% Top=SHAK HGV QSR PK H DPZ HLT TXRH ….. LVS LQ DNKN BLMN EAT CMG YUMC WYNN=Bottom (Leisure)
TRAN(24): 0.21% Top=XPO AAL CHRW TRN KSU SAVE CSX WAB ….. CP JBHT LUV NSC JBLU ALK SWFT ODFL=Bottom (Transportation)
REAL(103): 0.18% Top=SRC VER RLGY AGNC MGP NLY OHI GEO ….. HCN OUT TCO WPG CPT CBL PEI MFA=Bottom (Real Estate)
INSU(30): 0.18% Top=AGO AFSI MBI WLTW FNF AON AIG CLGX ….. AIZ PRU AFL MET CNO UNM MTG RDN=Bottom (Insurance)
HEAL(48): 0.09% Top=PKI IRTC DXCM CYH CNC MOH HCA PRXL ….. MD TVTY ZBH PRAH IRWD ALGN MZOR VWR=Bottom (Health)
COHW(37): 0.00% Top=TDS VIAV ACIA SSYS VZ HRS AAPL ZAYO ….. VG TDC S GOGO ANET MSI INFN UBNT=Bottom (Computer Hardware/Telecom)
COSW(82): -0.06% Top=DATA SHOP SYNT ATVI FEYE SNAP TTWO PFPT ….. DNB IT SQ NTES TTD MDRX IBM ZEN=Bottom (Computer Software/Internet)
MATE(25): -0.20% Top=OC SRCL RYN DAR PHM MDR USG WCN ….. TPH MAS WY VMC SUM FAST PWR FLR=Bottom (Materials & Construction)
FINA(89): -0.26% Top=SYF EFX JNS TWNK PVTB DFS BMO CBOE ….. ARCC WBS SIVB CFR USB OMF WETF SLM=Bottom (Banks/Financials)
ELEC(48): -0.36% Top=PI BRKR GRMN AVGO AYI CGNX CSIQ HIMX ….. QRVO FLEX AMD XPER ICHR SPWR OCLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): -0.50% Top=ILG MYGN VRSK CXW TRU SBAC ATHN FLT ….. WTW MCO JEC TAL MMS AMN RBA AL=Bottom (Diversified Services)

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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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