daytrend

05/05/2017

Filed under: Market Stats — daytrend @ 11:35 am

Market Stats at 12:35 pm ET
by daytrend on 20170505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20170505 12:35 pm ET)
28.1% of stocks are above yesterday’s high.
62.5% are above yesterday’s midpoint. (37.5% are below.)
12.2% are below yesterday’s low.
59.7% are inside yesterday’s range.
52.9% of stocks with today’s high > yesterday’s high. (47.1% less than).
24.2% of stocks with today’s low < yesterday’s low. (75.8% greater than).

EVIDENCE OF INTRADAY TREND (20170505 12:35 pm ET)
52.5% of stocks are above today’s open. (46.2% are below).
50.3% of stocks are above today’s open and yesterday’s close.
35.5% 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 12:35 pm ET)
5.6% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
53.7% are in the top half. 46.3% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20170505 12:35 pm ET)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
2.7% are up 4.5% or more. 0.8% are down 4.5% or more.
4.4% are up 3.5% or more. 0.9% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20170505 12:35 pm ET)
2-day: >=95:5.7%…>=90:9.7%…>=80:19.2%…>=50:56.3%…<=20:16.1%…<=10:8.8%…<=5:5.0%…
9-day: >=95:0.2%…>=90:1.5%…>=80:5.7%…>=50:52.3%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:53.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170505 12:35 pm ET)
28.1% above previous 1 highs, 12.2% below previous 1 lows
16.9% above previous 2 highs, 7.5% below previous 2 lows
11.9% above previous 3 highs, 6.5% below previous 3 lows
11.1% above previous 4 highs, 5.8% below previous 4 lows
8.7% above previous 5 highs, 5.1% below previous 5 lows
7.7% above previous 6 highs, 5.0% below previous 6 lows
6.6% above previous 7 highs, 4.8% below previous 7 lows
6.2% above previous 8 highs, 4.5% below previous 8 lows
6.2% above previous 9 highs, 4.4% below previous 9 lows
6.2% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170505 12:35 pm ET)
62.0% are above or equal to 5/4 close (1 days ago), 38.0% are below.
54.4% are above or equal to 5/3 close (2 days ago), 45.6% are below.
45.2% are above or equal to 5/2 close (3 days ago), 54.8% are below.
47.0% are above or equal to 5/1 close (4 days ago), 53.0% are below.
50.2% are above or equal to 4/28 close (5 days ago), 49.8% are below.
41.0% are above or equal to 4/27 close (6 days ago), 59.0% are below.
40.4% are above or equal to 4/26 close (7 days ago), 59.6% are below.
40.7% are above or equal to 4/25 close (8 days ago), 59.3% are below.
47.7% are above or equal to 4/24 close (9 days ago), 52.3% are below.
55.5% are above or equal to 4/21 close (10 days ago), 44.5% are below.
54.7% are above or equal to 4/20 close (11 days ago), 45.3% are below.
61.6% are above or equal to 4/19 close (12 days ago), 38.4% are below.
60.8% are above or equal to 4/18 close (13 days ago), 39.2% are below.
58.9% are above or equal to 4/17 close (14 days ago), 41.1% are below.
64.7% are above or equal to 4/13 close (15 days ago), 35.3% are below.
59.7% are above or equal to 4/12 close (16 days ago), 40.3% are below.
54.8% are above or equal to 4/11 close (17 days ago), 45.2% are below.
56.5% are above or equal to 4/10 close (18 days ago), 43.5% are below.
57.6% are above or equal to 4/7 close (19 days ago), 42.4% are below.
57.2% are above or equal to 4/6 close (20 days ago), 42.8% are below.
60.8% are above or equal to 4/5 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170505 12:35 pm ET)
20d: 12.0% new highs, 4.8% new lows
21d: 12.0% new highs, 4.8% new lows
42d: 10.2% new highs, 3.1% new lows
63d: 8.8% new highs, 2.4% new lows
126d: 8.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170505 12:35 pm ET)
2-day: 61.0% above, 39.0% below
3-day: 59.1% above, 40.9% below
4-day: 52.4% above, 47.6% below
5-day: 49.7% above, 50.3% below
8-day: 45.3% above, 54.7% below
10-day: 43.7% above, 56.3% below
20-day: 54.5% above, 45.5% below
50-day: 53.4% above, 46.6% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170505 12:35 pm ET)
ENER(87): 2.56% Top=CRC DO ATW BAS RIG PE FRAC RDC ….. PDCE PSX CVX NBL XOM APC MDU MRO=Bottom (Energy)
META(27): 1.72% Top=CDE CNX SLCA AG RGLD SLW PAAS AEM ….. SSRI FCX X CMC STLD NUE CLF TX=Bottom (Metals & Mining)
CHEM(27): 1.27% Top=CF FMC WLK DOW PX SMG TROX DD ….. PPG MOS GRA MON RPM AXTA SHW VSM=Bottom (Chemicals/Fertilizers)
RETA(58): 0.75% Top=BZUN RH ETSY ANF SHLD DSW URBN LB ….. BLDR GNC WBA SBH W MIK COST TLRD=Bottom (Retail & Specialty Retail)
MANU(36): 0.66% Top=MRC DDD CFX FLS DOV EMR PNR XYL ….. AME IR KMT SNA HON DHR CMI PH=Bottom (Manufacturing)
REAL(103): 0.47% Top=SRC RLGY VER HTA HR KRG MGP O ….. SC TCO QTS CXP AMH STOR PEI MFA=Bottom (Real Estate)
COHW(37): 0.41% Top=VIAV TDS FNSR ACIA BBRY SSYS ARRS GOGO ….. VRSN LVLT CTL CDW VG MSI INFN UBNT=Bottom (Computer Hardware/Telecom)
COSW(82): 0.38% Top=SHOP NTNX DATA FEYE SYNT PFPT MULE NOW ….. EPAM FIS MANH SQ AKAM IBM TWLO ZEN=Bottom (Computer Software/Internet)
CONS(54): 0.31% Top=FOSL RL SEE HBI PKG PVH TPX BC ….. CL CHD EPC GT ENR COTY NKE WWW=Bottom (Consumer)
TRAN(24): 0.22% Top=XPO CP CNI KSU CSX WAB GWR TRN ….. AAL UAL LUV SWFT DAL ALK ODFL JBLU=Bottom (Transportation)
MATE(25): 0.11% Top=OC DAR MDR SRCL RYN PHM WY TPH ….. DHI TOL CAA MLM VMC SUM PWR FLR=Bottom (Materials & Construction)
ELEC(48): 0.08% Top=PI CSIQ SPWR AYI BRKR GRMN HIMX OCLR ….. MSCC INTC CAVM QRVO CRUS FIT AMKR XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): 0.08% Top=DXCM MZOR PRXL PKI THC CNC MOH CYH ….. UHS DVA OPK ZBH TVTY ACHC VWR ALGN=Bottom (Health)
INSU(30): 0.06% Top=AGO MBI FNF WLTW FAF AON PGR AJG ….. CINF RDN PRU MET UNM AIZ CNO MTG=Bottom (Insurance)
LEIS(37): 0.05% Top=SHAK QSR GPRO DPZ H PK JACK HGV ….. WEN SEAS EAT MLCO YUMC DNKN WYNN BLMN=Bottom (Leisure)
DISV(47): -0.01% Top=ILG RRD MYGN ATHN KBR FLT CXW VRSK ….. WTW MCO ZTO JEC MMS RBA AMN AL=Bottom (Diversified Services)
FINA(89): -0.34% Top=TD BMO APO KKR EFX PVTB CLNS JNS ….. ETFC FHN PB USB CFR WBS HOMB SLM=Bottom (Banks/Financials)

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 12:35 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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