daytrend

05/05/2017

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:55 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 1:55 pm ET)
34.0% of stocks are above yesterday’s high.
68.8% are above yesterday’s midpoint. (31.2% are below.)
10.6% are below yesterday’s low.
55.4% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20170505 1:55 pm ET)
59.7% of stocks are above today’s open. (38.6% are below).
57.7% of stocks are above today’s open and yesterday’s close.
27.6% 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 1:55 pm ET)
21.5% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
65.1% are in the top half. 34.9% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20170505 1:55 pm ET)
69.8% of stocks are above yesterday’s close. (30.2% are below.)
3.1% are up 4.5% or more. 0.8% are down 4.5% or more.
5.8% are up 3.5% or more. 1.0% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20170505 1:55 pm ET)
2-day: >=95:6.6%…>=90:12.3%…>=80:23.4%…>=50:61.7%…<=20:13.7%…<=10:7.3%…<=5:3.8%…
9-day: >=95:0.3%…>=90:1.4%…>=80:6.4%…>=50:54.9%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:55.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170505 1:55 pm ET)
34.0% above previous 1 highs, 10.6% below previous 1 lows
21.0% above previous 2 highs, 6.3% below previous 2 lows
15.0% above previous 3 highs, 5.6% below previous 3 lows
12.9% above previous 4 highs, 5.1% below previous 4 lows
10.7% above previous 5 highs, 4.4% below previous 5 lows
9.1% above previous 6 highs, 4.3% below previous 6 lows
7.7% above previous 7 highs, 4.1% below previous 7 lows
7.5% above previous 8 highs, 3.7% below previous 8 lows
7.1% above previous 9 highs, 3.4% below previous 9 lows
7.0% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170505 1:55 pm ET)
69.8% are above or equal to 5/4 close (1 days ago), 30.2% are below.
60.3% are above or equal to 5/3 close (2 days ago), 39.7% are below.
49.8% are above or equal to 5/2 close (3 days ago), 50.2% are below.
50.4% are above or equal to 5/1 close (4 days ago), 49.6% are below.
52.6% are above or equal to 4/28 close (5 days ago), 47.4% are below.
42.8% are above or equal to 4/27 close (6 days ago), 57.2% are below.
42.0% are above or equal to 4/26 close (7 days ago), 58.0% are below.
42.0% are above or equal to 4/25 close (8 days ago), 58.0% are below.
50.3% are above or equal to 4/24 close (9 days ago), 49.7% are below.
57.3% are above or equal to 4/21 close (10 days ago), 42.7% are below.
56.2% are above or equal to 4/20 close (11 days ago), 43.8% are below.
62.7% are above or equal to 4/19 close (12 days ago), 37.3% are below.
61.7% are above or equal to 4/18 close (13 days ago), 38.3% are below.
60.1% are above or equal to 4/17 close (14 days ago), 39.9% are below.
66.1% are above or equal to 4/13 close (15 days ago), 33.9% are below.
61.5% are above or equal to 4/12 close (16 days ago), 38.5% are below.
55.4% are above or equal to 4/11 close (17 days ago), 44.6% are below.
58.2% are above or equal to 4/10 close (18 days ago), 41.8% are below.
58.6% are above or equal to 4/7 close (19 days ago), 41.4% are below.
58.7% are above or equal to 4/6 close (20 days ago), 41.3% are below.
61.9% are above or equal to 4/5 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170505 1:55 pm ET)
20d: 12.8% new highs, 5.1% new lows
21d: 12.8% new highs, 5.1% new lows
42d: 10.9% new highs, 3.5% new lows
63d: 9.4% new highs, 2.7% new lows
126d: 9.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170505 1:55 pm ET)
2-day: 69.3% above, 30.7% below
3-day: 64.6% above, 35.4% below
4-day: 58.6% above, 41.4% below
5-day: 56.5% above, 43.5% below
8-day: 48.8% above, 51.2% below
10-day: 48.0% above, 52.0% below
20-day: 56.8% above, 43.2% below
50-day: 54.7% above, 45.3% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170505 1:55 pm ET)
ENER(87): 2.93% Top=CRC DO ATW RIG BAS FRAC RDC OAS ….. CXO APC CVX XOM NBL MDU MRO PDCE=Bottom (Energy)
META(27): 1.98% Top=CDE SLCA CNX AG SLW RGLD PAAS AEM ….. NEM ABX X CMC STLD CLF NUE TX=Bottom (Metals & Mining)
CHEM(27): 1.53% Top=CF TROX FMC WLK CC DOW HUN PX ….. GRA MOS PPG RPM AXTA MON SHW VSM=Bottom (Chemicals/Fertilizers)
RETA(58): 1.22% Top=BZUN RH ETSY ANF SHLD DSW LB GPS ….. JWN W AMZN CVS BABA WBA SBH COST=Bottom (Retail & Specialty Retail)
MANU(36): 0.91% Top=MRC DDD CFX FLS DOV PNR XYL EMR ….. GE MWA IR HON AME DHR CMI PH=Bottom (Manufacturing)
COHW(37): 0.73% Top=VIAV ACIA FNSR TDS BBRY ANET SSYS ARRS ….. ZAYO CDW VRSN LVLT CTL MSI INFN UBNT=Bottom (Computer Hardware/Telecom)
COSW(82): 0.53% Top=SHOP NTNX DATA SYNT FEYE PFPT IAC TTWO ….. WUBA SQ FIS MANH AKAM IBM TWLO ZEN=Bottom (Computer Software/Internet)
REAL(103): 0.50% Top=SRC RLGY MGP VER CBG OUT HR KRG ….. CXP TCO SC UNIT AMH STOR PEI MFA=Bottom (Real Estate)
TRAN(24): 0.49% Top=XPO CNI KSU CP GWR CSX TRN WAB ….. SWFT UAL EXPD DAL LUV JBLU ODFL ALK=Bottom (Transportation)
CONS(54): 0.44% Top=FOSL RL HBI TPX PKG BC KS SEE ….. CL SPB CHD TRVG NKE ENR WWW COTY=Bottom (Consumer)
MATE(25): 0.43% Top=OC MDR DAR RYN SRCL WY EXP TPH ….. RSG CAA TOL MLM VMC PWR SUM FLR=Bottom (Materials & Construction)
ELEC(48): 0.41% Top=PI CSIQ OCLR AYI SPWR BRKR ICHR HIMX ….. JBL SIMO LRCX QRVO CRUS AMKR FIT XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 0.39% Top=SHAK QSR GPRO JACK DPZ H MGM RCL ….. EXPE EAT MLCO YUMC BLMN DNKN WYNN SEAS=Bottom (Leisure)
HEAL(48): 0.19% Top=DXCM PRXL PKI MOH THC CNC CYH WST ….. UHS DVA ZBH ESRX MD ACHC ALGN VWR=Bottom (Health)
DISV(47): 0.13% Top=ILG RRD ATHN MYGN VRSK FLT CXW TRU ….. MCO TAL JEC MMS WTW RBA AMN AL=Bottom (Diversified Services)
INSU(30): 0.06% Top=AGO MBI FNF FAF AON WLTW PGR AJG ….. ALL MET PRU UNM AIZ RDN CNO MTG=Bottom (Insurance)
FINA(89): -0.31% Top=KKR TD BMO APO CLNS EFX PYPL PVTB ….. BBT CMA CFG PB USB 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 1:55 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: