daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:56 am ET
by daytrend on 20170509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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 (20170509 9:56 am ET)
18.5% of stocks are above yesterday’s high.
46.7% are above yesterday’s midpoint. (53.3% are below.)
14.2% are below yesterday’s low.
67.3% are inside yesterday’s range.
33.8% of stocks with today’s high > yesterday’s high. (66.2% less than).
28.1% of stocks with today’s low < yesterday’s low. (71.9% greater than).

EVIDENCE OF INTRADAY TREND (20170509 9:56 am ET)
45.7% of stocks are above today’s open. (52.9% are below).
41.4% of stocks are above today’s open and yesterday’s close.
43.5% are below both.
10.8% of stocks opened above yesterday’s high.
63.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170509 9:56 am ET)
9.4% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
29.1% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN (20170509 9:56 am ET)
52.2% of stocks are above yesterday’s close. (47.8% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 0.9% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY (20170509 9:56 am ET)
2-day: >=95:7.4%…>=90:12.2%…>=80:20.9%…>=50:52.8%…<=20:14.0%…<=10:5.8%…<=5:3.6%…
9-day: >=95:0.3%…>=90:1.0%…>=80:6.4%…>=50:55.8%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:2.9%…>=50:56.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 9:56 am ET)
18.5% above previous 1 highs, 14.2% below previous 1 lows
15.0% above previous 2 highs, 7.4% below previous 2 lows
11.9% above previous 3 highs, 4.5% below previous 3 lows
10.6% above previous 4 highs, 3.8% below previous 4 lows
9.3% above previous 5 highs, 3.7% below previous 5 lows
8.4% above previous 6 highs, 3.6% below previous 6 lows
7.7% above previous 7 highs, 3.6% below previous 7 lows
6.5% above previous 8 highs, 3.4% below previous 8 lows
5.7% above previous 9 highs, 3.4% below previous 9 lows
5.2% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 9:56 am ET)
52.2% are above or equal to 5/8 close (1 days ago), 47.8% are below.
41.6% are above or equal to 5/5 close (2 days ago), 58.4% are below.
67.0% are above or equal to 5/4 close (3 days ago), 33.0% are below.
59.0% are above or equal to 5/3 close (4 days ago), 41.0% are below.
52.7% are above or equal to 5/2 close (5 days ago), 47.3% are below.
53.5% are above or equal to 5/1 close (6 days ago), 46.5% are below.
54.1% are above or equal to 4/28 close (7 days ago), 45.9% are below.
45.0% are above or equal to 4/27 close (8 days ago), 55.0% are below.
44.5% are above or equal to 4/26 close (9 days ago), 55.5% are below.
45.2% are above or equal to 4/25 close (10 days ago), 54.8% are below.
51.4% are above or equal to 4/24 close (11 days ago), 48.6% are below.
59.2% are above or equal to 4/21 close (12 days ago), 40.8% are below.
56.6% are above or equal to 4/20 close (13 days ago), 43.4% are below.
62.4% are above or equal to 4/19 close (14 days ago), 37.6% are below.
61.2% are above or equal to 4/18 close (15 days ago), 38.8% are below.
60.9% are above or equal to 4/17 close (16 days ago), 39.1% are below.
66.9% are above or equal to 4/13 close (17 days ago), 33.1% are below.
61.3% are above or equal to 4/12 close (18 days ago), 38.7% are below.
56.4% are above or equal to 4/11 close (19 days ago), 43.6% are below.
58.3% are above or equal to 4/10 close (20 days ago), 41.7% are below.
59.2% are above or equal to 4/7 close (21 days ago), 40.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 9:56 am ET)
20d: 7.6% new highs, 3.4% new lows
21d: 7.6% new highs, 3.4% new lows
42d: 6.6% new highs, 2.6% new lows
63d: 5.8% new highs, 2.3% new lows
126d: 5.3% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 9:56 am ET)
2-day: 50.9% above, 49.1% below
3-day: 43.8% above, 56.2% below
4-day: 56.4% above, 43.6% below
5-day: 57.9% above, 42.1% below
8-day: 56.2% above, 43.8% below
10-day: 51.3% above, 48.7% below
20-day: 57.6% above, 42.4% below
50-day: 56.0% above, 44.0% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 9:56 am ET)
RETA(58): 0.72% Top=W BZUN RH TLRD SBH ANF BABA GPS ….. URBN LL AEO GME KMX AN BLDR PIR=Bottom (Retail & Specialty Retail)
LEIS(37): 0.64% Top=MAR HLT H LQ ARMK WYN HGV MLCO ….. YUM STAY DPZ SBUX DNKN GPRO JACK SEAS=Bottom (Leisure)
ELEC(48): 0.51% Top=ON AMD AMKR ADI IDTI OCLR CRUS CGNX ….. TEL FTV TRMB XLNX FSLR CSIQ SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 0.45% Top=CBOE JNS BOFI WETF ISBC SIVB PB WAL ….. TD ARCC BX VOYA AMG OMF EFX TWNK=Bottom (Banks/Financials)
HEAL(48): 0.42% Top=BKD MZOR CYH IRWD STE TMO WCG MD ….. UNH HLS WST CNC RMD BDX DXCM XRAY=Bottom (Health)
TRAN(24): 0.32% Top=UAL AAL DAL JBLU LUV NSC CSX UNP ….. FDX CP CHRW SWFT UPS WAB NAT SAVE=Bottom (Transportation)
MATE(25): 0.24% Top=USG TPH KBH PHM DHI SRCL TOL LEN ….. WM MDR VMC WY DAR FLR SUM PWR=Bottom (Materials & Construction)
COSW(81): 0.19% Top=BITA SINA SNAP SHOP NTES BIDU VIPS ADSK ….. VEEV CSRA NCR DOX FEYE PFPT ZEN TWLO=Bottom (Computer Software/Internet)
COHW(37): 0.08% Top=VG ACIA FNSR CDW ANET UBNT NTAP CIEN ….. HPQ CCI TDC HRS VZ T VIAV SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): 0.06% Top=YY ZTO AMN TAL ACM MYGN ATHN HRB ….. G LDOS AL RRD JEC KBR WTW CAR=Bottom (Diversified Services)
MANU(35): -0.01% Top=PNR DE MWA CAT CMI AME TTC SNA ….. DCI BWXT RS ITT DOV FLS MRC DDD=Bottom (Manufacturing)
CHEM(28): -0.06% Top=TROX CC ASH MOS WLK DOW HUN PX ….. EMN CF CE FMC OLN SMG ALB IFF=Bottom (Chemicals/Fertilizers)
CONS(52): -0.12% Top=FOSL UAA BC ELF SKX VFC RL COH ….. CCK MAT AVY ENR WRK SON TPX SEE=Bottom (Consumer)
INSU(30): -0.44% Top=RDN AON MTG XL HIG AIZ AJG MMC ….. MBI FNF AFL ORI CLGX FAF AGO AFSI=Bottom (Insurance)
REAL(104): -0.52% Top=HST LHO HTA WPG DLR BRX VER SHO ….. SKT NNN IVR TWO FCH RLJ OUT CIM=Bottom (Real Estate)
META(27): -0.56% Top=CLF FCX TX TECK CMC CCJ SCCO CENX ….. CNX AEM SSRI CDE PAAS AGI SLCA AG=Bottom (Metals & Mining)
ENER(89): -1.02% Top=ATW TSO GPOR VLO VVV HFC CVI CRC ….. SM WLL CRZO HK OAS PAA PAGP SN=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 9:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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