daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:11 am ET
by daytrend on 20170509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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

COMPARED TO YESTERDAY’S RANGE (20170509 10:11 am ET)
20.9% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
16.7% are below yesterday’s low.
62.3% are inside yesterday’s range.
36.6% of stocks with today’s high > yesterday’s high. (63.4% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20170509 10:11 am ET)
47.7% of stocks are above today’s open. (51.3% are below).
43.8% of stocks are above today’s open and yesterday’s close.
43.7% 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 10:11 am ET)
9.5% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
48.0% are in the top half. 52.0% of stocks are in the bottom half of today’s range.
27.1% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN (20170509 10:11 am ET)
52.3% of stocks are above yesterday’s close. (47.7% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.2% are down 3.5% or more.
74.4% are between +1% and -1%.

RSI on DAILY (20170509 10:11 am ET)
2-day: >=95:8.3%…>=90:13.7%…>=80:23.3%…>=50:54.4%…<=20:15.7%…<=10:6.3%…<=5:4.1%…
9-day: >=95:0.3%…>=90:1.0%…>=80:7.4%…>=50:56.0%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.4%…>=50:56.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 10:11 am ET)
20.9% above previous 1 highs, 16.7% below previous 1 lows
16.7% above previous 2 highs, 8.7% below previous 2 lows
13.1% above previous 3 highs, 5.0% below previous 3 lows
11.7% above previous 4 highs, 4.4% below previous 4 lows
10.2% above previous 5 highs, 4.0% below previous 5 lows
9.7% above previous 6 highs, 3.6% below previous 6 lows
8.7% above previous 7 highs, 3.6% below previous 7 lows
7.8% above previous 8 highs, 3.3% below previous 8 lows
6.7% above previous 9 highs, 3.1% below previous 9 lows
6.5% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 10:11 am ET)
52.3% are above or equal to 5/8 close (1 days ago), 47.7% are below.
44.4% are above or equal to 5/5 close (2 days ago), 55.6% are below.
66.9% are above or equal to 5/4 close (3 days ago), 33.1% are below.
59.8% are above or equal to 5/3 close (4 days ago), 40.2% are below.
53.6% are above or equal to 5/2 close (5 days ago), 46.4% are below.
54.5% are above or equal to 5/1 close (6 days ago), 45.5% are below.
54.5% are above or equal to 4/28 close (7 days ago), 45.5% are below.
45.5% are above or equal to 4/27 close (8 days ago), 54.5% are below.
45.1% are above or equal to 4/26 close (9 days ago), 54.9% are below.
45.7% are above or equal to 4/25 close (10 days ago), 54.3% are below.
52.0% are above or equal to 4/24 close (11 days ago), 48.0% 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.
62.6% are above or equal to 4/19 close (14 days ago), 37.4% are below.
61.2% are above or equal to 4/18 close (15 days ago), 38.8% are below.
60.7% are above or equal to 4/17 close (16 days ago), 39.3% are below.
66.7% are above or equal to 4/13 close (17 days ago), 33.3% are below.
61.2% are above or equal to 4/12 close (18 days ago), 38.8% are below.
56.9% are above or equal to 4/11 close (19 days ago), 43.1% are below.
58.1% are above or equal to 4/10 close (20 days ago), 41.9% are below.
59.1% are above or equal to 4/7 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 10:11 am ET)
20d: 8.8% new highs, 3.5% new lows
21d: 8.8% new highs, 3.5% new lows
42d: 7.2% new highs, 2.8% new lows
63d: 6.4% new highs, 2.4% new lows
126d: 5.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 10:11 am ET)
2-day: 51.4% above, 48.6% below
3-day: 45.8% above, 54.2% below
4-day: 58.0% above, 42.0% below
5-day: 59.3% above, 40.7% below
8-day: 56.2% above, 43.8% below
10-day: 51.5% above, 48.5% below
20-day: 57.1% above, 42.9% below
50-day: 55.6% above, 44.4% below
200-day: 65.6% above, 34.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 10:11 am ET)
LEIS(37): 0.96% Top=MAR HLT H ARMK LQ WYNN RRR HGV ….. SIX TXRH SBUX YUM STAY GPRO JACK SEAS=Bottom (Leisure)
RETA(58): 0.80% Top=W BZUN TLRD RH SBH BABA KORS LB ….. AAP PAG LL BLDR GNC KMX AN PIR=Bottom (Retail & Specialty Retail)
ELEC(48): 0.65% Top=OCLR PI ON ADI AMD AMKR MSCC IDTI ….. TRMB ICHR HIMX FTV CSIQ FSLR SPWR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(89): 0.46% Top=CBOE JNS BOFI WDR SIVB BAC BEN LM ….. SYF AMG EFX OMF ARCC TD BMO TWNK=Bottom (Banks/Financials)
MATE(25): 0.41% Top=USG TPH KBH CAA DHI SRCL LEN TOL ….. VMC MDR WY WM DAR WCN FLR PWR=Bottom (Materials & Construction)
HEAL(48): 0.41% Top=BKD MZOR IRWD STE CYH TMO IART WCG ….. HLS THC CNC WST BDX RMD DXCM XRAY=Bottom (Health)
TRAN(24): 0.40% Top=UAL AAL DAL JBLU LUV NSC KSU CSX ….. EXPD CP CHRW UPS SWFT WAB NAT SAVE=Bottom (Transportation)
COSW(81): 0.30% Top=BIDU BITA VIPS SINA SNAP NTES ADSK SHOP ….. NCR PFPT YELP CSRA TRI DOX FEYE TWLO=Bottom (Computer Software/Internet)
COHW(37): 0.30% Top=VG ACIA FNSR UBNT CIEN ANET PANW NTAP ….. VIAV GOGO TMUS BCE TDS VZ T SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): 0.18% Top=YY ZTO AMN MYGN TAL ACM ILG MMS ….. VNTV CXW FLT RRD LDOS KBR AL CAR=Bottom (Diversified Services)
MANU(35): 0.06% Top=PNR DE MWA AGCO CAT CMI TTC TEX ….. CFX FLS BWXT ATI EMR RS MRC DDD=Bottom (Manufacturing)
CONS(52): -0.07% Top=FOSL UAA ELF BC COH RL VFC SKX ….. WRK AVY EPC BMS SON SPB ENR SEE=Bottom (Consumer)
CHEM(28): -0.16% Top=TROX CC ASH HUN MOS CE SHW VSM ….. AGU SMG POT ALB DD OLN PAH IFF=Bottom (Chemicals/Fertilizers)
REAL(104): -0.54% Top=HST LHO GGP PEB VER WPG SHO DRH ….. TWO STOR UNIT RLJ O OUT NNN CIM=Bottom (Real Estate)
META(27): -0.66% Top=FCX TX CLF CCJ TECK CMC SCCO AA ….. AG CDE PAAS AEM SSRI CNX SLCA AGI=Bottom (Metals & Mining)
INSU(30): -0.68% Top=RDN MTG AON XL HIG AIZ LNC WLTW ….. CLGX AFL MBI FNF ORI FAF AGO AFSI=Bottom (Insurance)
ENER(89): -1.12% Top=ATW GPOR TSO VLO CVI HFC DK VVV ….. BAS SM KOS OAS CRZO 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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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