daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 9:43 am

Market Stats at 10:43 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 10:43 am ET)
17.9% of stocks are above yesterday’s high.
47.2% are above yesterday’s midpoint. (52.8% are below.)
19.9% are below yesterday’s low.
62.2% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
36.0% of stocks with today’s low < yesterday’s low. (64.0% greater than).

EVIDENCE OF INTRADAY TREND (20170509 10:43 am ET)
41.5% of stocks are above today’s open. (57.3% are below).
37.4% of stocks are above today’s open and yesterday’s close.
48.1% 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 10:43 am ET)
5.8% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
29.8% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20170509 10:43 am ET)
47.8% of stocks are above yesterday’s close. (52.2% are below.)
0.6% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 1.0% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170509 10:43 am ET)
2-day: >=95:7.3%…>=90:11.6%…>=80:20.8%…>=50:51.3%…<=20:17.8%…<=10:7.1%…<=5:3.6%…
9-day: >=95:0.2%…>=90:0.9%…>=80:6.6%…>=50:54.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.3%…>=50:55.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 10:43 am ET)
17.9% above previous 1 highs, 19.9% below previous 1 lows
14.7% above previous 2 highs, 11.5% below previous 2 lows
12.4% above previous 3 highs, 6.6% below previous 3 lows
10.8% above previous 4 highs, 6.2% below previous 4 lows
9.7% above previous 5 highs, 5.7% below previous 5 lows
8.8% above previous 6 highs, 5.1% below previous 6 lows
8.0% above previous 7 highs, 5.0% below previous 7 lows
7.4% above previous 8 highs, 4.4% below previous 8 lows
6.5% above previous 9 highs, 4.2% below previous 9 lows
6.2% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 10:43 am ET)
47.8% are above or equal to 5/8 close (1 days ago), 52.2% are below.
43.1% are above or equal to 5/5 close (2 days ago), 56.9% are below.
63.0% are above or equal to 5/4 close (3 days ago), 37.0% are below.
58.1% are above or equal to 5/3 close (4 days ago), 41.9% are below.
52.4% are above or equal to 5/2 close (5 days ago), 47.6% are below.
52.4% are above or equal to 5/1 close (6 days ago), 47.6% are below.
53.8% are above or equal to 4/28 close (7 days ago), 46.2% are below.
45.3% are above or equal to 4/27 close (8 days ago), 54.7% are below.
44.1% are above or equal to 4/26 close (9 days ago), 55.9% are below.
45.2% are above or equal to 4/25 close (10 days ago), 54.8% are below.
51.0% are above or equal to 4/24 close (11 days ago), 49.0% are below.
58.1% are above or equal to 4/21 close (12 days ago), 41.9% are below.
56.0% are above or equal to 4/20 close (13 days ago), 44.0% are below.
62.0% are above or equal to 4/19 close (14 days ago), 38.0% are below.
61.4% are above or equal to 4/18 close (15 days ago), 38.6% are below.
60.0% are above or equal to 4/17 close (16 days ago), 40.0% are below.
66.3% are above or equal to 4/13 close (17 days ago), 33.7% are below.
60.3% are above or equal to 4/12 close (18 days ago), 39.7% are below.
55.8% are above or equal to 4/11 close (19 days ago), 44.2% are below.
56.7% are above or equal to 4/10 close (20 days ago), 43.3% are below.
57.7% are above or equal to 4/7 close (21 days ago), 42.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 10:43 am ET)
20d: 9.5% new highs, 4.2% new lows
21d: 9.5% new highs, 4.2% new lows
42d: 7.9% new highs, 3.5% new lows
63d: 7.0% new highs, 2.9% new lows
126d: 6.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 10:43 am ET)
2-day: 45.9% above, 54.1% below
3-day: 42.2% above, 57.8% below
4-day: 52.8% above, 47.2% below
5-day: 56.0% above, 44.0% below
8-day: 54.7% above, 45.3% below
10-day: 51.7% above, 48.3% below
20-day: 56.0% above, 44.0% below
50-day: 55.3% above, 44.7% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 10:43 am ET)
LEIS(37): 0.95% Top=MAR HLT H WYNN LQ HGV ARMK CMG ….. DRI SEAS EXPE SHAK STAY TXRH GPRO JACK=Bottom (Leisure)
RETA(58): 0.95% Top=W BZUN TLRD MELI SBH RH BABA LB ….. TSCO PAG KMX AN LL AAP PIR BLDR=Bottom (Retail & Specialty Retail)
ELEC(48): 0.55% Top=ON PI AMD ADI OCLR AMKR QRVO AYI ….. XLNX ICHR JBL TEL FTV TRMB XPER FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): 0.42% Top=BKD MZOR IRWD STE CYH TMO ALGN UHS ….. THC WST ACHC MOH BDX RMD DXCM XRAY=Bottom (Health)
TRAN(24): 0.39% Top=UAL AAL NAT DAL JBLU LUV NSC KSU ….. UPS CHRW CP GWR CNI SWFT WAB SAVE=Bottom (Transportation)
MATE(25): 0.25% Top=USG PHM TPH DHI CAA TOL KBH LEN ….. VMC WY WM DAR PWR FLR WCN SUM=Bottom (Materials & Construction)
DISV(48): 0.22% Top=YY ZTO MYGN MMS HRB ATHN AMN ULTA ….. SCI BAH LDOS JEC CAR CXW AL KBR=Bottom (Diversified Services)
COSW(81): 0.18% Top=VIPS BITA BIDU SINA SHOP TTD WUBA NTES ….. ZEN FEYE TRI NCR HPE FTNT TWLO YELP=Bottom (Computer Software/Internet)
FINA(89): 0.08% Top=CBOE JNS WDR APO EV LM LAZ BOFI ….. EFX WBS AMG NAVI TD BMO ARCC TWNK=Bottom (Banks/Financials)
COHW(37): 0.06% Top=FNSR ACIA VG ARRS AAPL CIEN ANET INFN ….. TMUS STX TDC WDC BCE VIAV SSYS GOGO=Bottom (Computer Hardware/Telecom)
CONS(52): -0.11% Top=UAA FOSL RL ELF BC SKX COH HBI ….. SON WRK TPX AVY BMS SPB ENR SEE=Bottom (Consumer)
MANU(35): -0.15% Top=PNR MWA DE AGCO AME TTC CMI ROP ….. ITW CFX ITT RS FLS ATI MRC DDD=Bottom (Manufacturing)
CHEM(28): -0.43% Top=TROX CC ASH MON CE HUN VSM SHW ….. EMN DD PAH AGU SMG POT OLN IFF=Bottom (Chemicals/Fertilizers)
REAL(104): -0.47% Top=WPG VER BRX HST LHO GGP HTA RPT ….. UNIT GEO CYS TWO FCH OUT RLJ CIM=Bottom (Real Estate)
ENER(89): -0.66% Top=GPOR TSO CVI ATW DO VLO EOG MPLX ….. HP SPN ECA CRZO KOS PAA PAGP SN=Bottom (Energy)
META(27): -0.70% Top=TX FCX CCJ TECK CLF SCCO AA CMC ….. GG CDE SLW SSRI AG AEM SLCA AGI=Bottom (Metals & Mining)
INSU(30): -0.84% Top=AON RDN XL WLTW MTG HIG AIZ PGR ….. MET FNF CINF ORI AGO UNM FAF AFSI=Bottom (Insurance)

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 10:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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