daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 12:36 pm

Market Stats at 1:36 pm 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 1:36 pm ET)
20.1% of stocks are above yesterday’s high.
44.7% are above yesterday’s midpoint. (55.3% are below.)
25.1% are below yesterday’s low.
54.8% are inside yesterday’s range.
46.0% of stocks with today’s high > yesterday’s high. (54.0% less than).
44.7% of stocks with today’s low < yesterday’s low. (55.3% greater than).

EVIDENCE OF INTRADAY TREND (20170509 1:36 pm ET)
42.3% of stocks are above today’s open. (56.6% are below).
39.8% of stocks are above today’s open and yesterday’s close.
50.6% 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 1:36 pm ET)
7.0% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
40.7% are in the top half. 59.3% of stocks are in the bottom half of today’s range.
33.5% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20170509 1:36 pm ET)
47.0% of stocks are above yesterday’s close. (53.0% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
2.6% are up 3.5% or more. 1.5% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20170509 1:36 pm ET)
2-day: >=95:7.7%…>=90:13.1%…>=80:22.2%…>=50:49.1%…<=20:20.3%…<=10:8.4%…<=5:3.8%…
9-day: >=95:0.2%…>=90:1.2%…>=80:7.0%…>=50:54.2%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.3%…>=50:55.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 1:36 pm ET)
20.1% above previous 1 highs, 25.1% below previous 1 lows
16.6% above previous 2 highs, 15.2% below previous 2 lows
14.8% above previous 3 highs, 9.5% below previous 3 lows
12.8% above previous 4 highs, 8.3% below previous 4 lows
11.6% above previous 5 highs, 7.7% below previous 5 lows
10.1% above previous 6 highs, 7.3% below previous 6 lows
9.3% above previous 7 highs, 6.9% below previous 7 lows
8.3% above previous 8 highs, 6.2% below previous 8 lows
7.8% above previous 9 highs, 5.9% below previous 9 lows
7.1% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 1:36 pm ET)
47.0% are above or equal to 5/8 close (1 days ago), 53.0% are below.
40.7% are above or equal to 5/5 close (2 days ago), 59.3% are below.
61.6% are above or equal to 5/4 close (3 days ago), 38.4% are below.
56.5% are above or equal to 5/3 close (4 days ago), 43.5% are below.
52.3% are above or equal to 5/2 close (5 days ago), 47.7% are below.
51.4% are above or equal to 5/1 close (6 days ago), 48.6% are below.
52.3% are above or equal to 4/28 close (7 days ago), 47.7% are below.
43.4% are above or equal to 4/27 close (8 days ago), 56.6% are below.
43.5% are above or equal to 4/26 close (9 days ago), 56.5% are below.
44.7% are above or equal to 4/25 close (10 days ago), 55.3% are below.
49.4% are above or equal to 4/24 close (11 days ago), 50.6% are below.
58.1% are above or equal to 4/21 close (12 days ago), 41.9% are below.
55.1% are above or equal to 4/20 close (13 days ago), 44.9% are below.
61.2% are above or equal to 4/19 close (14 days ago), 38.8% are below.
61.0% are above or equal to 4/18 close (15 days ago), 39.0% are below.
60.0% are above or equal to 4/17 close (16 days ago), 40.0% are below.
65.7% are above or equal to 4/13 close (17 days ago), 34.3% are below.
60.2% are above or equal to 4/12 close (18 days ago), 39.8% are below.
55.8% are above or equal to 4/11 close (19 days ago), 44.2% are below.
56.5% are above or equal to 4/10 close (20 days ago), 43.5% are below.
57.4% are above or equal to 4/7 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 1:36 pm ET)
20d: 11.7% new highs, 5.9% new lows
21d: 11.7% new highs, 5.8% new lows
42d: 9.4% new highs, 4.3% new lows
63d: 8.3% new highs, 3.6% new lows
126d: 7.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 1:36 pm ET)
2-day: 45.9% above, 54.1% below
3-day: 41.2% above, 58.8% below
4-day: 51.6% above, 48.4% below
5-day: 53.5% above, 46.5% below
8-day: 52.8% above, 47.2% below
10-day: 50.2% above, 49.8% below
20-day: 56.3% above, 43.7% below
50-day: 55.5% above, 44.5% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 1:36 pm ET)
RETA(58): 1.28% Top=W BZUN TLRD SBH BABA MELI DKS TGT ….. URBN PAG PIR AAP AN AEO LL BLDR=Bottom (Retail & Specialty Retail)
LEIS(37): 1.23% Top=MAR SEAS EAT HLT WYNN SONC ARMK HGV ….. EXPE MCD SBUX STAY YUM GPRO SIX JACK=Bottom (Leisure)
ELEC(48): 0.90% Top=OCLR ON ADI CREE AYI MRVL AMKR CY ….. HIMX SPWR INTC FTV XPER TRMB JBL FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.63% Top=UAL AAL NAT JBLU DAL LUV NSC GWR ….. FDX CNI EXPD CHRW SWFT WAB UPS SAVE=Bottom (Transportation)
MATE(25): 0.49% Top=USG PHM TOL TPH KBH CAA DHI EXP ….. DAR VMC MDR SUM WY WCN WM FAST=Bottom (Materials & Construction)
COHW(37): 0.46% Top=FNSR ACIA INFN VG UBNT ARRS MSI CTL ….. HPQ VZ CCI T TMUS BCE CSCO WDC=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.43% Top=IRWD MZOR BKD CYH OPK IART UHS WCG ….. ACHC MOH DXCM NUVA BDX THC RMD XRAY=Bottom (Health)
DISV(48): 0.33% Top=ACM YY ZTO HRB MYGN MMS ATHN ILG ….. SCI RRD FLT LDOS CAR SBAC AL CXW=Bottom (Diversified Services)
COSW(81): 0.20% Top=VIPS SHOP BITA BIDU TTD SINA SNAP ADSK ….. TRI FEYE CSRA FTNT PFPT YELP TWLO NTNX=Bottom (Computer Software/Internet)
CONS(52): 0.11% Top=FOSL UAA HBI RL BC ELF COH NWL ….. AVY BMS SON SPB CSL WRK ENR SEE=Bottom (Consumer)
FINA(89): 0.09% Top=WDR CBOE APO EV JNS OMF LM SLM ….. NAVI TD ATH PNC EFX CFR BMO ARCC=Bottom (Banks/Financials)
CHEM(28): -0.15% Top=TROX HUN CC CE RPM ASH SHW AXTA ….. PPG DOW PAH EMN CF DD OLN IFF=Bottom (Chemicals/Fertilizers)
MANU(35): -0.18% Top=PNR MWA CMI ROP DE AME AGCO DOV ….. GE FLS TEX XYL KMT RS MRC ATI=Bottom (Manufacturing)
INSU(30): -0.56% Top=MTG AON RDN LNC XL HIG CNO MBI ….. L CLGX WLTW CINF FAF ORI FNF AFSI=Bottom (Insurance)
META(27): -0.84% Top=TX FCX SCCO RGLD CCJ NEM FNV SLCA ….. SLW CLF NUE CENX AG X CNX AGI=Bottom (Metals & Mining)
REAL(104): -1.01% Top=BRX DDR GGP RPT VER DLR WRI KIM ….. TWO GEO STOR UNIT OUT RLJ FCH CIM=Bottom (Real Estate)
ENER(89): -1.54% Top=GPOR TSO VVV VLO PDCE PBF HFC NBR ….. ECA SPN HK PAA OAS KOS 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 1:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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