daytrend

05/09/2017

Filed under: Market Stats — daytrend @ 12:56 pm

Market Stats at 1:56 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 1:56 pm ET)
22.9% of stocks are above yesterday’s high.
48.1% are above yesterday’s midpoint. (51.9% are below.)
23.6% are below yesterday’s low.
53.5% are inside yesterday’s range.
46.5% of stocks with today’s high > yesterday’s high. (53.5% less than).
44.8% of stocks with today’s low < yesterday’s low. (55.2% greater than).

EVIDENCE OF INTRADAY TREND (20170509 1:56 pm ET)
45.8% of stocks are above today’s open. (53.4% are below).
43.1% of stocks are above today’s open and yesterday’s close.
46.5% 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 1:56 pm ET)
11.7% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
46.7% are in the top half. 53.3% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20170509 1:56 pm ET)
50.8% of stocks are above yesterday’s close. (49.2% are below.)
1.3% are up 4.5% or more. 1.0% are down 4.5% or more.
2.7% are up 3.5% or more. 1.4% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20170509 1:56 pm ET)
2-day: >=95:8.4%…>=90:14.7%…>=80:24.7%…>=50:51.9%…<=20:20.2%…<=10:8.0%…<=5:3.7%…
9-day: >=95:0.2%…>=90:1.2%…>=80:7.4%…>=50:55.9%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.4%…>=50:56.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170509 1:56 pm ET)
22.9% above previous 1 highs, 23.6% below previous 1 lows
19.2% above previous 2 highs, 15.1% below previous 2 lows
16.6% above previous 3 highs, 9.5% below previous 3 lows
14.1% above previous 4 highs, 8.3% below previous 4 lows
12.9% above previous 5 highs, 7.6% below previous 5 lows
11.5% above previous 6 highs, 7.4% below previous 6 lows
10.1% above previous 7 highs, 7.0% below previous 7 lows
9.1% above previous 8 highs, 6.3% below previous 8 lows
8.4% above previous 9 highs, 6.2% below previous 9 lows
7.7% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170509 1:56 pm ET)
50.8% are above or equal to 5/8 close (1 days ago), 49.2% are below.
45.5% are above or equal to 5/5 close (2 days ago), 54.5% are below.
64.1% are above or equal to 5/4 close (3 days ago), 35.9% are below.
57.8% are above or equal to 5/3 close (4 days ago), 42.2% are below.
53.1% are above or equal to 5/2 close (5 days ago), 46.9% are below.
53.5% are above or equal to 5/1 close (6 days ago), 46.5% are below.
53.3% are above or equal to 4/28 close (7 days ago), 46.7% are below.
44.9% are above or equal to 4/27 close (8 days ago), 55.1% are below.
44.2% are above or equal to 4/26 close (9 days ago), 55.8% are below.
46.2% are above or equal to 4/25 close (10 days ago), 53.8% are below.
51.0% are above or equal to 4/24 close (11 days ago), 49.0% are below.
59.4% are above or equal to 4/21 close (12 days ago), 40.6% 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.
61.5% are above or equal to 4/18 close (15 days ago), 38.5% are below.
60.7% are above or equal to 4/17 close (16 days ago), 39.3% are below.
66.3% are above or equal to 4/13 close (17 days ago), 33.7% 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.
56.5% are above or equal to 4/10 close (20 days ago), 43.5% are below.
58.0% are above or equal to 4/7 close (21 days ago), 42.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170509 1:56 pm ET)
20d: 11.9% new highs, 5.9% new lows
21d: 11.9% new highs, 5.8% new lows
42d: 9.5% new highs, 4.3% new lows
63d: 8.4% new highs, 3.6% new lows
126d: 7.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170509 1:56 pm ET)
2-day: 49.5% above, 50.5% below
3-day: 45.7% above, 54.3% below
4-day: 55.0% above, 45.0% below
5-day: 57.0% above, 43.0% below
8-day: 54.9% above, 45.1% below
10-day: 52.8% above, 47.2% below
20-day: 57.4% above, 42.6% below
50-day: 56.2% above, 43.8% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170509 1:56 pm ET)
RETA(58): 1.33% Top=W BZUN TLRD SBH M BABA KSS DKS ….. SFM PAG AAP PIR AN AEO LL BLDR=Bottom (Retail & Specialty Retail)
LEIS(37): 1.30% Top=MAR SEAS HLT EAT SONC WYNN ARMK BLMN ….. EXPE MCD SBUX STAY YUM GPRO SIX JACK=Bottom (Leisure)
ELEC(48): 1.02% Top=ON OCLR ADI CREE CY AMKR PI MRVL ….. TXN GLW XPER INTC FTV TRMB JBL FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.74% Top=NAT UAL AAL JBLU DAL LUV GWR XPO ….. FDX CNI EXPD CHRW SWFT WAB UPS SAVE=Bottom (Transportation)
MATE(25): 0.64% Top=USG PHM TPH TOL KBH CAA DHI OC ….. VMC DAR RSG WY SUM FAST WM WCN=Bottom (Materials & Construction)
COHW(37): 0.58% Top=FNSR ACIA VG INFN ARRS UBNT CIEN COMM ….. HPQ VZ CCI T BCE CSCO TMUS WDC=Bottom (Computer Hardware/Telecom)
DISV(48): 0.43% Top=ACM YY ZTO HRB MYGN MMS ATHN ILG ….. LDOS INFO CAR RRD FLT SBAC CXW AL=Bottom (Diversified Services)
HEAL(48): 0.38% Top=IRWD BKD MZOR CYH OPK IART UHS ZBH ….. ANTM ACHC DXCM NUVA BDX THC RMD XRAY=Bottom (Health)
COSW(81): 0.31% Top=VIPS BITA BIDU SHOP SNAP SINA TTD SQ ….. COUP FEYE CSRA FTNT PFPT YELP TWLO NTNX=Bottom (Computer Software/Internet)
FINA(89): 0.23% Top=WDR CBOE OMF APO JNS EV LM SLM ….. TD PNC TWNK ATH EFX BMO CFR ARCC=Bottom (Banks/Financials)
CONS(52): 0.21% Top=FOSL UAA HBI RL BC ELF NWL COH ….. SPB SON BMS AVY CSL ENR WRK SEE=Bottom (Consumer)
CHEM(28): 0.02% Top=TROX HUN CC CE ASH SHW WLK AXTA ….. APD DOW PPG EMN CF DD OLN IFF=Bottom (Chemicals/Fertilizers)
MANU(35): -0.05% Top=PNR MWA CMI DE ROP DOV AGCO ROK ….. GE FLS TEX XYL KMT MRC RS ATI=Bottom (Manufacturing)
INSU(30): -0.45% Top=MTG AON RDN LNC XL CNO HIG MBI ….. MET WLTW CLGX CINF FAF ORI FNF AFSI=Bottom (Insurance)
META(27): -0.75% Top=TX FCX SLCA SCCO CCJ RGLD NEM FNV ….. AA CENX NUE SLW CNX AG X AGI=Bottom (Metals & Mining)
REAL(104): -1.06% Top=BRX DDR VER GGP SC DLR RPT AKR ….. TWO GEO STOR UNIT OUT RLJ FCH CIM=Bottom (Real Estate)
ENER(89): -1.14% Top=GPOR TSO VLO PBF PDCE COG ATW VVV ….. CRZO 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 1:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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