daytrend

05/10/2017

Filed under: Market Stats — daytrend @ 10:24 am

Market Stats at 11:23 am ET
by daytrend on 20170510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170510 11:23 am ET)
28.9% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
12.4% are below yesterday’s low.
58.7% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND (20170510 11:23 am ET)
66.9% of stocks are above today’s open. (31.4% are below).
57.4% of stocks are above today’s open and yesterday’s close.
25.7% are below both.
10.1% of stocks opened above yesterday’s high.
42.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
9.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170510 11:23 am ET)
14.0% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170510 11:23 am ET)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
2.3% are up 4.5% or more. 0.8% are down 4.5% or more.
3.6% are up 3.5% or more. 1.0% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY (20170510 11:23 am ET)
2-day: >=95:8.7%…>=90:15.3%…>=80:29.7%…>=50:63.0%…<=20:13.1%…<=10:7.8%…<=5:3.4%…
9-day: >=95:0.2%…>=90:1.5%…>=80:6.6%…>=50:58.6%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.5%…>=50:59.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170510 11:23 am ET)
28.9% above previous 1 highs, 12.4% below previous 1 lows
21.4% above previous 2 highs, 8.7% below previous 2 lows
20.2% above previous 3 highs, 7.1% below previous 3 lows
18.0% above previous 4 highs, 5.9% below previous 4 lows
14.8% above previous 5 highs, 4.8% below previous 5 lows
12.4% above previous 6 highs, 4.3% below previous 6 lows
11.8% above previous 7 highs, 3.8% below previous 7 lows
10.1% above previous 8 highs, 3.7% below previous 8 lows
9.4% above previous 9 highs, 3.4% below previous 9 lows
8.1% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170510 11:23 am ET)
65.6% are above or equal to 5/9 close (1 days ago), 34.4% are below.
58.5% are above or equal to 5/8 close (2 days ago), 41.5% are below.
51.0% are above or equal to 5/5 close (3 days ago), 49.0% are below.
66.2% are above or equal to 5/4 close (4 days ago), 33.8% are below.
61.8% are above or equal to 5/3 close (5 days ago), 38.2% are below.
57.5% are above or equal to 5/2 close (6 days ago), 42.5% are below.
54.8% are above or equal to 5/1 close (7 days ago), 45.2% are below.
56.7% are above or equal to 4/28 close (8 days ago), 43.3% are below.
47.0% are above or equal to 4/27 close (9 days ago), 53.0% are below.
45.5% are above or equal to 4/26 close (10 days ago), 54.5% are below.
47.5% are above or equal to 4/25 close (11 days ago), 52.5% are below.
53.1% are above or equal to 4/24 close (12 days ago), 46.9% are below.
62.5% are above or equal to 4/21 close (13 days ago), 37.5% are below.
59.3% are above or equal to 4/20 close (14 days ago), 40.7% are below.
64.9% are above or equal to 4/19 close (15 days ago), 35.1% are below.
63.7% are above or equal to 4/18 close (16 days ago), 36.3% are below.
62.7% are above or equal to 4/17 close (17 days ago), 37.3% are below.
67.0% are above or equal to 4/13 close (18 days ago), 33.0% are below.
62.3% are above or equal to 4/12 close (19 days ago), 37.7% are below.
57.5% are above or equal to 4/11 close (20 days ago), 42.5% are below.
57.9% are above or equal to 4/10 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170510 11:23 am ET)
20d: 10.2% new highs, 4.9% new lows
21d: 10.0% new highs, 4.9% new lows
42d: 8.2% new highs, 4.2% new lows
63d: 6.6% new highs, 3.8% new lows
126d: 6.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170510 11:23 am ET)
2-day: 63.7% above, 36.3% below
3-day: 63.0% above, 37.0% below
4-day: 58.6% above, 41.4% below
5-day: 60.0% above, 40.0% below
8-day: 59.7% above, 40.3% below
10-day: 58.1% above, 41.9% below
20-day: 59.4% above, 40.6% below
50-day: 58.4% above, 41.6% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170510 11:23 am ET)
ENER(89): 2.09% Top=ATW ETE REN BAS XOG KOS SPN NFX ….. PSX SM PBF XOM VLO EEP DK TSO=Bottom (Energy)
META(27): 0.90% Top=AG SLCA CNX CLF GG TAHO SSRI AEM ….. TX TECK CMC RGLD CCJ NUE STLD X=Bottom (Metals & Mining)
REAL(104): 0.90% Top=SRC BDN TCO CCP REG DDR SKT HTA ….. SC AMT CBG CLI HPT CBL QTS ALLY=Bottom (Real Estate)
ELEC(49): 0.83% Top=NVDA SPWR AMD MXL AMBA MCHP CAVM ICHR ….. KEYS ON INTC FTV WAT CREE CSIQ FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 0.63% Top=OLN TROX HUN CC WLK FMC AXTA EMN ….. VSM PPG IFF DD MON PX SHW APD=Bottom (Chemicals/Fertilizers)
RETA(58): 0.50% Top=LL ANF BZUN DSW TLRD FINL KR W ….. CPRT WFM TSCO KAR SIG ETSY GNC BLDR=Bottom (Retail & Specialty Retail)
COSW(83): 0.46% Top=EA NUAN NTNX TTWO DOX SHOP COUP WUBA ….. ADP PTC MTCH AKAM DNB SNAP TTD YELP=Bottom (Computer Software/Internet)
CONS(52): 0.34% Top=COTY WWW SEE SKX KS EL BC LULU ….. PAY NWL WHR ENR GT SPB TPX FOSL=Bottom (Consumer)
LEIS(37): 0.27% Top=WEN GPRO BLMN SEAS RRR JACK STAY DRI ….. SHAK MGM HGV WYNN RCL LQ CCL MLCO=Bottom (Leisure)
MANU(36): 0.26% Top=DDD DOV BWXT CAT TEX KMT ROK FLS ….. MHK ATI TTC WBT AOS PNR XYL IR=Bottom (Manufacturing)
INSU(30): 0.18% Top=AFSI MBI HIG ORI TRV CINF FNF AFL ….. MET UNM CNO MTG LNC AIG RDN AIZ=Bottom (Insurance)
HEAL(48): 0.17% Top=BKD MZOR CYH THC CNC ACHC HCA IRWD ….. DXCM TMO WST A ALGN BDX ESRX OPK=Bottom (Health)
MATE(25): 0.15% Top=VMC MDR MLM EXP SUM RSG OC KBH ….. SRCL MAS LEN TOL TPH DAR FAST PWR=Bottom (Materials & Construction)
FINA(88): 0.03% Top=SBNY JNS WETF LAZ TD TWNK PVTB ATH ….. CME IVZ NDAQ SCHW BOFI AMTD NAVI PSEC=Bottom (Banks/Financials)
TRAN(24): -0.10% Top=NAT TRN AAL GWR DAL CNI CP NSC ….. CHRW UNP EXPD FDX KSU UPS SWFT JBHT=Bottom (Transportation)
DISV(48): -0.34% Top=URI RBA TAL WEX GPN CXW RHI FDC ….. CAR ACM CNDT MYGN YY JEC ZTO PCLN=Bottom (Diversified Services)
COHW(37): -0.46% Top=SSYS S TMUS WDC COMM CDW T VIAV ….. TDC MSI CSCO INFN PANW VG ZAYO ACIA=Bottom (Computer Hardware/Telecom)

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 11:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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