daytrend

05/10/2017

Filed under: Market Stats — daytrend @ 11:07 am

Market Stats at 12:06 pm 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 12:06 pm ET)
31.1% of stocks are above yesterday’s high.
59.6% are above yesterday’s midpoint. (40.4% are below.)
12.3% are below yesterday’s low.
56.7% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
37.3% of stocks with today’s low < yesterday’s low. (62.7% greater than).

EVIDENCE OF INTRADAY TREND (20170510 12:06 pm ET)
67.4% of stocks are above today’s open. (29.9% are below).
59.1% of stocks are above today’s open and yesterday’s close.
24.6% 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 12:06 pm ET)
14.1% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
65.7% are in the top half. 34.3% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170510 12:06 pm ET)
66.5% of stocks are above yesterday’s close. (33.5% are below.)
2.1% are up 4.5% or more. 0.9% are down 4.5% or more.
3.9% are up 3.5% or more. 1.0% are down 3.5% or more.
66.6% are between +1% and -1%.

RSI on DAILY (20170510 12:06 pm ET)
2-day: >=95:8.6%…>=90:16.5%…>=80:30.4%…>=50:63.3%…<=20:12.7%…<=10:7.6%…<=5:3.0%…
9-day: >=95:0.2%…>=90:1.4%…>=80:6.6%…>=50:59.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.3%…>=80:3.7%…>=50:59.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170510 12:06 pm ET)
31.1% above previous 1 highs, 12.3% below previous 1 lows
22.5% above previous 2 highs, 8.5% below previous 2 lows
21.6% above previous 3 highs, 7.1% below previous 3 lows
19.5% above previous 4 highs, 5.7% below previous 4 lows
16.1% above previous 5 highs, 4.5% below previous 5 lows
13.3% above previous 6 highs, 4.4% below previous 6 lows
12.3% above previous 7 highs, 4.1% below previous 7 lows
10.3% above previous 8 highs, 3.9% below previous 8 lows
9.4% above previous 9 highs, 3.7% below previous 9 lows
8.1% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170510 12:06 pm ET)
66.5% are above or equal to 5/9 close (1 days ago), 33.5% are below.
59.3% are above or equal to 5/8 close (2 days ago), 40.7% are below.
52.1% are above or equal to 5/5 close (3 days ago), 47.9% are below.
66.3% are above or equal to 5/4 close (4 days ago), 33.7% are below.
62.5% are above or equal to 5/3 close (5 days ago), 37.5% are below.
58.2% are above or equal to 5/2 close (6 days ago), 41.8% are below.
56.1% are above or equal to 5/1 close (7 days ago), 43.9% are below.
56.9% are above or equal to 4/28 close (8 days ago), 43.1% are below.
47.9% are above or equal to 4/27 close (9 days ago), 52.1% are below.
45.9% are above or equal to 4/26 close (10 days ago), 54.1% are below.
48.7% are above or equal to 4/25 close (11 days ago), 51.3% are below.
53.5% are above or equal to 4/24 close (12 days ago), 46.5% are below.
61.9% are above or equal to 4/21 close (13 days ago), 38.1% are below.
59.7% are above or equal to 4/20 close (14 days ago), 40.3% are below.
64.8% are above or equal to 4/19 close (15 days ago), 35.2% are below.
64.1% are above or equal to 4/18 close (16 days ago), 35.9% are below.
62.8% are above or equal to 4/17 close (17 days ago), 37.2% are below.
67.4% are above or equal to 4/13 close (18 days ago), 32.6% are below.
62.2% are above or equal to 4/12 close (19 days ago), 37.8% are below.
57.5% are above or equal to 4/11 close (20 days ago), 42.5% are below.
57.8% are above or equal to 4/10 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170510 12:06 pm ET)
20d: 10.7% new highs, 5.1% new lows
21d: 10.4% new highs, 5.0% new lows
42d: 8.8% new highs, 4.3% new lows
63d: 7.2% new highs, 3.9% new lows
126d: 6.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170510 12:06 pm ET)
2-day: 65.4% above, 34.6% below
3-day: 63.3% above, 36.7% below
4-day: 58.4% above, 41.6% below
5-day: 61.3% above, 38.7% below
8-day: 60.3% above, 39.7% below
10-day: 58.3% above, 41.7% below
20-day: 60.4% above, 39.6% below
50-day: 58.6% above, 41.4% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170510 12:06 pm ET)
ENER(89): 2.20% Top=ATW BAS XOG REN ETE OAS CVE ECA ….. EPD WPZ PSX DK VLO SM TSO XOM=Bottom (Energy)
META(27): 1.15% Top=AG SLCA CNX TAHO CDE SSRI FNV CLF ….. ABX RGLD TX CCJ CMC STLD NUE X=Bottom (Metals & Mining)
ELEC(49): 1.01% Top=NVDA SPWR ICHR AMD AMBA PI MXL AMAT ….. FTV WAT ON CREE INTC BRKR CSIQ FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(104): 0.80% Top=SRC BDN TCO CCP REG PEI VTR MAC ….. STWD BXP AMT SC CBL ALLY VER HPT=Bottom (Real Estate)
CHEM(28): 0.76% Top=CC HUN OLN TROX WLK FMC VSM ALB ….. DOW MOS DD MON PX PPG APD SHW=Bottom (Chemicals/Fertilizers)
COSW(83): 0.47% Top=EA NUAN NTNX COUP TTWO WUBA SHOP DOX ….. GRUB ZEN SNAP AKAM MTCH DNB TTD YELP=Bottom (Computer Software/Internet)
RETA(58): 0.45% Top=LL ANF DSW BZUN TLRD FINL KR CHS ….. COST WFM TSCO KAR SIG ETSY BLDR GNC=Bottom (Retail & Specialty Retail)
CONS(52): 0.39% Top=COTY WWW KS SKX SEE LULU EL OI ….. ENR NKE GT TPX RL PAY SPB FOSL=Bottom (Consumer)
MANU(36): 0.37% Top=DDD DOV KMT BWXT CAT TEX CMI ROK ….. RS AME TTC MHK AOS XYL IR PNR=Bottom (Manufacturing)
HEAL(48): 0.31% Top=MZOR BKD CYH MOH THC IRWD CNC HCA ….. SYK A ALGN DXCM XRAY BDX ESRX OPK=Bottom (Health)
LEIS(37): 0.23% Top=WEN GPRO BLMN SEAS RRR YUMC JACK QSR ….. HGV SBUX EAT WYNN MLCO LQ SHAK CCL=Bottom (Leisure)
MATE(25): 0.16% Top=VMC MDR EXP RSG WM WCN MLM CAA ….. FLR DAR SRCL TPH MAS LEN TOL PWR=Bottom (Materials & Construction)
INSU(30): 0.14% Top=AFSI HIG TRV AJG FAF AFL ORI MMC ….. MET UNM LNC AGO AIG AIZ MTG RDN=Bottom (Insurance)
FINA(88): -0.04% Top=SBNY LAZ JNS WETF TD LM PVTB EV ….. OMF BOFI ETFC SCHW CLNS AMTD NAVI PSEC=Bottom (Banks/Financials)
TRAN(24): -0.08% Top=NAT TRN GWR AAL CP CNI DAL NSC ….. FDX KSU SAVE JBLU ALK UPS SWFT JBHT=Bottom (Transportation)
DISV(48): -0.31% Top=URI TAL RBA WEX RHI HRB FDC MAN ….. ACM CAR CNDT JEC MYGN YY ZTO PCLN=Bottom (Diversified Services)
COHW(37): -0.41% Top=SSYS TMUS T COMM WDC BCE S CDW ….. TDS AAPL TDC 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 12:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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