daytrend

05/10/2017

Filed under: Market Stats — daytrend @ 12:31 pm

Market Stats at 1:31 pm ET
by daytrend on 20170510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

COMPARED TO YESTERDAY’S RANGE (20170510 1:31 pm ET)
35.2% of stocks are above yesterday’s high.
63.9% are above yesterday’s midpoint. (36.1% are below.)
11.8% are below yesterday’s low.
53.0% are inside yesterday’s range.
51.4% of stocks with today’s high > yesterday’s high. (48.6% less than).
37.8% of stocks with today’s low < yesterday’s low. (62.2% greater than).

EVIDENCE OF INTRADAY TREND (20170510 1:31 pm ET)
71.6% of stocks are above today’s open. (27.7% are below).
64.9% of stocks are above today’s open and yesterday’s close.
22.3% are below both.
10.1% of stocks opened above yesterday’s high.
42.2% of stocks opened above yesterday’s close. (52.9% opened below yesterday’s close).
9.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170510 1:31 pm ET)
22.8% of stocks are in the top 10% of today’s range.
37.5% are in the top 20%.
71.6% are in the top half. 28.4% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170510 1:31 pm ET)
71.1% of stocks are above yesterday’s close. (28.9% are below.)
3.4% are up 4.5% or more. 1.0% are down 4.5% or more.
6.3% are up 3.5% or more. 1.0% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20170510 1:31 pm ET)
2-day: >=95:9.8%…>=90:18.5%…>=80:32.3%…>=50:66.7%…<=20:12.7%…<=10:7.1%…<=5:3.2%…
9-day: >=95:0.2%…>=90:1.5%…>=80:7.3%…>=50:61.3%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.9%…>=50:61.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170510 1:31 pm ET)
35.2% above previous 1 highs, 11.8% below previous 1 lows
27.0% above previous 2 highs, 8.9% below previous 2 lows
25.5% above previous 3 highs, 7.4% below previous 3 lows
23.4% above previous 4 highs, 6.1% below previous 4 lows
19.7% above previous 5 highs, 5.1% below previous 5 lows
16.7% above previous 6 highs, 4.7% below previous 6 lows
15.6% above previous 7 highs, 4.4% below previous 7 lows
13.4% above previous 8 highs, 4.2% below previous 8 lows
12.3% above previous 9 highs, 3.9% below previous 9 lows
10.2% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170510 1:31 pm ET)
71.1% are above or equal to 5/9 close (1 days ago), 28.9% are below.
61.6% are above or equal to 5/8 close (2 days ago), 38.4% are below.
54.5% are above or equal to 5/5 close (3 days ago), 45.5% are below.
67.4% are above or equal to 5/4 close (4 days ago), 32.6% are below.
64.1% are above or equal to 5/3 close (5 days ago), 35.9% are below.
58.9% are above or equal to 5/2 close (6 days ago), 41.1% are below.
57.5% are above or equal to 5/1 close (7 days ago), 42.5% are below.
58.3% are above or equal to 4/28 close (8 days ago), 41.7% are below.
48.8% are above or equal to 4/27 close (9 days ago), 51.2% are below.
47.3% are above or equal to 4/26 close (10 days ago), 52.7% are below.
49.4% are above or equal to 4/25 close (11 days ago), 50.6% are below.
54.1% are above or equal to 4/24 close (12 days ago), 45.9% are below.
63.2% are above or equal to 4/21 close (13 days ago), 36.8% are below.
59.8% are above or equal to 4/20 close (14 days ago), 40.2% are below.
65.6% are above or equal to 4/19 close (15 days ago), 34.4% are below.
64.8% are above or equal to 4/18 close (16 days ago), 35.2% are below.
63.4% are above or equal to 4/17 close (17 days ago), 36.6% are below.
68.2% are above or equal to 4/13 close (18 days ago), 31.8% are below.
63.1% are above or equal to 4/12 close (19 days ago), 36.9% are below.
58.2% are above or equal to 4/11 close (20 days ago), 41.8% are below.
58.2% are above or equal to 4/10 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170510 1:31 pm ET)
20d: 11.9% new highs, 5.6% new lows
21d: 11.7% new highs, 5.4% new lows
42d: 9.7% new highs, 4.7% new lows
63d: 7.9% new highs, 4.2% new lows
126d: 7.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170510 1:31 pm ET)
2-day: 70.0% above, 30.0% below
3-day: 66.4% above, 33.6% below
4-day: 62.4% above, 37.6% below
5-day: 63.3% above, 36.7% below
8-day: 62.7% above, 37.3% below
10-day: 59.7% above, 40.3% below
20-day: 62.2% above, 37.8% below
50-day: 58.9% above, 41.1% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170510 1:31 pm ET)
ENER(89): 2.73% Top=ATW BAS XOG SPN REN CRC ETE ECA ….. PBF DK EEP PSX VLO SM XOM TSO=Bottom (Energy)
ELEC(49): 1.31% Top=NVDA SPWR AMD ICHR FSLR AMBA PI MCHP ….. BRKR LRCX CREE ON CSIQ FTV INTC FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 1.12% Top=AG SLCA CNX TAHO CDE SSRI AGI FNV ….. TECK CCJ AA RGLD CMC STLD NUE X=Bottom (Metals & Mining)
CHEM(28): 0.90% Top=CC OLN TROX HUN WLK FMC VSM CF ….. POT MON PPG PX DOW APD DD SHW=Bottom (Chemicals/Fertilizers)
REAL(104): 0.89% Top=SRC BDN TCO REG PEI VTR CCP ESRT ….. BXMT SC CBG BXP VER AMT ALLY HPT=Bottom (Real Estate)
COSW(84): 0.76% Top=EA NUAN ATHM COUP TTWO NTNX SHOP WUBA ….. GRUB ADP AKAM ZEN TTD SNAP DNB YELP=Bottom (Computer Software/Internet)
RETA(58): 0.73% Top=LL ANF W KR FINL DSW CHS TLRD ….. ETSY COST KMX TSCO KAR SIG BLDR GNC=Bottom (Retail & Specialty Retail)
HEAL(48): 0.68% Top=MZOR BKD THC CYH IRWD PRAH MD WCG ….. HRC SYK DXCM ALGN A XRAY ESRX OPK=Bottom (Health)
CONS(52): 0.56% Top=COTY WWW SKX OI KS SEE LULU GIL ….. GT CRI PAY CSL SPB NKE RL FOSL=Bottom (Consumer)
LEIS(37): 0.30% Top=WEN GPRO SEAS BLMN RRR YUMC QSR JACK ….. SIX RCL SHAK WYNN WYN HLT SBUX CCL=Bottom (Leisure)
MANU(36): 0.28% Top=DDD KMT BWXT CMI CAT TEX DOV MRC ….. RS ITW MHK AME AOS XYL IR PNR=Bottom (Manufacturing)
MATE(25): 0.26% Top=VMC MDR RSG MLM EXP WM KBH RYN ….. FAST DHI FLR LEN SRCL MAS TOL PWR=Bottom (Materials & Construction)
INSU(30): 0.17% Top=AFSI MBI HIG ORI TRV AFL AJG PGR ….. MET UNM LNC AGO WLTW AIG AIZ RDN=Bottom (Insurance)
FINA(88): 0.07% Top=WETF SBNY LAZ JNS TD WDR OZRK LM ….. CME OMF ETFC CLNS AMTD BOFI NAVI PSEC=Bottom (Banks/Financials)
TRAN(24): -0.09% Top=NAT TRN CP GWR CNI DAL WAB AAL ….. CHRW FDX JBLU ALK UPS KSU JBHT SWFT=Bottom (Transportation)
COHW(37): -0.28% Top=SSYS COMM FNSR TMUS T VRSN NTAP WDC ….. TDC CSCO TDS INFN VG PANW ZAYO ACIA=Bottom (Computer Hardware/Telecom)
DISV(48): -0.33% Top=URI TAL RBA WEX KBR RHI HRB MAN ….. AL MYGN ACM JEC CAR CNDT PCLN ZTO=Bottom (Diversified Services)

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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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