daytrend

05/10/2017

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:41 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 2:41 pm ET)
38.9% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
11.6% are below yesterday’s low.
49.5% are inside yesterday’s range.
53.6% of stocks with today’s high > yesterday’s high. (46.4% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20170510 2:41 pm ET)
73.6% of stocks are above today’s open. (25.8% are below).
67.5% of stocks are above today’s open and yesterday’s close.
21.3% 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 2:41 pm ET)
25.6% of stocks are in the top 10% of today’s range.
42.9% are in the top 20%.
72.9% are in the top half. 27.1% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170510 2:41 pm ET)
73.4% of stocks are above yesterday’s close. (26.6% are below.)
3.8% are up 4.5% or more. 0.9% are down 4.5% or more.
7.2% are up 3.5% or more. 1.0% are down 3.5% or more.
59.5% are between +1% and -1%.

RSI on DAILY (20170510 2:41 pm ET)
2-day: >=95:11.0%…>=90:19.7%…>=80:34.6%…>=50:67.8%…<=20:11.3%…<=10:6.0%…<=5:2.9%…
9-day: >=95:0.2%…>=90:1.6%…>=80:7.9%…>=50:62.0%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:4.3%…>=50:60.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170510 2:41 pm ET)
38.9% above previous 1 highs, 11.6% below previous 1 lows
30.3% above previous 2 highs, 9.1% below previous 2 lows
28.2% above previous 3 highs, 7.2% below previous 3 lows
25.7% above previous 4 highs, 5.6% below previous 4 lows
20.6% above previous 5 highs, 4.6% below previous 5 lows
17.2% above previous 6 highs, 4.4% below previous 6 lows
16.1% above previous 7 highs, 3.9% below previous 7 lows
13.9% above previous 8 highs, 3.8% below previous 8 lows
12.7% above previous 9 highs, 3.5% below previous 9 lows
10.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170510 2:41 pm ET)
73.4% are above or equal to 5/9 close (1 days ago), 26.6% are below.
62.8% are above or equal to 5/8 close (2 days ago), 37.2% are below.
56.1% are above or equal to 5/5 close (3 days ago), 43.9% are below.
68.1% are above or equal to 5/4 close (4 days ago), 31.9% are below.
65.7% are above or equal to 5/3 close (5 days ago), 34.3% are below.
60.2% are above or equal to 5/2 close (6 days ago), 39.8% are below.
57.2% are above or equal to 5/1 close (7 days ago), 42.8% are below.
59.5% are above or equal to 4/28 close (8 days ago), 40.5% are below.
50.2% are above or equal to 4/27 close (9 days ago), 49.8% are below.
49.1% are above or equal to 4/26 close (10 days ago), 50.9% are below.
50.0% are above or equal to 4/25 close (11 days ago), 50.0% are below.
54.6% are above or equal to 4/24 close (12 days ago), 45.4% are below.
63.3% are above or equal to 4/21 close (13 days ago), 36.7% are below.
60.5% are above or equal to 4/20 close (14 days ago), 39.5% are below.
65.9% are above or equal to 4/19 close (15 days ago), 34.1% are below.
65.6% are above or equal to 4/18 close (16 days ago), 34.4% are below.
63.9% are above or equal to 4/17 close (17 days ago), 36.1% are below.
68.5% are above or equal to 4/13 close (18 days ago), 31.5% are below.
63.7% are above or equal to 4/12 close (19 days ago), 36.3% are below.
58.8% are above or equal to 4/11 close (20 days ago), 41.2% are below.
58.8% are above or equal to 4/10 close (21 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170510 2:41 pm ET)
20d: 13.0% new highs, 5.6% new lows
21d: 12.7% new highs, 5.4% new lows
42d: 10.5% new highs, 4.7% new lows
63d: 8.7% new highs, 4.2% new lows
126d: 7.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170510 2:41 pm ET)
2-day: 72.1% above, 27.9% below
3-day: 68.1% above, 31.9% below
4-day: 63.5% above, 36.5% below
5-day: 64.8% above, 35.2% below
8-day: 64.0% above, 36.0% below
10-day: 60.6% above, 39.4% below
20-day: 62.0% above, 38.0% 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 2:41 pm ET)
ENER(89): 2.71% Top=ATW BAS SPN ETE REN CRC XOG FRAC ….. SM SLB PSX VLO EEP TSO XOM SN=Bottom (Energy)
META(28): 1.84% Top=AG SLCA CLF CNX TAHO CDE AKS SSRI ….. NEM AA ABX RGLD TECK CCJ STLD NUE=Bottom (Metals & Mining)
ELEC(49): 1.14% Top=NVDA AMD SPWR ICHR CAVM FSLR XPER AMBA ….. FTV BRKR CREE LRCX ON INTC FIT CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): 1.14% Top=LL ANF TLRD W AEO CHS FINL DSW ….. KORS COST ETSY TSCO KAR SIG BLDR GNC=Bottom (Retail & Specialty Retail)
REAL(104): 1.02% Top=SRC TCO REG PEI BDN VTR RLJ RPAI ….. VER BXMT MAA BXP STWD AMT ALLY HPT=Bottom (Real Estate)
CHEM(28): 0.94% Top=CC TROX OLN HUN WLK FMC VSM CF ….. MON POT PX MOS SHW APD DOW DD=Bottom (Chemicals/Fertilizers)
HEAL(48): 0.83% Top=MZOR BKD CYH THC IRWD PRAH ACHC MD ….. SYK HRC ALGN DXCM A XRAY ESRX OPK=Bottom (Health)
COSW(83): 0.72% Top=EA NUAN COUP ATHM TTWO SHOP NTNX SINA ….. NOW PTC AKAM SNAP ZEN TTD DNB YELP=Bottom (Computer Software/Internet)
CONS(52): 0.70% Top=COTY WWW KS OI SKX LULU SEE PKG ….. TPX UAA PAY NKE GT CSL RL FOSL=Bottom (Consumer)
LEIS(37): 0.60% Top=WEN SEAS GPRO BLMN YUMC RRR QSR TXRH ….. EAT RCL SIX HGV WYNN SBUX HLT CCL=Bottom (Leisure)
INSU(30): 0.34% Top=AFSI HIG ORI TRV CNO AFL PGR PRU ….. LNC MET WLTW MTG AGO AIZ AIG RDN=Bottom (Insurance)
MANU(36): 0.25% Top=DDD BWXT KMT ATI TEX MWA CMI WBT ….. MHK ITW GE AME AOS IR XYL PNR=Bottom (Manufacturing)
MATE(25): 0.21% Top=MDR VMC RSG EXP PHM KBH RYN USG ….. TOL DHI LEN FLR SUM MAS SRCL PWR=Bottom (Materials & Construction)
FINA(88): 0.13% Top=WETF SBNY LAZ JNS WDR OZRK NYCB EV ….. NAVI ETFC OMF BOFI SLM AMTD CLNS PSEC=Bottom (Banks/Financials)
DISV(48): -0.15% Top=KBR TAL URI HRB WEX WTW RBA FLT ….. MYGN AL CNDT CAR JEC ACM ZTO PCLN=Bottom (Diversified Services)
TRAN(24): -0.15% Top=NAT TRN CP GWR DAL AAL CNI LUV ….. FDX ALK XPO CHRW SWFT JBHT KSU UPS=Bottom (Transportation)
COHW(37): -0.17% Top=SSYS COMM FNSR MSI VRSN TMUS CTL NTAP ….. AAPL TDS CSCO INFN VG PANW 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 2:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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