daytrend

05/11/2017

Filed under: Market Stats — daytrend @ 8:50 am

Market Stats at 9:49 am ET
by daytrend on 20170511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 865.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170511 9:49 am ET)
5.0% of stocks are above yesterday’s high.
33.9% are above yesterday’s midpoint. (66.1% are below.)
29.8% are below yesterday’s low.
65.2% are inside yesterday’s range.
16.5% of stocks with today’s high > yesterday’s high. (83.5% less than).
41.0% of stocks with today’s low < yesterday’s low. (59.0% greater than).

EVIDENCE OF INTRADAY TREND (20170511 9:49 am ET)
22.8% of stocks are above today’s open. (75.3% are below).
9.9% of stocks are above today’s open and yesterday’s close.
70.5% are below both.
5.7% of stocks opened above yesterday’s high.
21.6% of stocks opened above yesterday’s close. (75.5% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170511 9:49 am ET)
4.5% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
24.6% are in the top half. 75.4% of stocks are in the bottom half of today’s range.
43.6% are in the bottom 20%.
26.4% are in the bottom 10%.

GAIN (20170511 9:49 am ET)
15.3% of stocks are above yesterday’s close. (84.7% are below.)
0.2% are up 4.5% or more. 1.7% are down 4.5% or more.
0.2% are up 3.5% or more. 2.8% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY (20170511 9:49 am ET)
2-day: >=95:3.2%…>=90:5.9%…>=80:11.1%…>=50:33.4%…<=20:27.7%…<=10:13.4%…<=5:6.4%…
9-day: >=95:0.2%…>=90:0.9%…>=80:4.4%…>=50:49.4%…<=20:1.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:2.7%…>=50:52.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170511 9:49 am ET)
5.0% above previous 1 highs, 29.8% below previous 1 lows
3.9% above previous 2 highs, 21.5% below previous 2 lows
3.5% above previous 3 highs, 18.2% below previous 3 lows
3.2% above previous 4 highs, 14.8% below previous 4 lows
2.8% above previous 5 highs, 11.8% below previous 5 lows
2.4% above previous 6 highs, 9.6% below previous 6 lows
2.4% above previous 7 highs, 8.6% below previous 7 lows
2.1% above previous 8 highs, 7.7% below previous 8 lows
1.8% above previous 9 highs, 7.3% below previous 9 lows
1.6% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170511 9:49 am ET)
15.3% are above or equal to 5/10 close (1 days ago), 84.7% are below.
46.0% are above or equal to 5/9 close (2 days ago), 54.0% are below.
43.8% are above or equal to 5/8 close (3 days ago), 56.2% are below.
41.2% are above or equal to 5/5 close (4 days ago), 58.8% are below.
52.6% are above or equal to 5/4 close (5 days ago), 47.4% are below.
52.6% are above or equal to 5/3 close (6 days ago), 47.4% are below.
48.3% are above or equal to 5/2 close (7 days ago), 51.7% are below.
48.6% are above or equal to 5/1 close (8 days ago), 51.4% are below.
49.7% are above or equal to 4/28 close (9 days ago), 50.3% are below.
42.2% are above or equal to 4/27 close (10 days ago), 57.8% are below.
41.7% are above or equal to 4/26 close (11 days ago), 58.3% are below.
43.0% are above or equal to 4/25 close (12 days ago), 57.0% are below.
47.9% are above or equal to 4/24 close (13 days ago), 52.1% are below.
56.8% are above or equal to 4/21 close (14 days ago), 43.2% are below.
53.8% are above or equal to 4/20 close (15 days ago), 46.2% are below.
60.1% are above or equal to 4/19 close (16 days ago), 39.9% are below.
59.9% are above or equal to 4/18 close (17 days ago), 40.1% are below.
58.3% are above or equal to 4/17 close (18 days ago), 41.7% are below.
64.4% are above or equal to 4/13 close (19 days ago), 35.6% are below.
57.9% are above or equal to 4/12 close (20 days ago), 42.1% are below.
52.8% are above or equal to 4/11 close (21 days ago), 47.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170511 9:49 am ET)
20d: 4.4% new highs, 5.5% new lows
21d: 4.4% new highs, 5.4% new lows
42d: 3.6% new highs, 4.9% new lows
63d: 2.7% new highs, 4.7% new lows
126d: 2.5% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170511 9:49 am ET)
2-day: 14.5% above, 85.5% below
3-day: 31.7% above, 68.3% below
4-day: 37.6% above, 62.4% below
5-day: 38.8% above, 61.2% below
8-day: 45.4% above, 54.6% below
10-day: 47.2% above, 52.8% below
20-day: 52.5% above, 47.5% below
50-day: 54.6% above, 45.4% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170511 9:49 am ET)
META(27): 0.22% Top=AG SSRI RGLD CDE PAAS TAHO GG ABX ….. CENX NUE CNX CCJ CMC STLD X CLF=Bottom (Metals & Mining)
ELEC(48): 0.09% Top=HIMX FLEX CAVM NVDA SPWR AMAT XPER ON ….. TRMB FIT CY AMBA AMD BRKR WAT CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.25% Top=KOS RIG XOG HES RDC OII XOM DO ….. EEP CVE OAS HK VVV SM ATW BPL=Bottom (Energy)
INSU(29): -0.41% Top=AIG CNO MTG AGO AON WLTW XL RDN ….. AFL LNC PGR AJG HIG FAF AFSI SLF=Bottom (Insurance)
HEAL(48): -0.42% Top=BDX IRWD IRTC BCR PRXL AET LH DGX ….. THC DXCM BKD ESRX TVTY MOH HOLX MZOR=Bottom (Health)
COHW(37): -0.56% Top=ANET VIAV UBNT MSI AAPL CDW JNPR HPQ ….. NTAP INFN S CTL TDC TDS ACIA VG=Bottom (Computer Hardware/Telecom)
LEIS(37): -0.67% Top=SEAS RRR YUM MAR WEN STAY HGV CCL ….. SONC BLMN JACK EAT GPRO TXRH MLCO LQ=Bottom (Leisure)
FINA(88): -0.67% Top=SNV C BAC BKU CLNS GS LAZ ATH ….. BMO SIVB HOMB COF WFC SYF WDR PSEC=Bottom (Banks/Financials)
COSW(84): -0.77% Top=YELP TWTR PTC EA MDSO IAC WUBA BIDU ….. DNB MSFT NUAN NTNX TRIP SYMC BITA SNAP=Bottom (Computer Software/Internet)
TRAN(24): -0.83% Top=CSX NSC UNP JBHT FDX EXPD CHRW KSU ….. SWFT WAB NAT TRN UPS UAL XPO AAL=Bottom (Transportation)
CHEM(28): -0.88% Top=CBT ALB IFF AXTA MOS HUN VSM PAH ….. AGU WLK SMG DD OLN TROX CC CF=Bottom (Chemicals/Fertilizers)
MANU(36): -0.94% Top=DDD MRC CAT MHK TTC DHR ROP GE ….. FLS ROK ITT XYL KMT SWK ATI TEX=Bottom (Manufacturing)
DISV(48): -0.94% Top=WTW CTAS TAL VRSK V INFO LDOS WEX ….. URI ACM KBR CNDT RRD ZTO YY CAR=Bottom (Diversified Services)
MATE(24): -0.95% Top=MDR USG LEN DHI KBH CAA RSG WM ….. OC PWR MLM FAST RYN EXP VMC SUM=Bottom (Materials & Construction)
CONS(52): -1.07% Top=LULU TPX PBI CSL PKG GT CLX BLL ….. HBI FL COH COTY FOSL RL WWW ELF=Bottom (Consumer)
REAL(106): -1.11% Top=IVR CIM AMH NRZ AGNC INN DFT NLY ….. SKT MAC NNN CBG GGP SRC SPG NYRT=Bottom (Real Estate)
RETA(59): -2.07% Top=WFM SFM KR CVS MELI EBAY BZUN KAR ….. URBN CHS DSW TLRD FINL RH JWN M=Bottom (Retail & Specialty Retail)

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 9:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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