daytrend

05/11/2017

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 10:33 am ET
by daytrend on 20170511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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 10:33 am ET)
4.2% of stocks are above yesterday’s high.
22.8% are above yesterday’s midpoint. (77.2% are below.)
47.9% are below yesterday’s low.
47.9% are inside yesterday’s range.
17.9% of stocks with today’s high > yesterday’s high. (82.1% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND (20170511 10:33 am ET)
13.2% of stocks are above today’s open. (85.8% are below).
7.1% of stocks are above today’s open and yesterday’s close.
80.9% 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 10:33 am ET)
3.0% of stocks are in the top 10% of today’s range.
5.7% are in the top 20%.
18.9% are in the top half. 81.1% of stocks are in the bottom half of today’s range.
47.7% are in the bottom 20%.
28.7% are in the bottom 10%.

GAIN (20170511 10:33 am ET)
12.4% of stocks are above yesterday’s close. (87.6% are below.)
0.5% are up 4.5% or more. 3.2% are down 4.5% or more.
0.8% are up 3.5% or more. 4.9% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20170511 10:33 am ET)
2-day: >=95:2.9%…>=90:5.6%…>=80:8.9%…>=50:25.6%…<=20:38.0%…<=10:17.8%…<=5:9.0%…
9-day: >=95:0.1%…>=90:0.5%…>=80:2.9%…>=50:45.5%…<=20:2.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:47.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170511 10:33 am ET)
4.2% above previous 1 highs, 47.9% below previous 1 lows
3.7% above previous 2 highs, 36.2% below previous 2 lows
3.5% above previous 3 highs, 32.2% below previous 3 lows
3.5% above previous 4 highs, 28.0% below previous 4 lows
3.2% above previous 5 highs, 24.1% below previous 5 lows
2.5% above previous 6 highs, 20.0% below previous 6 lows
2.4% above previous 7 highs, 18.5% below previous 7 lows
2.1% above previous 8 highs, 17.0% below previous 8 lows
2.0% above previous 9 highs, 16.2% below previous 9 lows
1.4% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170511 10:33 am ET)
12.4% are above or equal to 5/10 close (1 days ago), 87.6% are below.
34.6% are above or equal to 5/9 close (2 days ago), 65.4% are below.
38.9% are above or equal to 5/8 close (3 days ago), 61.1% are below.
35.9% are above or equal to 5/5 close (4 days ago), 64.1% are below.
47.9% are above or equal to 5/4 close (5 days ago), 52.1% are below.
47.5% are above or equal to 5/3 close (6 days ago), 52.5% are below.
42.0% are above or equal to 5/2 close (7 days ago), 58.0% are below.
43.6% are above or equal to 5/1 close (8 days ago), 56.4% are below.
43.8% are above or equal to 4/28 close (9 days ago), 56.3% are below.
38.9% are above or equal to 4/27 close (10 days ago), 61.1% are below.
38.5% are above or equal to 4/26 close (11 days ago), 61.5% are below.
39.8% are above or equal to 4/25 close (12 days ago), 60.2% are below.
44.1% are above or equal to 4/24 close (13 days ago), 55.9% are below.
52.5% are above or equal to 4/21 close (14 days ago), 47.5% are below.
50.2% are above or equal to 4/20 close (15 days ago), 49.8% are below.
58.1% are above or equal to 4/19 close (16 days ago), 41.9% are below.
57.3% are above or equal to 4/18 close (17 days ago), 42.7% are below.
55.8% are above or equal to 4/17 close (18 days ago), 44.2% are below.
62.0% are above or equal to 4/13 close (19 days ago), 38.0% are below.
56.0% are above or equal to 4/12 close (20 days ago), 44.0% are below.
50.2% are above or equal to 4/11 close (21 days ago), 49.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170511 10:33 am ET)
20d: 4.7% new highs, 10.0% new lows
21d: 4.7% new highs, 9.7% new lows
42d: 3.9% new highs, 8.2% new lows
63d: 3.0% new highs, 7.4% new lows
126d: 2.9% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170511 10:33 am ET)
2-day: 11.9% above, 88.1% below
3-day: 24.4% above, 75.6% below
4-day: 28.4% above, 71.6% below
5-day: 31.4% above, 68.6% below
8-day: 39.8% above, 60.2% below
10-day: 41.6% above, 58.4% below
20-day: 47.1% above, 52.9% below
50-day: 52.3% above, 47.7% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170511 10:33 am ET)
META(27): 0.91% Top=AG RGLD CDE SSRI PAAS ABX TAHO AEM ….. NUE AA CCJ STLD CNX X CMC CLF=Bottom (Metals & Mining)
ENER(90): -0.35% Top=XOG KOS DO RIG MPC CXO XOM RICE ….. VVV REN SM ATW BPL EEP SN CRC=Bottom (Energy)
ELEC(47): -0.62% Top=HIMX FLEX NVDA CAVM SPWR AMAT XPER SNPS ….. CY AMKR BRKR AMBA PI AMD WAT CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): -0.85% Top=BDX BCR ZBH PRXL IRTC IRWD PRAH AET ….. UHS DXCM STE HRC MOH THC HOLX MZOR=Bottom (Health)
INSU(29): -0.86% Top=AIG MTG CNO AON RDN WLTW AGO CINF ….. FAF BRO UNM TMK PRU LNC AFSI SLF=Bottom (Insurance)
COHW(37): -1.05% Top=SSYS UBNT CCI T VZ AAPL ANET HPQ ….. CIEN TDC INFN FNSR COMM ACIA TDS VG=Bottom (Computer Hardware/Telecom)
LEIS(37): -1.06% Top=RRR WEN STAY DPZ YUM MCD MAR CMG ….. SONC BLMN EAT YUMC BYD MLCO LQ TXRH=Bottom (Leisure)
TRAN(24): -1.14% Top=CSX NSC CP GWR UNP EXPD CNI FDX ….. UPS SWFT DAL SAVE NAT XPO UAL AAL=Bottom (Transportation)
MANU(36): -1.16% Top=CAT DDD MRC HON GE ETN DE SNA ….. PNR MWA ATI KMT WBT SWK ITT TEX=Bottom (Manufacturing)
MATE(24): -1.19% Top=PHM LEN CAA MDR RSG WM DHI TOL ….. OC MLM FLR FAST RYN PWR VMC SUM=Bottom (Materials & Construction)
CHEM(28): -1.20% Top=MOS ALB CBT HUN IFF CE AXTA PAH ….. EMN SMG TROX WLK FMC DD CC CF=Bottom (Chemicals/Fertilizers)
REAL(106): -1.27% Top=IVR AMH HCN AGNC DOC NLY BAM DFT ….. PEB DRH LHO PEI FCH CBG RLJ NYRT=Bottom (Real Estate)
COSW(84): -1.32% Top=NATI MTCH EQIX EA MDSO YELP BIDU MDRX ….. FEYE ZEN SHOP VIPS TRIP BITA SYMC SNAP=Bottom (Computer Software/Internet)
DISV(48): -1.34% Top=WTW ATHN SBAC JEC CTAS G TRU LDOS ….. KBR CXW CNDT MYGN ADS ZTO YY CAR=Bottom (Diversified Services)
FINA(88): -1.62% Top=CLNS JNS C APO LAZ NDAQ EFX ARCC ….. WAL OZRK WFC FNB HOMB SIVB SYF PSEC=Bottom (Banks/Financials)
CONS(52): -1.74% Top=LULU TPX ECL CLX KS CHD SEE PG ….. UAA CRI HBI SKX FOSL RL WWW ELF=Bottom (Consumer)
RETA(59): -2.83% Top=WFM KR SFM CVS BZUN GNC MELI EBAY ….. AEO KSS JWN DSW FINL TLRD RH 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 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: