daytrend

05/11/2017

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 10:57 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 10:57 am ET)
5.9% of stocks are above yesterday’s high.
27.4% are above yesterday’s midpoint. (72.6% are below.)
40.7% are below yesterday’s low.
53.4% are inside yesterday’s range.
19.2% of stocks with today’s high > yesterday’s high. (80.8% less than).
62.4% of stocks with today’s low < yesterday’s low. (37.6% greater than).

EVIDENCE OF INTRADAY TREND (20170511 10:57 am ET)
17.7% of stocks are above today’s open. (81.5% are below).
10.1% of stocks are above today’s open and yesterday’s close.
77.1% 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 10:57 am ET)
5.0% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
29.9% are in the top half. 70.1% of stocks are in the bottom half of today’s range.
22.3% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170511 10:57 am ET)
14.6% of stocks are above yesterday’s close. (85.4% are below.)
0.2% are up 4.5% or more. 2.8% are down 4.5% or more.
0.6% are up 3.5% or more. 4.1% are down 3.5% or more.
53.1% are between +1% and -1%.

RSI on DAILY (20170511 10:57 am ET)
2-day: >=95:3.7%…>=90:6.6%…>=80:10.2%…>=50:29.5%…<=20:34.0%…<=10:16.3%…<=5:8.1%…
9-day: >=95:0.1%…>=90:0.8%…>=80:3.4%…>=50:47.9%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:50.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170511 10:57 am ET)
5.9% above previous 1 highs, 40.7% below previous 1 lows
5.1% above previous 2 highs, 30.2% below previous 2 lows
4.5% above previous 3 highs, 27.5% below previous 3 lows
4.5% above previous 4 highs, 23.8% below previous 4 lows
4.4% above previous 5 highs, 19.7% below previous 5 lows
3.4% above previous 6 highs, 15.9% below previous 6 lows
3.2% above previous 7 highs, 14.5% below previous 7 lows
2.8% above previous 8 highs, 13.2% below previous 8 lows
2.4% above previous 9 highs, 12.4% below previous 9 lows
1.7% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170511 10:57 am ET)
14.6% are above or equal to 5/10 close (1 days ago), 85.4% are below.
39.4% are above or equal to 5/9 close (2 days ago), 60.6% are below.
41.2% are above or equal to 5/8 close (3 days ago), 58.8% are below.
38.3% are above or equal to 5/5 close (4 days ago), 61.7% are below.
50.7% are above or equal to 5/4 close (5 days ago), 49.3% are below.
50.2% are above or equal to 5/3 close (6 days ago), 49.8% are below.
44.2% are above or equal to 5/2 close (7 days ago), 55.8% are below.
45.3% are above or equal to 5/1 close (8 days ago), 54.7% are below.
47.0% are above or equal to 4/28 close (9 days ago), 53.0% are below.
39.8% are above or equal to 4/27 close (10 days ago), 60.2% are below.
40.5% are above or equal to 4/26 close (11 days ago), 59.5% are below.
41.7% are above or equal to 4/25 close (12 days ago), 58.3% are below.
45.0% are above or equal to 4/24 close (13 days ago), 55.0% are below.
54.9% are above or equal to 4/21 close (14 days ago), 45.1% are below.
52.1% are above or equal to 4/20 close (15 days ago), 47.9% are below.
59.5% are above or equal to 4/19 close (16 days ago), 40.5% are below.
58.7% are above or equal to 4/18 close (17 days ago), 41.3% are below.
57.2% are above or equal to 4/17 close (18 days ago), 42.8% are below.
63.0% are above or equal to 4/13 close (19 days ago), 37.0% are below.
57.4% are above or equal to 4/12 close (20 days ago), 42.6% are below.
51.6% are above or equal to 4/11 close (21 days ago), 48.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170511 10:57 am ET)
20d: 5.0% new highs, 10.3% new lows
21d: 5.0% new highs, 10.1% new lows
42d: 4.2% new highs, 8.7% new lows
63d: 3.1% new highs, 7.8% new lows
126d: 3.0% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170511 10:57 am ET)
2-day: 14.1% above, 85.9% below
3-day: 28.2% above, 71.8% below
4-day: 32.8% above, 67.2% below
5-day: 36.0% above, 64.0% below
8-day: 42.6% above, 57.4% below
10-day: 42.8% above, 57.2% below
20-day: 49.8% above, 50.2% below
50-day: 53.1% above, 46.9% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170511 10:57 am ET)
META(27): 0.92% Top=RGLD AG CDE SSRI PAAS GG TAHO ABX ….. TECK NUE CCJ CNX X CMC AA CLF=Bottom (Metals & Mining)
ELEC(47): -0.35% Top=HIMX FLEX NVDA CAVM AYI SPWR AMAT XPER ….. INTC KEYS AMD AMBA BRKR WAT PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.50% Top=XOG KOS MPC RIG PAGP CVI XOM ECA ….. NBR REN BPL SM EEP ATW CRC SN=Bottom (Energy)
INSU(29): -0.51% Top=MTG AIG RDN CNO AON AGO CINF MMC ….. L FAF ORI UNM PGR LNC PRU SLF=Bottom (Insurance)
HEAL(48): -0.77% Top=BDX BCR PRXL ZBH ANTM PRAH DVA IRWD ….. STE UHS CYH HRC THC MOH MZOR HOLX=Bottom (Health)
LEIS(37): -0.80% Top=RRR WEN SEAS DRI YUM DPZ STAY CCL ….. LVS GPRO MLCO MGM PK BYD TXRH LQ=Bottom (Leisure)
COHW(37): -0.82% Top=SSYS S UBNT CCI VIAV ARRS CDW T ….. ACIA TDC QCOM COMM CTL FNSR TDS VG=Bottom (Computer Hardware/Telecom)
MANU(36): -0.88% Top=DDD MRC CAT ETN SNA CMI DE ROP ….. MWA PNR KMT SWK WBT ITT ATI TEX=Bottom (Manufacturing)
MATE(24): -0.96% Top=PHM LEN CAA DHI USG DAR KBH TOL ….. VMC OC WY FLR FAST PWR RYN SUM=Bottom (Materials & Construction)
TRAN(24): -0.98% Top=UNP GWR CP CSX NSC KSU EXPD CNI ….. DAL SAVE UPS SWFT AAL UAL XPO NAT=Bottom (Transportation)
CHEM(28): -1.06% Top=CBT ALB MOS HUN IFF AXTA PAH PX ….. PPG EMN TROX CC WLK DD SMG CF=Bottom (Chemicals/Fertilizers)
COSW(84): -1.07% Top=COUP MTCH NATI MDSO BIDU EA EQIX MDRX ….. ATHM ZEN NCR SHOP TRIP BITA SYMC SNAP=Bottom (Computer Software/Internet)
DISV(48): -1.10% Top=WTW ATHN JEC TAL TRU G SBAC CTAS ….. CNDT YY MYGN RRD CXW ADS ZTO CAR=Bottom (Diversified Services)
FINA(88): -1.13% Top=CLNS JNS LAZ NDAQ DFS C APO CIT ….. OZRK WBS HOMB WFC TWNK FNB SYF PSEC=Bottom (Banks/Financials)
REAL(106): -1.24% Top=AMH BAM IVR DOC HCN AGNC OHI VTR ….. PEB FCH SKT DDR PEI RLJ CBG NYRT=Bottom (Real Estate)
CONS(52): -1.48% Top=LULU KS TPX CHD GT CLX ECL NWL ….. UAA HBI CRI SKX FOSL WWW RL ELF=Bottom (Consumer)
RETA(59): -2.53% Top=WFM KR BZUN SFM GNC CVS BID MELI ….. LB KSS JWN TLRD DSW FINL 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 10:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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