daytrend

05/11/2017

Filed under: Market Stats — daytrend @ 11:19 am

Market Stats at 12:18 pm 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 12:18 pm ET)
11.1% of stocks are above yesterday’s high.
40.9% are above yesterday’s midpoint. (59.1% are below.)
28.3% are below yesterday’s low.
60.6% are inside yesterday’s range.
24.5% of stocks with today’s high > yesterday’s high. (75.5% less than).
63.4% of stocks with today’s low < yesterday’s low. (36.6% greater than).

EVIDENCE OF INTRADAY TREND (20170511 12:18 pm ET)
35.3% of stocks are above today’s open. (63.4% are below).
20.0% of stocks are above today’s open and yesterday’s close.
59.2% 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 12:18 pm ET)
15.3% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170511 12:18 pm ET)
25.5% of stocks are above yesterday’s close. (74.5% are below.)
0.5% are up 4.5% or more. 1.7% are down 4.5% or more.
0.9% are up 3.5% or more. 2.3% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20170511 12:18 pm ET)
2-day: >=95:6.1%…>=90:10.1%…>=80:17.1%…>=50:40.3%…<=20:26.6%…<=10:12.4%…<=5:6.2%…
9-day: >=95:0.1%…>=90:1.2%…>=80:4.9%…>=50:52.8%…<=20:1.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:2.8%…>=50:53.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170511 12:18 pm ET)
11.1% above previous 1 highs, 28.3% below previous 1 lows
8.8% above previous 2 highs, 21.0% below previous 2 lows
8.3% above previous 3 highs, 18.4% below previous 3 lows
7.7% above previous 4 highs, 15.1% below previous 4 lows
7.3% above previous 5 highs, 11.6% below previous 5 lows
5.8% above previous 6 highs, 9.1% below previous 6 lows
5.5% above previous 7 highs, 8.1% below previous 7 lows
5.1% above previous 8 highs, 7.3% below previous 8 lows
4.5% above previous 9 highs, 6.8% below previous 9 lows
3.5% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170511 12:18 pm ET)
25.5% are above or equal to 5/10 close (1 days ago), 74.5% are below.
50.9% are above or equal to 5/9 close (2 days ago), 49.1% are below.
47.2% are above or equal to 5/8 close (3 days ago), 52.8% are below.
45.9% are above or equal to 5/5 close (4 days ago), 54.1% are below.
56.5% are above or equal to 5/4 close (5 days ago), 43.5% are below.
55.4% are above or equal to 5/3 close (6 days ago), 44.6% are below.
49.2% are above or equal to 5/2 close (7 days ago), 50.8% are below.
49.6% are above or equal to 5/1 close (8 days ago), 50.4% are below.
52.7% are above or equal to 4/28 close (9 days ago), 47.3% are below.
42.4% are above or equal to 4/27 close (10 days ago), 57.6% are below.
43.6% are above or equal to 4/26 close (11 days ago), 56.4% are below.
45.2% are above or equal to 4/25 close (12 days ago), 54.8% are below.
48.7% are above or equal to 4/24 close (13 days ago), 51.3% are below.
58.3% are above or equal to 4/21 close (14 days ago), 41.7% are below.
55.0% are above or equal to 4/20 close (15 days ago), 45.0% are below.
61.7% are above or equal to 4/19 close (16 days ago), 38.3% are below.
60.7% are above or equal to 4/18 close (17 days ago), 39.3% are below.
58.8% are above or equal to 4/17 close (18 days ago), 41.2% are below.
65.0% are above or equal to 4/13 close (19 days ago), 35.0% are below.
59.3% are above or equal to 4/12 close (20 days ago), 40.7% are below.
54.5% are above or equal to 4/11 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170511 12:18 pm ET)
20d: 6.2% new highs, 10.5% new lows
21d: 6.1% new highs, 10.3% new lows
42d: 5.3% new highs, 8.9% new lows
63d: 4.2% new highs, 7.9% new lows
126d: 4.0% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170511 12:18 pm ET)
2-day: 23.9% above, 76.1% below
3-day: 39.8% above, 60.2% below
4-day: 43.2% above, 56.8% below
5-day: 43.7% above, 56.3% below
8-day: 48.7% above, 51.3% below
10-day: 48.9% above, 51.1% below
20-day: 55.1% above, 44.9% below
50-day: 56.1% above, 43.9% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170511 12:18 pm ET)
META(27): 1.03% Top=RGLD AG CDE SSRI TAHO PAAS GG NEM ….. CENX CMC TECK AA CCJ CNX X CLF=Bottom (Metals & Mining)
ELEC(48): 0.12% Top=HIMX FLEX NVDA CAVM OCLR SPWR XPER CRUS ….. GLW INTC PI AYI FIT BRKR WAT CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.10% Top=MTG RDN AIG AGO AFSI CNO CINF AON ….. TMK CLGX L ALL ORI PGR BRO SLF=Bottom (Insurance)
ENER(90): -0.15% Top=KOS GPOR XOG RICE FRAC SWN HES MPC ….. EEP SN CVE BPL VVV NBR SM ATW=Bottom (Energy)
HEAL(48): -0.22% Top=OPK BDX IRWD MZOR CYH WCG PRXL BCR ….. CNC BSX ABT MOH STE HRC DXCM HOLX=Bottom (Health)
LEIS(37): -0.38% Top=WEN HGV SHAK RRR DRI H HLT DPZ ….. BLMN JACK LVS DNKN LQ TXRH PK YUMC=Bottom (Leisure)
COHW(37): -0.41% Top=SSYS ACIA UBNT S VIAV ARRS CDW ANET ….. LVLT QCOM NTAP COMM FNSR CTL TDS VG=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.51% Top=GWR CSX UNP NSC FDX EXPD JBLU ALK ….. CHRW AAL CNI WAB UPS UAL SWFT NAT=Bottom (Transportation)
MANU(36): -0.57% Top=DDD MRC CAT SNA DE GE PH IR ….. EMR KMT WBT PNR SWK ATI ITT TEX=Bottom (Manufacturing)
CHEM(28): -0.57% Top=MOS HUN PAH CBT DOW ALB IFF POT ….. SHW APD EMN CE WLK ASH CF SMG=Bottom (Chemicals/Fertilizers)
MATE(24): -0.58% Top=USG PHM CAA LEN MLM TOL TPH KBH ….. WY SRCL VMC SUM FLR OC RYN FAST=Bottom (Materials & Construction)
DISV(48): -0.67% Top=WTW AL ATHN ZTO JEC WEX LDOS ROL ….. RHI VNTV CNDT CXW MYGN ADS RRD CAR=Bottom (Diversified Services)
FINA(88): -0.72% Top=CLNS C LAZ JNS DFS NDAQ SNV JPM ….. AMTD WBS ISBC WDR SYF HOMB FNB PSEC=Bottom (Banks/Financials)
COSW(84): -0.74% Top=MTCH MDSO COUP MDRX NATI BIDU YELP BITA ….. WUBA ATHM ZEN NCR FEYE TRIP SYMC SNAP=Bottom (Computer Software/Internet)
REAL(106): -0.76% Top=AMH OHI HCP DOC CCP BAM HCN VTR ….. TCO DDR HPT STOR SPG RLJ CBG NYRT=Bottom (Real Estate)
CONS(52): -1.10% Top=LULU TPX CSL KS GT WRK NWL SPB ….. HBI CRI PVH WWW FOSL SKX RL ELF=Bottom (Consumer)
RETA(59): -1.60% Top=BZUN GNC WFM SFM BID KR LL CVS ….. CHS KSS TLRD FINL JWN DSW 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 12:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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