daytrend

05/12/2017

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:53 am ET
by daytrend on 20170512. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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 (20170512 9:53 am ET)
9.5% of stocks are above yesterday’s high.
43.1% are above yesterday’s midpoint. (56.9% are below.)
16.6% are below yesterday’s low.
73.9% are inside yesterday’s range.
17.4% of stocks with today’s high > yesterday’s high. (82.6% less than).
31.9% of stocks with today’s low < yesterday’s low. (68.1% greater than).

EVIDENCE OF INTRADAY TREND (20170512 9:53 am ET)
43.6% of stocks are above today’s open. (54.6% are below).
25.1% of stocks are above today’s open and yesterday’s close.
49.2% are below both.
5.3% of stocks opened above yesterday’s high.
26.0% of stocks opened above yesterday’s close. (68.8% opened below yesterday’s close).
9.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170512 9:53 am ET)
12.3% of stocks are in the top 10% of today’s range.
22.4% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
21.6% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20170512 9:53 am ET)
32.9% of stocks are above yesterday’s close. (67.1% are below.)
0.1% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.9% are down 3.5% or more.
80.0% are between +1% and -1%.

RSI on DAILY (20170512 9:53 am ET)
2-day: >=95:3.0%…>=90:6.7%…>=80:12.3%…>=50:34.6%…<=20:31.4%…<=10:17.4%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.5%…>=50:49.0%…<=20:1.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:50.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170512 9:53 am ET)
9.5% above previous 1 highs, 16.6% below previous 1 lows
6.6% above previous 2 highs, 13.1% below previous 2 lows
5.8% above previous 3 highs, 10.3% below previous 3 lows
5.0% above previous 4 highs, 9.8% below previous 4 lows
4.6% above previous 5 highs, 8.8% below previous 5 lows
4.3% above previous 6 highs, 8.2% below previous 6 lows
3.8% above previous 7 highs, 7.4% below previous 7 lows
3.5% above previous 8 highs, 7.1% below previous 8 lows
2.9% above previous 9 highs, 6.7% below previous 9 lows
2.7% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170512 9:53 am ET)
32.9% are above or equal to 5/11 close (1 days ago), 67.1% are below.
26.2% are above or equal to 5/10 close (2 days ago), 73.8% are below.
46.5% are above or equal to 5/9 close (3 days ago), 53.5% are below.
44.5% are above or equal to 5/8 close (4 days ago), 55.5% are below.
41.5% are above or equal to 5/5 close (5 days ago), 58.5% are below.
54.6% are above or equal to 5/4 close (6 days ago), 45.4% are below.
53.2% are above or equal to 5/3 close (7 days ago), 46.8% are below.
47.5% are above or equal to 5/2 close (8 days ago), 52.5% are below.
46.2% are above or equal to 5/1 close (9 days ago), 53.8% are below.
49.0% are above or equal to 4/28 close (10 days ago), 51.0% are below.
40.4% are above or equal to 4/27 close (11 days ago), 59.6% are below.
41.7% are above or equal to 4/26 close (12 days ago), 58.3% are below.
41.5% are above or equal to 4/25 close (13 days ago), 58.5% are below.
46.3% are above or equal to 4/24 close (14 days ago), 53.7% are below.
55.1% are above or equal to 4/21 close (15 days ago), 44.9% are below.
53.3% are above or equal to 4/20 close (16 days ago), 46.7% are below.
59.0% are above or equal to 4/19 close (17 days ago), 41.0% are below.
58.5% are above or equal to 4/18 close (18 days ago), 41.5% are below.
57.1% are above or equal to 4/17 close (19 days ago), 42.9% are below.
63.2% are above or equal to 4/13 close (20 days ago), 36.8% are below.
56.9% are above or equal to 4/12 close (21 days ago), 43.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170512 9:53 am ET)
20d: 3.0% new highs, 5.2% new lows
21d: 3.0% new highs, 5.2% new lows
42d: 2.7% new highs, 3.9% new lows
63d: 2.4% new highs, 3.7% new lows
126d: 2.2% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170512 9:53 am ET)
2-day: 30.7% above, 69.3% below
3-day: 26.1% above, 73.9% below
4-day: 34.1% above, 65.9% below
5-day: 37.2% above, 62.8% below
8-day: 46.0% above, 54.0% below
10-day: 46.0% above, 54.0% below
20-day: 49.6% above, 50.4% below
50-day: 54.2% above, 45.8% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170512 9:53 am ET)
META(27): 1.04% Top=AG CDE TECK PAAS SSRI RGLD SLW AA ….. FCX NUE STLD SCCO TX X CMC CLF=Bottom (Metals & Mining)
COSW(83): 0.13% Top=TTD BITA TWLO TWTR TRIP JD SNAP CA ….. WUBA FTNT IAC COUP NTNX NCR JCOM MTCH=Bottom (Computer Software/Internet)
CHEM(29): 0.13% Top=CC OLN WLK HUN SMG PAH EMN MON ….. CBT POT AGU TROX CF MOS AXTA VSM=Bottom (Chemicals/Fertilizers)
ENER(90): 0.10% Top=WPZ RICE SWN SM ETE CPE WPX GPOR ….. PBF HK RIG ATW DO NBR SN CRC=Bottom (Energy)
TRAN(24): 0.03% Top=XPO ALK CSX UNP CNI JBHT CP KSU ….. JBLU NAT UPS SWFT FDX DAL AAL TRN=Bottom (Transportation)
LEIS(37): -0.00% Top=WYNN MLCO LVS YUMC DRI DNKN CMG MCD ….. GPRO SBUX RRR SIX CCL TXRH EAT SEAS=Bottom (Leisure)
HEAL(46): -0.05% Top=BKD MOH ZBH BDX RMD IRWD ABT CYH ….. LH HLS XRAY HCA DGX IRTC THC ACHC=Bottom (Health)
REAL(104): -0.07% Top=CIM HCP SNH NNN MPW OHI O HTA ….. CBG LHO SPG UNIT KRG GGP CBL PEI=Bottom (Real Estate)
COHW(38): -0.32% Top=TDS S AAPL CTL STX LVLT TU TMUS ….. CIEN MSI ARRS UBNT VG ACIA INFN SSYS=Bottom (Computer Hardware/Telecom)
DISV(48): -0.35% Top=FLT AMN MYGN ZTO LDOS KBR SCI PCLN ….. VNTV JEC MMS URI WTW ATHN ACM RRD=Bottom (Diversified Services)
ELEC(47): -0.44% Top=BRKR AMD NVDA QRVO FLEX AVGO PI MXL ….. XPER CY FSLR CSIQ SPWR OCLR AYI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(36): -0.48% Top=XYL DOV MRC CMI DHR CFX FLS IR ….. AOS EMR DE BWXT SNA KMT TEX GE=Bottom (Manufacturing)
INSU(30): -0.52% Top=AFSI ALL XL FNF L AJG MMC WLTW ….. HIG AGO PRU CLGX LNC RDN MTG MBI=Bottom (Insurance)
MATE(24): -0.54% Top=KBH MAS DHI WM FAST RSG TPH CAA ….. TOL USG SUM OC VMC PWR FLR EXP=Bottom (Materials & Construction)
FINA(87): -0.55% Top=CLNS JNS NDAQ AMG PSEC UMPQ CIT WU ….. VOYA HOMB STI PNC FITB CFG WFC SYF=Bottom (Banks/Financials)
CONS(52): -0.83% Top=ECL BLL GIL AVY CLX MAT CCK PG ….. PVH UAA VFC FL ELF SKX FOSL HBI=Bottom (Consumer)
RETA(59): -1.47% Top=MELI AMZN BID NFLX HD ORLY CVS EBAY ….. GPS BZUN MIK W PIR WSM DKS JWN=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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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