daytrend

05/12/2017

Filed under: Market Stats — daytrend @ 11:24 am

Market Stats at 12:23 pm 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 12:23 pm ET)
12.1% of stocks are above yesterday’s high.
40.1% are above yesterday’s midpoint. (59.9% are below.)
27.8% are below yesterday’s low.
60.2% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
47.6% of stocks with today’s low < yesterday’s low. (52.4% greater than).

EVIDENCE OF INTRADAY TREND (20170512 12:23 pm ET)
38.7% of stocks are above today’s open. (59.8% are below).
28.2% of stocks are above today’s open and yesterday’s close.
56.1% 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 12:23 pm ET)
6.9% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
43.1% are in the top half. 56.9% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN (20170512 12:23 pm ET)
33.3% of stocks are above yesterday’s close. (66.7% are below.)
0.2% are up 4.5% or more. 0.9% are down 4.5% or more.
0.7% are up 3.5% or more. 2.3% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20170512 12:23 pm ET)
2-day: >=95:4.1%…>=90:7.2%…>=80:14.2%…>=50:32.6%…<=20:38.9%…<=10:21.6%…<=5:11.3%…
9-day: >=95:0.1%…>=90:0.7%…>=80:4.9%…>=50:44.6%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:48.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170512 12:23 pm ET)
12.1% above previous 1 highs, 27.8% below previous 1 lows
8.8% above previous 2 highs, 23.5% below previous 2 lows
8.0% above previous 3 highs, 20.1% below previous 3 lows
7.4% above previous 4 highs, 18.8% below previous 4 lows
6.5% above previous 5 highs, 16.0% below previous 5 lows
6.2% above previous 6 highs, 14.2% below previous 6 lows
5.7% above previous 7 highs, 12.9% below previous 7 lows
5.2% above previous 8 highs, 12.3% below previous 8 lows
4.8% above previous 9 highs, 11.6% below previous 9 lows
4.5% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170512 12:23 pm ET)
33.3% are above or equal to 5/11 close (1 days ago), 66.7% are below.
27.1% are above or equal to 5/10 close (2 days ago), 72.9% are below.
41.5% are above or equal to 5/9 close (3 days ago), 58.5% are below.
41.2% are above or equal to 5/8 close (4 days ago), 58.8% are below.
39.6% are above or equal to 5/5 close (5 days ago), 60.4% are below.
52.5% are above or equal to 5/4 close (6 days ago), 47.5% are below.
49.4% are above or equal to 5/3 close (7 days ago), 50.6% are below.
44.6% are above or equal to 5/2 close (8 days ago), 55.4% are below.
45.1% are above or equal to 5/1 close (9 days ago), 54.9% are below.
46.0% are above or equal to 4/28 close (10 days ago), 54.0% are below.
40.9% are above or equal to 4/27 close (11 days ago), 59.1% are below.
39.4% are above or equal to 4/26 close (12 days ago), 60.6% are below.
40.3% are above or equal to 4/25 close (13 days ago), 59.7% are below.
44.1% are above or equal to 4/24 close (14 days ago), 55.9% are below.
52.8% are above or equal to 4/21 close (15 days ago), 47.2% are below.
50.2% are above or equal to 4/20 close (16 days ago), 49.8% are below.
57.3% are above or equal to 4/19 close (17 days ago), 42.7% are below.
56.2% are above or equal to 4/18 close (18 days ago), 43.8% are below.
55.1% are above or equal to 4/17 close (19 days ago), 44.9% are below.
61.4% are above or equal to 4/13 close (20 days ago), 38.6% are below.
55.9% are above or equal to 4/12 close (21 days ago), 44.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170512 12:23 pm ET)
20d: 5.9% new highs, 8.8% new lows
21d: 5.9% new highs, 8.8% new lows
42d: 5.5% new highs, 6.9% new lows
63d: 5.2% new highs, 6.5% new lows
126d: 4.9% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170512 12:23 pm ET)
2-day: 32.3% above, 67.7% below
3-day: 27.6% above, 72.4% below
4-day: 33.7% above, 66.3% below
5-day: 36.2% above, 63.8% below
8-day: 42.4% above, 57.6% below
10-day: 42.2% above, 57.8% below
20-day: 46.1% above, 53.9% below
50-day: 52.4% above, 47.6% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170512 12:23 pm ET)
META(27): 0.71% Top=AG SSRI PAAS TECK CDE RGLD AA SLW ….. CCJ NUE FCX CMC TX SCCO X CLF=Bottom (Metals & Mining)
COSW(83): 0.35% Top=TTD BITA SQ TWTR VIPS SHOP SNAP JD ….. NTES CSRA NTNX ATHM JCOM MDRX MTCH COUP=Bottom (Computer Software/Internet)
CHEM(29): 0.11% Top=CC OLN WLK TROX PX PAH APD RPM ….. AGU GRA PPG CE AXTA CF MOS VSM=Bottom (Chemicals/Fertilizers)
COHW(38): 0.00% Top=TDS AAPL ACIA UBNT S CTL TDC HPQ ….. ARRS ZAYO MSI COMM HRS CSCO GOGO CDW=Bottom (Computer Hardware/Telecom)
LEIS(37): -0.08% Top=WYNN MLCO LVS CMG DNKN MCD DRI RRR ….. WYN SIX SHAK CCL TXRH SEAS JACK EAT=Bottom (Leisure)
HEAL(46): -0.14% Top=IRWD DXCM PRAH MOH OPK BKD ZBH ALGN ….. HCA XRAY LH THC ESRX HOLX IRTC MZOR=Bottom (Health)
ENER(90): -0.31% Top=CPE SWN EEP WPZ RICE BWP XOG NBL ….. NBR BHI CRC HK RIG DO RDC SN=Bottom (Energy)
ELEC(47): -0.38% Top=AMD BRKR AVGO MXL NVDA GLW QRVO PI ….. CY TER AMKR CREE SIMO SPWR HIMX AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -0.48% Top=NAT ALK UNP CNI KSU SAVE JBHT NSC ….. CHRW SWFT LUV DAL UAL TRN XPO AAL=Bottom (Transportation)
DISV(48): -0.54% Top=ZTO FLT HRB CXW MYGN SCI ROL V ….. RBA AL R ADS URI JEC KBR ACM=Bottom (Diversified Services)
REAL(104): -0.60% Top=SNH BAM DOC OHI HCP DLR HTA MGP ….. FRT RLJ FCH MAC GGP PEI WPG CBL=Bottom (Real Estate)
FINA(87): -0.72% Top=JNS AMG CLNS SBNY NDAQ EV CBOE UMPQ ….. WAL SIVB FITB STI HOMB KKR VOYA SYF=Bottom (Banks/Financials)
MANU(36): -0.79% Top=DDD DHR XYL DOV DCI ETN ITW FLS ….. BWXT CMI ITT MHK PH ATI KMT GE=Bottom (Manufacturing)
CONS(52): -0.85% Top=MAT BLL NKE ECL BERY EL COTY CCK ….. VFC WRK GT UAA RL LULU LEG HBI=Bottom (Consumer)
INSU(30): -0.90% Top=ALL XL CINF FNF AON TRV BRO L ….. SLF MET RDN AFSI PRU AGO LNC MBI=Bottom (Insurance)
MATE(24): -1.00% Top=USG RYN TPH KBH CAA WY FAST DHI ….. TOL MLM OC SUM EXP FLR MDR PWR=Bottom (Materials & Construction)
RETA(59): -1.69% Top=MELI AMZN ETSY NFLX TIF HD LOW BABA ….. TLRD FINL WSM CHS DKS W PIR 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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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