daytrend

05/15/2017

Filed under: Market Stats — daytrend @ 11:13 am

Market Stats at 12:12 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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 (20170515 12:12 pm ET)
53.4% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
5.1% are below yesterday’s low.
41.5% are inside yesterday’s range.
74.1% of stocks with today’s high > yesterday’s high. (25.9% less than).
16.1% of stocks with today’s low < yesterday’s low. (83.9% greater than).

EVIDENCE OF INTRADAY TREND (20170515 12:12 pm ET)
73.2% of stocks are above today’s open. (25.6% are below).
71.1% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
27.1% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 12:12 pm ET)
17.3% of stocks are in the top 10% of today’s range.
29.9% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170515 12:12 pm ET)
87.6% of stocks are above yesterday’s close. (12.4% are below.)
2.6% are up 4.5% or more. 0.2% are down 4.5% or more.
4.7% are up 3.5% or more. 0.5% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20170515 12:12 pm ET)
2-day: >=95:9.1%…>=90:17.3%…>=80:31.2%…>=50:74.9%…<=20:8.6%…<=10:4.7%…<=5:2.3%…
9-day: >=95:0.1%…>=90:1.1%…>=80:6.1%…>=50:60.2%…<=20:1.2%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:59.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 12:12 pm ET)
53.4% above previous 1 highs, 5.1% below previous 1 lows
34.0% above previous 2 highs, 4.0% below previous 2 lows
26.5% above previous 3 highs, 3.0% below previous 3 lows
22.7% above previous 4 highs, 2.8% below previous 4 lows
20.0% above previous 5 highs, 2.7% below previous 5 lows
18.8% above previous 6 highs, 2.6% below previous 6 lows
17.3% above previous 7 highs, 2.3% below previous 7 lows
16.2% above previous 8 highs, 2.3% below previous 8 lows
15.0% above previous 9 highs, 2.2% below previous 9 lows
14.4% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 12:12 pm ET)
87.6% are above or equal to 5/12 close (1 days ago), 12.4% are below.
66.9% are above or equal to 5/11 close (2 days ago), 33.1% are below.
49.9% are above or equal to 5/10 close (3 days ago), 50.1% are below.
60.5% are above or equal to 5/9 close (4 days ago), 39.5% are below.
57.5% are above or equal to 5/8 close (5 days ago), 42.5% are below.
53.5% are above or equal to 5/5 close (6 days ago), 46.5% are below.
61.7% are above or equal to 5/4 close (7 days ago), 38.3% are below.
61.2% are above or equal to 5/3 close (8 days ago), 38.8% are below.
56.5% are above or equal to 5/2 close (9 days ago), 43.5% are below.
54.8% are above or equal to 5/1 close (10 days ago), 45.2% are below.
56.2% are above or equal to 4/28 close (11 days ago), 43.8% are below.
49.4% are above or equal to 4/27 close (12 days ago), 50.6% are below.
46.5% are above or equal to 4/26 close (13 days ago), 53.5% are below.
47.3% are above or equal to 4/25 close (14 days ago), 52.7% are below.
51.5% are above or equal to 4/24 close (15 days ago), 48.5% are below.
59.9% are above or equal to 4/21 close (16 days ago), 40.1% are below.
57.2% are above or equal to 4/20 close (17 days ago), 42.8% are below.
63.1% are above or equal to 4/19 close (18 days ago), 36.9% are below.
62.7% are above or equal to 4/18 close (19 days ago), 37.3% are below.
62.1% are above or equal to 4/17 close (20 days ago), 37.9% are below.
67.3% are above or equal to 4/13 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 12:12 pm ET)
20d: 14.0% new highs, 3.4% new lows
21d: 13.7% new highs, 3.4% new lows
42d: 11.4% new highs, 2.7% new lows
63d: 10.0% new highs, 2.6% new lows
126d: 9.0% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 12:12 pm ET)
2-day: 86.4% above, 13.6% below
3-day: 77.0% above, 23.0% below
4-day: 67.9% above, 32.1% below
5-day: 65.1% above, 34.9% below
8-day: 62.1% above, 37.9% below
10-day: 61.3% above, 38.7% below
20-day: 57.5% above, 42.5% below
50-day: 57.6% above, 42.4% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 12:12 pm ET)
ENER(89): 2.15% Top=KOS WLL SPN HK NBR PTEN SM FRAC ….. EPD RRC XOG RICE APA VVV VLO SWN=Bottom (Energy)
ELEC(47): 1.50% Top=PI QRVO NVDA SPWR OCLR CSIQ FSLR ON ….. APH FLEX BRKR FTV GRMN INTC SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 1.43% Top=CLF SLCA CENX CMC FCX TX AA CNX ….. RGLD ABX TAHO NUE CDE AGI SSRI PAAS=Bottom (Metals & Mining)
COSW(81): 1.40% Top=PFPT SNAP FEYE NTNX WDAY COUP NTES SYMC ….. WUBA FB GRUB BIDU MSFT JD BITA MDRX=Bottom (Computer Software/Internet)
FINA(87): 1.17% Top=WETF HOMB VOYA SYF CLNS COF OMF JNS ….. ISBC CIT WFC JPM BAC ARCC SNV WDR=Bottom (Banks/Financials)
MANU(35): 1.06% Top=DDD TEX DOV MRC XYL ATI TTC ROK ….. ROP DE HON ITW CMI PH KMT GE=Bottom (Manufacturing)
MATE(24): 1.00% Top=OC SUM USG MDR MLM RYN LEN EXP ….. DHI TPH PHM PWR RSG WM SRCL FAST=Bottom (Materials & Construction)
TRAN(24): 0.95% Top=CP AAL FDX NAT ALK CNI UAL XPO ….. KSU SAVE CHRW JBLU WAB NSC SWFT CSX=Bottom (Transportation)
INSU(30): 0.93% Top=MBI MET FAF LNC UNM SLF FNF AON ….. ALL XL AFL HIG TRV WLTW CLGX AFSI=Bottom (Insurance)
COHW(38): 0.91% Top=BBRY PANW NTAP CSCO FNSR UBNT INFN TDC ….. TDS JNPR TMUS QCOM AAPL S WDC VZ=Bottom (Computer Hardware/Telecom)
DISV(49): 0.76% Top=AL YY RRD GPN CXW SBAC ATHN URI ….. ILG SERV PCLN SCI TRTN ZTO TAL CAR=Bottom (Diversified Services)
REAL(102): 0.69% Top=DRH WPG ALLY UNIT STAG GEO CONE DOC ….. AVB CBG GLPI HIW SPG PEI DDR SNH=Bottom (Real Estate)
RETA(59): 0.43% Top=AN KMX PAG JWN GME TLRD KSS MELI ….. BURL ANF URBN DSW KR AEO PIR FINL=Bottom (Retail & Specialty Retail)
LEIS(37): 0.40% Top=EXPE GPRO MAR LQ QSR STAY MGM DNKN ….. BYD YUMC JACK SHAK LVS BLMN SEAS SONC=Bottom (Leisure)
CONS(52): 0.33% Top=SKX WWW WHR GIL OI IP CCK ECL ….. NKE TPX GT COTY FOSL LULU FL ELF=Bottom (Consumer)
HEAL(46): 0.29% Top=EW NUVA DXCM PRXL PRAH HOLX IART LH ….. THC DVA UNH HCA CYH BKD ACHC OPK=Bottom (Health)
CHEM(29): -0.04% Top=CF CC TROX WLK MOS FMC HUN OLN ….. AGU PX AXTA DD VSM SHW MON ASH=Bottom (Chemicals/Fertilizers)

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 12:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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