daytrend

05/15/2017

Filed under: Market Stats — daytrend @ 12:32 pm

Market Stats at 1:31 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 857.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170515 1:31 pm ET)
52.7% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
6.0% are below yesterday’s low.
41.3% are inside yesterday’s range.
74.6% of stocks with today’s high > yesterday’s high. (25.4% less than).
17.3% of stocks with today’s low < yesterday’s low. (82.7% greater than).

EVIDENCE OF INTRADAY TREND (20170515 1:31 pm ET)
70.5% of stocks are above today’s open. (28.1% are below).
67.9% of stocks are above today’s open and yesterday’s close.
13.9% are below both.
27.2% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (20.7% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 1:31 pm ET)
20.9% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
62.3% are in the top half. 37.7% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20170515 1:31 pm ET)
83.7% of stocks are above yesterday’s close. (16.3% are below.)
2.5% are up 4.5% or more. 0.4% are down 4.5% or more.
4.3% are up 3.5% or more. 0.4% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20170515 1:31 pm ET)
2-day: >=95:8.1%…>=90:15.8%…>=80:30.5%…>=50:72.9%…<=20:11.0%…<=10:5.7%…<=5:2.8%…
9-day: >=95:0.1%…>=90:1.1%…>=80:6.7%…>=50:60.3%…<=20:1.1%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:58.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 1:31 pm ET)
52.7% above previous 1 highs, 6.0% below previous 1 lows
35.7% above previous 2 highs, 4.9% below previous 2 lows
27.2% above previous 3 highs, 4.1% below previous 3 lows
22.4% above previous 4 highs, 4.0% below previous 4 lows
20.1% above previous 5 highs, 3.4% below previous 5 lows
18.8% above previous 6 highs, 3.3% below previous 6 lows
17.4% above previous 7 highs, 3.0% below previous 7 lows
16.3% above previous 8 highs, 3.0% below previous 8 lows
14.8% above previous 9 highs, 2.8% below previous 9 lows
14.0% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 1:31 pm ET)
83.7% are above or equal to 5/12 close (1 days ago), 16.3% are below.
67.1% are above or equal to 5/11 close (2 days ago), 32.9% are below.
51.2% are above or equal to 5/10 close (3 days ago), 48.8% are below.
61.1% are above or equal to 5/9 close (4 days ago), 38.9% are below.
57.3% are above or equal to 5/8 close (5 days ago), 42.7% are below.
53.6% are above or equal to 5/5 close (6 days ago), 46.4% are below.
61.5% are above or equal to 5/4 close (7 days ago), 38.5% are below.
61.6% are above or equal to 5/3 close (8 days ago), 38.4% are below.
56.7% are above or equal to 5/2 close (9 days ago), 43.3% are below.
54.3% are above or equal to 5/1 close (10 days ago), 45.7% are below.
56.5% are above or equal to 4/28 close (11 days ago), 43.5% are below.
49.6% are above or equal to 4/27 close (12 days ago), 50.4% are below.
47.3% are above or equal to 4/26 close (13 days ago), 52.7% are below.
47.1% are above or equal to 4/25 close (14 days ago), 52.9% are below.
51.3% are above or equal to 4/24 close (15 days ago), 48.7% are below.
59.5% are above or equal to 4/21 close (16 days ago), 40.5% are below.
57.1% are above or equal to 4/20 close (17 days ago), 42.9% are below.
62.7% are above or equal to 4/19 close (18 days ago), 37.3% are below.
62.8% are above or equal to 4/18 close (19 days ago), 37.2% are below.
61.5% are above or equal to 4/17 close (20 days ago), 38.5% are below.
66.5% are above or equal to 4/13 close (21 days ago), 33.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 1:31 pm ET)
20d: 14.5% new highs, 3.6% new lows
21d: 14.0% new highs, 3.6% new lows
42d: 11.8% new highs, 2.9% new lows
63d: 10.4% new highs, 2.8% new lows
126d: 9.3% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 1:31 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 74.9% above, 25.1% below
4-day: 67.7% above, 32.3% below
5-day: 65.5% above, 34.5% below
8-day: 61.4% above, 38.6% below
10-day: 60.9% above, 39.1% below
20-day: 56.8% above, 43.2% below
50-day: 57.3% above, 42.7% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 1:31 pm ET)
ENER(89): 1.77% Top=KOS HK SPN NBR PTEN WLL FRAC RES ….. XEC DO COG RRC APA RICE VLO SWN=Bottom (Energy)
ELEC(47): 1.62% Top=PI QRVO NVDA SPWR ON OCLR AMBA FSLR ….. FTV XPER TRMB INTC MRVL GRMN HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.45% Top=FEYE PFPT SNAP NTNX WDAY NTES FTNT TTD ….. PTC WUBA BIDU MSFT GRUB BITA JD MDRX=Bottom (Computer Software/Internet)
FINA(87): 1.35% Top=WETF HOMB SYF COF VOYA TWNK NAVI AMTD ….. NDAQ SNV SEIC WFC FII BAC WDR SCHW=Bottom (Banks/Financials)
META(28): 1.26% Top=FMSA CLF SLCA CENX CMC TX FCX AA ….. AG ABX GG TAHO SSRI PAAS CDE AGI=Bottom (Metals & Mining)
MATE(24): 1.21% Top=OC SUM DAR MLM EXP USG LEN KBH ….. TPH FLR WY PWR RSG WM SRCL FAST=Bottom (Materials & Construction)
MANU(35): 1.15% Top=DDD TEX MRC DOV ATI XYL ROK CAT ….. ETN SWK HON CMI KMT ITW PH GE=Bottom (Manufacturing)
TRAN(24): 1.05% Top=AAL FDX CP ALK UAL NAT CNI LUV ….. CHRW SAVE JBHT JBLU NSC WAB SWFT CSX=Bottom (Transportation)
COHW(38): 0.98% Top=PANW BBRY NTAP UBNT CSCO FNSR INFN TDC ….. CDW JNPR ARRS QCOM AAPL S WDC VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.97% Top=MBI MET FAF RDN LNC FNF PRU AON ….. ALL XL AFL HIG WLTW TRV CLGX AFSI=Bottom (Insurance)
DISV(49): 0.70% Top=AL CNDT GPN TRU URI YY CXW SBAC ….. RBA PCLN ULTA SCI ZTO TRTN CAR TAL=Bottom (Diversified Services)
REAL(102): 0.44% Top=DRH STAG CONE GEO HST LHO SC AMT ….. BXP MGP SRC GLPI SPG DDR SNH PEI=Bottom (Real Estate)
LEIS(37): 0.40% Top=EXPE GPRO MAR LQ MGM HGV DNKN PK ….. CCL LVS JACK YUMC SHAK BLMN SONC SEAS=Bottom (Leisure)
CONS(52): 0.34% Top=WWW WHR SKX GIL OI IP CCK WRK ….. TPX COTY GT UAA FOSL FL LULU ELF=Bottom (Consumer)
HEAL(46): 0.32% Top=EW NUVA PRXL HOLX PRAH DXCM ESRX IART ….. DVA AET HRC HCA BKD UNH ACHC OPK=Bottom (Health)
RETA(59): 0.27% Top=AN KMX GNC PAG MELI GME TLRD KAR ….. BURL DSW KR ANF URBN AEO FINL PIR=Bottom (Retail & Specialty Retail)
CHEM(29): -0.08% Top=CC CF TROX WLK OLN FMC MOS CE ….. AGU APD POT MON PX SHW VSM 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 1:31 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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