daytrend

05/15/2017

Filed under: Market Stats — daytrend @ 1:45 pm

Market Stats at 2:44 pm ET
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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

COMPARED TO YESTERDAY’S RANGE (20170515 2:44 pm ET)
42.2% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
10.1% are below yesterday’s low.
47.7% are inside yesterday’s range.
75.4% of stocks with today’s high > yesterday’s high. (24.6% less than).
21.2% of stocks with today’s low < yesterday’s low. (78.8% greater than).

EVIDENCE OF INTRADAY TREND (20170515 2:44 pm ET)
61.2% of stocks are above today’s open. (38.2% are below).
58.9% of stocks are above today’s open and yesterday’s close.
21.2% are below both.
27.1% of stocks opened above yesterday’s high.
74.7% 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 2:44 pm ET)
5.6% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
45.8% are in the top half. 54.2% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN (20170515 2:44 pm ET)
76.7% of stocks are above yesterday’s close. (23.3% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 0.9% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20170515 2:44 pm ET)
2-day: >=95:8.2%…>=90:14.0%…>=80:27.1%…>=50:64.7%…<=20:15.6%…<=10:8.9%…<=5:3.6%…
9-day: >=95:0.1%…>=90:0.9%…>=80:6.1%…>=50:56.0%…<=20:1.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:55.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 2:44 pm ET)
42.2% above previous 1 highs, 10.1% below previous 1 lows
28.9% above previous 2 highs, 7.8% below previous 2 lows
22.3% above previous 3 highs, 6.5% below previous 3 lows
19.4% above previous 4 highs, 5.8% below previous 4 lows
17.4% above previous 5 highs, 5.1% below previous 5 lows
15.8% above previous 6 highs, 4.7% below previous 6 lows
14.4% above previous 7 highs, 4.3% below previous 7 lows
13.6% above previous 8 highs, 4.2% below previous 8 lows
12.4% above previous 9 highs, 3.9% below previous 9 lows
11.6% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 2:44 pm ET)
76.7% are above or equal to 5/12 close (1 days ago), 23.3% are below.
57.5% are above or equal to 5/11 close (2 days ago), 42.5% are below.
44.4% are above or equal to 5/10 close (3 days ago), 55.6% are below.
55.0% are above or equal to 5/9 close (4 days ago), 45.0% are below.
52.2% are above or equal to 5/8 close (5 days ago), 47.8% are below.
49.0% are above or equal to 5/5 close (6 days ago), 51.0% are below.
59.4% are above or equal to 5/4 close (7 days ago), 40.6% are below.
57.4% are above or equal to 5/3 close (8 days ago), 42.6% are below.
53.0% are above or equal to 5/2 close (9 days ago), 47.0% are below.
50.6% are above or equal to 5/1 close (10 days ago), 49.4% are below.
53.6% are above or equal to 4/28 close (11 days ago), 46.4% are below.
46.1% are above or equal to 4/27 close (12 days ago), 53.9% are below.
45.7% are above or equal to 4/26 close (13 days ago), 54.3% are below.
46.1% are above or equal to 4/25 close (14 days ago), 53.9% are below.
48.5% are above or equal to 4/24 close (15 days ago), 51.5% are below.
58.4% are above or equal to 4/21 close (16 days ago), 41.6% are below.
55.6% are above or equal to 4/20 close (17 days ago), 44.4% are below.
61.2% are above or equal to 4/19 close (18 days ago), 38.8% are below.
61.2% are above or equal to 4/18 close (19 days ago), 38.8% are below.
60.2% are above or equal to 4/17 close (20 days ago), 39.8% are below.
65.7% are above or equal to 4/13 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 2:44 pm ET)
20d: 15.0% new highs, 4.7% new lows
21d: 14.5% new highs, 4.7% new lows
42d: 12.0% new highs, 3.5% new lows
63d: 10.6% new highs, 3.4% new lows
126d: 9.6% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 2:44 pm ET)
2-day: 75.8% above, 24.2% below
3-day: 66.7% above, 33.3% below
4-day: 57.3% above, 42.7% below
5-day: 56.4% above, 43.6% below
8-day: 55.2% above, 44.8% below
10-day: 55.2% above, 44.8% below
20-day: 52.4% above, 47.6% below
50-day: 55.8% above, 44.2% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 2:44 pm ET)
ELEC(47): 1.52% Top=PI QRVO NVDA SPWR ON AMBA MRVL CSIQ ….. TEL AMKR INTC FTV CGNX KEYS SIMO TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.21% Top=FEYE PFPT SNAP NTNX WDAY NTES FTNT SYMC ….. EQIX BIDU PTC WUBA JD BITA GRUB MDRX=Bottom (Computer Software/Internet)
MATE(24): 0.99% Top=OC SUM MLM DAR EXP KBH VMC LEN ….. TOL WY RSG FLR WM PWR SRCL FAST=Bottom (Materials & Construction)
META(27): 0.94% Top=CLF SLCA CENX TX CMC FCX FNV AG ….. AGI CDE ABX NEM CNX NUE GG PAAS=Bottom (Metals & Mining)
FINA(87): 0.94% Top=WETF HOMB SYF COF TWNK AMTD LAZ VOYA ….. SNV FHN IVZ BAC FNB FII ISBC WDR=Bottom (Banks/Financials)
ENER(89): 0.88% Top=KOS PTEN FRAC NBR HK SPN RES SN ….. BAS CVI RRC APA CRC DO VLO SWN=Bottom (Energy)
MANU(35): 0.86% Top=DDD XYL TEX DOV MRC ITT CAT ROK ….. AME SWK ETN ITW CMI PH KMT GE=Bottom (Manufacturing)
TRAN(24): 0.85% Top=CP CNI AAL FDX UAL NAT LUV ALK ….. EXPD SWFT CHRW JBLU NSC JBHT WAB CSX=Bottom (Transportation)
COHW(38): 0.76% Top=NTAP UBNT PANW CSCO BBRY ACIA FNSR INFN ….. TDS VIAV ZAYO SSYS AAPL WDC VZ S=Bottom (Computer Hardware/Telecom)
INSU(30): 0.66% Top=MBI MET FNF LNC RDN AON FAF PRU ….. AFL XL ORI WLTW HIG CLGX TRV AFSI=Bottom (Insurance)
DISV(49): 0.41% Top=AL YY RRD TRU SBAC GPN ATHN CNDT ….. SCI PCLN WTW ULTA ZTO TRTN TAL CAR=Bottom (Diversified Services)
REAL(102): 0.23% Top=DRH ALLY STAG UNIT CONE AMH AMT GEO ….. BXP TCO MGP SRC SPG DDR SNH PEI=Bottom (Real Estate)
LEIS(37): 0.20% Top=EXPE GPRO WEN MAR HGV MGM PK LQ ….. CCL JACK LVS SEAS SHAK BLMN YUMC SONC=Bottom (Leisure)
HEAL(46): 0.16% Top=EW NUVA HOLX PRXL MD PRAH DGX DXCM ….. AET DVA HCA TVTY CYH ACHC BKD OPK=Bottom (Health)
CONS(52): 0.11% Top=WWW WHR SKX GIL CCK IP OI SPB ….. GT COTY MAT FOSL UAA FL LULU ELF=Bottom (Consumer)
RETA(58): -0.13% Top=KMX AN MELI GNC PAG KAR KSS W ….. CHS ROST KR BURL DSW URBN FINL AEO=Bottom (Retail & Specialty Retail)
CHEM(29): -0.39% Top=CC TROX CF WLK FMC MOS HUN OLN ….. POT MON AGU PX SHW DD 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 2:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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