daytrend

05/16/2017

Filed under: Market Stats — daytrend @ 10:32 am

Market Stats at 11:32 am ET
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170516 11:32 am ET)
13.7% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
27.9% are below yesterday’s low.
58.3% are inside yesterday’s range.
38.6% of stocks with today’s high > yesterday’s high. (61.4% less than).
45.4% of stocks with today’s low < yesterday’s low. (54.6% greater than).

EVIDENCE OF INTRADAY TREND (20170516 11:32 am ET)
24.6% of stocks are above today’s open. (74.4% are below).
22.3% of stocks are above today’s open and yesterday’s close.
61.0% are below both.
16.2% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.6% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170516 11:32 am ET)
3.1% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
32.4% are in the top half. 67.6% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20170516 11:32 am ET)
36.7% of stocks are above yesterday’s close. (63.3% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.3% are down 3.5% or more.
71.9% are between +1% and -1%.

RSI on DAILY (20170516 11:32 am ET)
2-day: >=95:7.5%…>=90:12.6%…>=80:22.1%…>=50:48.5%…<=20:20.1%…<=10:12.0%…<=5:6.8%…
9-day: >=95:0.2%…>=90:0.8%…>=80:5.2%…>=50:50.4%…<=20:2.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.4%…>=80:3.5%…>=50:52.7%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 11:32 am ET)
13.7% above previous 1 highs, 27.9% below previous 1 lows
12.4% above previous 2 highs, 16.4% below previous 2 lows
11.4% above previous 3 highs, 14.0% below previous 3 lows
10.1% above previous 4 highs, 13.0% below previous 4 lows
8.8% above previous 5 highs, 12.2% below previous 5 lows
8.2% above previous 6 highs, 11.3% below previous 6 lows
7.9% above previous 7 highs, 10.4% below previous 7 lows
7.5% above previous 8 highs, 9.2% below previous 8 lows
7.4% above previous 9 highs, 8.8% below previous 9 lows
7.3% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 11:32 am ET)
36.7% are above or equal to 5/15 close (1 days ago), 63.3% are below.
65.6% are above or equal to 5/12 close (2 days ago), 34.4% are below.
53.4% are above or equal to 5/11 close (3 days ago), 46.6% are below.
43.5% are above or equal to 5/10 close (4 days ago), 56.5% are below.
51.9% are above or equal to 5/9 close (5 days ago), 48.1% are below.
50.2% are above or equal to 5/8 close (6 days ago), 49.8% are below.
47.5% are above or equal to 5/5 close (7 days ago), 52.5% are below.
57.5% are above or equal to 5/4 close (8 days ago), 42.5% are below.
55.6% are above or equal to 5/3 close (9 days ago), 44.4% are below.
50.2% are above or equal to 5/2 close (10 days ago), 49.8% are below.
49.9% are above or equal to 5/1 close (11 days ago), 50.1% are below.
52.0% are above or equal to 4/28 close (12 days ago), 48.0% are below.
45.4% are above or equal to 4/27 close (13 days ago), 54.6% are below.
44.4% are above or equal to 4/26 close (14 days ago), 55.6% are below.
44.4% are above or equal to 4/25 close (15 days ago), 55.6% are below.
47.7% are above or equal to 4/24 close (16 days ago), 52.3% are below.
56.3% are above or equal to 4/21 close (17 days ago), 43.7% are below.
53.5% are above or equal to 4/20 close (18 days ago), 46.5% are below.
59.3% are above or equal to 4/19 close (19 days ago), 40.7% are below.
59.2% are above or equal to 4/18 close (20 days ago), 40.8% are below.
58.2% are above or equal to 4/17 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 11:32 am ET)
20d: 12.2% new highs, 8.6% new lows
21d: 12.2% new highs, 8.5% new lows
42d: 10.4% new highs, 7.4% new lows
63d: 9.7% new highs, 6.3% new lows
126d: 9.4% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 11:32 am ET)
2-day: 34.5% above, 65.5% below
3-day: 54.8% above, 45.2% below
4-day: 54.9% above, 45.1% below
5-day: 49.2% above, 50.8% below
8-day: 48.8% above, 51.2% below
10-day: 52.1% above, 47.9% below
20-day: 49.9% above, 50.1% below
50-day: 55.0% above, 45.0% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 11:32 am ET)
META(26): 0.49% Top=CDE FNV AGI AG PAAS RGLD TECK AEM ….. CLF AA CMC NEM X SLCA SCCO CENX=Bottom (Metals & Mining)
COSW(81): 0.34% Top=SINA VEEV ATHM TWLO SSNC NTES BIDU YHOO ….. FEYE ZEN NATI SYMC TTD SNAP MTCH COUP=Bottom (Computer Software/Internet)
ELEC(47): 0.33% Top=AMD HIMX ON QRVO CRUS AMBA FLEX AMAT ….. AMKR AYI SIMO CREE XPER PI SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.21% Top=RPM HUN ASH EMN PX CC CF OLN ….. TROX AXTA DD DOW PPG VSM WLK PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.06% Top=YUMC MLCO WYNN PK JACK WEN MGM EXPE ….. RCL BLMN TXRH HGV STAY EAT DRI LQ=Bottom (Leisure)
INSU(30): -0.16% Top=FAF RDN FNF UNM AIG MTG L BRO ….. LNC SLF TMK WLTW CINF CLGX MBI AFSI=Bottom (Insurance)
ENER(89): -0.18% Top=REN EGN VVV DK PAGP WLL CLR MTDR ….. MPC SM NFG PSX VLO PBF CVI SN=Bottom (Energy)
COHW(38): -0.19% Top=BBRY UBNT ARRS COMM CCI CDW STX FNSR ….. INFN MSI ZAYO VIAV SSYS GOGO ACIA VG=Bottom (Computer Hardware/Telecom)
MANU(35): -0.34% Top=MRC DE AOS ROP MHK DDD CMI ATI ….. ROK BWXT FLS XYL TEX WBT KMT ITT=Bottom (Manufacturing)
DISV(49): -0.38% Top=TAL LDOS ALLE SBAC PCLN AL CXW ADS ….. RRD TRTN ZTO URI MYGN YY CAR HRB=Bottom (Diversified Services)
FINA(87): -0.39% Top=TWNK C WETF PSEC CLNS MTB ATH JPM ….. SLM WU FNB HOMB SIVB CBOE JNS TCF=Bottom (Banks/Financials)
HEAL(46): -0.54% Top=IRTC BAX PRXL BKD CNC BSX ACHC TMO ….. CYH HLS NUVA UNH OPK ZBH DXCM DVA=Bottom (Health)
MATE(24): -0.55% Top=MAS SRCL KBH DAR RYN LEN PHM FLR ….. TPH RSG WM VMC FAST PWR OC USG=Bottom (Materials & Construction)
TRAN(24): -0.56% Top=JBLU UAL LUV AAL CNI XPO CHRW CSX ….. DAL JBHT CP EXPD SWFT NAT GWR TRN=Bottom (Transportation)
REAL(101): -0.66% Top=RLJ SHO DRH CIM FCH INN IVR MFA ….. RPT BRX KIM STOR KRG WPG CBL PEI=Bottom (Real Estate)
CONS(52): -0.95% Top=OI PG SEE CL BERY KMB BLL CLX ….. RL WWW FL CRI FOSL HBI LULU UAA=Bottom (Consumer)
RETA(57): -1.02% Top=ETSY LL RH BABA HD AMZN EBAY BID ….. WSM URBN GPS FINL MIK TJX BURL DKS=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 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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