daytrend

05/16/2017

Filed under: Market Stats — daytrend @ 12:03 pm

Market Stats at 1:03 pm ET
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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 (20170516 1:03 pm ET)
17.7% of stocks are above yesterday’s high.
44.2% are above yesterday’s midpoint. (55.8% are below.)
26.6% are below yesterday’s low.
55.6% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
46.7% of stocks with today’s low < yesterday’s low. (53.3% greater than).

EVIDENCE OF INTRADAY TREND (20170516 1:03 pm ET)
30.6% of stocks are above today’s open. (68.1% are below).
28.1% of stocks are above today’s open and yesterday’s close.
59.4% 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 1:03 pm ET)
8.1% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
43.0% are in the top half. 57.0% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20170516 1:03 pm ET)
38.0% of stocks are above yesterday’s close. (62.0% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 1.3% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170516 1:03 pm ET)
2-day: >=95:8.8%…>=90:14.1%…>=80:23.8%…>=50:52.5%…<=20:19.8%…<=10:11.5%…<=5:7.0%…
9-day: >=95:0.2%…>=90:0.9%…>=80:5.9%…>=50:52.0%…<=20:2.6%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.5%…>=80:4.1%…>=50:53.3%…<=20:0.8%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 1:03 pm ET)
17.7% above previous 1 highs, 26.6% below previous 1 lows
16.1% above previous 2 highs, 16.7% below previous 2 lows
14.8% above previous 3 highs, 14.3% below previous 3 lows
13.3% above previous 4 highs, 12.9% below previous 4 lows
12.0% above previous 5 highs, 12.1% below previous 5 lows
11.2% above previous 6 highs, 11.3% below previous 6 lows
10.9% above previous 7 highs, 10.2% below previous 7 lows
10.2% above previous 8 highs, 9.5% below previous 8 lows
10.2% above previous 9 highs, 8.7% below previous 9 lows
10.0% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 1:03 pm ET)
38.0% are above or equal to 5/15 close (1 days ago), 62.0% are below.
67.1% are above or equal to 5/12 close (2 days ago), 32.9% are below.
55.2% are above or equal to 5/11 close (3 days ago), 44.8% are below.
45.2% are above or equal to 5/10 close (4 days ago), 54.8% are below.
54.8% are above or equal to 5/9 close (5 days ago), 45.2% are below.
50.9% are above or equal to 5/8 close (6 days ago), 49.1% are below.
47.8% are above or equal to 5/5 close (7 days ago), 52.2% are below.
58.8% are above or equal to 5/4 close (8 days ago), 41.2% are below.
55.6% are above or equal to 5/3 close (9 days ago), 44.4% are below.
51.6% are above or equal to 5/2 close (10 days ago), 48.4% are below.
50.5% are above or equal to 5/1 close (11 days ago), 49.5% are below.
53.2% are above or equal to 4/28 close (12 days ago), 46.8% are below.
46.1% are above or equal to 4/27 close (13 days ago), 53.9% are below.
44.1% are above or equal to 4/26 close (14 days ago), 55.9% are below.
45.0% are above or equal to 4/25 close (15 days ago), 55.0% are below.
48.2% are above or equal to 4/24 close (16 days ago), 51.8% are below.
56.9% are above or equal to 4/21 close (17 days ago), 43.1% are below.
54.9% are above or equal to 4/20 close (18 days ago), 45.1% are below.
60.4% are above or equal to 4/19 close (19 days ago), 39.6% are below.
59.3% are above or equal to 4/18 close (20 days ago), 40.7% are below.
58.3% are above or equal to 4/17 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 1:03 pm ET)
20d: 13.6% new highs, 8.8% new lows
21d: 13.6% new highs, 8.7% new lows
42d: 11.5% new highs, 7.5% new lows
63d: 10.8% new highs, 6.7% new lows
126d: 10.4% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 1:03 pm ET)
2-day: 36.7% above, 63.3% below
3-day: 58.2% above, 41.8% below
4-day: 56.0% above, 44.0% below
5-day: 51.5% above, 48.5% below
8-day: 50.7% above, 49.3% below
10-day: 53.6% above, 46.4% below
20-day: 50.8% above, 49.2% below
50-day: 55.8% above, 44.2% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 1:03 pm ET)
META(26): 0.53% Top=CDE FNV TECK PAAS RGLD AGI STLD TAHO ….. SLW X CMC SCCO NEM AA SLCA CENX=Bottom (Metals & Mining)
ELEC(47): 0.49% Top=AMD ON CRUS CAVM HIMX FLEX QRVO AMBA ….. FSLR SIMO CREE XPER AYI PI CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.44% Top=SINA VEEV ATHM BIDU TWLO NTES YHOO TWTR ….. YELP TRIP MTCH SNAP VIPS TTD SYMC COUP=Bottom (Computer Software/Internet)
CHEM(29): 0.34% Top=RPM HUN EMN CE CF ASH PX OLN ….. TROX DOW DD APD AGU PPG WLK PAH=Bottom (Chemicals/Fertilizers)
COHW(38): 0.21% Top=BBRY COMM CDW FNSR UBNT ARRS STX SSYS ….. T TDS PANW ZAYO VIAV ACIA VG GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.11% Top=YUMC MLCO WYNN EXPE WEN JACK MGM PK ….. TXRH HGV BLMN SBUX STAY EAT DRI LQ=Bottom (Leisure)
INSU(30): -0.05% Top=FAF FNF RDN L AIG AJG CNO XL ….. AFL TRV CINF TMK SLF CLGX MBI AFSI=Bottom (Insurance)
FINA(87): -0.17% Top=TWNK C MTB WETF PSEC AMP EWBC PYPL ….. SIVB HOMB PACW WU SLM JNS TCF CBOE=Bottom (Banks/Financials)
MANU(35): -0.17% Top=DDD ATI DE AOS MRC ROP CMI TTC ….. MWA DOV DHR KMT TEX XYL WBT ITT=Bottom (Manufacturing)
DISV(49): -0.25% Top=TAL LDOS CNDT ILG ALLE SBAC PCLN FDC ….. ZTO RRD WTW MYGN URI YY CAR HRB=Bottom (Diversified Services)
RETA(57): -0.37% Top=ETSY LL RH BABA HD BID AMZN EBAY ….. JWN GPS DLTR SIG MIK BURL TJX DKS=Bottom (Retail & Specialty Retail)
MATE(24): -0.37% Top=KBH MAS PHM LEN RYN DAR CAA TOL ….. MLM SUM RSG WM VMC PWR OC USG=Bottom (Materials & Construction)
HEAL(46): -0.43% Top=MZOR IRTC PRXL BAX EW ACHC HOLX STE ….. HLS UNH DXCM THC ZBH OPK CYH DVA=Bottom (Health)
TRAN(24): -0.44% Top=UAL JBLU XPO LUV AAL CHRW CNI JBHT ….. SAVE UPS CP EXPD SWFT GWR NAT TRN=Bottom (Transportation)
ENER(89): -0.81% Top=EGN REN VVV PAGP PXD DK BPL ATW ….. MPC PSX VLO GPOR CVI PBF SM SN=Bottom (Energy)
REAL(101): -0.81% Top=SHO RLJ MFA TWO CIM DRH AMT INN ….. RPT STOR KRG KIM BRX WPG CBL PEI=Bottom (Real Estate)
CONS(52): -0.89% Top=MAT OI ECL CL PG NWL SEE LEG ….. LULU CRI FOSL ELF WWW TPX HBI UAA=Bottom (Consumer)

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 1:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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