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.

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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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