daytrend

05/17/2017

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20170517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170517 9:53 am ET)
4.4% of stocks are above yesterday’s high.
15.1% are above yesterday’s midpoint. (84.9% are below.)
59.9% are below yesterday’s low.
35.8% are inside yesterday’s range.
8.7% of stocks with today’s high > yesterday’s high. (91.3% less than).
74.6% of stocks with today’s low < yesterday’s low. (25.4% greater than).

EVIDENCE OF INTRADAY TREND (20170517 9:53 am ET)
42.2% of stocks are above today’s open. (55.9% are below).
9.6% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
2.4% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
56.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170517 9:53 am ET)
3.6% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
35.1% are in the bottom 20%.
22.5% are in the bottom 10%.

GAIN (20170517 9:53 am ET)
12.2% of stocks are above yesterday’s close. (87.8% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
0.2% are up 3.5% or more. 1.9% are down 3.5% or more.
44.5% are between +1% and -1%.

RSI on DAILY (20170517 9:53 am ET)
2-day: >=95:2.1%…>=90:3.3%…>=80:4.9%…>=50:16.2%…<=20:46.4%…<=10:22.8%…<=5:12.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:39.9%…<=20:3.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:43.5%…<=20:1.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 9:53 am ET)
4.4% above previous 1 highs, 59.9% below previous 1 lows
2.7% above previous 2 highs, 48.0% below previous 2 lows
2.7% above previous 3 highs, 32.7% below previous 3 lows
2.6% above previous 4 highs, 29.1% below previous 4 lows
2.2% above previous 5 highs, 27.4% below previous 5 lows
2.2% above previous 6 highs, 24.5% below previous 6 lows
2.1% above previous 7 highs, 23.3% below previous 7 lows
2.1% above previous 8 highs, 21.1% below previous 8 lows
2.1% above previous 9 highs, 19.6% below previous 9 lows
2.0% above previous 10 highs, 18.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 9:53 am ET)
12.2% are above or equal to 5/16 close (1 days ago), 87.8% are below.
17.4% are above or equal to 5/15 close (2 days ago), 82.6% are below.
38.9% are above or equal to 5/12 close (3 days ago), 61.1% are below.
35.1% are above or equal to 5/11 close (4 days ago), 64.9% are below.
29.2% are above or equal to 5/10 close (5 days ago), 70.8% are below.
39.1% are above or equal to 5/9 close (6 days ago), 60.9% are below.
38.2% are above or equal to 5/8 close (7 days ago), 61.8% are below.
36.4% are above or equal to 5/5 close (8 days ago), 63.6% are below.
48.4% are above or equal to 5/4 close (9 days ago), 51.6% are below.
44.2% are above or equal to 5/3 close (10 days ago), 55.8% are below.
41.8% are above or equal to 5/2 close (11 days ago), 58.2% are below.
41.2% are above or equal to 5/1 close (12 days ago), 58.8% are below.
43.4% are above or equal to 4/28 close (13 days ago), 56.6% are below.
38.7% are above or equal to 4/27 close (14 days ago), 61.3% are below.
39.2% are above or equal to 4/26 close (15 days ago), 60.8% are below.
40.0% are above or equal to 4/25 close (16 days ago), 60.0% are below.
43.1% are above or equal to 4/24 close (17 days ago), 56.9% are below.
50.0% are above or equal to 4/21 close (18 days ago), 50.0% are below.
48.1% are above or equal to 4/20 close (19 days ago), 51.9% are below.
54.1% are above or equal to 4/19 close (20 days ago), 45.9% are below.
55.2% are above or equal to 4/18 close (21 days ago), 44.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 9:53 am ET)
20d: 2.4% new highs, 14.4% new lows
21d: 2.0% new highs, 13.3% new lows
42d: 1.5% new highs, 11.2% new lows
63d: 1.4% new highs, 9.8% new lows
126d: 0.9% new highs, 7.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 9:53 am ET)
2-day: 11.4% above, 88.6% below
3-day: 12.8% above, 87.2% below
4-day: 19.8% above, 80.2% below
5-day: 23.1% above, 76.9% below
8-day: 28.9% above, 71.1% below
10-day: 33.4% above, 66.6% below
20-day: 40.1% above, 59.9% below
50-day: 49.1% above, 50.9% below
200-day: 61.9% above, 38.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 9:53 am ET)
META(27): 0.23% Top=PAAS SSRI AG RGLD CDE HL AGI NEM ….. CENX CCJ SLCA TECK CMC STLD CNX X=Bottom (Metals & Mining)
REAL(100): -0.20% Top=VTR EXR MPW EPR CPT AMT GPT HCP ….. SHO LHO WPG ALLY GEO BAM SC CBL=Bottom (Real Estate)
LEIS(37): -0.73% Top=JACK HGV YUMC TXRH ARMK YUM PK MCD ….. WEN RRR STAY WYN LQ WYNN GPRO MLCO=Bottom (Leisure)
HEAL(46): -0.80% Top=DVA UNH EW VWR ESRX MZOR BKD OPK ….. IART IRWD TVTY PRAH CYH MD DXCM IRTC=Bottom (Health)
RETA(57): -0.90% Top=GNC DKS TGT JWN TJX RH M WMT ….. TLRD ETSY URBN MELI CVS ANF BLDR AEO=Bottom (Retail & Specialty Retail)
ENER(89): -0.93% Top=PBF PE AR BHI TSO CXO KOS PSX ….. OAS NBR DO WLL ECA CVE SN CRC=Bottom (Energy)
COSW(81): -1.09% Top=BITA VIPS WUBA EQIX TWLO TTD JD IAC ….. SYMC SINA SHOP SQ VEEV ZEN TTWO EA=Bottom (Computer Software/Internet)
INSU(31): -1.16% Top=PGR TRV ALL AON MMC AGO XL FNF ….. MET MTG AFSI SLF PRU UNM LNC CNO=Bottom (Insurance)
COHW(37): -1.29% Top=CCI BBRY TMUS LVLT QCOM CTL CDW COMM ….. WDC CIEN VG VIAV INFN SSYS ACIA FNSR=Bottom (Computer Hardware/Telecom)
MANU(34): -1.36% Top=DDD DHR XYL DE MHK CAT AME SWK ….. TEX CMI MWA ITT KMT SNA ATI MRC=Bottom (Manufacturing)
CHEM(28): -1.37% Top=IFF APD PX ASH PPG GRA SMG ALB ….. TROX CE PAH CF CBT HUN OLN CC=Bottom (Chemicals/Fertilizers)
MATE(24): -1.46% Top=DAR SRCL WM MAS WY RSG TOL RYN ….. FLR MLM KBH VMC EXP MDR USG SUM=Bottom (Materials & Construction)
DISV(49): -1.46% Top=SBAC AMN FISV VRSK G INFO PAYX MYGN ….. FLT CXW WTW TAL URI RRD CAR TRTN=Bottom (Diversified Services)
TRAN(24): -1.63% Top=SAVE UPS KSU CHRW FDX EXPD LUV WAB ….. CP DAL CSX TRN UNP SWFT GWR XPO=Bottom (Transportation)
ELEC(47): -1.70% Top=INTC SIMO WAT BRKR APH KEYS GRMN FTV ….. IDTI AMBA CREE CAVM HIMX AMKR AMD OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): -1.88% Top=CL WWW SPB CLX KMB PG CHD EL ….. BC GT PBI PAY GPK KS MAT BLL=Bottom (Consumer)
FINA(87): -1.95% Top=CBOE PSEC NDAQ CIT CME WU ICE JNS ….. FHN CMA BOFI SCHW BAC SIVB SLM CFG=Bottom (Banks/Financials)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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