daytrend

05/17/2017

Filed under: Market Stats — daytrend @ 1:25 pm

Market Stats at 2:25 pm 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 2:25 pm ET)
6.0% of stocks are above yesterday’s high.
15.1% are above yesterday’s midpoint. (84.9% are below.)
67.5% are below yesterday’s low.
26.5% are inside yesterday’s range.
12.9% of stocks with today’s high > yesterday’s high. (87.1% less than).
83.5% of stocks with today’s low < yesterday’s low. (16.5% greater than).

EVIDENCE OF INTRADAY TREND (20170517 2:25 pm ET)
30.2% of stocks are above today’s open. (68.9% are below).
13.9% of stocks are above today’s open and yesterday’s close.
67.4% 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 2:25 pm ET)
5.9% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
26.9% are in the top half. 73.1% of stocks are in the bottom half of today’s range.
52.6% are in the bottom 20%.
39.6% are in the bottom 10%.

GAIN (20170517 2:25 pm ET)
15.9% of stocks are above yesterday’s close. (84.1% are below.)
0.2% are up 4.5% or more. 9.6% are down 4.5% or more.
0.7% are up 3.5% or more. 17.1% are down 3.5% or more.
29.2% are between +1% and -1%.

RSI on DAILY (20170517 2:25 pm ET)
2-day: >=95:2.7%…>=90:4.6%…>=80:7.2%…>=50:14.5%…<=20:54.9%…<=10:28.8%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.1%…>=50:32.8%…<=20:3.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.6%…<=20:0.8%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 2:25 pm ET)
6.0% above previous 1 highs, 67.5% below previous 1 lows
4.6% above previous 2 highs, 58.7% below previous 2 lows
4.2% above previous 3 highs, 48.2% below previous 3 lows
4.2% above previous 4 highs, 43.4% below previous 4 lows
3.9% above previous 5 highs, 40.7% below previous 5 lows
3.6% above previous 6 highs, 36.5% below previous 6 lows
3.1% above previous 7 highs, 35.1% below previous 7 lows
3.1% above previous 8 highs, 32.2% below previous 8 lows
3.1% above previous 9 highs, 29.5% below previous 9 lows
3.1% above previous 10 highs, 28.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 2:25 pm ET)
15.9% are above or equal to 5/16 close (1 days ago), 84.1% are below.
15.1% are above or equal to 5/15 close (2 days ago), 84.9% are below.
29.1% are above or equal to 5/12 close (3 days ago), 70.9% are below.
26.2% are above or equal to 5/11 close (4 days ago), 73.8% are below.
23.2% are above or equal to 5/10 close (5 days ago), 76.8% are below.
32.8% are above or equal to 5/9 close (6 days ago), 67.2% are below.
32.4% are above or equal to 5/8 close (7 days ago), 67.6% are below.
32.8% are above or equal to 5/5 close (8 days ago), 67.2% are below.
42.9% are above or equal to 5/4 close (9 days ago), 57.1% are below.
39.2% are above or equal to 5/3 close (10 days ago), 60.8% are below.
38.0% are above or equal to 5/2 close (11 days ago), 62.0% are below.
37.8% are above or equal to 5/1 close (12 days ago), 62.2% are below.
39.6% are above or equal to 4/28 close (13 days ago), 60.4% are below.
35.1% are above or equal to 4/27 close (14 days ago), 64.9% are below.
35.1% are above or equal to 4/26 close (15 days ago), 64.9% are below.
36.2% are above or equal to 4/25 close (16 days ago), 63.8% are below.
39.6% are above or equal to 4/24 close (17 days ago), 60.4% are below.
45.8% are above or equal to 4/21 close (18 days ago), 54.2% are below.
43.6% are above or equal to 4/20 close (19 days ago), 56.4% are below.
48.8% are above or equal to 4/19 close (20 days ago), 51.2% are below.
48.1% are above or equal to 4/18 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 2:25 pm ET)
20d: 3.6% new highs, 24.5% new lows
21d: 3.3% new highs, 22.2% new lows
42d: 2.5% new highs, 17.6% new lows
63d: 2.2% new highs, 15.6% new lows
126d: 1.8% new highs, 9.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 2:25 pm ET)
2-day: 15.4% above, 84.6% below
3-day: 13.9% above, 86.1% below
4-day: 17.2% above, 82.8% below
5-day: 18.5% above, 81.5% below
8-day: 22.1% above, 77.9% below
10-day: 26.5% above, 73.5% below
20-day: 34.8% above, 65.2% below
50-day: 44.5% above, 55.5% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 2:25 pm ET)
REAL(100): 0.37% Top=EXR GPT UNIT VTR CUBE PSA REG AMT ….. RLGY SKT SC CBL BAM CBG ALLY GEO=Bottom (Real Estate)
META(27): -0.48% Top=PAAS AG HL RGLD SSRI NEM TAHO AEM ….. CNX CENX FCX STLD CMC TECK CCJ X=Bottom (Metals & Mining)
HEAL(46): -0.76% Top=MZOR DVA UNH OPK LH BKD VWR PRXL ….. ZBH ANTM BSX IRTC NUVA IRWD TVTY DXCM=Bottom (Health)
LEIS(37): -1.31% Top=JACK SHAK TXRH YUM SBUX MCD DRI SEAS ….. MGM RCL WEN RRR GPRO EXPE WYNN MLCO=Bottom (Leisure)
ENER(89): -1.37% Top=SM CXO TSO BHI PDCE AR REN MDU ….. RICE ETE RIG NBR SPN CRC DO SN=Bottom (Energy)
INSU(31): -1.40% Top=PGR FAF ALL TRV FNF AON CLGX AFL ….. SLF AFSI MTG UNM PRU MET LNC CNO=Bottom (Insurance)
MATE(24): -1.76% Top=SRCL RYN WM DAR MAS WY RSG TOL ….. CAA MDR VMC KBH EXP FAST MLM USG=Bottom (Materials & Construction)
RETA(57): -1.79% Top=GNC TJX DKS TGT SIG M ROST JWN ….. LL WBA MELI BLDR ANF SBH ETSY AEO=Bottom (Retail & Specialty Retail)
MANU(34): -1.80% Top=XYL AME PNR DOV EMR ETN MHK DHR ….. ROK ITT KMT SNA TEX ATI DDD MRC=Bottom (Manufacturing)
CHEM(28): -2.07% Top=ASH IFF SMG GRA APD ALB PX PAH ….. EMN MOS DOW WLK CE HUN OLN CC=Bottom (Chemicals/Fertilizers)
CONS(52): -2.07% Top=CL WWW CHD KMB CLX TPX EL SEE ….. UAA CSL ENR SKX BC GT KS BLL=Bottom (Consumer)
DISV(49): -2.20% Top=SBAC G HRB ROL PAYX FISV VRSK RBA ….. CNDT WTW RRD URI TAL CAR TRTN CXW=Bottom (Diversified Services)
COSW(81): -2.38% Top=ATHM VIPS EQIX BR NATI JD ADP DOX ….. FEYE MTCH TTWO SNAP EA NCR TWTR ZEN=Bottom (Computer Software/Internet)
COHW(37): -2.46% Top=CCI COMM QCOM LVLT CTL BCE CDW CSCO ….. STX INFN CIEN VIAV ACIA S FNSR SSYS=Bottom (Computer Hardware/Telecom)
TRAN(24): -2.55% Top=NAT KSU UPS WAB EXPD SAVE JBLU LUV ….. DAL CP CNI GWR NSC AAL UNP XPO=Bottom (Transportation)
ELEC(47): -3.45% Top=PI BRKR WAT XLNX APH INTC JBL SNPS ….. NVDA MSCC CAVM CY IDTI AMKR OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(87): -3.80% Top=CLNS CBOE PVTB EFX CIT ARCC NDAQ PSEC ….. CMA RJF STI WAL MS SIVB SCHW 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 2:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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