daytrend

05/17/2017

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:21 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 3:21 pm ET)
6.0% of stocks are above yesterday’s high.
16.6% are above yesterday’s midpoint. (83.4% are below.)
64.1% are below yesterday’s low.
29.9% are inside yesterday’s range.
13.3% of stocks with today’s high > yesterday’s high. (86.7% less than).
84.5% of stocks with today’s low < yesterday’s low. (15.5% greater than).

EVIDENCE OF INTRADAY TREND (20170517 3:21 pm ET)
34.7% of stocks are above today’s open. (64.4% are below).
15.6% of stocks are above today’s open and yesterday’s close.
62.4% 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 3:21 pm ET)
7.9% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20170517 3:21 pm ET)
18.0% of stocks are above yesterday’s close. (82.0% are below.)
0.5% are up 4.5% or more. 7.4% are down 4.5% or more.
0.7% are up 3.5% or more. 14.6% are down 3.5% or more.
32.5% are between +1% and -1%.

RSI on DAILY (20170517 3:21 pm ET)
2-day: >=95:2.5%…>=90:3.9%…>=80:6.5%…>=50:16.7%…<=20:50.9%…<=10:25.4%…<=5:12.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.7%…>=50:33.9%…<=20:3.6%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:38.8%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 3:21 pm ET)
6.0% above previous 1 highs, 64.1% below previous 1 lows
4.5% above previous 2 highs, 56.0% below previous 2 lows
4.1% above previous 3 highs, 44.1% below previous 3 lows
4.0% above previous 4 highs, 38.8% below previous 4 lows
3.8% above previous 5 highs, 37.1% below previous 5 lows
3.4% above previous 6 highs, 33.1% below previous 6 lows
3.1% above previous 7 highs, 30.9% below previous 7 lows
3.1% above previous 8 highs, 28.9% below previous 8 lows
3.1% above previous 9 highs, 26.9% below previous 9 lows
3.1% above previous 10 highs, 25.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 3:21 pm ET)
18.0% are above or equal to 5/16 close (1 days ago), 82.0% are below.
16.1% are above or equal to 5/15 close (2 days ago), 83.9% are below.
30.2% are above or equal to 5/12 close (3 days ago), 69.8% are below.
28.1% are above or equal to 5/11 close (4 days ago), 71.9% are below.
24.5% are above or equal to 5/10 close (5 days ago), 75.5% are below.
33.8% are above or equal to 5/9 close (6 days ago), 66.2% are below.
33.2% are above or equal to 5/8 close (7 days ago), 66.8% are below.
32.9% are above or equal to 5/5 close (8 days ago), 67.1% are below.
43.6% are above or equal to 5/4 close (9 days ago), 56.4% are below.
39.8% are above or equal to 5/3 close (10 days ago), 60.2% are below.
38.2% are above or equal to 5/2 close (11 days ago), 61.8% are below.
38.4% are above or equal to 5/1 close (12 days ago), 61.6% are below.
39.5% are above or equal to 4/28 close (13 days ago), 60.5% are below.
35.6% are above or equal to 4/27 close (14 days ago), 64.4% are below.
35.6% are above or equal to 4/26 close (15 days ago), 64.4% are below.
36.5% are above or equal to 4/25 close (16 days ago), 63.5% are below.
40.2% are above or equal to 4/24 close (17 days ago), 59.8% are below.
46.1% are above or equal to 4/21 close (18 days ago), 53.9% are below.
44.6% are above or equal to 4/20 close (19 days ago), 55.4% are below.
49.9% are above or equal to 4/19 close (20 days ago), 50.1% are below.
48.6% are above or equal to 4/18 close (21 days ago), 51.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 3:21 pm ET)
20d: 3.8% new highs, 25.8% new lows
21d: 3.4% new highs, 23.5% new lows
42d: 2.6% new highs, 18.5% new lows
63d: 2.4% new highs, 16.5% new lows
126d: 1.9% new highs, 10.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 3:21 pm ET)
2-day: 17.8% above, 82.2% below
3-day: 15.9% above, 84.1% below
4-day: 19.2% above, 80.8% below
5-day: 19.6% above, 80.4% below
8-day: 24.0% above, 76.0% below
10-day: 27.3% above, 72.7% below
20-day: 35.8% above, 64.2% below
50-day: 44.6% above, 55.4% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 3:21 pm ET)
REAL(100): 0.52% Top=EXR GPT CUBE UNIT DDR KRG REG VTR ….. SKT RLGY SC CBL CBG BAM ALLY GEO=Bottom (Real Estate)
HEAL(46): -0.81% Top=MZOR DVA OPK UNH BKD IART VWR BCR ….. ACHC NUVA THC ANTM IRTC IRWD DXCM TVTY=Bottom (Health)
META(27): -0.98% Top=PAAS AG NEM HL RGLD SSRI AEM TAHO ….. FCX STLD CMC TECK CCJ CNX X SLCA=Bottom (Metals & Mining)
ENER(89): -0.98% Top=SM PDCE BHI CXO EGN TSO APC AR ….. RES RIG MPLX NBR ETE DO SPN SN=Bottom (Energy)
INSU(31): -1.14% Top=PGR FAF AON TRV FNF ALL MBI AFL ….. MTG SLF UNM AFSI MET PRU LNC CNO=Bottom (Insurance)
LEIS(37): -1.26% Top=JACK SHAK TXRH YUM SBUX DRI SEAS MCD ….. MGM GPRO EXPE WEN CMG RCL WYNN MLCO=Bottom (Leisure)
MANU(34): -1.59% Top=XYL PNR AME DOV CFX EMR IR ETN ….. CMI ITT ATI KMT TEX SNA MRC DDD=Bottom (Manufacturing)
RETA(57): -1.59% Top=GNC DKS TJX TGT M KSS SIG W ….. WBA ANF LL BLDR SBH MELI ETSY AEO=Bottom (Retail & Specialty Retail)
MATE(24): -1.73% Top=DAR WM WY SRCL RYN MAS RSG FLR ….. EXP OC CAA LEN KBH MLM FAST USG=Bottom (Materials & Construction)
DISV(49): -1.96% Top=SBAC G HRB FISV VRSK PAYX ACM RBA ….. CNDT RHI RRD URI TAL CAR TRTN CXW=Bottom (Diversified Services)
CHEM(28): -1.96% Top=IFF SMG ASH GRA PAH APD PX RPM ….. DD DOW TROX WLK CE HUN OLN CC=Bottom (Chemicals/Fertilizers)
CONS(52): -1.97% Top=CL WWW TPX CLX CHD KMB EL SEE ….. WRK GPK SKX GT ENR BC KS BLL=Bottom (Consumer)
TRAN(24): -2.29% Top=WAB NAT KSU EXPD UPS LUV SAVE TRN ….. CNI DAL CP UAL UNP NSC AAL XPO=Bottom (Transportation)
COSW(81): -2.43% Top=ATHM VIPS EQIX DOX BR TWLO NATI ADP ….. SHOP NCR TTWO TWTR MTCH TTD EA ZEN=Bottom (Computer Software/Internet)
COHW(37): -2.47% Top=CCI COMM QCOM LVLT BBRY CTL ZAYO CSCO ….. STX INFN CIEN VIAV ACIA S SSYS FNSR=Bottom (Computer Hardware/Telecom)
FINA(87): -3.16% Top=CLNS CBOE PVTB PSEC NDAQ SYF WU ARCC ….. STI BAC AMTD CFG MS SIVB RJF SCHW=Bottom (Banks/Financials)
ELEC(47): -3.43% Top=PI BRKR WAT XLNX APH JBL SPWR INTC ….. MSCC NVDA AMKR CAVM CY IDTI OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 3:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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