daytrend

05/23/2017

Filed under: Market Stats — daytrend @ 10:33 am

Market Stats at 11:32 am ET
by daytrend on 20170523. 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 (20170523 11:32 am ET)
31.9% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint. (36.0% are below.)
11.4% are below yesterday’s low.
56.7% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20170523 11:32 am ET)
51.1% of stocks are above today’s open. (46.9% are below).
48.8% of stocks are above today’s open and yesterday’s close.
33.1% are below both.
19.4% of stocks opened above yesterday’s high.
75.2% of stocks opened above yesterday’s close. (20.1% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170523 11:32 am ET)
25.9% of stocks are in the top 10% of today’s range.
36.4% are in the top 20%.
65.1% are in the top half. 34.9% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20170523 11:32 am ET)
64.1% of stocks are above yesterday’s close. (35.9% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
78.1% are between +1% and -1%.

RSI on DAILY (20170523 11:32 am ET)
2-day: >=95:9.2%…>=90:21.6%…>=80:42.8%…>=50:76.0%…<=20:5.2%…<=10:2.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.4%…>=50:59.3%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:56.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170523 11:32 am ET)
31.9% above previous 1 highs, 11.4% below previous 1 lows
28.5% above previous 2 highs, 4.5% below previous 2 lows
27.4% above previous 3 highs, 2.6% below previous 3 lows
21.8% above previous 4 highs, 2.4% below previous 4 lows
16.5% above previous 5 highs, 2.1% below previous 5 lows
14.8% above previous 6 highs, 2.1% below previous 6 lows
14.2% above previous 7 highs, 2.1% below previous 7 lows
13.6% above previous 8 highs, 2.1% below previous 8 lows
12.2% above previous 9 highs, 2.1% below previous 9 lows
10.6% above previous 10 highs, 2.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170523 11:32 am ET)
64.1% are above or equal to 5/22 close (1 days ago), 35.9% are below.
76.4% are above or equal to 5/19 close (2 days ago), 23.6% are below.
87.5% are above or equal to 5/18 close (3 days ago), 12.5% are below.
84.9% are above or equal to 5/17 close (4 days ago), 15.1% are below.
52.2% are above or equal to 5/16 close (5 days ago), 47.8% are below.
48.0% are above or equal to 5/15 close (6 days ago), 52.0% are below.
59.2% are above or equal to 5/12 close (7 days ago), 40.8% are below.
54.1% are above or equal to 5/11 close (8 days ago), 45.9% are below.
47.2% are above or equal to 5/10 close (9 days ago), 52.8% are below.
54.8% are above or equal to 5/9 close (10 days ago), 45.2% are below.
51.8% are above or equal to 5/8 close (11 days ago), 48.2% are below.
49.3% are above or equal to 5/5 close (12 days ago), 50.7% are below.
58.1% are above or equal to 5/4 close (13 days ago), 41.9% are below.
54.1% are above or equal to 5/3 close (14 days ago), 45.9% are below.
50.6% are above or equal to 5/2 close (15 days ago), 49.4% are below.
50.8% are above or equal to 5/1 close (16 days ago), 49.2% are below.
51.8% are above or equal to 4/28 close (17 days ago), 48.2% are below.
45.4% are above or equal to 4/27 close (18 days ago), 54.6% are below.
44.7% are above or equal to 4/26 close (19 days ago), 55.3% are below.
45.8% are above or equal to 4/25 close (20 days ago), 54.2% are below.
48.4% are above or equal to 4/24 close (21 days ago), 51.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170523 11:32 am ET)
20d: 10.5% new highs, 2.9% new lows
21d: 10.1% new highs, 2.8% new lows
42d: 8.8% new highs, 2.2% new lows
63d: 7.9% new highs, 2.2% new lows
126d: 7.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170523 11:32 am ET)
2-day: 62.0% above, 38.0% below
3-day: 72.5% above, 27.5% below
4-day: 82.2% above, 17.8% below
5-day: 83.8% above, 16.2% below
8-day: 68.6% above, 31.4% below
10-day: 60.9% above, 39.1% below
20-day: 54.4% above, 45.6% below
50-day: 55.4% above, 44.6% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170523 11:32 am ET)
MANU(34): 0.51% Top=RS ATI DHR MRC MHK XYL DDD DOV ….. DE BWXT CMI GE SWK ITT TEX PNR=Bottom (Manufacturing)
TRAN(26): 0.49% Top=JBLU SNDR JBHT EXPD ODFL CSX LUV WAB ….. CNI DAL CHRW KSU UAL SAVE XPO TK=Bottom (Transportation)
REAL(99): 0.44% Top=VER STAG LPT HST FCH FR BXP HPP ….. BAM FRT BRX KIM EPR EQR SRC NNN=Bottom (Real Estate)
FINA(88): 0.43% Top=FNB YRD BX ZION RF PSEC BMO NAVI ….. LAZ IVZ KKR TROW WDR AMP BEN ATH=Bottom (Banks/Financials)
CHEM(28): 0.40% Top=CF POT AGU CE MOS EMN RPM ASH ….. SMG SHW PX APD OLN HUN CC VSM=Bottom (Chemicals/Fertilizers)
INSU(31): 0.34% Top=AFSI UNM MET VR PRU CLGX ORI L ….. TRV RDN AGO CINF MTG AIG MBI LNC=Bottom (Insurance)
CONS(52): 0.31% Top=TPX KS PVH NKE UAA SKX CHD COTY ….. CSL MAT ELF EL HBI CRI LULU FOSL=Bottom (Consumer)
META(25): 0.30% Top=X STLD NUE CMC CLF CNX TAHO AA ….. PAAS ABX AG SLCA GG SSRI WPM TECK=Bottom (Metals & Mining)
HEAL(45): 0.25% Top=A BKD HLS THC PRAH IRWD BDX SYK ….. BSX ESRX MOH UNH EW ALGN DXCM MZOR=Bottom (Health)
COHW(37): 0.20% Top=VG PSTG PANW CCI CTL TMUS CSCO INFN ….. BBRY MSI SSYS HPQ NTAP WDC FNSR ACIA=Bottom (Computer Hardware/Telecom)
MATE(25): 0.20% Top=DAR ADSW FLR RYN EXP VMC USG TPH ….. SUM MDR KBH LEN PHM CAA DHI SRCL=Bottom (Materials & Construction)
LEIS(37): 0.09% Top=PK HGV YUMC WYN SEAS LQ MAR HLT ….. SIX DRI EAT BLMN SHAK JACK CMG GPRO=Bottom (Leisure)
DISV(48): 0.07% Top=YY LDOS RBA G ROL MA PAYX R ….. TRU CNDT ADS VNTV ZTO MYGN TAL CAR=Bottom (Diversified Services)
ELEC(47): 0.02% Top=SPWR ICHR CAVM AMKR FSLR BRKR CSIQ SNPS ….. TXN ON NVDA PI MXL AMD HIMX XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.02% Top=HK SM ATW RES COG RIG NFG OKS ….. FANG CRC CVI NBR FRAC PTEN HP KOS=Bottom (Energy)
COSW(83): -0.03% Top=TTWO ZEN SQ SHOP BITA JKHY CDNS FEYE ….. FFIV YELP JD TWTR VIPS CMCM SINA TRIP=Bottom (Computer Software/Internet)
RETA(57): -0.64% Top=EBAY MELI RH DKS GPS BID CPRT KORS ….. CHS TLRD DLTR TSCO AAP ORLY GME DSW=Bottom (Retail & Specialty Retail)

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 11:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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