daytrend

05/24/2017

Filed under: Market Stats — daytrend @ 1:32 pm

Market Stats at 2:32 pm ET
by daytrend on 20170524. 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 (20170524 2:32 pm ET)
24.4% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
18.6% are below yesterday’s low.
57.1% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND (20170524 2:32 pm ET)
50.0% of stocks are above today’s open. (48.9% are below).
46.9% of stocks are above today’s open and yesterday’s close.
41.2% are below both.
9.2% of stocks opened above yesterday’s high.
58.5% of stocks opened above yesterday’s close. (34.2% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170524 2:32 pm ET)
12.9% of stocks are in the top 10% of today’s range.
24.4% are in the top 20%.
52.6% are in the top half. 47.4% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170524 2:32 pm ET)
56.4% of stocks are above yesterday’s close. (43.6% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
1.8% are up 3.5% or more. 1.5% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20170524 2:32 pm ET)
2-day: >=95:12.7%…>=90:24.2%…>=80:36.6%…>=50:63.2%…<=20:11.5%…<=10:5.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.4%…>=50:56.1%…<=20:1.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:55.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170524 2:32 pm ET)
24.4% above previous 1 highs, 18.6% below previous 1 lows
20.9% above previous 2 highs, 13.5% below previous 2 lows
19.5% above previous 3 highs, 8.5% below previous 3 lows
18.7% above previous 4 highs, 5.2% below previous 4 lows
16.5% above previous 5 highs, 5.2% below previous 5 lows
13.2% above previous 6 highs, 5.1% below previous 6 lows
12.4% above previous 7 highs, 5.1% below previous 7 lows
11.6% above previous 8 highs, 4.9% below previous 8 lows
10.6% above previous 9 highs, 4.7% below previous 9 lows
10.1% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170524 2:32 pm ET)
56.4% are above or equal to 5/23 close (1 days ago), 43.6% are below.
56.5% are above or equal to 5/22 close (2 days ago), 43.5% are below.
69.4% are above or equal to 5/19 close (3 days ago), 30.6% are below.
83.1% are above or equal to 5/18 close (4 days ago), 16.9% are below.
80.9% are above or equal to 5/17 close (5 days ago), 19.1% are below.
50.7% are above or equal to 5/16 close (6 days ago), 49.3% are below.
49.6% are above or equal to 5/15 close (7 days ago), 50.4% are below.
59.9% are above or equal to 5/12 close (8 days ago), 40.1% are below.
53.2% are above or equal to 5/11 close (9 days ago), 46.8% are below.
47.2% are above or equal to 5/10 close (10 days ago), 52.8% are below.
53.5% are above or equal to 5/9 close (11 days ago), 46.5% are below.
52.2% are above or equal to 5/8 close (12 days ago), 47.8% are below.
49.3% are above or equal to 5/5 close (13 days ago), 50.7% are below.
57.3% are above or equal to 5/4 close (14 days ago), 42.7% are below.
54.5% are above or equal to 5/3 close (15 days ago), 45.5% are below.
50.5% are above or equal to 5/2 close (16 days ago), 49.5% are below.
50.1% are above or equal to 5/1 close (17 days ago), 49.9% are below.
50.7% are above or equal to 4/28 close (18 days ago), 49.3% are below.
44.2% are above or equal to 4/27 close (19 days ago), 55.8% are below.
44.8% are above or equal to 4/26 close (20 days ago), 55.2% are below.
44.7% are above or equal to 4/25 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170524 2:32 pm ET)
20d: 10.2% new highs, 5.9% new lows
21d: 10.1% new highs, 5.9% new lows
42d: 9.2% new highs, 4.5% new lows
63d: 8.5% new highs, 4.2% new lows
126d: 8.1% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170524 2:32 pm ET)
2-day: 54.8% above, 45.2% below
3-day: 55.3% above, 44.7% below
4-day: 60.8% above, 39.2% below
5-day: 70.5% above, 29.5% below
8-day: 65.4% above, 34.6% below
10-day: 62.2% above, 37.8% below
20-day: 54.8% above, 45.2% below
50-day: 53.3% above, 46.7% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170524 2:32 pm ET)
REAL(99): 0.81% Top=PEI TCO WPG KRG CBL REG KIM DFT ….. ARE HST PEB RLGY SRC SC HTA SLG=Bottom (Real Estate)
LEIS(37): 0.72% Top=JACK DPZ SONC SHAK TXRH BLMN YUM DNKN ….. LQ RRR MGM HGV YUMC STAY GPRO SEAS=Bottom (Leisure)
ELEC(47): 0.62% Top=CY FSLR IDTI MRVL PI MSCC SPWR SIMO ….. QRVO TRMB LRCX AMAT CGNX HIMX AYI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(83): 0.56% Top=INTU MULE TTWO CMCM NTNX COUP EA PTC ….. BITA TRIP VIPS FEYE NATI NTES TTD MDRX=Bottom (Computer Software/Internet)
CONS(52): 0.43% Top=MAT GPK WRK SPB HAS ENR PKG KS ….. GIL ELF VFC HBI FL PVH PBI RL=Bottom (Consumer)
DISV(48): 0.35% Top=ATHN WTW YY R CTAS FLT SERV V ….. AMN JEC CAR RHI AL MAN TAL ULTA=Bottom (Diversified Services)
HEAL(45): 0.24% Top=IRWD ANTM AET CNC IART BSX NUVA A ….. CYH HLS ESRX THC ACHC MZOR OPK UHS=Bottom (Health)
INSU(32): 0.13% Top=AFSI AIG WLTW AGO CLGX MTG VR PGR ….. FAF PRU L ORI TMK UNM LNC SLF=Bottom (Insurance)
TRAN(26): 0.07% Top=SWFT SNDR JBLU ODFL CSX CNI AAL UPS ….. CHRW EXPD WAB JBHT TRN ALK SAVE TK=Bottom (Transportation)
CHEM(28): -0.08% Top=CBT ASH PX VSM DOW DD IFF APD ….. POT PAH SMG OLN CF HUN CC TROX=Bottom (Chemicals/Fertilizers)
COHW(37): -0.25% Top=WDC PSTG VRSN BCE HRS CCI HPQ CDW ….. VIAV VZ CSCO FNSR BBRY TDC UBNT CIEN=Bottom (Computer Hardware/Telecom)
MANU(34): -0.26% Top=DDD MHK EMR PH PNR AME CAT ITT ….. FLS KMT SNA TTC RS GE MRC ATI=Bottom (Manufacturing)
FINA(88): -0.40% Top=EV WU YRD PYPL CLNS SBNY TWNK GS ….. RF VOYA FHN BMO ZION OZRK BOFI TROW=Bottom (Banks/Financials)
META(25): -0.45% Top=AG ABX FNV NEM WPM X CENX PAAS ….. STLD TECK SLCA TAHO CMC CCJ SSRI CLF=Bottom (Metals & Mining)
MATE(26): -0.47% Top=ADSW RYN KBH MAS LEN CAA WM WY ….. PWR MDR SUM FAST MLM VMC EXP FRTA=Bottom (Materials & Construction)
RETA(58): -0.52% Top=ANF DSW AEO AZO BID MELI WSM W ….. BURL TSCO LOW RH AAP SIG TIF CHS=Bottom (Retail & Specialty Retail)
ENER(85): -1.04% Top=SN OKS MDU EEP NFG MMP ATW PTEN ….. OAS ECA PBF RICE XOG DK RRC REN=Bottom (Energy)

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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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