daytrend

05/25/2017

Filed under: Market Stats — daytrend @ 12:50 pm

Market Stats at 1:49 pm ET
by daytrend on 20170525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170525 1:49 pm ET)
38.7% of stocks are above yesterday’s high.
59.4% are above yesterday’s midpoint. (40.6% are below.)
23.5% are below yesterday’s low.
37.8% are inside yesterday’s range.
70.2% of stocks with today’s high > yesterday’s high. (29.8% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND (20170525 1:49 pm ET)
45.6% of stocks are above today’s open. (53.9% are below).
44.2% of stocks are above today’s open and yesterday’s close.
42.0% are below both.
30.2% of stocks opened above yesterday’s high.
80.2% of stocks opened above yesterday’s close. (17.4% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170525 1:49 pm ET)
12.2% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
43.5% are in the top half. 56.5% of stocks are in the bottom half of today’s range.
34.5% are in the bottom 20%.
22.0% are in the bottom 10%.

GAIN (20170525 1:49 pm ET)
56.8% of stocks are above yesterday’s close. (43.2% are below.)
0.9% are up 4.5% or more. 2.8% are down 4.5% or more.
1.9% are up 3.5% or more. 5.2% are down 3.5% or more.
55.3% are between +1% and -1%.

RSI on DAILY (20170525 1:49 pm ET)
2-day: >=95:19.1%…>=90:29.6%…>=80:40.5%…>=50:61.8%…<=20:18.9%…<=10:10.1%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:58.4%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:55.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170525 1:49 pm ET)
38.7% above previous 1 highs, 23.5% below previous 1 lows
30.7% above previous 2 highs, 19.1% below previous 2 lows
28.5% above previous 3 highs, 16.5% below previous 3 lows
27.6% above previous 4 highs, 12.1% below previous 4 lows
27.3% above previous 5 highs, 7.6% below previous 5 lows
24.5% above previous 6 highs, 7.6% below previous 6 lows
20.7% above previous 7 highs, 7.6% below previous 7 lows
19.1% above previous 8 highs, 7.6% below previous 8 lows
18.5% above previous 9 highs, 7.4% below previous 9 lows
17.6% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170525 1:49 pm ET)
56.8% are above or equal to 5/24 close (1 days ago), 43.2% are below.
60.6% are above or equal to 5/23 close (2 days ago), 39.4% are below.
60.7% are above or equal to 5/22 close (3 days ago), 39.3% are below.
68.2% are above or equal to 5/19 close (4 days ago), 31.8% are below.
76.6% are above or equal to 5/18 close (5 days ago), 23.4% are below.
77.8% are above or equal to 5/17 close (6 days ago), 22.2% are below.
53.4% are above or equal to 5/16 close (7 days ago), 46.6% are below.
51.3% are above or equal to 5/15 close (8 days ago), 48.7% are below.
60.0% are above or equal to 5/12 close (9 days ago), 40.0% are below.
54.5% are above or equal to 5/11 close (10 days ago), 45.5% are below.
47.2% are above or equal to 5/10 close (11 days ago), 52.8% are below.
54.9% are above or equal to 5/9 close (12 days ago), 45.1% are below.
52.5% are above or equal to 5/8 close (13 days ago), 47.5% are below.
49.1% are above or equal to 5/5 close (14 days ago), 50.9% are below.
57.4% are above or equal to 5/4 close (15 days ago), 42.6% are below.
53.8% are above or equal to 5/3 close (16 days ago), 46.2% are below.
50.5% are above or equal to 5/2 close (17 days ago), 49.5% are below.
50.7% are above or equal to 5/1 close (18 days ago), 49.3% are below.
51.2% are above or equal to 4/28 close (19 days ago), 48.8% are below.
46.5% are above or equal to 4/27 close (20 days ago), 53.5% are below.
45.1% are above or equal to 4/26 close (21 days ago), 54.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170525 1:49 pm ET)
20d: 18.7% new highs, 4.7% new lows
21d: 17.3% new highs, 4.7% new lows
42d: 15.8% new highs, 3.9% new lows
63d: 14.5% new highs, 3.8% new lows
126d: 13.3% new highs, 3.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170525 1:49 pm ET)
2-day: 56.4% above, 43.6% below
3-day: 58.9% above, 41.1% below
4-day: 60.5% above, 39.5% below
5-day: 62.4% above, 37.6% below
8-day: 67.5% above, 32.5% below
10-day: 64.7% above, 35.3% below
20-day: 54.7% above, 45.3% below
50-day: 54.6% above, 45.4% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170525 1:49 pm ET)
RETA(59): 1.57% Top=BBY GES ANF CPRT BURL NFLX GME DLTR ….. GPS AN GNC ETSY PAG AAP W SIG=Bottom (Retail & Specialty Retail)
COSW(82): 0.89% Top=MULE CMCM CSRA SNAP PTC PFPT WUBA DATA ….. FTNT SHOP MTCH MDSO FEYE TRIP TWLO BITA=Bottom (Computer Software/Internet)
INSU(32): 0.61% Top=XL MET MMC TRV WLTW TMK CLGX AFL ….. L CNO AFG ORI MBI FAF MTG RDN=Bottom (Insurance)
HEAL(44): 0.60% Top=MZOR NUVA DVA IART BAX AET DGX UNH ….. ACHC VWR BDX EW OPK CYH BKD IRWD=Bottom (Health)
TRAN(26): 0.59% Top=SAVE UAL LUV JBLU NSC CSX AAL DAL ….. JBHT XPO CP EXPD CHRW SWFT TRN TK=Bottom (Transportation)
ELEC(47): 0.58% Top=SIMO IDTI CSIQ XLNX HIMX KLAC TEL GLW ….. ON NVDA SPWR AYI MXL ICHR FSLR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.50% Top=PSTG NTAP S VG CCI TDC STX VSAT ….. QCOM CIEN WDC UBNT FNSR HPQ INFN ACIA=Bottom (Computer Hardware/Telecom)
CONS(52): 0.49% Top=PVH CRI BERY CLX ELF EPC GIL WRK ….. UAA HBI IP KS GT FOSL MAT TPX=Bottom (Consumer)
LEIS(37): 0.49% Top=RCL SONC DNKN SBUX WYN CCL MGM EXPE ….. RRR GPRO LQ JACK SEAS SIX H PK=Bottom (Leisure)
DISV(49): 0.21% Top=ULTA ADS INFO SBAC TRU BAH CXW FISV ….. TAL ZTO AL HRI CAR ILG MMS KBR=Bottom (Diversified Services)
FINA(87): 0.06% Top=FII BLK IVZ ETFC TROW TD EV AMTD ….. JNS TWNK BKU BMO FNB TCF CIT SLM=Bottom (Banks/Financials)
REAL(100): 0.04% Top=DFT VER INN MAC CBL CONE GGP AMT ….. DDR APLE RLJ LHO MPW PEB CCP OHI=Bottom (Real Estate)
MATE(26): -0.37% Top=VMC SUM MLM FRTA RSG ADSW WM MAS ….. DAR TOL CAA MDR DHI FLR TPH USG=Bottom (Materials & Construction)
MANU(34): -0.42% Top=DDD HON CAT MHK CMI BWXT ROP IR ….. EMR SNA DOV TTC FLS MRC TEX ITT=Bottom (Manufacturing)
CHEM(28): -0.56% Top=AXTA GRA ASH CC ALB SMG FMC SHW ….. POT DD DOW WLK MOS CF TROX PAH=Bottom (Chemicals/Fertilizers)
META(25): -1.66% Top=PAAS TECK NUE AGI SCCO RGLD AEM FNV ….. CMC SSRI STLD ABX CCJ AG SLCA CNX=Bottom (Metals & Mining)
ENER(84): -3.38% Top=TSO MDU INT VVV WPZ XOM EEP FANG ….. DO RIG SN RDC ATW WLL NBR SPN=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 1:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: