daytrend

05/26/2017

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:19 am ET
by daytrend on 20170526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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 (20170526 10:19 am ET)
8.9% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
24.4% are below yesterday’s low.
66.7% are inside yesterday’s range.
19.5% of stocks with today’s high > yesterday’s high. (80.5% less than).
41.1% of stocks with today’s low < yesterday’s low. (58.9% greater than).

EVIDENCE OF INTRADAY TREND (20170526 10:19 am ET)
37.3% of stocks are above today’s open. (60.9% are below).
27.8% of stocks are above today’s open and yesterday’s close.
54.1% are below both.
3.9% of stocks opened above yesterday’s high.
36.7% of stocks opened above yesterday’s close. (56.3% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170526 10:19 am ET)
5.9% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
40.3% are in the top half. 59.7% of stocks are in the bottom half of today’s range.
28.4% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20170526 10:19 am ET)
36.3% of stocks are above yesterday’s close. (63.7% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.7% are up 3.5% or more. 0.8% are down 3.5% or more.
79.6% are between +1% and -1%.

RSI on DAILY (20170526 10:19 am ET)
2-day: >=95:10.7%…>=90:15.6%…>=80:24.3%…>=50:49.8%…<=20:21.8%…<=10:11.0%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.8%…>=50:55.0%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:54.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170526 10:19 am ET)
8.9% above previous 1 highs, 24.4% below previous 1 lows
8.0% above previous 2 highs, 14.2% below previous 2 lows
6.8% above previous 3 highs, 11.5% below previous 3 lows
6.2% above previous 4 highs, 9.5% below previous 4 lows
6.1% above previous 5 highs, 6.9% below previous 5 lows
5.9% above previous 6 highs, 4.3% below previous 6 lows
5.4% above previous 7 highs, 4.1% below previous 7 lows
4.9% above previous 8 highs, 4.1% below previous 8 lows
4.7% above previous 9 highs, 4.1% below previous 9 lows
4.7% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170526 10:19 am ET)
36.3% are above or equal to 5/25 close (1 days ago), 63.7% are below.
48.6% are above or equal to 5/24 close (2 days ago), 51.4% are below.
56.2% are above or equal to 5/23 close (3 days ago), 43.8% are below.
57.0% are above or equal to 5/22 close (4 days ago), 43.0% are below.
63.6% are above or equal to 5/19 close (5 days ago), 36.4% are below.
73.4% are above or equal to 5/18 close (6 days ago), 26.6% are below.
75.7% are above or equal to 5/17 close (7 days ago), 24.3% are below.
50.7% are above or equal to 5/16 close (8 days ago), 49.3% are below.
50.8% are above or equal to 5/15 close (9 days ago), 49.2% are below.
58.8% are above or equal to 5/12 close (10 days ago), 41.2% are below.
52.8% are above or equal to 5/11 close (11 days ago), 47.2% are below.
46.4% are above or equal to 5/10 close (12 days ago), 53.6% are below.
53.1% are above or equal to 5/9 close (13 days ago), 46.9% are below.
51.6% are above or equal to 5/8 close (14 days ago), 48.4% are below.
48.7% are above or equal to 5/5 close (15 days ago), 51.3% are below.
56.9% are above or equal to 5/4 close (16 days ago), 43.1% are below.
53.3% are above or equal to 5/3 close (17 days ago), 46.7% are below.
50.1% are above or equal to 5/2 close (18 days ago), 49.9% are below.
49.9% are above or equal to 5/1 close (19 days ago), 50.1% are below.
50.7% are above or equal to 4/28 close (20 days ago), 49.3% are below.
44.8% are above or equal to 4/27 close (21 days ago), 55.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170526 10:19 am ET)
20d: 6.0% new highs, 4.9% new lows
21d: 5.8% new highs, 4.8% new lows
42d: 5.4% new highs, 3.8% new lows
63d: 4.9% new highs, 3.2% new lows
126d: 4.6% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170526 10:19 am ET)
2-day: 34.4% above, 65.6% below
3-day: 43.8% above, 56.2% below
4-day: 50.0% above, 50.0% below
5-day: 52.8% above, 47.2% below
8-day: 64.9% above, 35.1% below
10-day: 61.0% above, 39.0% below
20-day: 53.5% above, 46.5% below
50-day: 55.0% above, 45.0% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170526 10:19 am ET)
META(26): 0.25% Top=NEM AEM AGI PAAS HL GG WPM TECK ….. FCX CENX SLCA STLD X CLF CNX CMC=Bottom (Metals & Mining)
INSU(32): 0.13% Top=AFSI MBI AIG AFG AON FNF ALL XL ….. ORI UNM CNO SLF RDN MTG CLGX LNC=Bottom (Insurance)
LEIS(37): 0.05% Top=YUMC WYNN WYN JACK MGM LVS MAR CCL ….. SEAS SHAK EAT TXRH LQ HGV WEN GPRO=Bottom (Leisure)
COSW(80): 0.01% Top=NTNX VEEV MULE ZEN SINA TWTR BITA TWLO ….. YELP WUBA CDK XRX NCR TRIP SNAP SPLK=Bottom (Computer Software/Internet)
CONS(52): -0.05% Top=COTY SKX HBI WWW VFC COH GIL ECL ….. TUP TPX WHR FL PAY LULU PBI FOSL=Bottom (Consumer)
TRAN(27): -0.15% Top=KSU AAL NSC JBLU CSX SAVE DAL ALK ….. TRN JBHT SNDR ODFL WAB XPO SWFT BRS=Bottom (Transportation)
COHW(38): -0.15% Top=INFN PSTG BBRY S CSCO FNSR CIEN PANW ….. COMM QCOM ACIA TDS ANET SSYS STX NTAP=Bottom (Computer Hardware/Telecom)
DISV(48): -0.17% Top=ULTA FLT YY MYGN TAL ATGE ZTO TRU ….. LDOS CNDT R RRD WTW ADS KBR CAR=Bottom (Diversified Services)
CHEM(28): -0.24% Top=DOW DD WLK PPG SHW AGU EMN IFF ….. CBT CF ASH CE GRA SMG VSM TROX=Bottom (Chemicals/Fertilizers)
ENER(84): -0.29% Top=MTDR PTEN SPN CXO FRAC HP HAL RRC ….. XOG PBF HFC APC ATW SM HK SN=Bottom (Energy)
MANU(35): -0.32% Top=TTC ROP DE CMI AGCO BWXT IR ETN ….. PNR ATI RS SNA XYL MRC DDD JKS=Bottom (Manufacturing)
HEAL(43): -0.33% Top=MZOR EW A BSX AET SYK ABT PKI ….. DXCM ACHC HCA UHS DVA CYH THC HLS=Bottom (Health)
FINA(87): -0.34% Top=WDR PYPL NTRS DFS WAL BAC BX MS ….. ATH FNB EWBC WBS OZRK TWNK CIT PSEC=Bottom (Banks/Financials)
MATE(27): -0.34% Top=USG WM RSG PWR DAR FAST JELD OC ….. FLR EXP WY RYN TOL MLM VMC SUM=Bottom (Materials & Construction)
REAL(101): -0.52% Top=UDR SUI MAA REXR AMT NNN SHO RLJ ….. RPT AGNC GGP MAC GEO WPG CBL CCP=Bottom (Real Estate)
ELEC(47): -0.54% Top=MRVL GRMN SNPS ADI FTV APH KEYS CGNX ….. AYI SIMO SPWR AMD CREE PI CY CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.56% Top=COST ORLY GES RH AZO BID SBH W ….. BBY BURL GNC CHS SIG ANF SHLD GME=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 10:19 am 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: