daytrend

05/26/2017

Filed under: Market Stats — daytrend @ 10:22 am

Market Stats at 11:21 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 11:21 am ET)
10.7% of stocks are above yesterday’s high.
38.8% are above yesterday’s midpoint. (61.2% are below.)
21.5% are below yesterday’s low.
67.8% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
45.8% of stocks with today’s low < yesterday’s low. (54.2% greater than).

EVIDENCE OF INTRADAY TREND (20170526 11:21 am ET)
45.5% of stocks are above today’s open. (52.6% are below).
35.0% of stocks are above today’s open and yesterday’s close.
47.4% 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 11:21 am ET)
10.4% of stocks are in the top 10% of today’s range.
19.2% 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.
17.7% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170526 11:21 am ET)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
1.1% are up 3.5% or more. 1.3% are down 3.5% or more.
79.2% are between +1% and -1%.

RSI on DAILY (20170526 11:21 am ET)
2-day: >=95:11.9%…>=90:17.6%…>=80:26.2%…>=50:54.6%…<=20:18.1%…<=10:9.7%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.5%…>=80:3.3%…>=50:56.9%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:55.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170526 11:21 am ET)
10.7% above previous 1 highs, 21.5% below previous 1 lows
10.2% above previous 2 highs, 12.4% below previous 2 lows
8.2% above previous 3 highs, 9.7% below previous 3 lows
7.6% above previous 4 highs, 8.2% below previous 4 lows
7.3% above previous 5 highs, 6.0% below previous 5 lows
7.0% above previous 6 highs, 4.0% below previous 6 lows
6.2% above previous 7 highs, 3.9% below previous 7 lows
5.4% above previous 8 highs, 3.9% below previous 8 lows
5.2% above previous 9 highs, 3.9% below previous 9 lows
5.0% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170526 11:21 am ET)
41.3% are above or equal to 5/25 close (1 days ago), 58.7% are below.
52.7% are above or equal to 5/24 close (2 days ago), 47.3% are below.
57.0% are above or equal to 5/23 close (3 days ago), 43.0% are below.
58.2% are above or equal to 5/22 close (4 days ago), 41.8% are below.
64.9% are above or equal to 5/19 close (5 days ago), 35.1% are below.
74.8% are above or equal to 5/18 close (6 days ago), 25.2% are below.
76.8% are above or equal to 5/17 close (7 days ago), 23.2% are below.
51.8% are above or equal to 5/16 close (8 days ago), 48.2% are below.
51.6% are above or equal to 5/15 close (9 days ago), 48.4% are below.
59.4% are above or equal to 5/12 close (10 days ago), 40.6% are below.
54.0% are above or equal to 5/11 close (11 days ago), 46.0% are below.
47.7% are above or equal to 5/10 close (12 days ago), 52.3% are below.
53.9% are above or equal to 5/9 close (13 days ago), 46.1% are below.
52.7% are above or equal to 5/8 close (14 days ago), 47.3% are below.
48.7% are above or equal to 5/5 close (15 days ago), 51.3% are below.
56.8% are above or equal to 5/4 close (16 days ago), 43.2% are below.
53.9% are above or equal to 5/3 close (17 days ago), 46.1% are below.
50.5% are above or equal to 5/2 close (18 days ago), 49.5% are below.
50.2% are above or equal to 5/1 close (19 days ago), 49.8% are below.
50.9% are above or equal to 4/28 close (20 days ago), 49.1% are below.
45.4% are above or equal to 4/27 close (21 days ago), 54.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170526 11:21 am ET)
20d: 6.9% new highs, 6.5% new lows
21d: 6.7% new highs, 6.3% new lows
42d: 6.2% new highs, 4.7% new lows
63d: 5.5% new highs, 4.1% new lows
126d: 5.2% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170526 11:21 am ET)
2-day: 40.1% above, 59.9% below
3-day: 47.2% above, 52.8% below
4-day: 52.1% above, 47.9% below
5-day: 54.6% above, 45.4% below
8-day: 66.9% above, 33.1% below
10-day: 62.3% above, 37.7% below
20-day: 55.9% above, 44.1% below
50-day: 54.9% above, 45.1% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170526 11:21 am ET)
INSU(32): 0.20% Top=AFSI AIG MBI FNF PGR ALL L RDN ….. FAF MMC UNM CINF PRU HIG LNC CLGX=Bottom (Insurance)
LEIS(37): 0.18% Top=JACK WYNN YUMC MGM BLMN QSR SBUX WYN ….. DPZ EAT TXRH LQ EXPE WEN SEAS HGV=Bottom (Leisure)
COHW(38): 0.16% Top=INFN PSTG FNSR CIEN S ACIA BBRY PANW ….. TDS MSI VSAT ANET QCOM NTAP COMM STX=Bottom (Computer Hardware/Telecom)
CONS(52): 0.09% Top=HBI COTY SKX VFC WWW GIL SON CSL ….. PBI PKG TUP WHR ENR PVH SPB FOSL=Bottom (Consumer)
META(26): 0.09% Top=NEM WPM AEM AGI HL RGLD TECK GG ….. FCX SLCA CENX CMC STLD X CNX CLF=Bottom (Metals & Mining)
TRAN(27): 0.07% Top=TK KSU NSC JBLU AAL GWR SAVE DAL ….. CNI FDX WAB ODFL CHRW XPO SWFT BRS=Bottom (Transportation)
COSW(80): 0.04% Top=NTNX VEEV ZEN MULE GRUB BITA SINA NOW ….. EA TTWO VIPS WUBA SABR SNAP TRIP SPLK=Bottom (Computer Software/Internet)
DISV(48): -0.06% Top=ULTA FLT MYGN ATGE TAL YY ZTO TRU ….. URI CNDT AMN ADS WTW R KBR CAR=Bottom (Diversified Services)
ELEC(47): -0.15% Top=MRVL OCLR SNPS AMKR IDTI TER GRMN CRUS ….. FSLR AMD JBL CREE SIMO CSIQ CY PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -0.16% Top=EMN DOW WLK MOS DD PPG ALB SHW ….. CC TROX ASH HUN OLN GRA SMG VSM=Bottom (Chemicals/Fertilizers)
FINA(87): -0.20% Top=FII SYF DFS WDR LAZ SLM PYPL CMA ….. AMTD WBS JNS EWBC PSEC ATH TWNK CIT=Bottom (Banks/Financials)
MANU(35): -0.26% Top=TTC ITT CMI MWA DE CAT AGCO BWXT ….. AOS PNR XYL EMR ATI RS DDD JKS=Bottom (Manufacturing)
MATE(27): -0.31% Top=RSG KBH WM DAR JELD USG MDR DHI ….. SRCL TOL FLR SUM MLM EXP VMC FRTA=Bottom (Materials & Construction)
ENER(84): -0.33% Top=MTDR PTEN CXO RRC HP REN HAL FRAC ….. ATW RIG HFC MPLX NBR SM HK SN=Bottom (Energy)
HEAL(43): -0.36% Top=MZOR ABT AET EW A ANTM TMO PKI ….. HOLX ACHC IART UHS CYH HLS DVA THC=Bottom (Health)
RETA(60): -0.38% Top=COST GES AAP RH ORLY SBH URBN W ….. SIG AEO BBY CHS BURL ANF GME SHLD=Bottom (Retail & Specialty Retail)
REAL(101): -0.40% Top=NNN GLPI MAA SUI RLJ INN SC SHO ….. OUT RPT MAC CBL EXR CCP PEI GGP=Bottom (Real Estate)

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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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