daytrend

05/26/2017

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 3:09 pm ET
by daytrend on 20170526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170526 3:09 pm ET)
12.2% of stocks are above yesterday’s high.
40.3% are above yesterday’s midpoint. (59.7% are below.)
24.9% are below yesterday’s low.
62.9% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
51.1% of stocks with today’s low < yesterday’s low. (48.9% greater than).

EVIDENCE OF INTRADAY TREND (20170526 3:09 pm ET)
45.8% of stocks are above today’s open. (52.1% are below).
37.6% of stocks are above today’s open and yesterday’s close.
48.4% 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 3:09 pm ET)
7.7% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
48.8% are in the top half. 51.2% of stocks are in the bottom half of today’s range.
22.2% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20170526 3:09 pm ET)
43.5% of stocks are above yesterday’s close. (56.5% are below.)
0.9% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 1.3% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20170526 3:09 pm ET)
2-day: >=95:11.5%…>=90:17.0%…>=80:25.7%…>=50:52.8%…<=20:17.4%…<=10:8.5%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:56.3%…<=20:0.9%…<=10:0.1%…<=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 (20170526 3:09 pm ET)
12.2% above previous 1 highs, 24.9% below previous 1 lows
11.3% above previous 2 highs, 14.7% below previous 2 lows
9.4% above previous 3 highs, 11.3% below previous 3 lows
8.9% above previous 4 highs, 9.4% below previous 4 lows
8.6% above previous 5 highs, 6.8% below previous 5 lows
8.3% above previous 6 highs, 3.6% below previous 6 lows
7.5% above previous 7 highs, 3.6% below previous 7 lows
6.2% above previous 8 highs, 3.6% below previous 8 lows
5.8% above previous 9 highs, 3.6% below previous 9 lows
5.6% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170526 3:09 pm ET)
43.5% are above or equal to 5/25 close (1 days ago), 56.5% are below.
50.8% are above or equal to 5/24 close (2 days ago), 49.2% are below.
55.8% are above or equal to 5/23 close (3 days ago), 44.2% are below.
56.8% are above or equal to 5/22 close (4 days ago), 43.2% are below.
64.0% are above or equal to 5/19 close (5 days ago), 36.0% are below.
73.9% are above or equal to 5/18 close (6 days ago), 26.1% are below.
75.8% are above or equal to 5/17 close (7 days ago), 24.2% are below.
52.5% are above or equal to 5/16 close (8 days ago), 47.5% are below.
50.4% are above or equal to 5/15 close (9 days ago), 49.6% are below.
59.9% are above or equal to 5/12 close (10 days ago), 40.1% are below.
54.3% are above or equal to 5/11 close (11 days ago), 45.7% are below.
47.7% are above or equal to 5/10 close (12 days ago), 52.3% are below.
54.2% are above or equal to 5/9 close (13 days ago), 45.8% are below.
53.1% are above or equal to 5/8 close (14 days ago), 46.9% are below.
49.9% are above or equal to 5/5 close (15 days ago), 50.1% are below.
56.6% are above or equal to 5/4 close (16 days ago), 43.4% are below.
54.1% are above or equal to 5/3 close (17 days ago), 45.9% are below.
49.6% are above or equal to 5/2 close (18 days ago), 50.4% are below.
49.9% are above or equal to 5/1 close (19 days ago), 50.1% are below.
51.1% are above or equal to 4/28 close (20 days ago), 48.9% are below.
45.1% are above or equal to 4/27 close (21 days ago), 54.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170526 3:09 pm ET)
20d: 8.5% new highs, 6.9% new lows
21d: 8.2% new highs, 6.8% new lows
42d: 7.6% new highs, 4.9% new lows
63d: 6.9% new highs, 4.3% new lows
126d: 6.5% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170526 3:09 pm ET)
2-day: 42.3% above, 57.7% below
3-day: 47.2% above, 52.8% below
4-day: 51.4% above, 48.6% below
5-day: 52.6% above, 47.4% below
8-day: 64.9% above, 35.1% below
10-day: 60.9% above, 39.1% below
20-day: 55.2% above, 44.8% below
50-day: 54.9% above, 45.1% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170526 3:09 pm ET)
INSU(32): 0.32% Top=AFSI MBI RDN FNF AIG MTG AGO ALL ….. TMK ORI CINF PRU UNM LNC HIG CLGX=Bottom (Insurance)
COHW(38): 0.26% Top=INFN PSTG ACIA FNSR CIEN VIAV S HPQ ….. ZAYO COMM ANET QCOM BBRY STX NTAP VG=Bottom (Computer Hardware/Telecom)
CONS(52): 0.19% Top=SKX WWW HBI COTY GT UAA VFC KS ….. PBI FBHS SPB TUP WHR LULU PVH FOSL=Bottom (Consumer)
META(26): 0.16% Top=AEM NEM GG WPM CCJ HL PAAS TECK ….. FCX CENX NUE CMC CLF STLD X CNX=Bottom (Metals & Mining)
ENER(84): 0.13% Top=REN MTDR CRC PTEN CXO CVE ECA EGN ….. VLO HK ETE MPLX SM NBR HFC SN=Bottom (Energy)
TRAN(27): 0.04% Top=TK KSU NSC GWR AAL JBLU DAL UNP ….. TRN ODFL CHRW XPO WAB BRS SNDR SWFT=Bottom (Transportation)
CHEM(28): 0.04% Top=AGU MOS POT DOW CC DD WLK PPG ….. TROX RPM CE OLN VSM GRA HUN SMG=Bottom (Chemicals/Fertilizers)
LEIS(37): 0.03% Top=JACK BLMN QSR RRR CCL WYNN SBUX WYN ….. SHAK SONC EXPE MLCO SEAS GPRO HGV WEN=Bottom (Leisure)
COSW(80): 0.02% Top=NTNX VEEV GRUB ZEN SINA MULE IAC NOW ….. VIPS SSNC CSRA YELP ATVI TRIP SNAP SPLK=Bottom (Computer Software/Internet)
ELEC(47): -0.13% Top=MRVL OCLR AMKR NVDA SNPS GRMN CRUS CGNX ….. HIMX JBL CREE CY FSLR PI SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.13% Top=BIG GES W GPS AAP COST RH TLRD ….. GNC SIG BURL BBY CHS ANF GME SHLD=Bottom (Retail & Specialty Retail)
DISV(48): -0.16% Top=ULTA YY FLT ZTO INFO TRU ATGE ATHN ….. RRD CNDT WTW KBR SERV AMN R CAR=Bottom (Diversified Services)
FINA(87): -0.20% Top=FII SLM DFS LAZ WDR SYF NAVI GS ….. KEY OZRK WU EWBC SIVB PSEC TWNK CIT=Bottom (Banks/Financials)
MATE(27): -0.38% Top=JELD KBH RSG WM ADSW PWR MDR FAST ….. FLR TOL CAA SRCL MLM SUM VMC FRTA=Bottom (Materials & Construction)
HEAL(43): -0.38% Top=ABT ANTM PRXL MZOR ALGN AET SYK TMO ….. ACHC MD LH CYH IART HLS IRWD DVA=Bottom (Health)
MANU(35): -0.44% Top=CFX ITT TTC ETN CAT CMI AGCO MWA ….. MRC PNR EMR RS XYL ATI DDD JKS=Bottom (Manufacturing)
REAL(101): -0.82% Top=SC BAM GLPI SUI INN NNN RLGY MAA ….. TCO SPG RPT MAC CBL CCP GGP PEI=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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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