daytrend

05/30/2017

Filed under: Market Stats — daytrend @ 12:52 pm

Market Stats at 1:51 pm ET
by daytrend on 20170530. 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 (20170530 1:51 pm ET)
17.4% of stocks are above yesterday’s high.
42.1% are above yesterday’s midpoint. (57.9% are below.)
30.5% are below yesterday’s low.
52.1% are inside yesterday’s range.
33.5% of stocks with today’s high > yesterday’s high. (66.5% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND (20170530 1:51 pm ET)
49.2% of stocks are above today’s open. (50.0% are below).
38.6% of stocks are above today’s open and yesterday’s close.
47.4% are below both.
3.1% of stocks opened above yesterday’s high.
20.1% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
17.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170530 1:51 pm ET)
14.0% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20170530 1:51 pm ET)
42.7% of stocks are above yesterday’s close. (57.3% are below.)
0.7% are up 4.5% or more. 1.9% are down 4.5% or more.
1.1% are up 3.5% or more. 3.6% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20170530 1:51 pm ET)
2-day: >=95:10.0%…>=90:14.2%…>=80:22.8%…>=50:43.5%…<=20:27.1%…<=10:13.1%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.5%…>=50:54.5%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:53.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170530 1:51 pm ET)
17.4% above previous 1 highs, 30.5% below previous 1 lows
10.5% above previous 2 highs, 24.8% below previous 2 lows
9.6% above previous 3 highs, 18.0% below previous 3 lows
8.9% above previous 4 highs, 16.0% below previous 4 lows
8.6% above previous 5 highs, 13.6% below previous 5 lows
8.2% above previous 6 highs, 10.6% below previous 6 lows
8.1% above previous 7 highs, 7.5% below previous 7 lows
7.9% above previous 8 highs, 6.9% below previous 8 lows
6.7% above previous 9 highs, 6.9% below previous 9 lows
6.4% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170530 1:51 pm ET)
42.7% are above or equal to 5/26 close (1 days ago), 57.3% are below.
39.3% are above or equal to 5/25 close (2 days ago), 60.7% are below.
47.5% are above or equal to 5/24 close (3 days ago), 52.5% are below.
53.8% are above or equal to 5/23 close (4 days ago), 46.2% are below.
53.2% are above or equal to 5/22 close (5 days ago), 46.8% are below.
59.9% are above or equal to 5/19 close (6 days ago), 40.1% are below.
69.8% are above or equal to 5/18 close (7 days ago), 30.2% are below.
73.9% are above or equal to 5/17 close (8 days ago), 26.1% are below.
51.1% are above or equal to 5/16 close (9 days ago), 48.9% are below.
49.9% are above or equal to 5/15 close (10 days ago), 50.1% are below.
56.4% are above or equal to 5/12 close (11 days ago), 43.6% are below.
52.0% are above or equal to 5/11 close (12 days ago), 48.0% are below.
47.6% are above or equal to 5/10 close (13 days ago), 52.4% are below.
52.4% are above or equal to 5/9 close (14 days ago), 47.6% are below.
51.5% are above or equal to 5/8 close (15 days ago), 48.5% are below.
48.6% are above or equal to 5/5 close (16 days ago), 51.4% are below.
55.2% are above or equal to 5/4 close (17 days ago), 44.8% are below.
52.1% are above or equal to 5/3 close (18 days ago), 47.9% are below.
48.4% are above or equal to 5/2 close (19 days ago), 51.6% are below.
48.7% are above or equal to 5/1 close (20 days ago), 51.3% are below.
49.5% are above or equal to 4/28 close (21 days ago), 50.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170530 1:51 pm ET)
20d: 8.9% new highs, 9.3% new lows
21d: 8.5% new highs, 9.3% new lows
42d: 7.5% new highs, 7.5% new lows
63d: 6.9% new highs, 6.6% new lows
126d: 6.8% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170530 1:51 pm ET)
2-day: 40.9% above, 59.1% below
3-day: 37.3% above, 62.7% below
4-day: 42.9% above, 57.1% below
5-day: 46.2% above, 53.8% below
8-day: 55.6% above, 44.4% below
10-day: 57.6% above, 42.4% below
20-day: 53.9% above, 46.1% below
50-day: 54.6% above, 45.4% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170530 1:51 pm ET)
ELEC(47): 0.72% Top=FSLR ICHR CSIQ SPWR HIMX ADI KEYS CREE ….. CRUS AVGO CGNX OCLR IDTI AYI MRVL AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.26% Top=RL IP WHR OI PBI MAT CCK TPX ….. COH KMB CRI FL LULU BERY GT ENR=Bottom (Consumer)
META(26): 0.22% Top=AKS X CLF SCCO FCX AGI ABX STLD ….. TAHO AA CCJ AEM AG SSRI SLCA CNX=Bottom (Metals & Mining)
COHW(38): -0.07% Top=HPQ PSTG WDC VZ STX T CTL NTAP ….. CIEN TDC INFN PANW SSYS VG ACIA BBRY=Bottom (Computer Hardware/Telecom)
MANU(35): -0.15% Top=TEX JKS XYL MWA TTC CMI FLS PNR ….. BWXT IR SNA AGCO DE GE DDD MRC=Bottom (Manufacturing)
RETA(60): -0.16% Top=TLRD GNC SBH GME TGT GPS KR LB ….. MIK SIG LL MELI W BLDR RH SHLD=Bottom (Retail & Specialty Retail)
DISV(48): -0.19% Top=CAR YY SBAC FDC R ACM RBA HRB ….. MAN ZTO ALLE TAL AL RRD ROL WTW=Bottom (Diversified Services)
LEIS(38): -0.20% Top=LVS QSR WYNN H SIX CCL JACK BYD ….. RRR WEN CMG SEAS GPRO SHAK BLMN ZOES=Bottom (Leisure)
MATE(27): -0.27% Top=JELD WY FLR EXP WM MDR RYN LEN ….. DAR PWR SRCL TOL VMC SUM OC FRTA=Bottom (Materials & Construction)
TRAN(27): -0.28% Top=SWFT JBHT NSC SNDR UPS CNI ODFL CSX ….. TRN JBLU LUV SAVE UAL DAL TK BRS=Bottom (Transportation)
REAL(101): -0.32% Top=GPT STOR SRC FCH MPW RLJ AMT HR ….. RPT SC BRX GGP ALLY NRZ PEI WPG=Bottom (Real Estate)
HEAL(43): -0.33% Top=IART A ALGN BAX VAR THC DVA ANTM ….. HLS BKD CNC MOH ACHC CYH MZOR IRWD=Bottom (Health)
COSW(79): -0.37% Top=MTCH XRX SYMC SQ SABR TWTR NUAN FEYE ….. NTES VIPS PFPT SINA VEEV WUBA MULE NTNX=Bottom (Computer Software/Internet)
INSU(31): -0.42% Top=AIG MMC AON AFL TRV UNM SLF BRO ….. MET VR MBI ORI RDN MTG AGO AFSI=Bottom (Insurance)
CHEM(27): -0.74% Top=CBT POT VSM DD ASH APD DOW SHW ….. ALB IFF WLK SMG OLN HUN CC TROX=Bottom (Chemicals/Fertilizers)
FINA(87): -0.77% Top=NAVI BX WU TROW TD BLK ICE EFX ….. PACW SIVB FII PNC GS PSEC OZRK BOFI=Bottom (Banks/Financials)
ENER(84): -1.60% Top=ATW RDC TSO DK VLO MPC NOV MDU ….. NBR GPOR SM FRAC OAS XOG ECA WLL=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 1:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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