daytrend

05/31/2017

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20170531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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 (20170531 9:47 am ET)
11.9% of stocks are above yesterday’s high.
37.4% are above yesterday’s midpoint. (62.6% are below.)
28.0% are below yesterday’s low.
60.1% are inside yesterday’s range.
28.2% of stocks with today’s high > yesterday’s high. (71.8% less than).
37.7% of stocks with today’s low < yesterday’s low. (62.3% greater than).

EVIDENCE OF INTRADAY TREND (20170531 9:47 am ET)
31.9% of stocks are above today’s open. (65.7% are below).
25.4% of stocks are above today’s open and yesterday’s close.
52.0% are below both.
12.0% of stocks opened above yesterday’s high.
67.6% of stocks opened above yesterday’s close. (27.3% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170531 9:47 am ET)
4.8% of stocks are in the top 10% of today’s range.
10.8% are in the top 20%.
30.2% are in the top half. 69.8% of stocks are in the bottom half of today’s range.
45.5% are in the bottom 20%.
30.9% are in the bottom 10%.

GAIN (20170531 9:47 am ET)
41.6% of stocks are above yesterday’s close. (58.4% are below.)
0.1% are up 4.5% or more. 0.1% are down 4.5% or more.
0.1% are up 3.5% or more. 0.8% are down 3.5% or more.
80.0% are between +1% and -1%.

RSI on DAILY (20170531 9:47 am ET)
2-day: >=95:7.6%…>=90:11.4%…>=80:17.8%…>=50:39.5%…<=20:35.0%…<=10:22.3%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.7%…>=50:50.1%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:50.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170531 9:47 am ET)
11.9% above previous 1 highs, 28.0% below previous 1 lows
8.1% above previous 2 highs, 24.7% below previous 2 lows
7.0% above previous 3 highs, 22.4% below previous 3 lows
6.9% above previous 4 highs, 20.1% below previous 4 lows
6.6% above previous 5 highs, 18.2% below previous 5 lows
6.3% above previous 6 highs, 17.5% below previous 6 lows
6.3% above previous 7 highs, 14.8% below previous 7 lows
6.2% above previous 8 highs, 11.8% below previous 8 lows
5.8% above previous 9 highs, 11.3% below previous 9 lows
5.5% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170531 9:47 am ET)
41.6% are above or equal to 5/30 close (1 days ago), 58.4% are below.
35.8% are above or equal to 5/26 close (2 days ago), 64.2% are below.
33.5% are above or equal to 5/25 close (3 days ago), 66.5% are below.
44.7% are above or equal to 5/24 close (4 days ago), 55.3% are below.
49.1% are above or equal to 5/23 close (5 days ago), 50.9% are below.
48.0% are above or equal to 5/22 close (6 days ago), 52.0% are below.
55.7% are above or equal to 5/19 close (7 days ago), 44.3% are below.
65.2% are above or equal to 5/18 close (8 days ago), 34.8% are below.
69.0% are above or equal to 5/17 close (9 days ago), 31.0% are below.
48.2% are above or equal to 5/16 close (10 days ago), 51.8% are below.
47.2% are above or equal to 5/15 close (11 days ago), 52.8% are below.
54.6% are above or equal to 5/12 close (12 days ago), 45.4% are below.
49.6% are above or equal to 5/11 close (13 days ago), 50.4% are below.
46.2% are above or equal to 5/10 close (14 days ago), 53.8% are below.
50.1% are above or equal to 5/9 close (15 days ago), 49.9% are below.
49.9% are above or equal to 5/8 close (16 days ago), 50.1% are below.
46.2% are above or equal to 5/5 close (17 days ago), 53.8% are below.
53.8% are above or equal to 5/4 close (18 days ago), 46.2% are below.
50.8% are above or equal to 5/3 close (19 days ago), 49.2% are below.
47.4% are above or equal to 5/2 close (20 days ago), 52.6% are below.
48.2% are above or equal to 5/1 close (21 days ago), 51.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170531 9:47 am ET)
20d: 7.6% new highs, 10.6% new lows
21d: 7.6% new highs, 10.6% new lows
42d: 6.4% new highs, 9.3% new lows
63d: 6.2% new highs, 8.5% new lows
126d: 6.2% new highs, 7.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170531 9:47 am ET)
2-day: 39.2% above, 60.8% below
3-day: 37.1% above, 62.9% below
4-day: 35.5% above, 64.5% below
5-day: 38.0% above, 62.0% below
8-day: 46.7% above, 53.3% below
10-day: 52.8% above, 47.2% below
20-day: 50.9% above, 49.1% below
50-day: 52.1% above, 47.9% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170531 9:47 am ET)
HEAL(42): 0.36% Top=IART ALGN EW ABT BDX RMD HRC MZOR ….. NUVA ANTM ESRX THC BKD DXCM MOH CYH=Bottom (Health)
LEIS(38): 0.21% Top=STAY MLCO PK HGV WYNN LVS JACK DRI ….. ZOES SONC EAT QSR WEN SEAS LQ SHAK=Bottom (Leisure)
REAL(100): 0.06% Top=AMT AIV MAA HCP BXP LPT KRC GEO ….. CBG FRT RLJ DDR KIM ALLY SC ARI=Bottom (Real Estate)
COSW(80): 0.06% Top=SQ CMCM SSNC SNAP SHOP TTWO TWTR TTD ….. FEYE TWLO SPLK NTNX PFPT NUAN NTES NCR=Bottom (Computer Software/Internet)
ELEC(46): 0.03% Top=ADI OCLR AMD MCHP TXN XLNX MRVL WAT ….. CREE PI CGNX HIMX SPWR AYI CSIQ FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): -0.09% Top=SKX TUP SPB MAT COTY GT CLX KMB ….. PAY EPC TPX KS FL PBI UAA FOSL=Bottom (Consumer)
DISV(47): -0.13% Top=CAR WTW SBAC VNTV ROL FLT SERV V ….. RBA AL ACM TAL RRD URI KBR ZTO=Bottom (Diversified Services)
COHW(38): -0.15% Top=VG VZ QCOM S ZAYO BBRY CDW CCI ….. HPQ HRS VSAT TDC FNSR SSYS INFN ACIA=Bottom (Computer Hardware/Telecom)
INSU(30): -0.30% Top=FNF MMC AON PGR AGO ALL CINF TRV ….. PRU CNO AIG LNC MBI RDN SLF AFSI=Bottom (Insurance)
MATE(27): -0.31% Top=OC ADSW PHM RSG WM MAS TOL DHI ….. DAR PWR SUM EXP FAST FLR MDR FRTA=Bottom (Materials & Construction)
TRAN(26): -0.37% Top=JBLU LUV ODFL CNI SNDR XPO CP ALK ….. WAB FDX NSC JBHT CHRW TK TRN BRS=Bottom (Transportation)
CHEM(27): -0.50% Top=IFF ALB SMG PX DD POT DOW FMC ….. CF HUN WLK EMN PAH OLN TROX CC=Bottom (Chemicals/Fertilizers)
FINA(87): -0.65% Top=NDAQ LM BX ICE CLNS BLK TROW PYPL ….. COF NTRS JPM OZRK SYF BAC NAVI GS=Bottom (Banks/Financials)
RETA(60): -0.78% Top=AAP WFM SFM WBA WMT KR TJX EBAY ….. LB DKS GNC MIK SHLD TLRD ANF KORS=Bottom (Retail & Specialty Retail)
META(25): -0.80% Top=AEM RGLD ABX NEM FNV PAAS AGI GG ….. CNX X AA FCX TECK CCJ AKS CENX=Bottom (Metals & Mining)
MANU(34): -0.80% Top=MHK DHR AGCO HON XYL TTC DE RS ….. PNR TEX KMT JKS ITT MRC ATI DDD=Bottom (Manufacturing)
ENER(80): -0.95% Top=EGN MPLX WPZ EOG VVV MMP TSO APC ….. PBF SWN WLL NBR CRC RDC KOS RIG=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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