daytrend

05/31/2017

Filed under: Market Stats — daytrend @ 9:33 am

Market Stats at 10:33 am ET
by daytrend on 20170531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20170531 10:33 am ET)
9.2% of stocks are above yesterday’s high.
26.6% are above yesterday’s midpoint. (73.4% are below.)
44.8% are below yesterday’s low.
46.0% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
66.2% of stocks with today’s low < yesterday’s low. (33.8% greater than).

EVIDENCE OF INTRADAY TREND (20170531 10:33 am ET)
22.2% of stocks are above today’s open. (76.5% are below).
16.9% of stocks are above today’s open and yesterday’s close.
67.6% 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 10:33 am ET)
5.4% of stocks are in the top 10% of today’s range.
9.2% are in the top 20%.
30.4% are in the top half. 69.6% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170531 10:33 am ET)
27.1% of stocks are above yesterday’s close. (72.9% are below.)
0.0% are up 4.5% or more. 1.0% are down 4.5% or more.
0.1% are up 3.5% or more. 3.0% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20170531 10:33 am ET)
2-day: >=95:6.6%…>=90:9.1%…>=80:13.1%…>=50:29.0%…<=20:44.9%…<=10:29.1%…<=5:16.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:44.5%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:47.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170531 10:33 am ET)
9.2% above previous 1 highs, 44.8% below previous 1 lows
6.7% above previous 2 highs, 38.3% below previous 2 lows
6.0% above previous 3 highs, 34.6% below previous 3 lows
5.8% above previous 4 highs, 30.4% below previous 4 lows
5.7% above previous 5 highs, 27.3% below previous 5 lows
5.6% above previous 6 highs, 25.1% below previous 6 lows
5.6% above previous 7 highs, 21.6% below previous 7 lows
5.5% above previous 8 highs, 16.2% below previous 8 lows
5.1% above previous 9 highs, 15.5% below previous 9 lows
4.9% above previous 10 highs, 15.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170531 10:33 am ET)
27.1% are above or equal to 5/30 close (1 days ago), 72.9% are below.
27.7% are above or equal to 5/26 close (2 days ago), 72.3% are below.
27.5% are above or equal to 5/25 close (3 days ago), 72.5% are below.
39.1% are above or equal to 5/24 close (4 days ago), 60.9% are below.
43.5% are above or equal to 5/23 close (5 days ago), 56.5% are below.
43.1% are above or equal to 5/22 close (6 days ago), 56.9% are below.
51.1% are above or equal to 5/19 close (7 days ago), 48.9% are below.
60.3% are above or equal to 5/18 close (8 days ago), 39.7% are below.
63.4% are above or equal to 5/17 close (9 days ago), 36.6% are below.
43.9% are above or equal to 5/16 close (10 days ago), 56.1% are below.
43.4% are above or equal to 5/15 close (11 days ago), 56.6% are below.
50.9% are above or equal to 5/12 close (12 days ago), 49.1% are below.
45.4% are above or equal to 5/11 close (13 days ago), 54.6% are below.
43.6% are above or equal to 5/10 close (14 days ago), 56.4% are below.
47.0% are above or equal to 5/9 close (15 days ago), 53.0% are below.
48.2% are above or equal to 5/8 close (16 days ago), 51.8% are below.
44.0% are above or equal to 5/5 close (17 days ago), 56.0% are below.
51.0% are above or equal to 5/4 close (18 days ago), 49.0% are below.
48.7% are above or equal to 5/3 close (19 days ago), 51.3% are below.
44.7% are above or equal to 5/2 close (20 days ago), 55.3% are below.
46.2% are above or equal to 5/1 close (21 days ago), 53.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170531 10:33 am ET)
20d: 8.3% new highs, 16.7% new lows
21d: 8.2% new highs, 16.6% new lows
42d: 6.9% new highs, 14.1% new lows
63d: 6.7% new highs, 13.2% new lows
126d: 6.7% new highs, 10.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170531 10:33 am ET)
2-day: 25.7% above, 74.3% below
3-day: 25.4% above, 74.6% below
4-day: 24.6% above, 75.4% below
5-day: 30.6% above, 69.4% below
8-day: 38.6% above, 61.4% below
10-day: 46.6% above, 53.4% below
20-day: 46.8% above, 53.2% below
50-day: 50.4% above, 49.6% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170531 10:33 am ET)
LEIS(38): -0.14% Top=STAY MLCO JACK TXRH CCL DPZ YUMC DRI ….. BYD MGM WEN SHAK EAT LQ SEAS GPRO=Bottom (Leisure)
CONS(52): -0.17% Top=SKX SPB KMB CLX CL VFC PG ECL ….. EPC BC TPX FL PBI ELF UAA FOSL=Bottom (Consumer)
HEAL(42): -0.19% Top=MZOR DVA RMD IART VAR BDX HRC ABT ….. CNC IRWD OPK THC BKD DXCM MOH CYH=Bottom (Health)
COHW(38): -0.41% Top=ARRS CDW VZ T CIEN S NTAP PANW ….. UBNT WDC VSAT FNSR SSYS ACIA TDC INFN=Bottom (Computer Hardware/Telecom)
DISV(47): -0.44% Top=CAR SBAC FLT G SERV WTW ROL CTAS ….. ATHN RBA CXW AL TAL ADS KBR URI=Bottom (Diversified Services)
REAL(100): -0.46% Top=MAA UDR AIV KRC AMT DOC EXR WPG ….. DRH ALLY LHO KRG RLJ SC DDR ARI=Bottom (Real Estate)
INSU(30): -0.46% Top=FNF ALL MMC TRV XL AON CINF PGR ….. MET UNM PRU LNC SLF AFSI MTG RDN=Bottom (Insurance)
COSW(80): -0.62% Top=SQ NTNX YELP IBM WDAY SNAP CMCM CDK ….. TWLO NTES SINA NUAN PFPT BIDU NCR MULE=Bottom (Computer Software/Internet)
ELEC(46): -0.64% Top=ADI OCLR TXN WAT MCHP AMD XLNX BRKR ….. CGNX CREE AMBA PI ICHR SPWR FSLR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): -0.64% Top=ALK UAL LUV EXPD SNDR NSC CSX AAL ….. WAB XPO TK CHRW SWFT JBHT TRN BRS=Bottom (Transportation)
MATE(27): -0.69% Top=OC ADSW RSG WM JELD MAS PHM WY ….. FLR MLM EXP KBH DAR MDR FRTA SUM=Bottom (Materials & Construction)
MANU(34): -0.83% Top=DHR MHK DE HON AGCO ITW AOS XYL ….. PH DOV ITT MRC TEX DDD ATI JKS=Bottom (Manufacturing)
CHEM(27): -0.93% Top=DD ALB PX DOW IFF FMC PPG SMG ….. HUN WLK MOS PAH OLN CF TROX CC=Bottom (Chemicals/Fertilizers)
RETA(60): -1.03% Top=AAP WMT WBA BID COST TJX KR BURL ….. RH DKS MIK LL ANF SHLD TLRD KORS=Bottom (Retail & Specialty Retail)
FINA(87): -1.19% Top=PYPL BOFI WETF LM TROW BLK NDAQ JNS ….. FRC SCHW C MS NAVI BAC SIVB GS=Bottom (Banks/Financials)
ENER(80): -1.22% Top=EGN OAS SLB EOG NOV APC NFX BHI ….. LPI SWN RDC WLL RIG DO KOS CRC=Bottom (Energy)
META(25): -1.52% Top=SLCA FNV AGI ABX NEM AEM GG RGLD ….. AA CMC FCX CCJ STLD CNX TECK CENX=Bottom (Metals & Mining)

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 10:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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