daytrend

05/31/2017

Filed under: Market Stats — daytrend @ 11:24 am

Market Stats at 12:23 pm ET
by daytrend on 20170531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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 12:23 pm ET)
12.9% of stocks are above yesterday’s high.
31.0% are above yesterday’s midpoint. (69.0% are below.)
42.1% are below yesterday’s low.
45.0% are inside yesterday’s range.
33.4% of stocks with today’s high > yesterday’s high. (66.6% less than).
67.9% of stocks with today’s low < yesterday’s low. (32.1% greater than).

EVIDENCE OF INTRADAY TREND (20170531 12:23 pm ET)
25.2% of stocks are above today’s open. (73.4% are below).
21.5% of stocks are above today’s open and yesterday’s close.
63.8% are below both.
12.1% of stocks opened above yesterday’s high.
67.7% of stocks opened above yesterday’s close. (27.2% opened below yesterday’s close).
11.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170531 12:23 pm ET)
4.4% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
40.3% are in the top half. 59.7% of stocks are in the bottom half of today’s range.
18.6% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20170531 12:23 pm ET)
32.1% of stocks are above yesterday’s close. (67.9% are below.)
0.0% are up 4.5% or more. 0.8% are down 4.5% or more.
0.1% are up 3.5% or more. 1.9% are down 3.5% or more.
66.6% are between +1% and -1%.

RSI on DAILY (20170531 12:23 pm ET)
2-day: >=95:6.2%…>=90:9.9%…>=80:15.9%…>=50:31.1%…<=20:41.5%…<=10:26.1%…<=5:14.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:45.6%…<=20:2.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:47.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170531 12:23 pm ET)
12.9% above previous 1 highs, 42.1% below previous 1 lows
9.1% above previous 2 highs, 35.4% below previous 2 lows
7.5% above previous 3 highs, 31.9% below previous 3 lows
7.4% above previous 4 highs, 27.8% below previous 4 lows
7.0% above previous 5 highs, 25.2% below previous 5 lows
6.9% above previous 6 highs, 23.6% below previous 6 lows
6.9% above previous 7 highs, 20.2% below previous 7 lows
6.7% above previous 8 highs, 15.8% below previous 8 lows
6.3% above previous 9 highs, 15.0% below previous 9 lows
6.1% above previous 10 highs, 14.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170531 12:23 pm ET)
32.1% are above or equal to 5/30 close (1 days ago), 67.9% are below.
30.8% are above or equal to 5/26 close (2 days ago), 69.2% are below.
32.0% are above or equal to 5/25 close (3 days ago), 68.0% are below.
40.1% are above or equal to 5/24 close (4 days ago), 59.9% are below.
45.9% are above or equal to 5/23 close (5 days ago), 54.1% are below.
44.4% are above or equal to 5/22 close (6 days ago), 55.6% are below.
52.7% are above or equal to 5/19 close (7 days ago), 47.3% are below.
61.6% are above or equal to 5/18 close (8 days ago), 38.4% are below.
65.2% are above or equal to 5/17 close (9 days ago), 34.8% are below.
46.8% are above or equal to 5/16 close (10 days ago), 53.2% are below.
45.1% are above or equal to 5/15 close (11 days ago), 54.9% are below.
51.9% are above or equal to 5/12 close (12 days ago), 48.1% are below.
47.5% are above or equal to 5/11 close (13 days ago), 52.5% are below.
44.3% are above or equal to 5/10 close (14 days ago), 55.7% are below.
48.2% are above or equal to 5/9 close (15 days ago), 51.8% are below.
48.6% are above or equal to 5/8 close (16 days ago), 51.4% are below.
45.5% are above or equal to 5/5 close (17 days ago), 54.5% are below.
51.4% are above or equal to 5/4 close (18 days ago), 48.6% are below.
49.5% are above or equal to 5/3 close (19 days ago), 50.5% are below.
45.7% are above or equal to 5/2 close (20 days ago), 54.3% are below.
46.1% are above or equal to 5/1 close (21 days ago), 53.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170531 12:23 pm ET)
20d: 10.1% new highs, 17.8% new lows
21d: 9.9% new highs, 17.5% new lows
42d: 8.5% new highs, 15.0% new lows
63d: 7.9% new highs, 14.1% new lows
126d: 7.8% new highs, 10.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170531 12:23 pm ET)
2-day: 31.3% above, 68.7% below
3-day: 27.9% above, 72.1% below
4-day: 27.9% above, 72.1% below
5-day: 31.9% above, 68.1% below
8-day: 41.5% above, 58.5% below
10-day: 48.4% above, 51.6% below
20-day: 48.4% above, 51.6% below
50-day: 50.4% above, 49.6% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170531 12:23 pm ET)
LEIS(38): -0.05% Top=STAY YUMC MLCO JACK DRI TXRH DPZ WYN ….. WEN SHAK SEAS SIX MGM EAT LQ GPRO=Bottom (Leisure)
INSU(30): -0.10% Top=FNF FAF BRO TRV HIG ALL AON WLTW ….. LNC AFSI MET MBI AJG SLF MTG RDN=Bottom (Insurance)
DISV(47): -0.15% Top=WTW ILG MA ROL CAR FLT CNDT VNTV ….. YY ATHN TAL RBA ADS KBR CXW URI=Bottom (Diversified Services)
COHW(38): -0.16% Top=PANW TDS ARRS NTAP HRS VZ S MSI ….. BBRY CTL UBNT CCI SSYS VSAT INFN TDC=Bottom (Computer Hardware/Telecom)
CONS(52): -0.24% Top=SKX KMB CLX TUP PG LULU ENR MAT ….. OI FL TPX WRK PBI UAA ELF FOSL=Bottom (Consumer)
REAL(100): -0.29% Top=PEI MAA WPG UNIT UDR NLY AVB OUT ….. CBL GEO DDR FCH SC KRG RLJ ARI=Bottom (Real Estate)
HEAL(42): -0.47% Top=MZOR RMD ABT ALGN XRAY HRC DVA PRXL ….. CNC UHS BKD OPK DXCM MOH THC CYH=Bottom (Health)
COSW(80): -0.47% Top=NTNX SQ WDAY YELP ADP INTU CDK IBM ….. VEEV PFPT NUAN VIPS SINA TWLO MULE NCR=Bottom (Computer Software/Internet)
MANU(34): -0.50% Top=MHK AOS RS DHR DE CFX AGCO XYL ….. PNR MWA MRC ITT DDD JKS TEX ATI=Bottom (Manufacturing)
ELEC(46): -0.53% Top=ADI OCLR AMD TXN XLNX MCHP WAT CY ….. CGNX HIMX SPWR FSLR ICHR AMBA PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): -0.66% Top=TK ALK EXPD LUV AAL CNI UAL CSX ….. UNP WAB UPS CHRW SWFT TRN SNDR BRS=Bottom (Transportation)
MATE(27): -0.78% Top=OC ADSW RSG WM MAS PHM RYN PWR ….. DHI SUM CAA EXP TPH DAR KBH FRTA=Bottom (Materials & Construction)
META(25): -0.86% Top=SLCA X FNV AGI RGLD NEM AEM AKS ….. AG WPM CENX CCJ TAHO FCX CNX TECK=Bottom (Metals & Mining)
CHEM(27): -0.89% Top=IFF ALB DOW DD PX APD RPM PPG ….. WLK MOS PAH HUN OLN TROX CF CC=Bottom (Chemicals/Fertilizers)
FINA(87): -0.93% Top=PYPL WETF BOFI WDR TROW AMG LM BLK ….. KEY C HBAN NAVI BAC SIVB GS YRD=Bottom (Banks/Financials)
RETA(60): -1.00% Top=GES BURL WBA BID COST WMT SBH SIG ….. JWN DKS SHLD ORLY BIG TLRD ANF KORS=Bottom (Retail & Specialty Retail)
ENER(79): -1.43% Top=NBR EGN NOV SLB FTI VVV NFX WPZ ….. XOG DO PDCE MTDR CPE LPI RDC 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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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