daytrend

05/07/2018

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 11:12 am ET
by daytrend on 20180507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20180507 11:12 am ET)
44.1% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
4.2% are below yesterday’s low.
51.6% are inside yesterday’s range.
65.8% of stocks with today’s high > yesterday’s high. (34.2% less than).
8.5% of stocks with today’s low < yesterday’s low. (91.5% greater than).

EVIDENCE OF INTRADAY TREND (20180507 11:12 am ET)
61.2% of stocks are above today’s open. (37.6% are below).
59.4% of stocks are above today’s open and yesterday’s close.
25.8% are below both.
21.2% of stocks opened above yesterday’s high.
81.2% of stocks opened above yesterday’s close. (15.7% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180507 11:12 am ET)
20.8% of stocks are in the top 10% of today’s range.
34.7% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20180507 11:12 am ET)
72.9% of stocks are above yesterday’s close. (27.1% are below.)
3.8% are up 4.5% or more. 0.3% are down 4.5% or more.
6.6% are up 3.5% or more. 0.8% are down 3.5% or more.
55.4% are between +1% and -1%.

RSI on DAILY (20180507 11:12 am ET)
2-day: >=95:16.9%…>=90:32.2%…>=80:49.7%…>=50:80.2%…<=20:6.5%…<=10:4.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.2%…>=50:63.3%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:60.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180507 11:12 am ET)
44.1% above previous 1 highs, 4.2% below previous 1 lows
39.9% above previous 2 highs, 3.7% below previous 2 lows
32.9% above previous 3 highs, 3.6% below previous 3 lows
31.4% above previous 4 highs, 2.9% below previous 4 lows
25.1% above previous 5 highs, 2.9% below previous 5 lows
23.7% above previous 6 highs, 2.8% below previous 6 lows
22.5% above previous 7 highs, 2.8% below previous 7 lows
21.6% above previous 8 highs, 2.5% below previous 8 lows
18.5% above previous 9 highs, 2.5% below previous 9 lows
17.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180507 11:12 am ET)
72.9% are above or equal to 5/4 close (1 days ago), 27.1% are below.
86.5% are above or equal to 5/3 close (2 days ago), 13.5% are below.
78.1% are above or equal to 5/2 close (3 days ago), 21.9% are below.
68.5% are above or equal to 5/1 close (4 days ago), 31.5% are below.
68.6% are above or equal to 4/30 close (5 days ago), 31.4% are below.
58.1% are above or equal to 4/27 close (6 days ago), 41.9% are below.
58.4% are above or equal to 4/26 close (7 days ago), 41.6% are below.
62.9% are above or equal to 4/25 close (8 days ago), 37.1% are below.
63.9% are above or equal to 4/24 close (9 days ago), 36.1% are below.
57.6% are above or equal to 4/23 close (10 days ago), 42.4% are below.
57.4% are above or equal to 4/20 close (11 days ago), 42.6% are below.
52.5% are above or equal to 4/19 close (12 days ago), 47.5% are below.
48.7% are above or equal to 4/18 close (13 days ago), 51.3% are below.
49.5% are above or equal to 4/17 close (14 days ago), 50.5% are below.
54.9% are above or equal to 4/16 close (15 days ago), 45.1% are below.
60.4% are above or equal to 4/13 close (16 days ago), 39.6% are below.
59.0% are above or equal to 4/12 close (17 days ago), 41.0% are below.
62.1% are above or equal to 4/11 close (18 days ago), 37.9% are below.
59.9% are above or equal to 4/10 close (19 days ago), 40.1% are below.
66.6% are above or equal to 4/9 close (20 days ago), 33.4% are below.
66.8% are above or equal to 4/6 close (21 days ago), 33.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180507 11:12 am ET)
20d: 19.2% new highs, 3.4% new lows
21d: 18.8% new highs, 3.4% new lows
42d: 12.8% new highs, 2.6% new lows
63d: 10.6% new highs, 1.9% new lows
126d: 6.1% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180507 11:12 am ET)
2-day: 71.1% above, 28.9% below
3-day: 83.3% above, 16.7% below
4-day: 81.7% above, 18.3% below
5-day: 79.0% above, 21.0% below
8-day: 70.2% above, 29.8% below
10-day: 68.3% above, 31.7% below
20-day: 61.3% above, 38.7% below
50-day: 55.2% above, 44.8% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180507 11:12 am ET)
ENER(98): 2.74% Top=KOS WTI LPI CRC RRC PDCE CRZO OAS ….. VVV NS MDU DK MUSA BWP NFG EEP=Bottom (Energy)
COSW(99): 1.35% Top=CLDR SQ SINA HDP SAIL NTNX TEAM OKTA ….. APTI ACN BR EQIX ALRM EPAY CYBR WIFI=Bottom (Computer Software/Internet)
MANU(44): 1.28% Top=WBT TEX BWXT HEES CAT DE KMT FLS ….. ROP ITW SNA GGG GE ETN SWK PH=Bottom (Manufacturing)
COHW(42): 1.17% Top=PSTG EXTR I ACIA SSYS ZAYO FNSR COMM ….. VRSN TMUS HRS T VZ MSI TDS FTR=Bottom (Computer Hardware/Telecom)
DISV(53): 1.13% Top=ATHN YY ATGE MYGN URI ZG CHGG AMN ….. HRB JEC ABM SCI PAYX RCII AAN WTW=Bottom (Diversified Services)
META(22): 0.91% Top=SLCA CNX CCJ TECK AA CLF CENX NEM ….. AEM STLD NUE WPM SCCO ABX PAAS AG=Bottom (Metals & Mining)
ELEC(58): 0.82% Top=NVDA SPWR AAOI IPHI SGH MTSI BRKR AMD ….. MRVL TXN LRCX AYI GRMN CRUS SWKS TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): 0.76% Top=PAH TROX ALB RYAM PX WLK SMG MOS ….. FMC AXTA FOE NTR SHW VSM CC CF=Bottom (Chemicals/Fertilizers)
REAL(103): 0.55% Top=GPT REXR WPG STAG FR SC LPT RLJ ….. STWD QTS OFC CBRE OUT KIM WELL MAC=Bottom (Real Estate)
INSU(37): 0.35% Top=WLTW RDN AEL AXS MBI CLGX PGR MTG ….. FNF UNM AFL PRU HIG AIG FG AIZ=Bottom (Insurance)
TRAN(27): 0.30% Top=SSW ODFL XPO WAB SNDR GWR UPS CP ….. AAL JBLU SAVE LUV DAL UAL ALK AZUL=Bottom (Transportation)
FINA(91): 0.29% Top=ESNT IBKR MS SCHW APO DFS GS AMTD ….. JHG IVZ SLM BOFI KKR NYCB FII NAVI=Bottom (Banks/Financials)
MATE(29): 0.28% Top=MDR RYN DAR JELD FAST EME PWR TMHC ….. TOL MAS MLM LEN CLH WM RSG FLR=Bottom (Materials & Construction)
HEAL(52): 0.16% Top=DXCM ACHC OSUR GKOS ALGN PKI PODD EW ….. ANTM SYNH SIEN IRWD PRAH DVA HOLX XRAY=Bottom (Health)
LEIS(42): 0.11% Top=EAT EXPE PLNT VAC PLAY SHAK WING WYN ….. ARMK DRI CCL MGM YUMC BLMN RCL DIN=Bottom (Leisure)
CONS(60): 0.01% Top=EPC IRBT MAT GOOS GIL LULU NKE ELY ….. CROX NWL IP SNBR EL RL WWW FL=Bottom (Consumer)
RETA(60): -0.91% Top=BABA W ETSY NFLX MELI AMZN CASY ORLY ….. LB MIK FND SIG GES DKS M KSS=Bottom (Retail & Specialty Retail)

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 11:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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