daytrend

05/07/2018

Filed under: Market Stats — daytrend @ 11:49 am

Market Stats at 12:49 pm 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 12:49 pm ET)
47.1% of stocks are above yesterday’s high.
84.8% are above yesterday’s midpoint. (15.2% are below.)
4.9% are below yesterday’s low.
48.0% are inside yesterday’s range.
69.3% of stocks with today’s high > yesterday’s high. (30.7% less than).
9.3% of stocks with today’s low < yesterday’s low. (90.7% greater than).

EVIDENCE OF INTRADAY TREND (20180507 12:49 pm ET)
64.0% of stocks are above today’s open. (34.7% are below).
62.6% of stocks are above today’s open and yesterday’s close.
24.4% 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 12:49 pm ET)
12.4% of stocks are in the top 10% of today’s range.
31.2% are in the top 20%.
66.2% are in the top half. 33.8% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20180507 12:49 pm ET)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
3.6% are up 4.5% or more. 0.4% are down 4.5% or more.
6.3% are up 3.5% or more. 1.0% are down 3.5% or more.
51.4% are between +1% and -1%.

RSI on DAILY (20180507 12:49 pm ET)
2-day: >=95:19.0%…>=90:33.9%…>=80:53.0%…>=50:79.5%…<=20:6.3%…<=10:3.7%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:5.0%…>=50:64.1%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:60.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180507 12:49 pm ET)
47.1% above previous 1 highs, 4.9% below previous 1 lows
43.0% above previous 2 highs, 3.5% below previous 2 lows
35.1% above previous 3 highs, 3.2% below previous 3 lows
32.9% above previous 4 highs, 2.4% below previous 4 lows
27.2% above previous 5 highs, 2.4% below previous 5 lows
25.4% above previous 6 highs, 2.3% below previous 6 lows
24.3% above previous 7 highs, 2.2% below previous 7 lows
23.5% above previous 8 highs, 2.0% below previous 8 lows
19.7% above previous 9 highs, 1.9% below previous 9 lows
18.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180507 12:49 pm ET)
74.2% are above or equal to 5/4 close (1 days ago), 25.8% are below.
86.0% are above or equal to 5/3 close (2 days ago), 14.0% are below.
78.5% are above or equal to 5/2 close (3 days ago), 21.5% are below.
69.5% are above or equal to 5/1 close (4 days ago), 30.5% are below.
69.0% are above or equal to 4/30 close (5 days ago), 31.0% are below.
58.3% are above or equal to 4/27 close (6 days ago), 41.7% are below.
59.4% are above or equal to 4/26 close (7 days ago), 40.6% are below.
63.0% are above or equal to 4/25 close (8 days ago), 37.0% are below.
64.6% are above or equal to 4/24 close (9 days ago), 35.4% are below.
57.7% are above or equal to 4/23 close (10 days ago), 42.3% are below.
57.5% are above or equal to 4/20 close (11 days ago), 42.5% are below.
53.2% are above or equal to 4/19 close (12 days ago), 46.8% are below.
48.9% are above or equal to 4/18 close (13 days ago), 51.1% are below.
49.4% are above or equal to 4/17 close (14 days ago), 50.6% are below.
55.4% are above or equal to 4/16 close (15 days ago), 44.6% are below.
60.4% are above or equal to 4/13 close (16 days ago), 39.6% are below.
59.3% are above or equal to 4/12 close (17 days ago), 40.7% are below.
61.9% are above or equal to 4/11 close (18 days ago), 38.1% are below.
60.3% are above or equal to 4/10 close (19 days ago), 39.7% are below.
67.3% are above or equal to 4/9 close (20 days ago), 32.7% are below.
67.5% are above or equal to 4/6 close (21 days ago), 32.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180507 12:49 pm ET)
20d: 21.5% new highs, 3.5% new lows
21d: 21.3% new highs, 3.5% new lows
42d: 15.0% new highs, 2.8% new lows
63d: 12.4% new highs, 1.9% new lows
126d: 7.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180507 12:49 pm ET)
2-day: 73.3% above, 26.7% below
3-day: 83.4% above, 16.6% below
4-day: 81.3% above, 18.7% below
5-day: 78.3% above, 21.7% below
8-day: 70.5% above, 29.5% below
10-day: 68.9% above, 31.1% below
20-day: 61.3% above, 38.7% below
50-day: 55.8% above, 44.2% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180507 12:49 pm ET)
ENER(98): 2.69% Top=WTI KOS NBR CVE WRD CRC PDCE RRC ….. COG MDU VVV DK NFG BWP EEP MUSA=Bottom (Energy)
COSW(99): 1.37% Top=SINA CLDR HDP BOX SOHU SQ NTNX TEAM ….. ACN TRI SABR CSOD EQIX CYBR ALRM WIFI=Bottom (Computer Software/Internet)
MANU(44): 1.36% Top=WBT TEX BWXT FLS KMT CAT GNRC HEES ….. SNA GE ITW GGG PH MHK ETN SWK=Bottom (Manufacturing)
COHW(42): 1.28% Top=ACIA PSTG EXTR ZAYO I SSYS COMM FNSR ….. CCI CTL VZ GDS MSI TDS TMUS FTR=Bottom (Computer Hardware/Telecom)
DISV(53): 1.18% Top=ATHN YY ZG URI ATGE MYGN AMN KTOS ….. AL ALLE FDC SCI JEC RCII WTW AAN=Bottom (Diversified Services)
REAL(103): 0.93% Top=GPT WPG REXR FR RLJ STAG RLGY EPR ….. OFC AMH KIM AMT QTS MAC CBRE WELL=Bottom (Real Estate)
ELEC(58): 0.90% Top=AAOI SGH SPWR NVDA IPHI KEM AMD MTSI ….. MRVL LRCX AMKR CRUS AYI GRMN SWKS TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): 0.76% Top=SLCA CNX CENX CCJ TECK FNV CMC NEM ….. CLF WPM NUE FCX ABX PAAS SCCO AG=Bottom (Metals & Mining)
FINA(91): 0.46% Top=IBKR ESNT MS SCHW LAZ RJF BK DFS ….. COF USB SLM BOFI KKR NYCB FII NAVI=Bottom (Banks/Financials)
MATE(29): 0.43% Top=MDR JELD DAR RYN EME PWR BECN VMC ….. MLM TOL MDC LEN MAS WM RSG FLR=Bottom (Materials & Construction)
TRAN(27): 0.42% Top=SSW ODFL XPO SNDR TRN GWR WAB CP ….. SAVE JBLU LUV DAL AAL UAL ALK AZUL=Bottom (Transportation)
HEAL(52): 0.34% Top=OSUR DXCM GKOS ACHC ALGN THC GMED PKI ….. DVA SYNH MOH ANTM PRAH IRWD HOLX XRAY=Bottom (Health)
CHEM(28): 0.32% Top=PAH POL WLK DWDP PX OLN RPM SMG ….. HUN FMC CC RYAM SHW VSM NTR CF=Bottom (Chemicals/Fertilizers)
INSU(37): 0.17% Top=AEL WLTW RDN PGR AXS CLGX MBI CNO ….. TRV AIG HIG UNM FNF AGO FG AIZ=Bottom (Insurance)
CONS(60): 0.07% Top=EPC MAT PBI IRBT WRK SLGN LULU NKE ….. CL TPR VSTO EL RL SNBR WWW FL=Bottom (Consumer)
LEIS(42): 0.03% Top=SHAK EAT PLNT PK PLAY EXPE LQ WING ….. CCL YUMC MGM DRI PZZA RCL BLMN DIN=Bottom (Leisure)
RETA(60): -0.92% Top=W BABA ETSY NFLX MELI CASY ORLY BLDR ….. RH MIK GES M SFIX DKS KSS FND=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 12:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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