daytrend

05/07/2018

Filed under: Market Stats — daytrend @ 1:03 pm

Market Stats at 2:02 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 2:02 pm ET)
48.8% of stocks are above yesterday’s high.
85.4% are above yesterday’s midpoint. (14.6% are below.)
4.7% are below yesterday’s low.
46.6% are inside yesterday’s range.
72.9% of stocks with today’s high > yesterday’s high. (27.1% less than).
9.6% of stocks with today’s low < yesterday’s low. (90.4% greater than).

EVIDENCE OF INTRADAY TREND (20180507 2:02 pm ET)
67.2% of stocks are above today’s open. (32.1% are below).
65.3% of stocks are above today’s open and yesterday’s close.
21.3% 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 2:02 pm ET)
19.0% of stocks are in the top 10% of today’s range.
36.7% are in the top 20%.
68.9% are in the top half. 31.1% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20180507 2:02 pm ET)
77.1% of stocks are above yesterday’s close. (22.9% are below.)
3.9% are up 4.5% or more. 0.4% are down 4.5% or more.
7.2% are up 3.5% or more. 1.0% are down 3.5% or more.
49.8% are between +1% and -1%.

RSI on DAILY (20180507 2:02 pm ET)
2-day: >=95:20.7%…>=90:34.9%…>=80:53.8%…>=50:80.6%…<=20:6.1%…<=10:3.6%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.9%…>=50:64.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:61.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180507 2:02 pm ET)
48.8% above previous 1 highs, 4.7% below previous 1 lows
45.4% above previous 2 highs, 3.9% below previous 2 lows
37.0% above previous 3 highs, 3.6% below previous 3 lows
34.7% above previous 4 highs, 3.1% below previous 4 lows
28.4% above previous 5 highs, 3.1% below previous 5 lows
26.7% above previous 6 highs, 3.0% below previous 6 lows
25.6% above previous 7 highs, 3.0% below previous 7 lows
24.8% above previous 8 highs, 2.5% below previous 8 lows
21.3% above previous 9 highs, 2.4% below previous 9 lows
19.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180507 2:02 pm ET)
77.1% are above or equal to 5/4 close (1 days ago), 22.9% are below.
86.3% are above or equal to 5/3 close (2 days ago), 13.7% are below.
79.0% are above or equal to 5/2 close (3 days ago), 21.0% are below.
70.1% are above or equal to 5/1 close (4 days ago), 29.9% are below.
68.9% are above or equal to 4/30 close (5 days ago), 31.1% are below.
59.9% are above or equal to 4/27 close (6 days ago), 40.1% are below.
60.0% are above or equal to 4/26 close (7 days ago), 40.0% are below.
63.7% are above or equal to 4/25 close (8 days ago), 36.3% are below.
64.9% are above or equal to 4/24 close (9 days ago), 35.1% are below.
58.0% are above or equal to 4/23 close (10 days ago), 42.0% are below.
58.0% are above or equal to 4/20 close (11 days ago), 42.0% are below.
53.7% are above or equal to 4/19 close (12 days ago), 46.3% are below.
49.8% are above or equal to 4/18 close (13 days ago), 50.2% are below.
51.2% are above or equal to 4/17 close (14 days ago), 48.8% are below.
56.2% are above or equal to 4/16 close (15 days ago), 43.8% are below.
60.8% are above or equal to 4/13 close (16 days ago), 39.2% are below.
59.9% are above or equal to 4/12 close (17 days ago), 40.1% are below.
62.2% are above or equal to 4/11 close (18 days ago), 37.8% are below.
61.2% are above or equal to 4/10 close (19 days ago), 38.8% are below.
67.7% are above or equal to 4/9 close (20 days ago), 32.3% are below.
67.8% are above or equal to 4/6 close (21 days ago), 32.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180507 2:02 pm ET)
20d: 22.2% new highs, 3.6% new lows
21d: 22.0% new highs, 3.6% new lows
42d: 15.6% new highs, 2.9% new lows
63d: 12.9% new highs, 1.9% new lows
126d: 7.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180507 2:02 pm ET)
2-day: 76.5% above, 23.5% below
3-day: 83.8% above, 16.2% below
4-day: 82.3% above, 17.7% below
5-day: 79.8% above, 20.2% below
8-day: 69.8% above, 30.2% below
10-day: 69.1% above, 30.9% below
20-day: 61.8% above, 38.2% below
50-day: 56.5% above, 43.5% below
200-day: 57.4% above, 42.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180507 2:02 pm ET)
ENER(98): 2.49% Top=WTI NBR KOS CVE REN RRC PDCE MTDR ….. EOG VVV COG DK NFG MUSA BWP EEP=Bottom (Energy)
COHW(42): 1.62% Top=ACIA PSTG EXTR ZAYO I ANET COMM SSYS ….. T HRS MSI CCI VZ TDS TMUS FTR=Bottom (Computer Hardware/Telecom)
COSW(99): 1.45% Top=HDP BOX CLDR SINA SQ NTNX TEAM AYX ….. SNAP ACN CSOD TRI CYBR EQIX ALRM WIFI=Bottom (Computer Software/Internet)
MANU(44): 1.45% Top=WBT TEX HEES KMT CAT AGCO BWXT DE ….. GE DDD GGG SWK ETN ITW PH MHK=Bottom (Manufacturing)
DISV(53): 1.36% Top=ATHN YY URI ZG AMN MYGN ATGE KTOS ….. HRB ABM CAR SCI RCII SBAC WTW AAN=Bottom (Diversified Services)
ELEC(58): 1.13% Top=AAOI SGH SPWR NVDA IPHI RUN MTSI KEM ….. FLEX GRMN AMKR SWKS MRVL CRUS AYI TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): 0.98% Top=GPT RLGY WPG RLJ FR REXR STAG DDR ….. CONE QTS OFC KIM CBRE AMT MAC WELL=Bottom (Real Estate)
META(22): 0.76% Top=SLCA CNX CENX CCJ TECK CMC FNV AA ….. CLF WPM NUE FCX ABX PAAS AG SCCO=Bottom (Metals & Mining)
FINA(91): 0.67% Top=IBKR ESNT MS DFS BK RJF LAZ SCHW ….. USB CLNS COF BOFI FII KKR NYCB NAVI=Bottom (Banks/Financials)
MATE(29): 0.58% Top=JELD MDR DAR RYN EME VMC PWR FAST ….. KBH TOL MAS LEN WM RSG MDC FLR=Bottom (Materials & Construction)
INSU(37): 0.49% Top=AEL WLTW RDN PGR AXS CNO BHF CLGX ….. CINF AFL TRV HIG FNF AGO AIZ FG=Bottom (Insurance)
TRAN(27): 0.43% Top=SSW ODFL XPO TRN SNDR WAB GWR CP ….. FDX DAL LUV JBLU AAL UAL ALK AZUL=Bottom (Transportation)
HEAL(52): 0.41% Top=OSUR GKOS DXCM ACHC ALGN THC BSX MDXG ….. UNH MOH ESRX ANTM PRAH IRWD HOLX XRAY=Bottom (Health)
CHEM(28): 0.33% Top=PAH OLN DWDP POL WLK TROX RPM UNVR ….. RYAM HUN SHW AXTA VSM NTR CC CF=Bottom (Chemicals/Fertilizers)
CONS(60): 0.14% Top=EPC MAT PBI UAA IRBT NKE LULU WRK ….. RL VSTO CROX TPR EL WWW SNBR FL=Bottom (Consumer)
LEIS(42): 0.05% Top=EAT SHAK PLNT PK PLAY WING WEN DNKN ….. CCL DRI MGM PZZA SEAS RCL DIN BLMN=Bottom (Leisure)
RETA(60): -0.80% Top=BABA ETSY W MELI NFLX BLDR CASY ORLY ….. BURL MIK GES SFIX M 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 2:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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