daytrend

05/08/2018

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:06 am ET
by daytrend on 20180508. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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 (20180508 11:06 am ET)
25.3% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
21.0% are below yesterday’s low.
53.7% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
35.9% of stocks with today’s low < yesterday’s low. (64.1% greater than).

EVIDENCE OF INTRADAY TREND (20180508 11:06 am ET)
53.7% of stocks are above today’s open. (45.3% are below).
45.7% of stocks are above today’s open and yesterday’s close.
39.6% are below both.
6.3% of stocks opened above yesterday’s high.
38.5% of stocks opened above yesterday’s close. (55.2% opened below yesterday’s close).
9.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180508 11:06 am ET)
8.2% of stocks are in the top 10% of today’s range.
18.5% are in the top 20%.
52.9% are in the top half. 47.1% of stocks are in the bottom half of today’s range.
24.1% are in the bottom 20%.
15.2% are in the bottom 10%.

GAIN (20180508 11:06 am ET)
52.5% of stocks are above yesterday’s close. (47.5% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
2.5% are up 3.5% or more. 1.7% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY (20180508 11:06 am ET)
2-day: >=95:14.5%…>=90:25.8%…>=80:39.4%…>=50:66.0%…<=20:10.3%…<=10:3.4%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:63.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:60.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180508 11:06 am ET)
25.3% above previous 1 highs, 21.0% below previous 1 lows
23.4% above previous 2 highs, 6.5% below previous 2 lows
21.6% above previous 3 highs, 4.0% below previous 3 lows
17.9% above previous 4 highs, 3.5% below previous 4 lows
17.0% above previous 5 highs, 2.8% below previous 5 lows
13.7% above previous 6 highs, 2.7% below previous 6 lows
12.6% above previous 7 highs, 2.6% below previous 7 lows
12.0% above previous 8 highs, 2.6% below previous 8 lows
11.5% above previous 9 highs, 2.4% below previous 9 lows
9.6% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180508 11:06 am ET)
52.5% are above or equal to 5/7 close (1 days ago), 47.5% are below.
63.2% are above or equal to 5/4 close (2 days ago), 36.8% are below.
79.7% are above or equal to 5/3 close (3 days ago), 20.3% are below.
72.9% are above or equal to 5/2 close (4 days ago), 27.1% are below.
64.9% are above or equal to 5/1 close (5 days ago), 35.1% are below.
66.8% are above or equal to 4/30 close (6 days ago), 33.2% are below.
58.2% are above or equal to 4/27 close (7 days ago), 41.8% are below.
58.8% are above or equal to 4/26 close (8 days ago), 41.2% are below.
63.8% are above or equal to 4/25 close (9 days ago), 36.2% are below.
64.2% are above or equal to 4/24 close (10 days ago), 35.8% are below.
57.5% are above or equal to 4/23 close (11 days ago), 42.5% are below.
57.7% are above or equal to 4/20 close (12 days ago), 42.3% are below.
52.8% are above or equal to 4/19 close (13 days ago), 47.2% are below.
47.7% are above or equal to 4/18 close (14 days ago), 52.3% are below.
49.8% are above or equal to 4/17 close (15 days ago), 50.2% are below.
55.5% are above or equal to 4/16 close (16 days ago), 44.5% are below.
60.7% are above or equal to 4/13 close (17 days ago), 39.3% are below.
58.7% are above or equal to 4/12 close (18 days ago), 41.3% are below.
62.0% are above or equal to 4/11 close (19 days ago), 38.0% are below.
60.2% are above or equal to 4/10 close (20 days ago), 39.8% are below.
68.6% are above or equal to 4/9 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180508 11:06 am ET)
20d: 14.4% new highs, 2.5% new lows
21d: 14.4% new highs, 2.1% new lows
42d: 9.6% new highs, 1.5% new lows
63d: 8.0% new highs, 0.9% new lows
126d: 4.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180508 11:06 am ET)
2-day: 51.3% above, 48.7% below
3-day: 59.0% above, 41.0% below
4-day: 70.2% above, 29.8% below
5-day: 71.4% above, 28.6% below
8-day: 67.5% above, 32.5% below
10-day: 66.7% above, 33.3% below
20-day: 60.2% above, 39.8% below
50-day: 56.6% above, 43.4% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180508 11:06 am ET)
FINA(91): 0.92% Top=LPLA C COF CMA SLM MS ZION SIVB ….. BEN CLNS TD IVZ ICE EFX NAVI APO=Bottom (Banks/Financials)
TRAN(27): 0.85% Top=EXPD ODFL CHRW AAL UNP KSU SNDR XPO ….. TRN JBLU CP CNI FDX ALK UPS AZUL=Bottom (Transportation)
LEIS(42): 0.80% Top=SEAS ARMK WEN DIN SHAK CAKE RRR EAT ….. STAY SONC DPZ PLNT EXPE YUMC SIX MLCO=Bottom (Leisure)
MATE(29): 0.67% Top=SUM MLM VMC EXP JELD EME PWR BECN ….. CLH FAST TOL WY WCN SRCL MDR DAR=Bottom (Materials & Construction)
COSW(101): 0.59% Top=IT MDB BR NSIT SHOP COUP MDRX TWOU ….. NOW FIVN IAC TRIP BSTI EQIX SAIL JD=Bottom (Computer Software/Internet)
DISV(54): 0.55% Top=MYGN JEC KBR ATHN ACM G ZTO LDOS ….. SERV CAR AMN YY PAYX CXW RCII WTW=Bottom (Diversified Services)
INSU(37): 0.40% Top=BHF RDN MTG ACGL RGA AEL FG AFL ….. MCY AJG SLF MMC MBI AIG UNM BRO=Bottom (Insurance)
CONS(60): 0.39% Top=FN VSTO UAA EL FL PBI FOSL SKX ….. NWL GT SPB GPK CLX NKE GOOS CCK=Bottom (Consumer)
RETA(59): 0.30% Top=BLDR W TLRD SBH HOME RH BURL GES ….. AMZN M WBA TSCO ETSY KMX MELI CVS=Bottom (Retail & Specialty Retail)
MANU(43): 0.26% Top=DDD LII RXN GE AGCO CMI GNRC DE ….. DHR MRC DOV PNR WBT TEX ITT BWXT=Bottom (Manufacturing)
ELEC(59): 0.02% Top=AAOI AYI AMBA TTMI FLEX BRKS NANO KEYS ….. AMD ICHR TER HIMX SPWR UCTT TRMB TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): -0.17% Top=WLK GRA NTR IFF ALB CE SMG HUN ….. APD UNVR DWDP CF PX TROX MOS RYAM=Bottom (Chemicals/Fertilizers)
COHW(43): -0.23% Top=COMM SSYS TDC ANET MRCY EFII EXTR VIAV ….. QCOM ZAYO INFN CTL PSTG GDS VG FTR=Bottom (Computer Hardware/Telecom)
REAL(104): -0.40% Top=SC SHO ALLY OHI CUBE CXP RLGY PEB ….. RPAI WRI DOC MAA HCP CIM NLY DLR=Bottom (Real Estate)
HEAL(52): -0.42% Top=BKD HAE IRWD TVTY ACHC SIEN GKOS WST ….. ABMD ESRX MD OSUR DVA ANTM XRAY PINC=Bottom (Health)
META(22): -0.54% Top=CENX CLF X STLD CCJ NUE WPM SLCA ….. RGLD FCX NEM SCCO AA GG ABX CNX=Bottom (Metals & Mining)
ENER(97): -1.59% Top=CRZO ANDX MUSA LPI DK NS ETP VVV ….. WRD OAS JAG SM REN WTI CRC KOS=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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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