daytrend

05/09/2018

Filed under: Market Stats — daytrend @ 11:20 am

Market Stats at 12:20 pm ET
by daytrend on 20180509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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 (20180509 12:20 pm ET)
33.3% of stocks are above yesterday’s high.
64.6% are above yesterday’s midpoint. (35.4% are below.)
14.9% are below yesterday’s low.
51.9% are inside yesterday’s range.
57.8% of stocks with today’s high > yesterday’s high. (42.2% less than).
29.9% of stocks with today’s low < yesterday’s low. (70.1% greater than).

EVIDENCE OF INTRADAY TREND (20180509 12:20 pm ET)
50.6% of stocks are above today’s open. (48.1% are below).
48.0% of stocks are above today’s open and yesterday’s close.
34.6% are below both.
25.6% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (20.7% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180509 12:20 pm ET)
15.7% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20180509 12:20 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
2.6% are up 4.5% or more. 2.2% are down 4.5% or more.
4.5% are up 3.5% or more. 2.8% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20180509 12:20 pm ET)
2-day: >=95:23.3%…>=90:34.7%…>=80:45.5%…>=50:67.6%…<=20:11.3%…<=10:6.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.8%…>=50:66.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:64.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180509 12:20 pm ET)
33.3% above previous 1 highs, 14.9% below previous 1 lows
27.2% above previous 2 highs, 11.3% below previous 2 lows
26.8% above previous 3 highs, 5.9% below previous 3 lows
25.9% above previous 4 highs, 5.2% below previous 4 lows
24.3% above previous 5 highs, 4.5% below previous 5 lows
24.2% above previous 6 highs, 4.1% below previous 6 lows
22.0% above previous 7 highs, 4.1% below previous 7 lows
21.1% above previous 8 highs, 4.1% below previous 8 lows
20.3% above previous 9 highs, 3.7% below previous 9 lows
19.5% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180509 12:20 pm ET)
62.5% are above or equal to 5/8 close (1 days ago), 37.5% are below.
64.3% are above or equal to 5/7 close (2 days ago), 35.7% are below.
68.0% are above or equal to 5/4 close (3 days ago), 32.0% are below.
79.7% are above or equal to 5/3 close (4 days ago), 20.3% are below.
76.0% are above or equal to 5/2 close (5 days ago), 24.0% are below.
67.7% are above or equal to 5/1 close (6 days ago), 32.3% are below.
69.6% are above or equal to 4/30 close (7 days ago), 30.4% are below.
62.5% are above or equal to 4/27 close (8 days ago), 37.5% are below.
62.9% are above or equal to 4/26 close (9 days ago), 37.1% are below.
66.6% are above or equal to 4/25 close (10 days ago), 33.4% are below.
66.8% are above or equal to 4/24 close (11 days ago), 33.2% are below.
61.9% are above or equal to 4/23 close (12 days ago), 38.1% are below.
61.9% are above or equal to 4/20 close (13 days ago), 38.1% are below.
57.9% are above or equal to 4/19 close (14 days ago), 42.1% are below.
53.4% are above or equal to 4/18 close (15 days ago), 46.6% are below.
53.8% are above or equal to 4/17 close (16 days ago), 46.2% are below.
58.0% are above or equal to 4/16 close (17 days ago), 42.0% are below.
62.6% are above or equal to 4/13 close (18 days ago), 37.4% are below.
60.0% are above or equal to 4/12 close (19 days ago), 40.0% are below.
63.1% are above or equal to 4/11 close (20 days ago), 36.9% are below.
61.6% are above or equal to 4/10 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180509 12:20 pm ET)
20d: 22.3% new highs, 5.2% new lows
21d: 22.3% new highs, 5.0% new lows
42d: 16.2% new highs, 3.2% new lows
63d: 14.7% new highs, 2.3% new lows
126d: 9.9% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180509 12:20 pm ET)
2-day: 61.2% above, 38.8% below
3-day: 62.6% above, 37.4% below
4-day: 65.8% above, 34.2% below
5-day: 71.0% above, 29.0% below
8-day: 71.1% above, 28.9% below
10-day: 68.3% above, 31.7% below
20-day: 64.0% above, 36.0% below
50-day: 58.0% above, 42.0% below
200-day: 57.8% above, 42.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180509 12:20 pm ET)
ENER(97): 2.01% Top=GPOR RIG OXY DO MRO HLX PUMP QEP ….. CRC VVV FANG PAGP PAA MDU XEC HPR=Bottom (Energy)
COSW(101): 1.16% Top=TRIP TWLO NEWR EA GDDY AYX CSOD TTWO ….. WIFI MTCH BKI BSTI VIPS CVG HDP SINA=Bottom (Computer Software/Internet)
META(23): 0.92% Top=CLF TECK CNX FCX X CCJ AG STLD ….. FNV WPM IAG NEM ABX RGLD PAAS AA=Bottom (Metals & Mining)
CHEM(29): 0.89% Top=HUN WLK RYAM CF NTR IFF OLN UNVR ….. ALB SHW SMG PPG CC TROX FMC MOS=Bottom (Chemicals/Fertilizers)
FINA(91): 0.68% Top=JHG NAVI OMF LADR ICE CFG STI BAC ….. ISBC BGCP IVZ ATH APO ESNT FII BEN=Bottom (Banks/Financials)
ELEC(61): 0.55% Top=PI ICHR KEM MU UCTT AMBA AMD CY ….. BRKR AVGO SWKS SPWR HIMX TRMB AAOI MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(105): 0.26% Top=HPT DDR EPR SKT OHI HST WPG DRH ….. IVR STAG QTS DEI REXR GEO RLGY LGIH=Bottom (Real Estate)
MANU(46): 0.02% Top=AQUA DDD GE TEX MWA CAT DE GNRC ….. SNA PNR SWK LII RXN ZBRA MHK DOV=Bottom (Manufacturing)
CONS(60): 0.02% Top=FOSL WWW RL GOOS CCK CRI BLL ELY ….. TUP SNBR FL NKE PBI SKX CROX COTY=Bottom (Consumer)
COHW(43): -0.10% Top=I GDS PSTG SSYS BB SYNA NTAP PANW ….. KN VG VZ T ZAYO MSI FTR EXTR=Bottom (Computer Hardware/Telecom)
TRAN(28): -0.17% Top=NSC CSX UNP WAB CP JBHT KSU ODFL ….. ALK LUV DAL JBLU SAVE UAL AAL AZUL=Bottom (Transportation)
RETA(60): -0.28% Top=FND SFM CASY AEO DKS KORS KR URBN ….. BBBY CVNA HOME AN KAR WMT ETSY CARS=Bottom (Retail & Specialty Retail)
HEAL(53): -0.32% Top=SIEN THC ACHC ABMD OSUR TVTY PINC HAE ….. UNH ANTM IART NVRO GKOS MDXG SYNH IRWD=Bottom (Health)
INSU(37): -0.35% Top=MBI CINF TRV AGO ORI PFG L PGR ….. FG AJG LNC RGA RDN AEL MTG BHF=Bottom (Insurance)
DISV(55): -0.38% Top=AMN LDOS ZG SERV ADS EEFT FDC JEC ….. AAN ZTO HRB ACM RCII CNDT CAR YY=Bottom (Diversified Services)
LEIS(43): -0.54% Top=LQ WYNN WYN MGM PK LVS EXPE TVPT ….. CAKE MAR DIN WING WEN ARMK PZZA PLNT=Bottom (Leisure)
MATE(30): -1.27% Top=FLR ADSW PWR RYN EXP WCN SUM SRCL ….. TMHC TOL DHI TPH KBH MDC JELD BECN=Bottom (Materials & Construction)

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 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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