daytrend

05/10/2018

Filed under: Market Stats — daytrend @ 11:48 am

Market Stats at 12:48 pm ET
by daytrend on 20180510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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 (20180510 12:48 pm ET)
52.9% of stocks are above yesterday’s high.
81.1% are above yesterday’s midpoint. (18.9% are below.)
4.0% are below yesterday’s low.
43.0% are inside yesterday’s range.
67.6% of stocks with today’s high > yesterday’s high. (32.4% less than).
15.8% of stocks with today’s low < yesterday’s low. (84.2% greater than).

EVIDENCE OF INTRADAY TREND (20180510 12:48 pm ET)
70.1% of stocks are above today’s open. (29.5% are below).
68.8% of stocks are above today’s open and yesterday’s close.
17.1% are below both.
30.0% of stocks opened above yesterday’s high.
78.9% of stocks opened above yesterday’s close. (17.2% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180510 12:48 pm ET)
27.3% of stocks are in the top 10% of today’s range.
45.6% are in the top 20%.
77.7% are in the top half. 22.3% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20180510 12:48 pm ET)
81.8% of stocks are above yesterday’s close. (18.2% are below.)
1.8% are up 4.5% or more. 0.7% are down 4.5% or more.
4.6% are up 3.5% or more. 1.1% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY (20180510 12:48 pm ET)
2-day: >=95:34.3%…>=90:45.9%…>=80:61.7%…>=50:84.0%…<=20:3.7%…<=10:1.4%…<=5:0.6%…
9-day: >=95:0.1%…>=90:0.7%…>=80:9.8%…>=50:75.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:72.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180510 12:48 pm ET)
52.9% above previous 1 highs, 4.0% below previous 1 lows
46.1% above previous 2 highs, 2.1% below previous 2 lows
41.7% above previous 3 highs, 1.8% below previous 3 lows
40.2% above previous 4 highs, 0.9% below previous 4 lows
38.8% above previous 5 highs, 0.6% below previous 5 lows
36.4% above previous 6 highs, 0.5% below previous 6 lows
34.2% above previous 7 highs, 0.5% below previous 7 lows
31.2% above previous 8 highs, 0.5% below previous 8 lows
28.9% above previous 9 highs, 0.5% below previous 9 lows
27.9% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180510 12:48 pm ET)
81.8% are above or equal to 5/9 close (1 days ago), 18.2% are below.
81.3% are above or equal to 5/8 close (2 days ago), 18.7% are below.
80.6% are above or equal to 5/7 close (3 days ago), 19.4% are below.
80.3% are above or equal to 5/4 close (4 days ago), 19.7% are below.
85.4% are above or equal to 5/3 close (5 days ago), 14.6% are below.
82.0% are above or equal to 5/2 close (6 days ago), 18.0% are below.
76.1% are above or equal to 5/1 close (7 days ago), 23.9% are below.
75.9% are above or equal to 4/30 close (8 days ago), 24.1% are below.
70.3% are above or equal to 4/27 close (9 days ago), 29.7% are below.
70.0% are above or equal to 4/26 close (10 days ago), 30.0% are below.
71.8% are above or equal to 4/25 close (11 days ago), 28.2% are below.
72.7% are above or equal to 4/24 close (12 days ago), 27.3% are below.
68.0% are above or equal to 4/23 close (13 days ago), 32.0% are below.
66.4% are above or equal to 4/20 close (14 days ago), 33.6% are below.
63.4% are above or equal to 4/19 close (15 days ago), 36.6% are below.
58.5% are above or equal to 4/18 close (16 days ago), 41.5% are below.
60.7% are above or equal to 4/17 close (17 days ago), 39.3% are below.
66.1% are above or equal to 4/16 close (18 days ago), 33.9% are below.
69.5% are above or equal to 4/13 close (19 days ago), 30.5% are below.
67.4% are above or equal to 4/12 close (20 days ago), 32.6% are below.
69.4% are above or equal to 4/11 close (21 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180510 12:48 pm ET)
20d: 27.0% new highs, 1.2% new lows
21d: 27.0% new highs, 1.2% new lows
42d: 18.9% new highs, 1.2% new lows
63d: 16.7% new highs, 0.7% new lows
126d: 10.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180510 12:48 pm ET)
2-day: 80.3% above, 19.7% below
3-day: 82.0% above, 18.0% below
4-day: 82.3% above, 17.7% below
5-day: 82.7% above, 17.3% below
8-day: 82.7% above, 17.3% below
10-day: 79.6% above, 20.4% below
20-day: 71.1% above, 28.9% below
50-day: 66.6% above, 33.4% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180510 12:48 pm ET)
MATE(29): 8.23% Top=MDR DAR PHM OC TPH DHI WY EXP ….. WM SRCL MLM VMC ADSW FAST JELD BECN=Bottom (Materials & Construction)
META(24): 2.20% Top=PAAS AG CLF CENX FCX X TECK NUE ….. NEM IAG CCJ AA CNX SLCA FNV FMSA=Bottom (Metals & Mining)
HEAL(53): 1.72% Top=SIEN XRAY NVRO ALGN PODD PINC HAE ABMD ….. MDXG AET THC DXCM IART BKD PRAH GKOS=Bottom (Health)
TRAN(28): 1.30% Top=AZUL AAL XPO UPS JBHT SSW FDX SAVE ….. UAL WAB SNDR KSU ODFL CSX ALK NSC=Bottom (Transportation)
ELEC(60): 1.30% Top=RUN FSLR TSEM PI MU IPGP AVGO TRMB ….. SPWR GRMN TER ADI AYI ICHR AAOI TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(55): 1.01% Top=YY CHGG CAR AMN URI WTW SBAC ATGE ….. RHI ILG ATHN ULTA KTOS ACM ZG WP=Bottom (Diversified Services)
LEIS(43): 0.99% Top=BYD SEAS JACK EXPE MLCO RCL PLNT LVS ….. HLT VAC LQ DRI CMG PZZA STAY BLMN=Bottom (Leisure)
CHEM(30): 0.97% Top=KRO WLK TROX PAH MOS HUN VSM CF ….. GRA OLN FOE PPG AXTA IFF ALB UNVR=Bottom (Chemicals/Fertilizers)
MANU(46): 0.83% Top=DDD ESIO ZBRA AGCO ATI DHR RS BWXT ….. EMR ITW PNR SNA CMI HUBB FLS MIDD=Bottom (Manufacturing)
COSW(102): 0.82% Top=MTCH TWLO SOHU SINA VMW BOX CSOD TTD ….. MDB APTI NSIT ACIW AYX BSTI SAIL NUAN=Bottom (Computer Software/Internet)
CONS(60): 0.79% Top=FOSL TPX TUP NWL PBI GIII IP SPB ….. COTY CRI FN SNBR SON RL LULU WWW=Bottom (Consumer)
REAL(108): 0.78% Top=SBRA QTS BAM DLR RLJ GLPI CONE HPT ….. RPAI SRC DDR MAC EQC ESRT AIV GOV=Bottom (Real Estate)
FINA(93): 0.77% Top=JHG BEN PYPL NAVI FII BOFI LM KEY ….. ATH BX FBP CME BGCP KKR ESNT CNNE=Bottom (Banks/Financials)
INSU(37): 0.68% Top=FG SLF WLTW PFG CINF AFL PGR ORI ….. CNO LNC AGO AXS AEL ALL RDN MTG=Bottom (Insurance)
COHW(43): 0.60% Top=CTL ATUS GDS I QCOM VG MSI STX ….. ACIA MRCY FNSR CASA SYNA VIAV CIEN INFN=Bottom (Computer Hardware/Telecom)
ENER(99): 0.19% Top=CRC CRZO BWP RIG PUMP XOM SHLX PTEN ….. ETE DK GPOR LPI CXO WRD FANG SOI=Bottom (Energy)
RETA(61): 0.10% Top=CVNA CARS CVS WBA BIG BID SIG GME ….. KSS JWN WSM CHS URBN DSW M LB=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 12:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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