daytrend

05/14/2018

Filed under: Market Stats — daytrend @ 11:28 am

Market Stats at 12:27 pm ET
by daytrend on 20180514. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 978.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20180514 12:27 pm ET)
23.1% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
24.2% are below yesterday’s low.
52.7% are inside yesterday’s range.
48.7% of stocks with today’s high > yesterday’s high. (51.3% less than).
35.6% of stocks with today’s low < yesterday’s low. (64.4% greater than).

EVIDENCE OF INTRADAY TREND (20180514 12:27 pm ET)
42.0% of stocks are above today’s open. (56.2% are below).
40.5% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
11.1% of stocks opened above yesterday’s high.
75.7% of stocks opened above yesterday’s close. (19.7% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180514 12:27 pm ET)
5.8% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
36.1% are in the bottom 20%.
21.2% are in the bottom 10%.

GAIN (20180514 12:27 pm ET)
52.0% of stocks are above yesterday’s close. (48.0% are below.)
0.9% are up 4.5% or more. 0.5% are down 4.5% or more.
2.4% are up 3.5% or more. 1.2% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20180514 12:27 pm ET)
2-day: >=95:16.0%…>=90:22.7%…>=80:36.4%…>=50:62.7%…<=20:13.9%…<=10:5.3%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.6%…>=50:71.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180514 12:27 pm ET)
23.1% above previous 1 highs, 24.2% below previous 1 lows
18.9% above previous 2 highs, 16.4% below previous 2 lows
16.9% above previous 3 highs, 8.8% below previous 3 lows
15.7% above previous 4 highs, 7.0% below previous 4 lows
14.9% above previous 5 highs, 5.7% below previous 5 lows
14.5% above previous 6 highs, 3.4% below previous 6 lows
13.9% above previous 7 highs, 2.9% below previous 7 lows
12.7% above previous 8 highs, 2.0% below previous 8 lows
12.5% above previous 9 highs, 1.8% below previous 9 lows
11.0% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180514 12:27 pm ET)
52.0% are above or equal to 5/11 close (1 days ago), 48.0% are below.
51.1% are above or equal to 5/10 close (2 days ago), 48.9% are below.
66.6% are above or equal to 5/9 close (3 days ago), 33.4% are below.
72.7% are above or equal to 5/8 close (4 days ago), 27.3% are below.
72.3% are above or equal to 5/7 close (5 days ago), 27.7% are below.
74.4% are above or equal to 5/4 close (6 days ago), 25.6% are below.
82.2% are above or equal to 5/3 close (7 days ago), 17.8% are below.
78.3% are above or equal to 5/2 close (8 days ago), 21.7% are below.
72.6% are above or equal to 5/1 close (9 days ago), 27.4% are below.
73.9% are above or equal to 4/30 close (10 days ago), 26.1% are below.
65.5% are above or equal to 4/27 close (11 days ago), 34.5% are below.
68.7% are above or equal to 4/26 close (12 days ago), 31.3% are below.
71.3% are above or equal to 4/25 close (13 days ago), 28.7% are below.
71.2% are above or equal to 4/24 close (14 days ago), 28.8% are below.
67.1% are above or equal to 4/23 close (15 days ago), 32.9% are below.
66.9% are above or equal to 4/20 close (16 days ago), 33.1% are below.
63.5% are above or equal to 4/19 close (17 days ago), 36.5% are below.
58.3% are above or equal to 4/18 close (18 days ago), 41.7% are below.
59.3% are above or equal to 4/17 close (19 days ago), 40.7% are below.
64.0% are above or equal to 4/16 close (20 days ago), 36.0% are below.
68.6% are above or equal to 4/13 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180514 12:27 pm ET)
20d: 18.9% new highs, 1.6% new lows
21d: 18.4% new highs, 1.6% new lows
42d: 12.8% new highs, 0.9% new lows
63d: 10.2% new highs, 0.5% new lows
126d: 7.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180514 12:27 pm ET)
2-day: 50.9% above, 49.1% below
3-day: 52.6% above, 47.4% below
4-day: 59.8% above, 40.2% below
5-day: 64.8% above, 35.2% below
8-day: 74.9% above, 25.1% below
10-day: 75.3% above, 24.7% below
20-day: 69.7% above, 30.3% below
50-day: 65.2% above, 34.8% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180514 12:27 pm ET)
ELEC(60): 1.74% Top=CAVM PI KLIC MRVL ICHR NANO SPWR XLNX ….. QRVO APH FLEX TTMI WAT DLB GRMN SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): 1.05% Top=TLRD LB GME GPS CHS TGT BABA CVS ….. FND W ETSY LOW CARS BLDR HUD MELI=Bottom (Retail & Specialty Retail)
ENER(99): 0.98% Top=CPG GPOR CRZO RRC KOS RIG LPI MUSA ….. CXO EGN MDU CPE XEC REN SOI WRD=Bottom (Energy)
CHEM(30): 0.77% Top=NTR CF MOS VSM PPG ALB RYAM FMC ….. UNVR OLN CE CBT EMN AXTA IFF FOE=Bottom (Chemicals/Fertilizers)
COHW(44): 0.45% Top=ACIA WDC CASA FTR ATUS QCOM FNSR VIAV ….. NTAP SSYS EXTR CTL INFN VG TDC I=Bottom (Computer Hardware/Telecom)
META(24): 0.43% Top=FMSA CNX TECK SLCA X CCJ CMC STLD ….. SCCO GG FNV FCX NUE RGLD AA PAAS=Bottom (Metals & Mining)
HEAL(52): 0.34% Top=ABMD MOH SIEN ESRX HAE XRAY THC TVTY ….. VAR GMED EHC NUVA ZBH NVRO MDXG IART=Bottom (Health)
CONS(59): 0.21% Top=FOSL TUP FL FN EPC RL HBI WHR ….. TPR SON BERY SEE CL CROX CLX MAT=Bottom (Consumer)
MANU(46): 0.18% Top=ESIO TEX FLS DDD WBT DOV MRC GE ….. MIDD ATI LII ZBRA ITT BDC MHK TTC=Bottom (Manufacturing)
DISV(57): 0.10% Top=WTW YY RCII KTOS GDOT AL ZTO CNDT ….. ULTA SBAC LDOS JEC MCO ATGE CHGG MYGN=Bottom (Diversified Services)
FINA(93): -0.04% Top=FBP AMP ESNT EWBC NAVI OMF ATH FII ….. FMBI AMTD IBKR SCHW KKR CNNE TWNK BOFI=Bottom (Banks/Financials)
MATE(29): -0.14% Top=SUM MDR ADSW EXP KBH PWR LEN TOL ….. CLH PHM SRCL RYN WY BECN DAR MDC=Bottom (Materials & Construction)
INSU(37): -0.18% Top=SLF MTG AEL RDN CNO BHF LNC AGO ….. WLTW AXS PGR ACGL CINF AJG FG MBI=Bottom (Insurance)
COSW(109): -0.20% Top=SYMC IQ AYX SOHU MDB TRI SINA BIDU ….. CERN FSCT RHT DBX PAYC MTCH YELP TWOU=Bottom (Computer Software/Internet)
TRAN(27): -0.51% Top=TRN UPS WAB FDX CNI CP ODFL XPO ….. DAL UNP CHRW ALK KSU SNDR SAVE AZUL=Bottom (Transportation)
LEIS(44): -0.80% Top=BYD CCL AGS SIX MGM LQ QSR SHAK ….. PLNT SEAS EAT TXRH CAKE DRI BLMN DIN=Bottom (Leisure)
REAL(108): -1.01% Top=ALLY SC CTRE BAM MGP LHO MFA GPT ….. NNN EDR INVH MAC GOV COLD PEI TCO=Bottom (Real Estate)

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 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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