daytrend

05/15/2018

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 1:06 pm ET
by daytrend on 20180515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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 (20180515 1:06 pm ET)
12.1% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
39.6% are below yesterday’s low.
48.3% are inside yesterday’s range.
23.4% of stocks with today’s high > yesterday’s high. (76.6% less than).
74.7% of stocks with today’s low < yesterday’s low. (25.3% greater than).

EVIDENCE OF INTRADAY TREND (20180515 1:06 pm ET)
55.4% of stocks are above today’s open. (43.7% are below).
35.9% of stocks are above today’s open and yesterday’s close.
42.5% are below both.
1.0% of stocks opened above yesterday’s high.
8.1% of stocks opened above yesterday’s close. (89.4% opened below yesterday’s close).
39.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180515 1:06 pm ET)
8.2% of stocks are in the top 10% of today’s range.
23.6% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
16.9% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20180515 1:06 pm ET)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 2.2% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20180515 1:06 pm ET)
2-day: >=95:7.5%…>=90:12.9%…>=80:21.5%…>=50:43.0%…<=20:27.4%…<=10:14.7%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.9%…>=50:64.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180515 1:06 pm ET)
12.1% above previous 1 highs, 39.6% below previous 1 lows
9.2% above previous 2 highs, 31.3% below previous 2 lows
8.5% above previous 3 highs, 24.5% below previous 3 lows
8.1% above previous 4 highs, 16.5% below previous 4 lows
7.6% above previous 5 highs, 13.5% below previous 5 lows
6.9% above previous 6 highs, 11.6% below previous 6 lows
6.6% above previous 7 highs, 8.5% below previous 7 lows
6.4% above previous 8 highs, 6.1% below previous 8 lows
5.7% above previous 9 highs, 5.2% below previous 9 lows
5.2% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180515 1:06 pm ET)
37.8% are above or equal to 5/14 close (1 days ago), 62.2% are below.
40.2% are above or equal to 5/11 close (2 days ago), 59.8% are below.
41.6% are above or equal to 5/10 close (3 days ago), 58.4% are below.
55.7% are above or equal to 5/9 close (4 days ago), 44.3% are below.
63.2% are above or equal to 5/8 close (5 days ago), 36.8% are below.
66.1% are above or equal to 5/7 close (6 days ago), 33.9% are below.
69.3% are above or equal to 5/4 close (7 days ago), 30.7% are below.
76.1% are above or equal to 5/3 close (8 days ago), 23.9% are below.
74.0% are above or equal to 5/2 close (9 days ago), 26.0% are below.
68.0% are above or equal to 5/1 close (10 days ago), 32.0% are below.
69.5% are above or equal to 4/30 close (11 days ago), 30.5% are below.
63.4% are above or equal to 4/27 close (12 days ago), 36.6% are below.
64.9% are above or equal to 4/26 close (13 days ago), 35.1% are below.
67.7% are above or equal to 4/25 close (14 days ago), 32.3% are below.
69.2% are above or equal to 4/24 close (15 days ago), 30.8% are below.
63.4% are above or equal to 4/23 close (16 days ago), 36.6% are below.
63.3% are above or equal to 4/20 close (17 days ago), 36.7% are below.
58.5% are above or equal to 4/19 close (18 days ago), 41.5% are below.
54.3% are above or equal to 4/18 close (19 days ago), 45.7% are below.
55.7% are above or equal to 4/17 close (20 days ago), 44.3% are below.
61.6% are above or equal to 4/16 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180515 1:06 pm ET)
20d: 7.0% new highs, 4.0% new lows
21d: 7.0% new highs, 3.9% new lows
42d: 4.6% new highs, 2.6% new lows
63d: 3.1% new highs, 2.2% new lows
126d: 2.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180515 1:06 pm ET)
2-day: 37.0% above, 63.0% below
3-day: 38.6% above, 61.4% below
4-day: 39.5% above, 60.5% below
5-day: 44.8% above, 55.2% below
8-day: 60.6% above, 39.4% below
10-day: 66.8% above, 33.2% below
20-day: 65.2% above, 34.8% below
50-day: 61.4% above, 38.6% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180515 1:06 pm ET)
FINA(94): 0.48% Top=NAVI COF FBP KEY FHN VOYA PBCT NYCB ….. BGCP CME JPM BK BLK AXP JHG PYPL=Bottom (Banks/Financials)
INSU(38): 0.39% Top=AXS AMBC AIZ MET RDN MCY PRU MTG ….. AGO AFSI SLF MMC AJG FAF ACGL MBI=Bottom (Insurance)
COHW(44): 0.01% Top=EXTR SSYS WDC ATUS FTR EFII STX PANW ….. CSCO AAPL ANET VZ SYNA QCOM HPQ ACIA=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.00% Top=CF SMG MOS CC TROX ASH WLK NTR ….. PPG DWDP OLN FMC RYAM VSM IFF GRA=Bottom (Chemicals/Fertilizers)
CONS(59): -0.03% Top=MAT UAA GOOS FOSL HBI CROX TPX WWW ….. CLX CCK BMS NWL BERY IRBT SPB OI=Bottom (Consumer)
RETA(59): -0.04% Top=HUD BBBY AEO FIVE KSS W KORS GME ….. MELI HD RH AMZN BLDR AAP CARS CVNA=Bottom (Retail & Specialty Retail)
ENER(99): -0.10% Top=FANG SPN GPOR WLL VNOM HP NBR XEC ….. PUMP BPL JAG MPC CPE WTI MTDR CRC=Bottom (Energy)
LEIS(45): -0.17% Top=PLNT WEN WING BYD SIX DIN RRR PZZA ….. SHAK VAC MCD MGM H QSR PLAY STAY=Bottom (Leisure)
DISV(56): -0.22% Top=ATGE SERV ULTA RCII ACM GDOT AAN CHGG ….. ALLE LDOS CXW ADS MYGN YY KTOS ZG=Bottom (Diversified Services)
TRAN(27): -0.29% Top=UAL AAL JBLU TRN CNI SAVE DAL ATSG ….. ODFL XPO LUV CP ALK FDX SNDR AZUL=Bottom (Transportation)
MANU(45): -0.39% Top=DDD BDC RS CMI ZBRA TEX AME BWXT ….. AOS AQUA CAT DHR XYL RXN ESIO FLS=Bottom (Manufacturing)
COSW(109): -0.62% Top=TTD SYMC YELP FSCT MTCH BOX OKTA ADSK ….. MDB EQIX CDNS HDP ZS SNAP AYX VIPS=Bottom (Computer Software/Internet)
HEAL(52): -0.72% Top=GKOS ABMD GMED HAE NVRO MD XRAY TVTY ….. ZBH BKD SYNH ISRG ABT PKI TMO A=Bottom (Health)
META(24): -0.81% Top=FMSA CENX STLD CMC CNX SLCA CLF NUE ….. WPM IAG ABX NEM GG PAAS AA FNV=Bottom (Metals & Mining)
ELEC(56): -1.11% Top=HIMX CREE SPWR MU AMD KEYS AYI MXL ….. AMAT WAT TER UCTT BRKR ICHR NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -1.29% Top=EXP FLR MLM SUM CLH DAR FAST VMC ….. TOL MDC MDR PHM LEN TMHC TPH DHI=Bottom (Materials & Construction)
REAL(108): -1.41% Top=SC XHR ALLY ARI MFA CIM CBRE BAM ….. HTA HR MAA O RLGY MAC INVH LGIH=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 1:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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