daytrend

05/15/2018

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm ET
by daytrend on 20180515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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 2:15 pm ET)
12.1% of stocks are above yesterday’s high.
31.6% are above yesterday’s midpoint. (68.4% are below.)
40.7% are below yesterday’s low.
47.1% are inside yesterday’s range.
24.8% of stocks with today’s high > yesterday’s high. (75.2% less than).
75.3% of stocks with today’s low < yesterday’s low. (24.7% greater than).

EVIDENCE OF INTRADAY TREND (20180515 2:15 pm ET)
53.5% of stocks are above today’s open. (45.6% are below).
36.5% of stocks are above today’s open and yesterday’s close.
44.4% 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).
39.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180515 2:15 pm ET)
9.2% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
54.2% are in the top half. 45.8% of stocks are in the bottom half of today’s range.
17.1% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20180515 2:15 pm ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
0.4% are up 4.5% or more. 1.0% are down 4.5% or more.
0.8% are up 3.5% or more. 2.3% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY (20180515 2:15 pm ET)
2-day: >=95:8.5%…>=90:14.0%…>=80:22.6%…>=50:42.4%…<=20:28.0%…<=10:15.6%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.1%…>=50:63.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:63.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180515 2:15 pm ET)
12.1% above previous 1 highs, 40.7% below previous 1 lows
9.5% above previous 2 highs, 32.3% below previous 2 lows
8.6% above previous 3 highs, 25.5% below previous 3 lows
8.1% above previous 4 highs, 17.4% below previous 4 lows
7.7% above previous 5 highs, 13.8% below previous 5 lows
6.8% above previous 6 highs, 12.0% below previous 6 lows
6.6% above previous 7 highs, 9.2% below previous 7 lows
5.9% above previous 8 highs, 6.8% below previous 8 lows
5.5% above previous 9 highs, 5.7% below previous 9 lows
5.1% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180515 2:15 pm ET)
38.8% are above or equal to 5/14 close (1 days ago), 61.2% are below.
39.0% are above or equal to 5/11 close (2 days ago), 61.0% are below.
41.3% are above or equal to 5/10 close (3 days ago), 58.7% are below.
54.9% are above or equal to 5/9 close (4 days ago), 45.1% are below.
62.8% are above or equal to 5/8 close (5 days ago), 37.2% are below.
65.6% are above or equal to 5/7 close (6 days ago), 34.4% are below.
68.8% are above or equal to 5/4 close (7 days ago), 31.2% are below.
75.7% are above or equal to 5/3 close (8 days ago), 24.3% are below.
73.0% are above or equal to 5/2 close (9 days ago), 27.0% are below.
67.5% are above or equal to 5/1 close (10 days ago), 32.5% are below.
68.8% are above or equal to 4/30 close (11 days ago), 31.2% are below.
63.0% are above or equal to 4/27 close (12 days ago), 37.0% are below.
64.1% are above or equal to 4/26 close (13 days ago), 35.9% are below.
67.4% are above or equal to 4/25 close (14 days ago), 32.6% are below.
67.4% are above or equal to 4/24 close (15 days ago), 32.6% are below.
63.2% are above or equal to 4/23 close (16 days ago), 36.8% are below.
62.8% are above or equal to 4/20 close (17 days ago), 37.2% are below.
58.6% are above or equal to 4/19 close (18 days ago), 41.4% are below.
54.1% are above or equal to 4/18 close (19 days ago), 45.9% are below.
55.2% are above or equal to 4/17 close (20 days ago), 44.8% are below.
61.1% are above or equal to 4/16 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180515 2:15 pm ET)
20d: 7.2% new highs, 4.2% new lows
21d: 7.2% new highs, 4.1% new lows
42d: 4.8% new highs, 2.6% new lows
63d: 3.2% new highs, 2.2% new lows
126d: 2.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180515 2:15 pm ET)
2-day: 37.3% above, 62.7% below
3-day: 38.7% above, 61.3% below
4-day: 38.1% above, 61.9% below
5-day: 44.0% above, 56.0% below
8-day: 59.7% above, 40.3% below
10-day: 65.8% above, 34.2% below
20-day: 64.6% above, 35.4% below
50-day: 60.6% above, 39.4% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180515 2:15 pm ET)
CHEM(29): 0.35% Top=CF SMG ALB NTR MOS CC TROX WLK ….. AXTA SHW DWDP OLN RYAM VSM IFF GRA=Bottom (Chemicals/Fertilizers)
FINA(94): 0.28% Top=NAVI FBP COF FHN PBCT NYCB KEY VOYA ….. BK GS AXP STT BLK JHG BGCP PYPL=Bottom (Banks/Financials)
INSU(38): 0.28% Top=AXS AMBC AIZ MCY MET UNM RDN PRU ….. MMC PFG TRV AFL AJG FAF ACGL MBI=Bottom (Insurance)
ENER(99): 0.14% Top=FANG GPOR WLL SPN HP VNOM NBR CRZO ….. MPC JAG BPL WTI PUMP CPE MTDR CRC=Bottom (Energy)
COHW(44): -0.10% Top=EXTR ATUS SSYS WDC FTR STX PANW PSTG ….. TDS AAPL VZ ANET SYNA QCOM HPQ ACIA=Bottom (Computer Hardware/Telecom)
RETA(59): -0.14% Top=HUD AEO BBBY KSS GPS KORS GES GME ….. KAR MELI CVS AAP AMZN BLDR CARS CVNA=Bottom (Retail & Specialty Retail)
CONS(59): -0.16% Top=MAT GOOS HBI UAA TPX CROX FOSL WWW ….. BERY FN BMS CCK IRBT NWL SPB OI=Bottom (Consumer)
DISV(56): -0.27% Top=SERV ATGE RCII ULTA ACM WTW BAH EEFT ….. HCSG MYGN CXW LDOS ADS YY KTOS ZG=Bottom (Diversified Services)
LEIS(45): -0.30% Top=PLNT WEN WING PZZA BYD RRR JACK SIX ….. SBUX AGS MCD PLAY MGM QSR TSG STAY=Bottom (Leisure)
MANU(45): -0.40% Top=DDD BDC RS CMI PNR AME ATI MRC ….. AQUA CAT XYL ATKR ESIO FLS DHR RXN=Bottom (Manufacturing)
TRAN(27): -0.40% Top=UAL CNI AAL TRN JBLU SAVE ATSG DAL ….. ODFL CP LUV XPO FDX SNDR ALK AZUL=Bottom (Transportation)
COSW(109): -0.79% Top=TTD SYMC MTCH YELP SABR ALRM BOX OKTA ….. EQIX MDB JD CDNS ZS SNAP AYX VIPS=Bottom (Computer Software/Internet)
HEAL(52): -0.82% Top=GKOS NVRO ABMD GMED MZOR HAE MD TVTY ….. EW ZBH ISRG ABT SYNH PKI TMO A=Bottom (Health)
META(23): -0.88% Top=CENX FMSA STLD SLCA CMC CNX CLF NUE ….. FCX PAAS NEM GG ABX AEM AA FNV=Bottom (Metals & Mining)
ELEC(56): -1.03% Top=HIMX MXL SPWR CREE MU AMD KEYS AYI ….. AMAT ICHR UCTT TER WAT BRKR PI NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(108): -1.40% Top=SC XHR MFA ARI CIM BAM NRZ OUT ….. O MAA RLGY BRX HR INVH MAC LGIH=Bottom (Real Estate)
MATE(29): -1.56% Top=FLR EXP MLM FAST SUM CLH VMC ADSW ….. KBH PHM MDR MDC TMHC LEN TPH DHI=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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: