daytrend

05/16/2018

Filed under: Market Stats — daytrend @ 10:49 am

Market Stats at 11:48 am ET
by daytrend on 20180516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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

COMPARED TO YESTERDAY’S RANGE (20180516 11:48 am ET)
35.4% of stocks are above yesterday’s high.
68.4% are above yesterday’s midpoint. (31.6% are below.)
8.9% are below yesterday’s low.
55.7% are inside yesterday’s range.
57.2% of stocks with today’s high > yesterday’s high. (42.8% less than).
22.2% of stocks with today’s low < yesterday’s low. (77.8% greater than).

EVIDENCE OF INTRADAY TREND (20180516 11:48 am ET)
62.3% of stocks are above today’s open. (37.0% are below).
58.1% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
11.2% of stocks opened above yesterday’s high.
58.6% of stocks opened above yesterday’s close. (34.4% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180516 11:48 am ET)
16.8% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
58.6% are in the top half. 41.4% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20180516 11:48 am ET)
68.3% of stocks are above yesterday’s close. (31.7% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
1.1% are up 3.5% or more. 0.3% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20180516 11:48 am ET)
2-day: >=95:12.4%…>=90:18.4%…>=80:28.9%…>=50:59.8%…<=20:18.9%…<=10:10.3%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.9%…>=50:68.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180516 11:48 am ET)
35.4% above previous 1 highs, 8.9% below previous 1 lows
18.3% above previous 2 highs, 8.7% below previous 2 lows
16.1% above previous 3 highs, 7.7% below previous 3 lows
14.8% above previous 4 highs, 6.8% below previous 4 lows
13.6% above previous 5 highs, 5.5% below previous 5 lows
13.0% above previous 6 highs, 5.3% below previous 6 lows
12.8% above previous 7 highs, 5.0% below previous 7 lows
12.6% above previous 8 highs, 3.8% below previous 8 lows
12.3% above previous 9 highs, 2.8% below previous 9 lows
11.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180516 11:48 am ET)
68.3% are above or equal to 5/15 close (1 days ago), 31.7% are below.
53.7% are above or equal to 5/14 close (2 days ago), 46.3% are below.
50.9% are above or equal to 5/11 close (3 days ago), 49.1% are below.
49.8% are above or equal to 5/10 close (4 days ago), 50.2% are below.
62.3% are above or equal to 5/9 close (5 days ago), 37.7% are below.
68.0% are above or equal to 5/8 close (6 days ago), 32.0% are below.
69.6% are above or equal to 5/7 close (7 days ago), 30.4% are below.
72.7% are above or equal to 5/4 close (8 days ago), 27.3% are below.
79.0% are above or equal to 5/3 close (9 days ago), 21.0% are below.
76.6% are above or equal to 5/2 close (10 days ago), 23.4% are below.
72.4% are above or equal to 5/1 close (11 days ago), 27.6% are below.
72.3% are above or equal to 4/30 close (12 days ago), 27.7% are below.
66.2% are above or equal to 4/27 close (13 days ago), 33.8% are below.
67.4% are above or equal to 4/26 close (14 days ago), 32.6% are below.
70.2% are above or equal to 4/25 close (15 days ago), 29.8% are below.
70.0% are above or equal to 4/24 close (16 days ago), 30.0% are below.
66.3% are above or equal to 4/23 close (17 days ago), 33.7% are below.
65.8% are above or equal to 4/20 close (18 days ago), 34.2% are below.
61.0% are above or equal to 4/19 close (19 days ago), 39.0% are below.
57.2% are above or equal to 4/18 close (20 days ago), 42.8% are below.
58.9% are above or equal to 4/17 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180516 11:48 am ET)
20d: 10.7% new highs, 2.0% new lows
21d: 10.6% new highs, 1.9% new lows
42d: 8.1% new highs, 0.9% new lows
63d: 6.1% new highs, 0.9% new lows
126d: 4.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180516 11:48 am ET)
2-day: 67.1% above, 32.9% below
3-day: 57.9% above, 42.1% below
4-day: 55.4% above, 44.6% below
5-day: 54.7% above, 45.3% below
8-day: 63.1% above, 36.9% below
10-day: 70.0% above, 30.0% below
20-day: 69.9% above, 30.1% below
50-day: 64.0% above, 36.0% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180516 11:48 am ET)
CONS(59): 1.22% Top=BOOT UAA FOSL CROX PKG IP LULU HBI ….. BERY CHD FL EPC CCK NWL TPX TPR=Bottom (Consumer)
META(23): 1.04% Top=X FCX CMC STLD TECK NUE AG CLF ….. GG NEM FNV WPM AA RGLD CCJ FMSA=Bottom (Metals & Mining)
RETA(58): 0.99% Top=M BLDR URBN MELI CARS LB AEO CHS ….. GPS LOW AAP GME HD FND LL DDS=Bottom (Retail & Specialty Retail)
CHEM(29): 0.91% Top=CE KRO WLK ASH CC HUN GRA TROX ….. OLN PX APD SHW IFF MOS NTR CF=Bottom (Chemicals/Fertilizers)
ELEC(56): 0.86% Top=MU AMBA TER KEM ICHR SGH AMD KLIC ….. MCHP SNPS ON MXL CAVM AVGO MTSI RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.85% Top=JBLU AAL LUV SAVE SNDR UAL DAL CNI ….. UPS FDX CP ALK ATSG XPO AZUL SSW=Bottom (Transportation)
HEAL(52): 0.79% Top=ALGN OSUR GMED MZOR SYK ABMD BSX NUVA ….. BDX CNC DGX MDXG MOH A DXCM NVRO=Bottom (Health)
LEIS(45): 0.66% Top=TSG SEAS CMG EXPE RCL EAT SONC SIX ….. MLCO AGS ARMK QSR MCD DIN WEN WING=Bottom (Leisure)
DISV(55): 0.40% Top=ZG CHGG MYGN CAR WTW CXW ATHN JEC ….. TRTN INFO AMN WP FDC GDOT HCSG KTOS=Bottom (Diversified Services)
MANU(46): 0.39% Top=ATI TTC GE ESIO RS DDD WBT ZBRA ….. PH IR MHK RXN ROP XYL ITW FLS=Bottom (Manufacturing)
COSW(109): 0.39% Top=DBX AYX NEWR SAIL APPN NSIT YELP TTD ….. FSCT NOW SINA HDP RPD ELLI FEYE IQ=Bottom (Computer Software/Internet)
COHW(46): 0.34% Top=WDC CASA PSTG COMM STX ATUS FTR QCOM ….. SSYS CTL ACIA CSCO KN PANW I GDS=Bottom (Computer Hardware/Telecom)
FINA(92): 0.30% Top=KKR TROW RJF EV COF NAVI WDR SEIC ….. RF PNC BBT ZION VLY C ATH CDEV=Bottom (Banks/Financials)
INSU(38): 0.24% Top=AIZ RDN MTG AMBC ORI ACGL UNM AXS ….. RGA AIG ALL L AEL LNC PGR BHF=Bottom (Insurance)
ENER(99): 0.19% Top=NBR GPOR RIG UNT HP HPR WPX SPN ….. PSX INT VLO MPC EGN WTI CPE LPI=Bottom (Energy)
MATE(29): 0.06% Top=MDR FLR TPH ADSW VMC PWR RYN TOL ….. RSG OC WM SRCL LEN SUM PHM BECN=Bottom (Materials & Construction)
REAL(108): -0.03% Top=GEO CTRE OHI COLD CBRE MAC ROIC GLPI ….. ESRT ACC OFC PLD ARE HPP CYS BXP=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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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