daytrend

05/18/2018

Filed under: Market Stats — daytrend @ 9:13 am

Market Stats at 10:13 am ET
by daytrend on 20180518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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 (20180518 10:13 am ET)
12.5% of stocks are above yesterday’s high.
47.4% are above yesterday’s midpoint. (52.6% are below.)
16.7% are below yesterday’s low.
70.8% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
31.6% of stocks with today’s low < yesterday’s low. (68.4% greater than).

EVIDENCE OF INTRADAY TREND (20180518 10:13 am ET)
43.3% of stocks are above today’s open. (54.4% are below).
35.5% of stocks are above today’s open and yesterday’s close.
45.8% are below both.
4.7% of stocks opened above yesterday’s high.
47.4% of stocks opened above yesterday’s close. (48.0% opened below yesterday’s close).
7.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180518 10:13 am ET)
14.0% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
43.0% are in the top half. 57.0% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN (20180518 10:13 am ET)
46.2% of stocks are above yesterday’s close. (53.8% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.5% are up 3.5% or more. 1.7% are down 3.5% or more.
78.0% are between +1% and -1%.

RSI on DAILY (20180518 10:13 am ET)
2-day: >=95:8.1%…>=90:14.0%…>=80:26.5%…>=50:57.1%…<=20:16.2%…<=10:9.6%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.5%…>=50:68.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:68.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180518 10:13 am ET)
12.5% above previous 1 highs, 16.7% below previous 1 lows
10.0% above previous 2 highs, 10.2% below previous 2 lows
9.1% above previous 3 highs, 6.3% below previous 3 lows
5.6% above previous 4 highs, 5.6% below previous 4 lows
4.9% above previous 5 highs, 5.3% below previous 5 lows
4.5% above previous 6 highs, 4.6% below previous 6 lows
4.5% above previous 7 highs, 3.2% below previous 7 lows
4.5% above previous 8 highs, 2.3% below previous 8 lows
4.4% above previous 9 highs, 2.1% below previous 9 lows
4.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180518 10:13 am ET)
46.2% are above or equal to 5/17 close (1 days ago), 53.8% are below.
56.1% are above or equal to 5/16 close (2 days ago), 43.9% are below.
66.5% are above or equal to 5/15 close (3 days ago), 33.5% are below.
57.8% are above or equal to 5/14 close (4 days ago), 42.2% are below.
54.2% are above or equal to 5/11 close (5 days ago), 45.8% are below.
53.2% are above or equal to 5/10 close (6 days ago), 46.8% are below.
63.0% are above or equal to 5/9 close (7 days ago), 37.0% are below.
69.2% are above or equal to 5/8 close (8 days ago), 30.8% are below.
70.1% are above or equal to 5/7 close (9 days ago), 29.9% are below.
72.4% are above or equal to 5/4 close (10 days ago), 27.6% are below.
78.2% are above or equal to 5/3 close (11 days ago), 21.8% are below.
76.1% are above or equal to 5/2 close (12 days ago), 23.9% are below.
71.8% are above or equal to 5/1 close (13 days ago), 28.2% are below.
72.3% are above or equal to 4/30 close (14 days ago), 27.7% are below.
66.8% are above or equal to 4/27 close (15 days ago), 33.2% are below.
68.4% are above or equal to 4/26 close (16 days ago), 31.6% are below.
70.3% are above or equal to 4/25 close (17 days ago), 29.7% are below.
69.6% are above or equal to 4/24 close (18 days ago), 30.4% are below.
67.4% are above or equal to 4/23 close (19 days ago), 32.6% are below.
67.4% are above or equal to 4/20 close (20 days ago), 32.6% are below.
63.2% are above or equal to 4/19 close (21 days ago), 36.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180518 10:13 am ET)
20d: 6.6% new highs, 1.6% new lows
21d: 6.4% new highs, 1.6% new lows
42d: 5.5% new highs, 0.6% new lows
63d: 3.7% new highs, 0.5% new lows
126d: 2.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180518 10:13 am ET)
2-day: 43.9% above, 56.1% below
3-day: 52.0% above, 48.0% below
4-day: 59.4% above, 40.6% below
5-day: 58.7% above, 41.3% below
8-day: 59.2% above, 40.8% below
10-day: 64.1% above, 35.9% below
20-day: 71.4% above, 28.6% below
50-day: 63.9% above, 36.1% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180518 10:13 am ET)
MANU(45): 0.47% Top=DE AGCO CMI CAT ETN DOV SWK HOLI ….. GE AQUA PH ATKR SNA ESIO DDD MWA=Bottom (Manufacturing)
COSW(107): 0.42% Top=NEWR TTD ZEN NUAN MDB ACXM WIFI TEAM ….. HPE NCR AKAM APTI IQ AYX GOOG BIDU=Bottom (Computer Software/Internet)
COHW(46): 0.27% Top=GDS CCI PANW IMMR INFN UBNT VCRA SYNA ….. QCOM WDC BCE ATUS FNSR EXTR EFII STX=Bottom (Computer Hardware/Telecom)
REAL(106): 0.18% Top=WPG PEI RLJ SRC AMT LHO BRX WELL ….. AVB ROIC DDR IVR HIW ARE REG SBRA=Bottom (Real Estate)
MATE(30): 0.17% Top=MLM EXP VMC BECN KBH JELD RYN SUM ….. DHI LEN FAST PHM FLR WLH CLH DAR=Bottom (Materials & Construction)
DISV(54): 0.13% Top=CHGG CNDT AMN SBAC KTOS ALLE ROL URI ….. ILG R BKNG MYGN ULTA ZG CAR WTW=Bottom (Diversified Services)
HEAL(50): 0.09% Top=ABMD MZOR SIEN MOH SYNH HRC ALGN TMO ….. DGX IRWD DXCM NVRO HOLX MDXG ACHC ESRX=Bottom (Health)
INSU(36): 0.03% Top=AFSI AIZ AJG FAF FNF MMC BRO PGR ….. ACGL FG RGA UNM RDN PFG SLF BHF=Bottom (Insurance)
CHEM(29): -0.03% Top=IFF CE SHW RYAM EMN RPM ASH APD ….. SMG CF DWDP TROX NTR PAH KRO VSM=Bottom (Chemicals/Fertilizers)
FINA(90): -0.24% Top=PYPL SYF OMF FBP NYCB LADR NAVI WDR ….. TD CFG CNNE JHG KEY C STT PACW=Bottom (Banks/Financials)
TRAN(27): -0.25% Top=SNDR XPO TRN WAB ODFL NSC UNP EXPD ….. JBLU CP KSU UPS AAL CNI UAL AZUL=Bottom (Transportation)
CONS(61): -0.38% Top=SEE DECK WHR CROX AVY CSL CRI BC ….. GOOS CLX MAT COTY CHD EPC BOOT SPB=Bottom (Consumer)
ENER(99): -0.39% Top=LGCY SOI PBF KOS XOG VNOM REN CRC ….. ECA BHGE LPI RRC FRAC RES CRZO SEP=Bottom (Energy)
META(23): -0.57% Top=AG FCX CMC PAAS CENX FMSA RGLD CLF ….. GG X TECK AEM ABX SLCA CCJ SCCO=Bottom (Metals & Mining)
RETA(59): -0.65% Top=CARS ETSY MIK BLDR LOW HD SIG RH ….. KR BIG WBA CPRT LB AN GME JWN=Bottom (Retail & Specialty Retail)
LEIS(45): -1.08% Top=WYNN TVPT AGS WING RRR LVS MGM STAY ….. DIN BLMN SONC PLAY PLNT EAT CAKE JACK=Bottom (Leisure)
ELEC(56): -1.14% Top=AMD AMBA RUN WAT KEYS NVDA SPWR BRKR ….. KLIC KLAC SGH LRCX UCTT COHR ICHR AMAT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:13 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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