daytrend

05/24/2018

Filed under: Market Stats — daytrend @ 9:38 am

Market Stats at 10:37 am ET
by daytrend on 20180524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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 (20180524 10:37 am ET)
12.0% of stocks are above yesterday’s high.
43.4% are above yesterday’s midpoint. (56.6% are below.)
25.0% are below yesterday’s low.
62.9% are inside yesterday’s range.
43.8% of stocks with today’s high > yesterday’s high. (56.2% less than).
35.4% of stocks with today’s low < yesterday’s low. (64.6% greater than).

EVIDENCE OF INTRADAY TREND (20180524 10:37 am ET)
28.1% of stocks are above today’s open. (70.3% are below).
19.2% of stocks are above today’s open and yesterday’s close.
65.7% are below both.
9.0% of stocks opened above yesterday’s high.
36.8% of stocks opened above yesterday’s close. (59.2% opened below yesterday’s close).
6.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180524 10:37 am ET)
3.5% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
24.8% are in the top half. 75.2% of stocks are in the bottom half of today’s range.
41.4% are in the bottom 20%.
19.7% are in the bottom 10%.

GAIN (20180524 10:37 am ET)
25.2% of stocks are above yesterday’s close. (74.8% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.3% are up 3.5% or more. 0.7% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20180524 10:37 am ET)
2-day: >=95:4.0%…>=90:7.6%…>=80:12.8%…>=50:34.0%…<=20:37.1%…<=10:18.2%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.9%…>=50:57.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:62.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180524 10:37 am ET)
12.0% above previous 1 highs, 25.0% below previous 1 lows
5.9% above previous 2 highs, 23.7% below previous 2 lows
5.2% above previous 3 highs, 20.8% below previous 3 lows
4.8% above previous 4 highs, 18.3% below previous 4 lows
4.1% above previous 5 highs, 16.0% below previous 5 lows
4.0% above previous 6 highs, 13.5% below previous 6 lows
3.9% above previous 7 highs, 10.7% below previous 7 lows
3.5% above previous 8 highs, 9.9% below previous 8 lows
2.9% above previous 9 highs, 8.9% below previous 9 lows
2.6% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180524 10:37 am ET)
25.2% are above or equal to 5/23 close (1 days ago), 74.8% are below.
40.9% are above or equal to 5/22 close (2 days ago), 59.1% are below.
31.1% are above or equal to 5/21 close (3 days ago), 68.9% are below.
45.7% are above or equal to 5/18 close (4 days ago), 54.3% are below.
45.4% are above or equal to 5/17 close (5 days ago), 54.6% are below.
50.2% are above or equal to 5/16 close (6 days ago), 49.8% are below.
57.9% are above or equal to 5/15 close (7 days ago), 42.1% are below.
51.7% are above or equal to 5/14 close (8 days ago), 48.3% are below.
49.9% are above or equal to 5/11 close (9 days ago), 50.1% are below.
49.7% are above or equal to 5/10 close (10 days ago), 50.3% are below.
58.7% are above or equal to 5/9 close (11 days ago), 41.3% are below.
65.4% are above or equal to 5/8 close (12 days ago), 34.6% are below.
68.4% are above or equal to 5/7 close (13 days ago), 31.6% are below.
72.3% are above or equal to 5/4 close (14 days ago), 27.7% are below.
77.7% are above or equal to 5/3 close (15 days ago), 22.3% are below.
74.7% are above or equal to 5/2 close (16 days ago), 25.3% are below.
71.0% are above or equal to 5/1 close (17 days ago), 29.0% are below.
71.3% are above or equal to 4/30 close (18 days ago), 28.7% are below.
64.9% are above or equal to 4/27 close (19 days ago), 35.1% are below.
66.1% are above or equal to 4/26 close (20 days ago), 33.9% are below.
68.6% are above or equal to 4/25 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180524 10:37 am ET)
20d: 6.4% new highs, 2.5% new lows
21d: 6.3% new highs, 2.5% new lows
42d: 5.1% new highs, 1.3% new lows
63d: 4.2% new highs, 1.3% new lows
126d: 2.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180524 10:37 am ET)
2-day: 24.0% above, 76.0% below
3-day: 34.1% above, 65.9% below
4-day: 32.4% above, 67.6% below
5-day: 36.9% above, 63.1% below
8-day: 44.5% above, 55.5% below
10-day: 45.9% above, 54.1% below
20-day: 63.9% above, 36.1% below
50-day: 64.5% above, 35.5% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180524 10:37 am ET)
TRAN(26): 0.41% Top=KSU GWR SNDR XPO ODFL NSC JBHT HTLD ….. SSW EXPD CP FDX CNI JBLU TRN SAVE=Bottom (Transportation)
META(21): 0.31% Top=AG IAG GG ABX PAAS AEM AA NEM ….. STLD CCJ NUE FCX TECK CNX CLF SLCA=Bottom (Metals & Mining)
RETA(61): 0.11% Top=WSM FND LB URBN RH MELI AEO GPS ….. WBA WMT BLDR ORLY GME CASY CVNA BBY=Bottom (Retail & Specialty Retail)
LEIS(44): -0.03% Top=CBRL EAT DRI DPZ EXPE PLAY CAKE WEN ….. LQ TVPT CMG TSG CCL PLNT MGM MLCO=Bottom (Leisure)
DISV(53): -0.32% Top=ZTO ZG WTW YY MYGN R CAR TRTN ….. AMN MCO WP CXW URI AL HCSG ULTA=Bottom (Diversified Services)
COSW(105): -0.33% Top=SE BSTI AYX SYNT FIVN IQ DBX EQIX ….. NTES ATVI TTWO ADSK EA NTNX YELP NCR=Bottom (Computer Software/Internet)
CONS(59): -0.34% Top=BOOT FL CLX LULU VFC VSTO FOSL NKE ….. TUP GOOS SKX IP EPC PBI NWL WHR=Bottom (Consumer)
HEAL(51): -0.45% Top=GKOS ALGN ABT IRWD MASI VAR ZBH MZOR ….. ACHC MOH XRAY HAE SIEN ESRX NVRO TVTY=Bottom (Health)
ELEC(58): -0.46% Top=ON DQ MXL BRKS AMBA BRKR GRMN MU ….. INTC TTMI KEM GLW CSIQ SPWR HIMX SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): -0.47% Top=UNIT HST DRH APLE GLPI PEB AMH LHO ….. OHI KIM WELL RLGY SC AGNC BRX DDR=Bottom (Real Estate)
COHW(44): -0.58% Top=GDS MRCY IMMR PANW VZ VCRA TDC T ….. VIAV FNSR EFII EXTR CASA SSYS PSTG FTR=Bottom (Computer Hardware/Telecom)
MANU(45): -0.63% Top=GE TTC ESIO WBT AQUA IR AME DE ….. SWK BWXT ROK ATI MHK TPIC DDD WTTR=Bottom (Manufacturing)
INSU(35): -0.74% Top=AIZ MBI AJG PGR AFSI BHF BRO AXS ….. L PRU MET AIG LNC RDN MTG PFG=Bottom (Insurance)
MATE(31): -0.79% Top=BECN TOL RYN MDC ADSW WM PHM EXP ….. DAR MLM TMHC FLR VMC DY KBH SUM=Bottom (Materials & Construction)
CHEM(29): -1.03% Top=HUN CE ASH AXTA PAH CF NTR MOS ….. PX RYAM KRO TROX DWDP FMC SMG ALB=Bottom (Chemicals/Fertilizers)
FINA(90): -1.29% Top=TWNK TD APO ATH LADR CNNE FMBI NDAQ ….. FII C ESNT LAZ SYF IVZ WFC CIT=Bottom (Banks/Financials)
ENER(100): -1.39% Top=SOI PBF OII HFC FRAC REN DK VVV ….. RIG PXD BWP RRC NS GEL CPE ENLK=Bottom (Energy)

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 10:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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