daytrend

05/25/2018

Filed under: Market Stats — daytrend @ 1:46 pm

Market Stats at 2:45 pm ET
by daytrend on 20180525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20180525 2:45 pm ET)
17.1% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
22.9% are below yesterday’s low.
60.0% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
36.2% of stocks with today’s low < yesterday’s low. (63.8% greater than).

EVIDENCE OF INTRADAY TREND (20180525 2:45 pm ET)
47.3% of stocks are above today’s open. (51.3% are below).
36.3% of stocks are above today’s open and yesterday’s close.
47.3% are below both.
4.4% of stocks opened above yesterday’s high.
27.4% of stocks opened above yesterday’s close. (67.6% opened below yesterday’s close).
12.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180525 2:45 pm ET)
4.4% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
30.2% are in the bottom 20%.
18.0% are in the bottom 10%.

GAIN (20180525 2:45 pm ET)
42.1% of stocks are above yesterday’s close. (57.9% are below.)
0.5% are up 4.5% or more. 4.3% are down 4.5% or more.
1.2% are up 3.5% or more. 6.1% are down 3.5% or more.
65.4% are between +1% and -1%.

RSI on DAILY (20180525 2:45 pm ET)
2-day: >=95:5.8%…>=90:12.5%…>=80:21.4%…>=50:44.3%…<=20:34.3%…<=10:21.9%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.5%…>=50:58.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:60.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180525 2:45 pm ET)
17.1% above previous 1 highs, 22.9% below previous 1 lows
14.6% above previous 2 highs, 19.1% below previous 2 lows
9.2% above previous 3 highs, 18.7% below previous 3 lows
8.7% above previous 4 highs, 18.1% below previous 4 lows
8.4% above previous 5 highs, 16.6% below previous 5 lows
7.8% above previous 6 highs, 15.1% below previous 6 lows
7.5% above previous 7 highs, 13.3% below previous 7 lows
7.0% above previous 8 highs, 11.1% below previous 8 lows
6.2% above previous 9 highs, 11.0% below previous 9 lows
6.0% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180525 2:45 pm ET)
42.1% are above or equal to 5/24 close (1 days ago), 57.9% are below.
42.4% are above or equal to 5/23 close (2 days ago), 57.6% are below.
47.5% are above or equal to 5/22 close (3 days ago), 52.5% are below.
41.4% are above or equal to 5/21 close (4 days ago), 58.6% are below.
50.6% are above or equal to 5/18 close (5 days ago), 49.4% are below.
50.3% are above or equal to 5/17 close (6 days ago), 49.7% are below.
53.1% are above or equal to 5/16 close (7 days ago), 46.9% are below.
58.5% are above or equal to 5/15 close (8 days ago), 41.5% are below.
54.7% are above or equal to 5/14 close (9 days ago), 45.3% are below.
52.6% are above or equal to 5/11 close (10 days ago), 47.4% are below.
51.1% are above or equal to 5/10 close (11 days ago), 48.9% are below.
59.5% are above or equal to 5/9 close (12 days ago), 40.5% are below.
66.0% are above or equal to 5/8 close (13 days ago), 34.0% are below.
69.2% are above or equal to 5/7 close (14 days ago), 30.8% are below.
71.5% are above or equal to 5/4 close (15 days ago), 28.5% are below.
76.9% are above or equal to 5/3 close (16 days ago), 23.1% are below.
74.3% are above or equal to 5/2 close (17 days ago), 25.7% are below.
70.1% are above or equal to 5/1 close (18 days ago), 29.9% are below.
69.5% are above or equal to 4/30 close (19 days ago), 30.5% are below.
65.4% are above or equal to 4/27 close (20 days ago), 34.6% are below.
64.9% are above or equal to 4/26 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180525 2:45 pm ET)
20d: 10.6% new highs, 4.9% new lows
21d: 10.4% new highs, 4.7% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 6.6% new highs, 1.3% new lows
126d: 4.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180525 2:45 pm ET)
2-day: 39.6% above, 60.4% below
3-day: 41.1% above, 58.9% below
4-day: 44.6% above, 55.4% below
5-day: 42.6% above, 57.4% below
8-day: 48.2% above, 51.8% below
10-day: 51.2% above, 48.8% below
20-day: 63.4% above, 36.6% below
50-day: 64.7% above, 35.3% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180525 2:45 pm ET)
TRAN(25): 0.60% Top=ALK SAVE LUV AAL DAL JBLU UAL JBHT ….. BRS EXPD NSC KSU UPS XPO UNP SSW=Bottom (Transportation)
CONS(58): 0.59% Top=FL VSTO DECK CROX CLX CL RL SKX ….. GPK SNBR FOSL CRI IP WRK TPX PKG=Bottom (Consumer)
MATE(31): 0.49% Top=LEN TPH DY DHI TOL WLH MDC TMHC ….. VMC PWR MLM SUM FLR FAST BECN MDR=Bottom (Materials & Construction)
ELEC(57): 0.49% Top=CAVM ON UCTT AVGO MRVL MTSI IPHI TTMI ….. CSIQ GLW FTV BRKR LRCX WAT RUN SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.20% Top=ACIA GDS COMM CASA FNSR SYNA IMMR BB ….. VG SSYS T WDC STX NTAP CTL FTR=Bottom (Computer Hardware/Telecom)
REAL(101): 0.20% Top=QTS LGIH HCP HPP AGNC AKR WPG STOR ….. CBRE HST PEB SHO UNIT DDR ALLY SC=Bottom (Real Estate)
HEAL(50): 0.02% Top=DGX LH MOH THC NVRO CNC SYNH XRAY ….. BDX ACHC IRWD TMO EW A PKI MDXG=Bottom (Health)
LEIS(45): -0.03% Top=RCL SEAS BYD CAKE STAY DRI SIX TVPT ….. BLMN DPZ CMG YUM PLAY DNKN WING EAT=Bottom (Leisure)
COSW(100): -0.13% Top=SAIL TWOU NTES OKTA BIDU MDB DATA ORCL ….. SYNT HPE YELP ZS NTNX ADSK SPLK DXC=Bottom (Computer Software/Internet)
RETA(60): -0.24% Top=W ETSY CPRT RH TIF DSW WSM KSS ….. TSCO CVNA DKS FIVE CARS BBY ROST GPS=Bottom (Retail & Specialty Retail)
CHEM(29): -0.28% Top=AXTA SHW FMC ASH PPG RPM MOS CF ….. APD UNVR DWDP CC EMN KRO RYAM WLK=Bottom (Chemicals/Fertilizers)
DISV(50): -0.31% Top=ZTO AL SBAC KBR CNDT CHGG ZG FLT ….. G GPN ACM AMN INFO CAR URI YY=Bottom (Diversified Services)
INSU(32): -0.48% Top=ACGL AEL FNF UNM AGO TRV AMBC AFSI ….. AJG PFG LNC SLF L MTG AIG MET=Bottom (Insurance)
FINA(91): -0.75% Top=TWNK APO FII BX EFX BEN TD ESNT ….. DFS LADR CIT SCHW MS KEY YRD CDEV=Bottom (Banks/Financials)
MANU(44): -1.05% Top=ATKR TPIC MHK AGCO HOLI DE WBT SWK ….. MRC TTC KMT FLS TEX BDC ATI WTTR=Bottom (Manufacturing)
META(21): -1.70% Top=CCJ WPM ABX CNX AEM IAG GG NUE ….. FCX PAAS CMC CLF TECK SCCO AA SLCA=Bottom (Metals & Mining)
ENER(97): -3.18% Top=INT ETP ETE MUSA COG BCEI ANDX BPL ….. DO PUMP QEP NBR RES LPI WTI CRC=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 2:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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