daytrend

05/29/2018

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 12:22 pm ET
by daytrend on 20180529. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 940.

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 (20180529 12:22 pm ET)
9.8% of stocks are above yesterday’s high.
25.6% are above yesterday’s midpoint. (74.4% are below.)
50.5% are below yesterday’s low.
39.7% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
69.5% of stocks with today’s low < yesterday’s low. (30.5% greater than).

EVIDENCE OF INTRADAY TREND (20180529 12:22 pm ET)
39.1% of stocks are above today’s open. (59.6% are below).
20.0% of stocks are above today’s open and yesterday’s close.
59.3% are below both.
0.9% of stocks opened above yesterday’s high.
3.4% of stocks opened above yesterday’s close. (95.4% opened below yesterday’s close).
42.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180529 12:22 pm ET)
0.9% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
23.6% are in the top half. 76.4% of stocks are in the bottom half of today’s range.
45.0% are in the bottom 20%.
17.1% are in the bottom 10%.

GAIN (20180529 12:22 pm ET)
20.9% of stocks are above yesterday’s close. (79.1% are below.)
0.3% are up 4.5% or more. 1.4% are down 4.5% or more.
0.6% are up 3.5% or more. 3.7% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY (20180529 12:22 pm ET)
2-day: >=95:4.1%…>=90:8.0%…>=80:12.3%…>=50:24.9%…<=20:50.9%…<=10:35.2%…<=5:25.2%…
9-day: >=95:0.1%…>=90:0.2%…>=80:1.9%…>=50:43.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:50.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180529 12:22 pm ET)
9.8% above previous 1 highs, 50.5% below previous 1 lows
7.2% above previous 2 highs, 38.5% below previous 2 lows
6.4% above previous 3 highs, 31.8% below previous 3 lows
6.0% above previous 4 highs, 30.9% below previous 4 lows
5.6% above previous 5 highs, 29.0% below previous 5 lows
5.5% above previous 6 highs, 27.2% below previous 6 lows
5.4% above previous 7 highs, 26.0% below previous 7 lows
5.0% above previous 8 highs, 23.6% below previous 8 lows
4.9% above previous 9 highs, 21.1% below previous 9 lows
4.5% above previous 10 highs, 20.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180529 12:22 pm ET)
20.9% are above or equal to 5/25 close (1 days ago), 79.1% are below.
26.1% are above or equal to 5/24 close (2 days ago), 73.9% are below.
29.6% are above or equal to 5/23 close (3 days ago), 70.4% are below.
36.6% are above or equal to 5/22 close (4 days ago), 63.4% are below.
31.3% are above or equal to 5/21 close (5 days ago), 68.7% are below.
39.6% are above or equal to 5/18 close (6 days ago), 60.4% are below.
40.1% are above or equal to 5/17 close (7 days ago), 59.9% are below.
41.4% are above or equal to 5/16 close (8 days ago), 58.6% are below.
48.7% are above or equal to 5/15 close (9 days ago), 51.3% are below.
41.9% are above or equal to 5/14 close (10 days ago), 58.1% are below.
40.5% are above or equal to 5/11 close (11 days ago), 59.5% are below.
40.6% are above or equal to 5/10 close (12 days ago), 59.4% are below.
48.5% are above or equal to 5/9 close (13 days ago), 51.5% are below.
55.3% are above or equal to 5/8 close (14 days ago), 44.7% are below.
57.7% are above or equal to 5/7 close (15 days ago), 42.3% are below.
61.4% are above or equal to 5/4 close (16 days ago), 38.6% are below.
69.9% are above or equal to 5/3 close (17 days ago), 30.1% are below.
67.2% are above or equal to 5/2 close (18 days ago), 32.8% are below.
64.4% are above or equal to 5/1 close (19 days ago), 35.6% are below.
63.9% are above or equal to 4/30 close (20 days ago), 36.1% are below.
59.4% are above or equal to 4/27 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180529 12:22 pm ET)
20d: 9.4% new highs, 6.8% new lows
21d: 9.3% new highs, 6.8% new lows
42d: 7.3% new highs, 4.4% new lows
63d: 6.0% new highs, 3.7% new lows
126d: 3.2% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180529 12:22 pm ET)
2-day: 20.3% above, 79.7% below
3-day: 22.3% above, 77.7% below
4-day: 25.3% above, 74.7% below
5-day: 28.1% above, 71.9% below
8-day: 30.7% above, 69.3% below
10-day: 35.5% above, 64.5% below
20-day: 47.1% above, 52.9% below
50-day: 57.8% above, 42.2% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180529 12:22 pm ET)
REAL(101): 0.12% Top=EDR LGIH CONE MGP DOC EPR HTA ACC ….. DRH RLGY OUT PEB BAM CBRE SC ALLY=Bottom (Real Estate)
ENER(97): -0.42% Top=KOS XOG HFC DK WTI NS PBF WLL ….. SLB ERF HLX RRC ECA COG SPN HPR=Bottom (Energy)
RETA(61): -0.46% Top=CVNA WSM DDS KSS DSW W GPS KMX ….. BIG CVS CAL CHS SIG TLRD SBH MELI=Bottom (Retail & Specialty Retail)
META(21): -0.48% Top=AEM CENX GG ABX CLF IAG NEM CMC ….. AG TECK PAAS FCX AA CCJ NUE SCCO=Bottom (Metals & Mining)
ELEC(57): -0.53% Top=COHR MU AAOI TTMI SGH CREE FSLR AMAT ….. ICHR TEL ON XLNX FTV MRVL QRVO DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.55% Top=KBH MLM MDC PHM DHI OC WY TOL ….. RSG FAST SUM MAS FLR SRCL DY JELD=Bottom (Materials & Construction)
CONS(58): -0.68% Top=VSTO FOSL IRBT EPC DECK UFS CLX CHD ….. IP CCK GT SKX SEE FL OI BERY=Bottom (Consumer)
DISV(51): -0.77% Top=ZTO YY BAH MYGN CHGG CXW AYR SBAC ….. MA HCSG ABM GPN MCO LAUR ZG FLT=Bottom (Diversified Services)
COSW(101): -0.77% Top=OKTA ZS CMCM SQ SAIL TWTR EQIX FIVN ….. ACN IBM OTEX MTCH ADSK VIPS BSTI DXC=Bottom (Computer Software/Internet)
COHW(45): -1.07% Top=ATUS IMMR VSAT CCI CDW FTR VG TDS ….. VIAV CIEN FNSR GDS HPQ QCOM CASA INFN=Bottom (Computer Hardware/Telecom)
LEIS(45): -1.10% Top=EAT CMG WYN BLMN PLNT TXRH LQ SIX ….. MAR PZZA DPZ MLCO DNKN CCL TSG RCL=Bottom (Leisure)
CHEM(29): -1.12% Top=HUN CBT WLK VSM TROX CE SMG RPM ….. PX ALB GRA APD EMN FMC PPG DWDP=Bottom (Chemicals/Fertilizers)
HEAL(50): -1.37% Top=ALGN SIEN NVRO THC DGX EHC PODD LMNX ….. ABT ACHC RMD A IRWD TMO XRAY TVTY=Bottom (Health)
TRAN(25): -1.43% Top=BRS SSW SNDR ODFL CHRW WAB CP EXPD ….. FDX XPO ALK LUV KSU DAL AAL UAL=Bottom (Transportation)
MANU(45): -1.72% Top=ATKR ESIO TPIC MWA AQUA RS MRC GGG ….. AME KMT DE PH EMR SWK AGCO GE=Bottom (Manufacturing)
INSU(32): -2.30% Top=MTG RDN AXS AMBC FAF AGO ACGL FNF ….. CNO UNM BHF SLF PRU MET LNC PFG=Bottom (Insurance)
FINA(91): -2.67% Top=ARCC LADR PYPL ESNT BOFI CDEV NDAQ CME ….. DFS CFG VOYA IBKR LAZ STT MS YRD=Bottom (Banks/Financials)

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 12:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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