daytrend

05/31/2018

Filed under: Market Stats — daytrend @ 8:49 am

Market Stats at 9:48 am ET
by daytrend on 20180531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20180531 9:48 am ET)
13.2% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
9.2% are below yesterday’s low.
77.6% are inside yesterday’s range.
25.3% of stocks with today’s high > yesterday’s high. (74.7% less than).
20.1% of stocks with today’s low < yesterday’s low. (79.9% greater than).

EVIDENCE OF INTRADAY TREND (20180531 9:48 am ET)
46.2% of stocks are above today’s open. (52.4% are below).
34.0% of stocks are above today’s open and yesterday’s close.
47.0% are below both.
5.6% of stocks opened above yesterday’s high.
38.9% of stocks opened above yesterday’s close. (55.7% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180531 9:48 am ET)
13.1% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20180531 9:48 am ET)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
0.9% are up 4.5% or more. 0.6% are down 4.5% or more.
1.5% are up 3.5% or more. 0.6% are down 3.5% or more.
81.8% are between +1% and -1%.

RSI on DAILY (20180531 9:48 am ET)
2-day: >=95:6.6%…>=90:13.1%…>=80:24.1%…>=50:62.1%…<=20:7.0%…<=10:3.1%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.7%…>=50:63.6%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:64.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180531 9:48 am ET)
13.2% above previous 1 highs, 9.2% below previous 1 lows
11.9% above previous 2 highs, 3.7% below previous 2 lows
10.1% above previous 3 highs, 3.2% below previous 3 lows
9.7% above previous 4 highs, 2.9% below previous 4 lows
9.4% above previous 5 highs, 2.4% below previous 5 lows
8.3% above previous 6 highs, 2.3% below previous 6 lows
7.6% above previous 7 highs, 2.3% below previous 7 lows
7.2% above previous 8 highs, 2.0% below previous 8 lows
6.8% above previous 9 highs, 1.7% below previous 9 lows
6.7% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180531 9:48 am ET)
41.3% are above or equal to 5/30 close (1 days ago), 58.7% are below.
82.2% are above or equal to 5/29 close (2 days ago), 17.8% are below.
59.2% are above or equal to 5/25 close (3 days ago), 40.8% are below.
55.6% are above or equal to 5/24 close (4 days ago), 44.4% are below.
52.9% are above or equal to 5/23 close (5 days ago), 47.1% are below.
55.2% are above or equal to 5/22 close (6 days ago), 44.8% are below.
47.7% are above or equal to 5/21 close (7 days ago), 52.3% are below.
55.3% are above or equal to 5/18 close (8 days ago), 44.7% are below.
54.3% are above or equal to 5/17 close (9 days ago), 45.7% are below.
56.9% are above or equal to 5/16 close (10 days ago), 43.1% are below.
62.9% are above or equal to 5/15 close (11 days ago), 37.1% are below.
59.5% are above or equal to 5/14 close (12 days ago), 40.5% are below.
56.4% are above or equal to 5/11 close (13 days ago), 43.6% are below.
55.1% are above or equal to 5/10 close (14 days ago), 44.9% are below.
61.8% are above or equal to 5/9 close (15 days ago), 38.2% are below.
67.9% are above or equal to 5/8 close (16 days ago), 32.1% are below.
69.3% are above or equal to 5/7 close (17 days ago), 30.7% are below.
71.4% are above or equal to 5/4 close (18 days ago), 28.6% are below.
78.8% are above or equal to 5/3 close (19 days ago), 21.2% are below.
75.1% are above or equal to 5/2 close (20 days ago), 24.9% are below.
70.9% are above or equal to 5/1 close (21 days ago), 29.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180531 9:48 am ET)
20d: 8.4% new highs, 1.1% new lows
21d: 8.1% new highs, 1.0% new lows
42d: 6.8% new highs, 0.6% new lows
63d: 5.9% new highs, 0.5% new lows
126d: 4.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180531 9:48 am ET)
2-day: 39.8% above, 60.2% below
3-day: 72.6% above, 27.4% below
4-day: 65.9% above, 34.1% below
5-day: 62.3% above, 37.7% below
8-day: 55.1% above, 44.9% below
10-day: 55.3% above, 44.7% below
20-day: 63.5% above, 36.5% below
50-day: 66.9% above, 33.1% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180531 9:48 am ET)
META(21): 1.55% Top=X CENX CLF CMC AA STLD NUE SCCO ….. IAG NEM CNX PAAS SLCA ABX AEM CCJ=Bottom (Metals & Mining)
ELEC(57): 1.02% Top=KEYS KLIC ICHR AAOI GLW DQ ADI HIMX ….. WAT MRVL TRMB INTC FTV AYI GRMN MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(103): 0.38% Top=SNAP TWOU NEWR OKTA SHOP GOOG APTI SQ ….. DBX AKAM MDB ZS EQIX IQ CMCM BOX=Bottom (Computer Software/Internet)
COHW(44): 0.12% Top=IMMR ANET MRCY EXTR KN PSTG SSYS NTAP ….. QCOM HRS TMUS BCE CIEN CCI RCI FTR=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.04% Top=IRWD NVRO ALGN NUVA DXCM EW ZBH ISRG ….. DGX XRAY UNH PRAH DVA MD MOH THC=Bottom (Health)
DISV(51): -0.04% Top=KTOS YY ZG CHGG LAUR MYGN FLT WTW ….. FDC MAN URI AAN ILG AMN R KBR=Bottom (Diversified Services)
LEIS(44): -0.05% Top=STAY PK EXPE SEAS PLAY YUMC WYNN MLCO ….. SBUX DPZ WYN WEN ZOES WING QSR SHAK=Bottom (Leisure)
CHEM(28): -0.09% Top=PAH TROX MOS ALB GRA UNVR EMN CE ….. KRO FMC DWDP NTR HUN WLK IFF RPM=Bottom (Chemicals/Fertilizers)
MATE(30): -0.13% Top=SUM DY EXP VMC WM SRCL JELD DAR ….. KBH PWR TOL LEN FAST OC MDR FLR=Bottom (Materials & Construction)
FINA(93): -0.21% Top=CFG PYPL ETFC EFX BX UMPQ OZRK FBP ….. SEIC FNB JHG NAVI BAC YRD WETF LM=Bottom (Banks/Financials)
TRAN(25): -0.25% Top=AAL ALK XPO DAL SSW BRS CP EXPD ….. TRN JBHT UNP ODFL CNI CHRW SNDR KSU=Bottom (Transportation)
MANU(43): -0.28% Top=RS DDD ATI ESIO HOLI ROK AME EMR ….. SNA KMT WBT FLS CFX TEX MHK AQUA=Bottom (Manufacturing)
ENER(98): -0.37% Top=HFC CVI DK MPC ANDV NS CRC HPR ….. SOI PDCE BHGE OII FRAC SPN PUMP RES=Bottom (Energy)
CONS(57): -0.41% Top=GOOS PVH FOSL LEG GIII DECK CROX MAT ….. CHD WHR BOOT COTY SPB KMB ENR CLX=Bottom (Consumer)
REAL(103): -0.53% Top=ALLY SC LPT CTRE XHR LHO HPP PEB ….. MAA DDR QTS CXP BAM INVH PEI WPG=Bottom (Real Estate)
RETA(61): -0.58% Top=BURL WSM CVNA AEO W BLDR BABA TIF ….. CVS FIVE KORS DSW BIG LB GES DLTR=Bottom (Retail & Specialty Retail)
INSU(33): -0.63% Top=AFSI CNO UNM HTH WLTW MMC AIZ BRO ….. AFL AGO RDN AJG FAF TRV CINF BHF=Bottom (Insurance)

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 9:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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