daytrend

05/31/2018

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 10:56 am ET
by daytrend on 20180531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20180531 10:56 am ET)
13.1% of stocks are above yesterday’s high.
47.5% are above yesterday’s midpoint. (52.5% are below.)
22.5% are below yesterday’s low.
64.4% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20180531 10:56 am ET)
35.3% of stocks are above today’s open. (63.5% are below).
26.1% of stocks are above today’s open and yesterday’s close.
58.6% 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 10:56 am ET)
9.2% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
38.6% are in the top half. 61.4% of stocks are in the bottom half of today’s range.
33.8% are in the bottom 20%.
20.7% are in the bottom 10%.

GAIN (20180531 10:56 am ET)
32.5% of stocks are above yesterday’s close. (67.5% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.2% are up 3.5% or more. 1.3% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20180531 10:56 am ET)
2-day: >=95:8.2%…>=90:14.3%…>=80:24.0%…>=50:50.5%…<=20:13.7%…<=10:6.7%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.7%…>=50:57.3%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:61.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180531 10:56 am ET)
13.1% above previous 1 highs, 22.5% below previous 1 lows
12.2% above previous 2 highs, 10.2% below previous 2 lows
11.2% above previous 3 highs, 9.2% below previous 3 lows
10.0% above previous 4 highs, 8.1% below previous 4 lows
9.8% above previous 5 highs, 6.6% below previous 5 lows
8.4% above previous 6 highs, 6.4% below previous 6 lows
7.9% above previous 7 highs, 6.4% below previous 7 lows
7.8% above previous 8 highs, 5.5% below previous 8 lows
7.6% above previous 9 highs, 5.3% below previous 9 lows
7.2% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180531 10:56 am ET)
32.5% are above or equal to 5/30 close (1 days ago), 67.5% are below.
72.2% are above or equal to 5/29 close (2 days ago), 27.8% are below.
53.6% are above or equal to 5/25 close (3 days ago), 46.4% are below.
51.4% are above or equal to 5/24 close (4 days ago), 48.6% are below.
48.7% are above or equal to 5/23 close (5 days ago), 51.3% are below.
50.9% are above or equal to 5/22 close (6 days ago), 49.1% are below.
44.3% are above or equal to 5/21 close (7 days ago), 55.7% are below.
51.0% are above or equal to 5/18 close (8 days ago), 49.0% are below.
50.5% are above or equal to 5/17 close (9 days ago), 49.5% are below.
53.6% are above or equal to 5/16 close (10 days ago), 46.4% are below.
60.4% are above or equal to 5/15 close (11 days ago), 39.6% are below.
55.7% are above or equal to 5/14 close (12 days ago), 44.3% are below.
53.1% are above or equal to 5/11 close (13 days ago), 46.9% are below.
52.2% are above or equal to 5/10 close (14 days ago), 47.8% are below.
59.2% are above or equal to 5/9 close (15 days ago), 40.8% are below.
66.9% are above or equal to 5/8 close (16 days ago), 33.1% are below.
66.9% are above or equal to 5/7 close (17 days ago), 33.1% are below.
69.5% are above or equal to 5/4 close (18 days ago), 30.5% are below.
76.7% are above or equal to 5/3 close (19 days ago), 23.3% are below.
73.4% are above or equal to 5/2 close (20 days ago), 26.6% are below.
69.3% are above or equal to 5/1 close (21 days ago), 30.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180531 10:56 am ET)
20d: 12.8% new highs, 2.4% new lows
21d: 12.5% new highs, 2.2% new lows
42d: 10.9% new highs, 1.9% new lows
63d: 9.4% new highs, 1.8% new lows
126d: 6.1% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180531 10:56 am ET)
2-day: 30.6% above, 69.4% below
3-day: 57.0% above, 43.0% below
4-day: 55.3% above, 44.7% below
5-day: 52.9% above, 47.1% below
8-day: 49.1% above, 50.9% below
10-day: 50.4% above, 49.6% below
20-day: 59.9% above, 40.1% below
50-day: 65.2% above, 34.8% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180531 10:56 am ET)
ELEC(57): 0.22% Top=KEYS AAOI KLIC GLW ICHR ADI RUN UCTT ….. FTV AMAT LRCX MRVL IPHI TRMB ENPH MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): 0.22% Top=CENX X CLF CMC NUE STLD SCCO IAG ….. NEM AG FCX TECK PAAS ABX CNX CCJ=Bottom (Metals & Mining)
ENER(98): 0.08% Top=DK MPC CRC HFC ANDV CVI PBF NS ….. QEP MUSA SOI JAG LBRT PDCE INT RES=Bottom (Energy)
COSW(103): 0.05% Top=SNAP SAIL GRUB TWOU GOOG TTWO SSNC SHOP ….. DOX ELLI ZS HPE CMCM CARG IQ BOX=Bottom (Computer Software/Internet)
REAL(103): -0.19% Top=XHR LPT RPAI CONE DRH CUZ CPT UNIT ….. DDR AGNC COLD MAC INVH BAM PEI WPG=Bottom (Real Estate)
MATE(30): -0.35% Top=SUM MLM EXP WY VMC DAR DHI WCN ….. TPH TOL LEN MAS OC PWR FLR MDR=Bottom (Materials & Construction)
LEIS(44): -0.35% Top=STAY PK EXPE RRR SEAS PLAY TVPT MLCO ….. MGM QSR SONC SHAK WING WYN WEN ZOES=Bottom (Leisure)
HEAL(48): -0.38% Top=IRWD ALGN ZBH ISRG DXCM IART EW BSX ….. AET UHS ANTM MOH DVA XRAY PRAH THC=Bottom (Health)
TRAN(25): -0.45% Top=AAL ALK CP SAVE JBLU BRS DAL UAL ….. TRN CHRW UNP CNI SNDR NSC XPO KSU=Bottom (Transportation)
DISV(51): -0.46% Top=LAUR ZG TRU CHGG MYGN YY AMN INFO ….. CAR ABM ALLE MAN WTW AAN R ULTA=Bottom (Diversified Services)
FINA(93): -0.54% Top=LADR FBP FMBI EFX OZRK VOYA PYPL KKR ….. YRD ATH WETF BAC JHG MS LM GS=Bottom (Banks/Financials)
CHEM(28): -0.57% Top=GRA PAH AXTA EMN ALB TROX SHW CBT ….. KRO NTR SMG HUN CF WLK RPM MOS=Bottom (Chemicals/Fertilizers)
INSU(33): -0.67% Top=AFSI UNM CNO HTH BRO WLTW MMC TMK ….. HIG AIZ LNC SLF CINF TRV FAF BHF=Bottom (Insurance)
COHW(44): -0.79% Top=IMMR KN ANET TDC BB VRSN COMM ZAYO ….. STX RCI WDC ACIA CIEN VIAV TDS FTR=Bottom (Computer Hardware/Telecom)
CONS(57): -1.01% Top=GOOS PVH DECK MAT FOSL PBI UAA VSTO ….. EPC SPB WHR IRBT KMB CLX TUP NWL=Bottom (Consumer)
MANU(43): -1.30% Top=ATI RS RXN AGCO HOLI EMR MIDD BWXT ….. CAT SWK BDC CFX FLS DE TEX KMT=Bottom (Manufacturing)
RETA(61): -1.37% Top=BURL CHS WSM CVNA ROST SBH ETSY BLDR ….. MIK CARS RH CVS KORS LB DLTR GES=Bottom (Retail & Specialty Retail)

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 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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