daytrend

05/31/2018

Filed under: Market Stats — daytrend @ 10:46 am

Market Stats at 11:45 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 11:45 am ET)
17.3% of stocks are above yesterday’s high.
54.6% are above yesterday’s midpoint. (45.4% are below.)
18.1% are below yesterday’s low.
64.6% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
37.9% of stocks with today’s low < yesterday’s low. (62.1% greater than).

EVIDENCE OF INTRADAY TREND (20180531 11:45 am ET)
44.4% of stocks are above today’s open. (53.7% are below).
34.4% of stocks are above today’s open and yesterday’s close.
49.6% 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 11:45 am ET)
11.0% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
50.7% are in the top half. 49.3% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20180531 11:45 am ET)
40.3% of stocks are above yesterday’s close. (59.7% 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. 1.3% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20180531 11:45 am ET)
2-day: >=95:9.5%…>=90:16.5%…>=80:27.2%…>=50:56.3%…<=20:11.9%…<=10:5.6%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.9%…>=50:59.4%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:62.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180531 11:45 am ET)
17.3% above previous 1 highs, 18.1% below previous 1 lows
16.0% above previous 2 highs, 8.1% below previous 2 lows
13.6% above previous 3 highs, 7.2% below previous 3 lows
12.2% above previous 4 highs, 6.1% below previous 4 lows
12.1% above previous 5 highs, 5.0% below previous 5 lows
10.1% above previous 6 highs, 4.9% below previous 6 lows
9.6% above previous 7 highs, 4.8% below previous 7 lows
9.2% above previous 8 highs, 4.0% below previous 8 lows
9.1% above previous 9 highs, 3.8% below previous 9 lows
8.8% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180531 11:45 am ET)
40.3% are above or equal to 5/30 close (1 days ago), 59.7% are below.
75.8% are above or equal to 5/29 close (2 days ago), 24.2% are below.
56.5% are above or equal to 5/25 close (3 days ago), 43.5% are below.
53.7% are above or equal to 5/24 close (4 days ago), 46.3% are below.
50.4% are above or equal to 5/23 close (5 days ago), 49.6% are below.
52.7% are above or equal to 5/22 close (6 days ago), 47.3% are below.
45.2% are above or equal to 5/21 close (7 days ago), 54.8% are below.
52.7% are above or equal to 5/18 close (8 days ago), 47.3% are below.
51.9% are above or equal to 5/17 close (9 days ago), 48.1% are below.
54.7% are above or equal to 5/16 close (10 days ago), 45.3% are below.
61.7% are above or equal to 5/15 close (11 days ago), 38.3% are below.
57.6% are above or equal to 5/14 close (12 days ago), 42.4% are below.
55.0% are above or equal to 5/11 close (13 days ago), 45.0% are below.
54.0% are above or equal to 5/10 close (14 days ago), 46.0% are below.
61.8% are above or equal to 5/9 close (15 days ago), 38.2% are below.
67.8% are above or equal to 5/8 close (16 days ago), 32.2% are below.
68.4% are above or equal to 5/7 close (17 days ago), 31.6% are below.
70.9% are above or equal to 5/4 close (18 days ago), 29.1% are below.
78.3% are above or equal to 5/3 close (19 days ago), 21.7% are below.
74.5% are above or equal to 5/2 close (20 days ago), 25.5% are below.
70.0% are above or equal to 5/1 close (21 days ago), 30.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180531 11:45 am ET)
20d: 13.6% new highs, 2.7% new lows
21d: 13.2% new highs, 2.4% new lows
42d: 11.5% new highs, 2.0% new lows
63d: 10.0% new highs, 1.8% new lows
126d: 6.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180531 11:45 am ET)
2-day: 38.7% above, 61.3% below
3-day: 63.4% above, 36.6% below
4-day: 60.3% above, 39.7% below
5-day: 58.5% above, 41.5% below
8-day: 51.8% above, 48.2% below
10-day: 51.8% above, 48.2% below
20-day: 62.3% above, 37.7% below
50-day: 66.5% above, 33.5% below
200-day: 61.6% above, 38.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180531 11:45 am ET)
COSW(103): 0.55% Top=SNAP SAIL GRUB GOOG TTWO TWOU IAC FB ….. VIPS MDRX DOX MDB HPE IQ CMCM BOX=Bottom (Computer Software/Internet)
ELEC(57): 0.47% Top=KEYS AAOI KLIC RUN GLW ADI ICHR AVGO ….. HIMX LRCX AYI FTV MRVL TRMB ENPH MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(21): 0.23% Top=CENX X CLF CMC NUE SCCO AA STLD ….. NEM AG AEM PAAS ABX CNX SLCA CCJ=Bottom (Metals & Mining)
MATE(30): 0.01% Top=SUM MLM VMC EXP WY DHI FAST PHM ….. WM RSG LEN OC MAS FLR PWR MDR=Bottom (Materials & Construction)
HEAL(48): -0.04% Top=IRWD ZBH PODD ALGN DXCM IART ISRG BSX ….. DVA UHS MOH ANTM TVTY XRAY PRAH THC=Bottom (Health)
DISV(51): -0.13% Top=LAUR ZG TRU CHGG YY KTOS FLT V ….. ULTA R KBR MAN ABM ALLE WTW AAN=Bottom (Diversified Services)
FINA(93): -0.15% Top=FBP LADR PYPL CFG VOYA COF BLK BX ….. BAC GS LM NAVI JHG ATH CDEV YRD=Bottom (Banks/Financials)
REAL(103): -0.18% Top=LPT RPAI CUZ DRH XHR PGRE SC CONE ….. NLY COLD INVH AGNC MAC BAM PEI WPG=Bottom (Real Estate)
CHEM(28): -0.27% Top=PAH EMN GRA AXTA PPG CBT ALB TROX ….. SMG IFF KRO HUN CF WLK RPM MOS=Bottom (Chemicals/Fertilizers)
LEIS(44): -0.30% Top=STAY EXPE PK PLAY LVS MLCO RRR SIX ….. DRI JACK BLMN WING WYN SHAK WEN ZOES=Bottom (Leisure)
ENER(98): -0.41% Top=ENLK CRC HPR DK NS COG PAA RRC ….. PUMP SOI DO INT FRAC PDCE JAG RES=Bottom (Energy)
INSU(33): -0.45% Top=UNM CNO AFSI HTH BRO TMK L MMC ….. AGO HIG FNF TRV CINF SLF FAF BHF=Bottom (Insurance)
TRAN(25): -0.47% Top=AAL ALK BRS SAVE JBLU UAL DAL CP ….. EXPD UNP NSC CNI CHRW XPO SNDR KSU=Bottom (Transportation)
COHW(44): -0.47% Top=IMMR ANET TDC PANW CSCO BB VRSN KN ….. VIAV VSAT ACIA RCI WDC CIEN TDS FTR=Bottom (Computer Hardware/Telecom)
CONS(57): -0.85% Top=GOOS PVH DECK FOSL UAA IP MAT VSTO ….. WHR KMB IRBT CLX TUP EPC NWL SPB=Bottom (Consumer)
RETA(61): -1.06% Top=BURL CHS WSM ETSY ROST BLDR CVNA SBH ….. CVS MIK RH CARS KORS LB DLTR GES=Bottom (Retail & Specialty Retail)
MANU(43): -1.16% Top=ATI RS DDD AGCO EMR RXN HOLI BWXT ….. WBT BDC PNR DE CFX TEX FLS KMT=Bottom (Manufacturing)

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 11:45 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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