daytrend

05/31/2018

Filed under: Market Stats — daytrend @ 1:50 pm

Market Stats at 2:50 pm ET
by daytrend on 20180531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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 2:50 pm ET)
8.2% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
34.6% are below yesterday’s low.
57.1% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
47.9% of stocks with today’s low < yesterday’s low. (52.1% greater than).

EVIDENCE OF INTRADAY TREND (20180531 2:50 pm ET)
23.7% of stocks are above today’s open. (75.7% are below).
16.1% of stocks are above today’s open and yesterday’s close.
72.3% are below both.
5.7% of stocks opened above yesterday’s high.
38.8% of stocks opened above yesterday’s close. (55.8% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180531 2:50 pm ET)
1.7% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
18.6% are in the top half. 81.4% of stocks are in the bottom half of today’s range.
45.7% are in the bottom 20%.
25.2% are in the bottom 10%.

GAIN (20180531 2:50 pm ET)
20.5% of stocks are above yesterday’s close. (79.5% are below.)
1.0% are up 4.5% or more. 2.1% are down 4.5% or more.
1.4% are up 3.5% or more. 4.1% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20180531 2:50 pm ET)
2-day: >=95:5.9%…>=90:10.2%…>=80:15.4%…>=50:38.0%…<=20:19.7%…<=10:8.4%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.5%…>=50:51.5%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:55.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180531 2:50 pm ET)
8.2% above previous 1 highs, 34.6% below previous 1 lows
7.5% above previous 2 highs, 18.6% below previous 2 lows
6.7% above previous 3 highs, 16.6% below previous 3 lows
6.1% above previous 4 highs, 14.8% below previous 4 lows
6.0% above previous 5 highs, 13.6% below previous 5 lows
5.4% above previous 6 highs, 13.2% below previous 6 lows
5.0% above previous 7 highs, 12.5% below previous 7 lows
4.8% above previous 8 highs, 11.5% below previous 8 lows
4.7% above previous 9 highs, 10.8% below previous 9 lows
4.4% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180531 2:50 pm ET)
20.5% are above or equal to 5/30 close (1 days ago), 79.5% are below.
60.4% are above or equal to 5/29 close (2 days ago), 39.6% are below.
45.1% are above or equal to 5/25 close (3 days ago), 54.9% are below.
44.2% are above or equal to 5/24 close (4 days ago), 55.8% are below.
42.2% are above or equal to 5/23 close (5 days ago), 57.8% are below.
45.1% are above or equal to 5/22 close (6 days ago), 54.9% are below.
39.8% are above or equal to 5/21 close (7 days ago), 60.2% are below.
45.9% are above or equal to 5/18 close (8 days ago), 54.1% are below.
44.9% are above or equal to 5/17 close (9 days ago), 55.1% are below.
47.8% are above or equal to 5/16 close (10 days ago), 52.2% are below.
55.0% are above or equal to 5/15 close (11 days ago), 45.0% are below.
49.7% are above or equal to 5/14 close (12 days ago), 50.3% are below.
48.2% are above or equal to 5/11 close (13 days ago), 51.8% are below.
47.8% are above or equal to 5/10 close (14 days ago), 52.2% are below.
54.7% are above or equal to 5/9 close (15 days ago), 45.3% are below.
60.9% are above or equal to 5/8 close (16 days ago), 39.1% are below.
62.3% are above or equal to 5/7 close (17 days ago), 37.7% are below.
66.7% are above or equal to 5/4 close (18 days ago), 33.3% are below.
74.3% are above or equal to 5/3 close (19 days ago), 25.7% are below.
70.7% are above or equal to 5/2 close (20 days ago), 29.3% are below.
67.2% are above or equal to 5/1 close (21 days ago), 32.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180531 2:50 pm ET)
20d: 14.2% new highs, 5.1% new lows
21d: 13.5% new highs, 4.6% new lows
42d: 11.8% new highs, 3.8% new lows
63d: 10.2% new highs, 3.3% new lows
126d: 7.0% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180531 2:50 pm ET)
2-day: 19.7% above, 80.3% below
3-day: 42.5% above, 57.5% below
4-day: 43.0% above, 57.0% below
5-day: 42.1% above, 57.9% below
8-day: 42.6% above, 57.4% below
10-day: 43.2% above, 56.8% below
20-day: 53.2% above, 46.8% below
50-day: 61.0% above, 39.0% below
200-day: 58.7% above, 41.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180531 2:50 pm ET)
COSW(103): -0.08% Top=SNAP SAIL ZS BL FB SSNC GOOG TRIP ….. DOX ELLI ANGI HPE NTNX JD CMCM BOX=Bottom (Computer Software/Internet)
ELEC(56): -0.17% Top=AAOI KEYS KLIC RUN GLW ADI ICHR DQ ….. LRCX FTV SGH MRVL COHR AYI TRMB MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): -0.57% Top=RPAI LPT CTRE VER CONE SRC HPP CUZ ….. BAM MAC INVH AGNC COLD CBRE PEI WPG=Bottom (Real Estate)
META(21): -0.64% Top=CENX X CLF NUE WPM IAG CMC GG ….. AA FCX NEM STLD PAAS ABX SLCA CCJ=Bottom (Metals & Mining)
DISV(51): -0.83% Top=LAUR ZG CHGG ZTO TRU WP YY JEC ….. KBR ROL ULTA MAN ABM AAN R ALLE=Bottom (Diversified Services)
MATE(30): -0.87% Top=MLM SUM FAST VMC EXP PHM DHI WCN ….. TMHC TPH KBH DY MDR FLR OC MAS=Bottom (Materials & Construction)
HEAL(48): -0.88% Top=IRWD NVRO DXCM MDXG ZBH IART LMNX ALGN ….. BKD DVA HOLX ANTM XRAY MOH PRAH THC=Bottom (Health)
LEIS(44): -0.89% Top=STAY EXPE PK PLAY TVPT LVS LQ MLCO ….. DRI WYN JACK CBRL BLMN WEN SHAK ZOES=Bottom (Leisure)
FINA(93): -0.90% Top=FBP LADR CFG COF BX PYPL KKR ARCC ….. HWC IBKR JHG ATH NAVI YRD LM CDEV=Bottom (Banks/Financials)
ENER(98): -0.91% Top=ENLK CRC NS EEP RRC DK PAA COG ….. QEP FRAC PDCE SPN SOI RES LBRT PUMP=Bottom (Energy)
INSU(33): -1.02% Top=UNM AFSI CNO L TMK AGO BRO MET ….. TRV LNC HIG RDN FNF AIZ FAF BHF=Bottom (Insurance)
CHEM(28): -1.08% Top=PAH GRA RYAM EMN CBT ALB PPG PX ….. TROX IFF KRO WLK HUN OLN SMG RPM=Bottom (Chemicals/Fertilizers)
COHW(44): -1.11% Top=IMMR ATUS ANET CASA TDC BB VG ZAYO ….. VZ SSYS ACIA STX VSAT WDC CIEN FTR=Bottom (Computer Hardware/Telecom)
TRAN(25): -1.27% Top=ALK BRS CP AAL LUV UPS DAL JBLU ….. ODFL TRN NSC UNP CHRW SNDR KSU XPO=Bottom (Transportation)
CONS(57): -1.54% Top=GOOS DECK PVH MAT VSTO PBI FOSL UAA ….. BOOT WHR IRBT KMB CLX SPB TUP NWL=Bottom (Consumer)
RETA(61): -1.89% Top=BURL CHS ETSY CVNA BLDR WSM BABA AMZN ….. BIG DKS KORS MIK RH LB DLTR GES=Bottom (Retail & Specialty Retail)
MANU(43): -1.94% Top=ATI RXN RS MIDD EMR BWXT DDD AQUA ….. PNR DE SWK FLS TTC KMT TEX CFX=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 2:50 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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