daytrend

06/01/2018

Filed under: Market Stats — daytrend @ 11:32 am

Market Stats at 12:32 pm ET
by daytrend on 20180601. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 940.

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

COMPARED TO YESTERDAY’S RANGE (20180601 12:32 pm ET)
32.3% of stocks are above yesterday’s high.
64.6% are above yesterday’s midpoint. (35.4% are below.)
11.8% are below yesterday’s low.
55.9% are inside yesterday’s range.
52.8% of stocks with today’s high > yesterday’s high. (47.2% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20180601 12:32 pm ET)
59.1% of stocks are above today’s open. (38.8% are below).
57.7% of stocks are above today’s open and yesterday’s close.
20.9% are below both.
15.5% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.0% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180601 12:32 pm ET)
13.7% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
57.8% are in the top half. 42.2% of stocks are in the bottom half of today’s range.
18.0% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN (20180601 12:32 pm ET)
77.4% of stocks are above yesterday’s close. (22.6% are below.)
1.6% are up 4.5% or more. 1.5% are down 4.5% or more.
3.3% are up 3.5% or more. 2.1% are down 3.5% or more.
47.4% are between +1% and -1%.

RSI on DAILY (20180601 12:32 pm ET)
2-day: >=95:10.4%…>=90:17.6%…>=80:29.4%…>=50:68.4%…<=20:10.7%…<=10:4.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:4.9%…>=50:63.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:63.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180601 12:32 pm ET)
32.3% above previous 1 highs, 11.8% below previous 1 lows
25.1% above previous 2 highs, 10.1% below previous 2 lows
22.6% above previous 3 highs, 7.2% below previous 3 lows
18.2% above previous 4 highs, 6.5% below previous 4 lows
16.7% above previous 5 highs, 5.7% below previous 5 lows
15.4% above previous 6 highs, 5.4% below previous 6 lows
13.6% above previous 7 highs, 5.4% below previous 7 lows
12.6% above previous 8 highs, 5.3% below previous 8 lows
12.6% above previous 9 highs, 5.2% below previous 9 lows
12.2% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180601 12:32 pm ET)
77.4% are above or equal to 5/31 close (1 days ago), 22.6% are below.
51.4% are above or equal to 5/30 close (2 days ago), 48.6% are below.
69.5% are above or equal to 5/29 close (3 days ago), 30.5% are below.
58.1% are above or equal to 5/25 close (4 days ago), 41.9% are below.
54.8% are above or equal to 5/24 close (5 days ago), 45.2% are below.
53.3% are above or equal to 5/23 close (6 days ago), 46.7% are below.
53.7% are above or equal to 5/22 close (7 days ago), 46.3% are below.
49.6% are above or equal to 5/21 close (8 days ago), 50.4% are below.
56.8% are above or equal to 5/18 close (9 days ago), 43.2% are below.
55.2% are above or equal to 5/17 close (10 days ago), 44.8% are below.
58.7% are above or equal to 5/16 close (11 days ago), 41.3% are below.
63.4% are above or equal to 5/15 close (12 days ago), 36.6% are below.
59.9% are above or equal to 5/14 close (13 days ago), 40.1% are below.
56.8% are above or equal to 5/11 close (14 days ago), 43.2% are below.
56.6% are above or equal to 5/10 close (15 days ago), 43.4% are below.
62.2% are above or equal to 5/9 close (16 days ago), 37.8% are below.
67.1% are above or equal to 5/8 close (17 days ago), 32.9% are below.
68.7% are above or equal to 5/7 close (18 days ago), 31.3% are below.
71.4% are above or equal to 5/4 close (19 days ago), 28.6% are below.
78.0% are above or equal to 5/3 close (20 days ago), 22.0% are below.
74.8% are above or equal to 5/2 close (21 days ago), 25.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180601 12:32 pm ET)
20d: 16.6% new highs, 4.8% new lows
21d: 16.5% new highs, 4.7% new lows
42d: 14.7% new highs, 2.8% new lows
63d: 12.6% new highs, 2.3% new lows
126d: 8.0% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180601 12:32 pm ET)
2-day: 76.7% above, 23.3% below
3-day: 61.8% above, 38.2% below
4-day: 66.8% above, 33.2% below
5-day: 64.8% above, 35.2% below
8-day: 58.0% above, 42.0% below
10-day: 55.7% above, 44.3% below
20-day: 62.3% above, 37.7% below
50-day: 67.6% above, 32.4% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180601 12:32 pm ET)
COSW(107): 1.42% Top=IQ VMW SE TWLO TRIP ZS TTD CSOD ….. ELLI MDB BSTI DBX CMCM QSII WDAY DXC=Bottom (Computer Software/Internet)
ELEC(57): 1.40% Top=HIMX UCTT AMD TRMB XLNX INTC MTSI MRVL ….. NANO COHR KLIC TTMI FSLR CRUS AAOI DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(92): 1.33% Top=YRD APO HBAN NAVI NTRS CME STT CLNS ….. LADR BGCP EFX LAZ WETF TD TWNK CDEV=Bottom (Banks/Financials)
MANU(40): 1.09% Top=ESIO DE ITW ITT AME SWK XYL PH ….. HUBB DDD BDC FLS KMT GE MIDD AQUA=Bottom (Manufacturing)
INSU(33): 0.92% Top=BHF PRU MET CNO AGO TMK ACGL PFG ….. SLF AJG AXS RDN ORI PGR FAF AFSI=Bottom (Insurance)
COHW(44): 0.92% Top=PSTG ANET FNSR MRCY WDC HPQ CSCO VIAV ….. PANW CCI ZAYO IMMR BB FTR INFN CTL=Bottom (Computer Hardware/Telecom)
META(21): 0.91% Top=CNX X NUE CLF FCX CMC CCJ AG ….. IAG SLCA AEM AA NEM ABX GG CENX=Bottom (Metals & Mining)
CHEM(29): 0.88% Top=DWDP CBT CE GRA EMN SHW IFF UNVR ….. HUN WLK KRO RYAM TROX OLN CF SMG=Bottom (Chemicals/Fertilizers)
CONS(57): 0.85% Top=LULU FOSL BOOT IP SPB CROX DECK UAA ….. COTY WHR CL TPX ENR EL VSTO NWL=Bottom (Consumer)
DISV(53): 0.85% Top=MYGN WTW URI ZG MA ALLE GPN ZTO ….. SCI AYR BAH ATHN FDC YY HCSG CAR=Bottom (Diversified Services)
LEIS(44): 0.77% Top=H TSG MAR HLT RRR BYD SIX CMG ….. MCD JACK LVS ZOES ARMK WING WYNN MLCO=Bottom (Leisure)
TRAN(25): 0.76% Top=UNP NSC WAB FDX ODFL KSU CSX EXPD ….. SSW UAL AAL CNI JBLU LUV TRN CP=Bottom (Transportation)
HEAL(47): 0.58% Top=DXCM ABMD ISRG EW BAX GMED A VAR ….. ACHC CNC NVRO NUVA MD THC MDXG TVTY=Bottom (Health)
RETA(61): 0.55% Top=W BABA KORS GES GPS FND URBN BURL ….. BBBY ETSY WSM BLDR CVNA DKS BIG TLRD=Bottom (Retail & Specialty Retail)
REAL(104): 0.16% Top=COLD SC QTS CUZ HIW PEB LHO HST ….. LGIH OFC OHI RPAI STOR RLGY ROIC SRC=Bottom (Real Estate)
MATE(30): 0.02% Top=FAST WY VMC TMHC SRCL RYN MAS MLM ….. DHI KBH WLH BECN OC LEN JELD SUM=Bottom (Materials & Construction)
ENER(96): -0.04% Top=DK CVI HFC OAS RRC KOS MPC ANDV ….. SPN CXO VNOM MTDR REN CPE JAG LPI=Bottom (Energy)

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 12:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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