daytrend

05/23/2019

Filed under: Market Stats — daytrend @ 2:12 pm

Market Stats at 3:11 pm ET
by daytrend on 20190523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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

COMPARED TO YESTERDAY’S RANGE (20190523 3:11 pm ET)
3.8% of stocks are above yesterday’s high.
9.2% are above yesterday’s midpoint. (90.8% are below.)
77.8% are below yesterday’s low.
18.5% are inside yesterday’s range.
8.6% of stocks with today’s high > yesterday’s high. (91.4% less than).
90.5% of stocks with today’s low < yesterday’s low. (9.5% greater than).

EVIDENCE OF INTRADAY TREND (20190523 3:11 pm ET)
19.6% of stocks are above today’s open. (79.7% are below).
8.4% of stocks are above today’s open and yesterday’s close.
79.4% are below both.
1.0% of stocks opened above yesterday’s high.
3.0% of stocks opened above yesterday’s close. (96.3% opened below yesterday’s close).
61.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20190523 3:11 pm ET)
1.9% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
22.5% are in the top half. 77.5% of stocks are in the bottom half of today’s range.
49.3% are in the bottom 20%.
28.6% are in the bottom 10%.

GAIN (20190523 3:11 pm ET)
9.3% of stocks are above yesterday’s close. (90.7% are below.)
0.3% are up 4.5% or more. 11.8% are down 4.5% or more.
0.3% are up 3.5% or more. 21.3% are down 3.5% or more.
22.7% are between +1% and -1%.

RSI on DAILY (20190523 3:11 pm ET)
2-day: >=95:0.6%…>=90:1.5%…>=80:3.7%…>=50:10.3%…<=20:63.3%…<=10:31.9%…<=5:10.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:20.2%…<=20:5.7%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:24.7%…<=20:1.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20190523 3:11 pm ET)
3.8% above previous 1 highs, 77.8% below previous 1 lows
3.6% above previous 2 highs, 70.4% below previous 2 lows
3.0% above previous 3 highs, 53.8% below previous 3 lows
2.4% above previous 4 highs, 52.4% below previous 4 lows
1.9% above previous 5 highs, 51.0% below previous 5 lows
1.9% above previous 6 highs, 44.0% below previous 6 lows
1.9% above previous 7 highs, 41.3% below previous 7 lows
1.9% above previous 8 highs, 37.3% below previous 8 lows
1.8% above previous 9 highs, 36.4% below previous 9 lows
1.8% above previous 10 highs, 35.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20190523 3:11 pm ET)
9.3% are above or equal to 5/22 close (1 days ago), 90.7% are below.
10.1% are above or equal to 5/21 close (2 days ago), 89.9% are below.
27.1% are above or equal to 5/20 close (3 days ago), 72.9% are below.
18.7% are above or equal to 5/17 close (4 days ago), 81.3% are below.
14.7% are above or equal to 5/16 close (5 days ago), 85.3% are below.
23.6% are above or equal to 5/15 close (6 days ago), 76.4% are below.
29.5% are above or equal to 5/14 close (7 days ago), 70.5% are below.
39.3% are above or equal to 5/13 close (8 days ago), 60.7% are below.
21.8% are above or equal to 5/10 close (9 days ago), 78.2% are below.
26.9% are above or equal to 5/9 close (10 days ago), 73.1% are below.
26.6% are above or equal to 5/8 close (11 days ago), 73.4% are below.
26.1% are above or equal to 5/7 close (12 days ago), 73.9% are below.
18.9% are above or equal to 5/6 close (13 days ago), 81.1% are below.
19.3% are above or equal to 5/3 close (14 days ago), 80.7% are below.
24.3% are above or equal to 5/2 close (15 days ago), 75.7% are below.
25.6% are above or equal to 5/1 close (16 days ago), 74.4% are below.
21.4% are above or equal to 4/30 close (17 days ago), 78.6% are below.
23.3% are above or equal to 4/29 close (18 days ago), 76.7% are below.
23.2% are above or equal to 4/26 close (19 days ago), 76.8% are below.
26.4% are above or equal to 4/25 close (20 days ago), 73.6% are below.
26.5% are above or equal to 4/24 close (21 days ago), 73.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20190523 3:11 pm ET)
20d: 2.5% new highs, 38.6% new lows
21d: 2.5% new highs, 38.2% new lows
42d: 1.8% new highs, 27.9% new lows
63d: 1.8% new highs, 24.0% new lows
126d: 1.6% new highs, 7.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20190523 3:11 pm ET)
2-day: 8.7% above, 91.3% below
3-day: 7.9% above, 92.1% below
4-day: 12.7% above, 87.3% below
5-day: 14.0% above, 86.0% below
8-day: 17.2% above, 82.8% below
10-day: 18.7% above, 81.3% below
20-day: 20.5% above, 79.5% below
50-day: 31.0% above, 69.0% below
200-day: 47.7% above, 52.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20190523 3:11 pm ET)
REAL(99): -0.42% Top=ELS HCP PSA AMT WELL STOR O WPC ….. ARE SHO DRH SC PEB UNIT ALLY RLGY=Bottom (Real Estate)
COHW(36): -1.58% Top=MAXR PSTG CCI ANET HPQ TMUS HRS CIEN ….. VIAV CDW QCOM BB MRCY VG PANW NTAP=Bottom (Computer Hardware/Telecom)
RETA(63): -1.81% Top=LB CPRT TGT SFIX BJ MELI HD EYE ….. LL KSS BBY CAL RH FND W TLRD=Bottom (Retail & Specialty Retail)
CONS(57): -1.94% Top=MAT CHD BOOT YETI SEE BERY CLX CL ….. UAA BC ELY WHR SKX GIII IRBT VFC=Bottom (Consumer)
META(20): -1.95% Top=PVG WPM AEM NEM PAAS KL CCJ FNV ….. LTHM NUE TECK AA X CNX STLD SLCA=Bottom (Metals & Mining)
INSU(31): -2.04% Top=AXS AIZ CLGX PGR CINF FNF WRB AGO ….. MET CNO PRU PFG LNC UNM EHTH BHF=Bottom (Insurance)
DISV(43): -2.15% Top=KTOS SBAC HRB FTDR ZTO SCI TRU BAH ….. YY WW ULTA URI HCSG CHGG AVYA REZI=Bottom (Diversified Services)
HEAL(48): -2.17% Top=PRAH ANTM PKI DGX BSX RMD TVTY TMO ….. HAE ALGN BKD DXCM GKOS ACHC MOH THC=Bottom (Health)
TRAN(23): -2.18% Top=ALK JBLU SAVE DAL CHRW FDX UAL UNP ….. NSC TRN ODFL CSX LUV WAB XPO STNG=Bottom (Transportation)
LEIS(41): -2.25% Top=WING DPZ YUM RRR EXPE WEN QSR PZZA ….. TSG LVS TXRH CAKE WYNN CMG EAT BLMN=Bottom (Leisure)
FINA(86): -2.27% Top=TD ARCC CME ICE NDAQ WU LADR LPLA ….. KKR EWBC NTRS FBP LX LAZ OZK CDEV=Bottom (Banks/Financials)
CHEM(24): -2.48% Top=IFF SHW ASH UNVR APD SMG AXTA PPG ….. TROX CC EMN MOS WLK OLN RYAM HUN=Bottom (Chemicals/Fertilizers)
ELEC(47): -2.69% Top=MTSI SNPS INTC CY DLB GRMN BRKR QRVO ….. ENPH AMD CSIQ BRKS SPWR TTMI AMBA RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(116): -2.87% Top=TEAM IQ SVMK NTES SABR GLUU DOX TTWO ….. NTNX FTNT JD DOMO STNE ZUO CLDR SINA=Bottom (Computer Software/Internet)
MANU(39): -2.88% Top=CIR MHK DHR GGG AME CAT IR MWA ….. KMT PH CFX DDD ATI GTLS EAF JKS=Bottom (Manufacturing)
MATE(27): -4.01% Top=SKY PWR TREX KBH WCN WM OC DHI ….. EXP VMC BECN DY DAR SUM MDR FAST=Bottom (Materials & Construction)
ENER(72): -5.24% Top=AR MDU OXY NFG VVV EPD SHLX MMP ….. HES CRZO PDCE MTDR JAG DO PUMP CRC=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 3:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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