daytrend

05/02/2016

Filed under: Market Stats — daytrend @ 11:00 am

Market Stats at 11:59 am ET
by daytrend on 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160502 11:59 am ET)
21.9% of stocks are above yesterday’s high.
54.4% are above yesterday’s midpoint. (45.6% are below.)
14.4% are below yesterday’s low.
63.8% are inside yesterday’s range.
43.8% of stocks with today’s high > yesterday’s high. (56.2% less than).
32.2% of stocks with today’s low < yesterday’s low. (67.8% greater than).

EVIDENCE OF INTRADAY TREND (20160502 11:59 am ET)
46.5% of stocks are above today’s open. (53.0% are below).
44.3% of stocks are above today’s open and yesterday’s close.
43.0% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 11:59 am ET)
5.8% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
51.4% are in the top half. 48.6% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20160502 11:59 am ET)
54.9% of stocks are above yesterday’s close. (45.1% are below.)
0.3% are up 4.5% or more. 2.7% are down 4.5% or more.
0.7% are up 3.5% or more. 5.4% are down 3.5% or more.
56.3% are between +1% and -1%.

RSI on DAILY (20160502 11:59 am ET)
2-day: >=95:2.2%…>=90:4.7%…>=80:10.7%…>=50:40.8%…<=20:28.1%…<=10:16.0%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:54.9%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 11:59 am ET)
21.9% above previous 1 highs, 14.4% below previous 1 lows
6.6% above previous 2 highs, 12.8% below previous 2 lows
4.7% above previous 3 highs, 11.6% below previous 3 lows
3.8% above previous 4 highs, 9.0% below previous 4 lows
3.6% above previous 5 highs, 8.3% below previous 5 lows
3.3% above previous 6 highs, 7.5% below previous 6 lows
3.3% above previous 7 highs, 6.9% below previous 7 lows
2.9% above previous 8 highs, 5.9% below previous 8 lows
2.6% above previous 9 highs, 5.4% below previous 9 lows
2.6% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 11:59 am ET)
54.9% are above or equal to 4/29 close (1 days ago), 45.1% are below.
40.0% are above or equal to 4/28 close (2 days ago), 60.0% are below.
22.4% are above or equal to 4/27 close (3 days ago), 77.6% are below.
33.9% are above or equal to 4/26 close (4 days ago), 66.1% are below.
45.8% are above or equal to 4/25 close (5 days ago), 54.2% are below.
39.7% are above or equal to 4/22 close (6 days ago), 60.3% are below.
49.8% are above or equal to 4/21 close (7 days ago), 50.2% are below.
42.1% are above or equal to 4/20 close (8 days ago), 57.9% are below.
44.1% are above or equal to 4/19 close (9 days ago), 55.9% are below.
48.7% are above or equal to 4/18 close (10 days ago), 51.3% are below.
53.9% are above or equal to 4/15 close (11 days ago), 46.1% are below.
55.4% are above or equal to 4/14 close (12 days ago), 44.6% are below.
53.9% are above or equal to 4/13 close (13 days ago), 46.1% are below.
62.9% are above or equal to 4/12 close (14 days ago), 37.1% are below.
68.9% are above or equal to 4/11 close (15 days ago), 31.1% are below.
67.6% are above or equal to 4/8 close (16 days ago), 32.4% are below.
69.1% are above or equal to 4/7 close (17 days ago), 30.9% are below.
61.5% are above or equal to 4/6 close (18 days ago), 38.5% are below.
66.6% are above or equal to 4/5 close (19 days ago), 33.4% are below.
61.7% are above or equal to 4/4 close (20 days ago), 38.3% are below.
57.2% are above or equal to 4/1 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 11:59 am ET)
20d: 6.5% new highs, 6.7% new lows
21d: 6.4% new highs, 6.4% new lows
42d: 6.0% new highs, 3.5% new lows
63d: 5.9% new highs, 1.0% new lows
126d: 3.5% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 11:59 am ET)
2-day: 54.2% above, 45.8% below
3-day: 45.9% above, 54.1% below
4-day: 32.1% above, 67.9% below
5-day: 31.0% above, 69.0% below
8-day: 38.8% above, 61.2% below
10-day: 41.0% above, 59.0% below
20-day: 56.4% above, 43.6% below
50-day: 70.8% above, 29.2% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 11:59 am ET)
REAL(92): 1.09% Top=EDR AIV SRC NNN ESRT CXP EQC ELS ….. TWO AMT ALLY AGNC CIM RLGY SC NRF=Bottom (Real Estate)
INSU(36): 0.62% Top=FNF AJG AIZ CNO ORI PGR AWH VR ….. AFL ALL RDN WRB UNM AEL MTG XL=Bottom (Insurance)
LEIS(39): 0.62% Top=WYNN LVS WEN BWLD BYD BLMN CMG CAKE ….. SIX EXPE VAC LQ SEAS DRII SHAK GPRO=Bottom (Leisure)
FINA(100): 0.37% Top=CBOE NDAQ SYF CME KEY ETFC AMP ICE ….. NSAM LM PSEC WETF TCBI LPLA ONB BOFI=Bottom (Banks/Financials)
CONS(56): 0.37% Top=NWL COTY BC CL AVY HAS COH WHR ….. UA GT WWW PAY KS WRK SCSS FOSL=Bottom (Consumer)
MATE(30): 0.23% Top=SUM TPH WM MAS OC VMC DHI MLM ….. CAA FLR SRCL MTH DAR AWI MTZ DY=Bottom (Materials & Construction)
RETA(67): 0.16% Top=GNC DKS JCP AMZN MIK WSM STMP LB ….. AAP AN LL ABG GME KAR GPI W=Bottom (Retail & Specialty Retail)
DISV(53): 0.09% Top=TBI ALLE CXW FCN WTW SCI GPN BLOX ….. R HRB CAR TMH XRS ZG URI KBR=Bottom (Diversified Services)
MANU(45): -0.21% Top=BGG MHK AOS ITT XYL IR PRLB GTLS ….. ROK AGCO LECO TEX SEDG CFX JOY DDD=Bottom (Manufacturing)
ELEC(51): -0.21% Top=CY SIMO MXL MLNX WAT FLEX SANM GLW ….. FSLR DLB MRVL MU AMBA CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(37): -0.23% Top=HA SKYW UAL FDX CHRW SWFT DAL EXPD ….. LUV WAB AIRM STNG TRN GBX TK TDW=Bottom (Transportation)
COSW(90): -0.39% Top=TTWO ZEN LNKD RNG CYBR BR INTU ADSK ….. DBD FEYE TWTR ELLI VIPS SQ BIDU ROVI=Bottom (Computer Software/Internet)
CHEM(26): -0.50% Top=ALB GRA POL EMN CE MON RPM AXTA ….. CC WLK CF OLN POT HUN MEOH PAH=Bottom (Chemicals/Fertilizers)
HEAL(55): -0.87% Top=ALGN SPNC ABMD A CPHD AET TMO XRAY ….. BKD INCR ACHC ADPT HYH OPK MOH CYH=Bottom (Health)
META(27): -0.99% Top=X CDE SSRI NUE CMC BVN AEM ABX ….. PAAS CCJ AA TCK SWC AG CENX FCX=Bottom (Metals & Mining)
COHW(42): -1.11% Top=ZAYO VRSN ARRS VZ TMUS QCOM T CCI ….. TDC KN BBRY SYNA CUDA SSYS STX BRCD=Bottom (Computer Hardware/Telecom)
ENER(92): -2.20% Top=HAL COG DO XEC FET NFX XOM CVX ….. GPOR DK AR OAS MRO NBR SEMG PAGP=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 11:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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