daytrend

05/03/2016

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 10:54 am ET
by daytrend on 20160503. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 942.

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

COMPARED TO YESTERDAY’S RANGE (20160503 10:54 am ET)
4.5% of stocks are above yesterday’s high.
17.5% are above yesterday’s midpoint. (82.5% are below.)
54.6% are below yesterday’s low.
41.0% are inside yesterday’s range.
10.9% of stocks with today’s high > yesterday’s high. (89.1% less than).
67.6% of stocks with today’s low < yesterday’s low. (32.4% greater than).

EVIDENCE OF INTRADAY TREND (20160503 10:54 am ET)
17.3% of stocks are above today’s open. (82.0% are below).
6.1% of stocks are above today’s open and yesterday’s close.
80.4% are below both.
2.7% of stocks opened above yesterday’s high.
6.4% of stocks opened above yesterday’s close. (92.6% opened below yesterday’s close).
22.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160503 10:54 am ET)
1.3% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
19.9% are in the top half. 80.1% of stocks are in the bottom half of today’s range.
44.8% are in the bottom 20%.
30.6% are in the bottom 10%.

GAIN (20160503 10:54 am ET)
8.0% of stocks are above yesterday’s close. (92.0% are below.)
0.7% are up 4.5% or more. 8.2% are down 4.5% or more.
0.7% are up 3.5% or more. 17.6% are down 3.5% or more.
25.5% are between +1% and -1%.

RSI on DAILY (20160503 10:54 am ET)
2-day: >=95:1.1%…>=90:1.9%…>=80:4.8%…>=50:14.6%…<=20:49.2%…<=10:27.6%…<=5:13.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:36.3%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:49.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160503 10:54 am ET)
4.5% above previous 1 highs, 54.6% below previous 1 lows
3.9% above previous 2 highs, 41.2% below previous 2 lows
2.9% above previous 3 highs, 38.4% below previous 3 lows
2.7% above previous 4 highs, 36.7% below previous 4 lows
2.1% above previous 5 highs, 31.7% below previous 5 lows
2.1% above previous 6 highs, 29.7% below previous 6 lows
2.0% above previous 7 highs, 28.2% below previous 7 lows
1.9% above previous 8 highs, 26.5% below previous 8 lows
1.6% above previous 9 highs, 23.8% below previous 9 lows
1.5% above previous 10 highs, 21.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160503 10:54 am ET)
8.0% are above or equal to 5/2 close (1 days ago), 92.0% are below.
29.1% are above or equal to 4/29 close (2 days ago), 70.9% are below.
22.6% are above or equal to 4/28 close (3 days ago), 77.4% are below.
18.4% are above or equal to 4/27 close (4 days ago), 81.6% are below.
23.6% are above or equal to 4/26 close (5 days ago), 76.4% are below.
32.3% are above or equal to 4/25 close (6 days ago), 67.7% are below.
30.7% are above or equal to 4/22 close (7 days ago), 69.3% are below.
36.7% are above or equal to 4/21 close (8 days ago), 63.3% are below.
32.5% are above or equal to 4/20 close (9 days ago), 67.5% are below.
34.5% are above or equal to 4/19 close (10 days ago), 65.5% are below.
39.7% are above or equal to 4/18 close (11 days ago), 60.3% are below.
44.4% are above or equal to 4/15 close (12 days ago), 55.6% are below.
45.9% are above or equal to 4/14 close (13 days ago), 54.1% are below.
45.0% are above or equal to 4/13 close (14 days ago), 55.0% are below.
54.1% are above or equal to 4/12 close (15 days ago), 45.9% are below.
62.0% are above or equal to 4/11 close (16 days ago), 38.0% are below.
61.1% are above or equal to 4/8 close (17 days ago), 38.9% are below.
63.3% are above or equal to 4/7 close (18 days ago), 36.7% are below.
56.2% are above or equal to 4/6 close (19 days ago), 43.8% are below.
61.6% are above or equal to 4/5 close (20 days ago), 38.4% are below.
56.1% are above or equal to 4/4 close (21 days ago), 43.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160503 10:54 am ET)
20d: 3.1% new highs, 11.6% new lows
21d: 2.8% new highs, 11.5% new lows
42d: 2.5% new highs, 5.9% new lows
63d: 2.5% new highs, 1.2% new lows
126d: 1.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160503 10:54 am ET)
2-day: 7.5% above, 92.5% below
3-day: 16.5% above, 83.5% below
4-day: 17.9% above, 82.1% below
5-day: 17.5% above, 82.5% below
8-day: 22.8% above, 77.2% below
10-day: 24.9% above, 75.1% below
20-day: 42.3% above, 57.7% below
50-day: 65.0% above, 35.0% below
200-day: 55.2% above, 44.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160503 10:54 am ET)
LEIS(39): -0.82% Top=TXRH CMG CAKE BWLD DRI SONC H MCD ….. PLAY RCL SIX SBUX BYD LVS VAC GPRO=Bottom (Leisure)
REAL(93): -0.83% Top=HCN EXR GGP CUBE CIM VTR HCP RPAI ….. NRF SC SHO ALLY RLGY VNO CBG TREE=Bottom (Real Estate)
CHEM(26): -1.23% Top=FMC CC AGU ALB IFF OLN SHW CE ….. MOS POL POT GRA AXTA CF PAH MEOH=Bottom (Chemicals/Fertilizers)
ELEC(52): -1.32% Top=CGNX IDTI VSH IPHI QRVO TEL MRVL SWKS ….. MU MXL CAVM AMBA CSIQ SPWR FIT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -1.37% Top=VMC SUM MLM OC CVA AWI WM WCN ….. KBH WY CAA TPH PWR BECN DY USG=Bottom (Materials & Construction)
CONS(58): -1.55% Top=CLX OI WWW KMB FOSL VFC CHD PG ….. EPC EL UFS COTY WRK KS TSE PBI=Bottom (Consumer)
HEAL(56): -1.60% Top=WCG THC HYH ANTM CNC ADPT VAR AET ….. DXCM CYNO ZLTQ PRXL HCA INCR PODD CYH=Bottom (Health)
INSU(35): -1.70% Top=AFSI AIZ ALL CINF PGR WLTW FAF FNF ….. PRU MET RDN MBI CNO MTG LNC AEL=Bottom (Insurance)
RETA(66): -1.70% Top=CVS ORLY STMP COST BID TGT FINL WMT ….. GME CHS GPI ABG ASNA FRAN RH LL=Bottom (Retail & Specialty Retail)
MANU(46): -1.88% Top=KMT CMI BWXT ZBRA HON GGG ETN ITW ….. GTLS TKR JOY CRS ATI MRC DDD CFX=Bottom (Manufacturing)
COHW(42): -1.91% Top=FNSR VSAT AAPL SYNA ZAYO KN T GIMO ….. WDC STX HPQ ANET BRCD HRS COMM SSYS=Bottom (Computer Hardware/Telecom)
COSW(93): -1.91% Top=FIS YELP VNET ROVI CA OPWR PFPT SINA ….. SQ LOGM GDDY WDAY WB IMS GRUB LC=Bottom (Computer Software/Internet)
DISV(53): -2.02% Top=RHI TMH YY GEO SERV XRS EXAM CTAS ….. KBR URI AHS WTW SBAC CAR RCII RRD=Bottom (Diversified Services)
TRAN(36): -2.37% Top=DAL HA UAL AAL SWFT ALK JBLU SAVE ….. EXPD STNG NAT XPO GWR TRN TDW TK=Bottom (Transportation)
FINA(99): -3.05% Top=ACAS ARCC CBOE PSEC CME PYPL EFX WU ….. TCBI SIVB EV AMG LM SF WDR LPLA=Bottom (Banks/Financials)
META(27): -3.61% Top=AGI RGLD NEM PAAS FNV AEM SCCO CCJ ….. CDE SSRI AA CNX SLCA TCK X FCX=Bottom (Metals & Mining)
ENER(91): -3.73% Top=WMB CPGX INT TEP NFG DPM NOV COG ….. WPX ATW OAS SEMG WNR WPZ BBG ECA=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 10:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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