daytrend

05/04/2016

Filed under: Market Stats — daytrend @ 9:02 am

Market Stats at 10:02 am ET
by daytrend on 20160504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 947.

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

COMPARED TO YESTERDAY’S RANGE (20160504 10:02 am ET)
10.1% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
16.8% are below yesterday’s low.
73.1% are inside yesterday’s range.
18.9% of stocks with today’s high > yesterday’s high. (81.1% less than).
54.2% of stocks with today’s low < yesterday’s low. (45.8% greater than).

EVIDENCE OF INTRADAY TREND (20160504 10:02 am ET)
75.1% of stocks are above today’s open. (23.2% are below).
41.4% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
2.0% of stocks opened above yesterday’s high.
11.0% of stocks opened above yesterday’s close. (87.5% opened below yesterday’s close).
27.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160504 10:02 am ET)
16.6% of stocks are in the top 10% of today’s range.
41.6% are in the top 20%.
76.2% are in the top half. 23.8% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20160504 10:02 am ET)
44.7% of stocks are above yesterday’s close. (55.3% are below.)
2.1% are up 4.5% or more. 0.6% are down 4.5% or more.
3.1% are up 3.5% or more. 1.2% are down 3.5% or more.
73.2% are between +1% and -1%.

RSI on DAILY (20160504 10:02 am ET)
2-day: >=95:1.5%…>=90:3.4%…>=80:7.6%…>=50:26.7%…<=20:38.2%…<=10:19.0%…<=5:10.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:41.0%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160504 10:02 am ET)
10.1% above previous 1 highs, 16.8% below previous 1 lows
5.5% above previous 2 highs, 15.2% below previous 2 lows
4.6% above previous 3 highs, 11.2% below previous 3 lows
3.7% above previous 4 highs, 10.6% below previous 4 lows
3.4% above previous 5 highs, 10.1% below previous 5 lows
3.3% above previous 6 highs, 9.7% below previous 6 lows
3.3% above previous 7 highs, 9.1% below previous 7 lows
3.3% above previous 8 highs, 8.8% below previous 8 lows
3.1% above previous 9 highs, 8.3% below previous 9 lows
2.4% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160504 10:02 am ET)
44.7% are above or equal to 5/3 close (1 days ago), 55.3% are below.
17.1% are above or equal to 5/2 close (2 days ago), 82.9% are below.
33.9% are above or equal to 4/29 close (3 days ago), 66.1% are below.
28.2% are above or equal to 4/28 close (4 days ago), 71.8% are below.
21.3% are above or equal to 4/27 close (5 days ago), 78.7% are below.
27.3% are above or equal to 4/26 close (6 days ago), 72.7% are below.
35.5% are above or equal to 4/25 close (7 days ago), 64.5% are below.
32.8% are above or equal to 4/22 close (8 days ago), 67.2% are below.
39.1% are above or equal to 4/21 close (9 days ago), 60.9% are below.
34.7% are above or equal to 4/20 close (10 days ago), 65.3% are below.
37.7% are above or equal to 4/19 close (11 days ago), 62.3% are below.
42.2% are above or equal to 4/18 close (12 days ago), 57.8% are below.
47.4% are above or equal to 4/15 close (13 days ago), 52.6% are below.
48.5% are above or equal to 4/14 close (14 days ago), 51.5% are below.
46.9% are above or equal to 4/13 close (15 days ago), 53.1% are below.
56.6% are above or equal to 4/12 close (16 days ago), 43.4% are below.
62.8% are above or equal to 4/11 close (17 days ago), 37.2% are below.
61.6% are above or equal to 4/8 close (18 days ago), 38.4% are below.
63.8% are above or equal to 4/7 close (19 days ago), 36.2% are below.
57.2% are above or equal to 4/6 close (20 days ago), 42.8% are below.
62.6% are above or equal to 4/5 close (21 days ago), 37.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160504 10:02 am ET)
20d: 2.5% new highs, 13.3% new lows
21d: 2.4% new highs, 13.1% new lows
42d: 2.1% new highs, 6.9% new lows
63d: 2.0% new highs, 1.2% new lows
126d: 1.2% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160504 10:02 am ET)
2-day: 43.2% above, 56.8% below
3-day: 21.0% above, 79.0% below
4-day: 26.7% above, 73.3% below
5-day: 27.2% above, 72.8% below
8-day: 26.1% above, 73.9% below
10-day: 29.0% above, 71.0% below
20-day: 45.0% above, 55.0% below
50-day: 65.0% above, 35.0% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160504 10:02 am ET)
ENER(92): 0.79% Top=SN WPX ATW SM BBG CRZO LPI OKS ….. SU APC SE MTDR WNR WPZ ETP HFC=Bottom (Energy)
COHW(43): 0.26% Top=CDW INFN STX KN WIN CUDA COMM FNSR ….. MSI PSTG HRS CSCO VRSN ANET TDC PANW=Bottom (Computer Hardware/Telecom)
TRAN(36): 0.22% Top=TDW XPO TK GBX SWFT CHRW HTLD SAIA ….. CNI SKYW JBLU LUV AAL DAL UAL HA=Bottom (Transportation)
RETA(65): 0.17% Top=KAR GNC FINL LL SBH GPI OUTR CHS ….. AAP WFM TIF KR JWN RH M PLCE=Bottom (Retail & Specialty Retail)
CHEM(25): 0.13% Top=OLN WLK PAH AGU POL EMN AXTA ALB ….. GRA PPG PX MON HUN DD DOW CC=Bottom (Chemicals/Fertilizers)
REAL(92): 0.13% Top=MPW HCN SNH STOR EDR JLL VTR GPT ….. BXP DRH NRF SLG CIM DFT RLGY TREE=Bottom (Real Estate)
DISV(55): 0.04% Top=ZG CAR RCII TMH WTW KBR MAN FCN ….. HRB SCOR AHS FLT XRS MYGN SERV PCLN=Bottom (Diversified Services)
ELEC(53): 0.03% Top=SCTY CSIQ AMBA SPWR IPHI CAVM TSRA MLNX ….. WAT FSLR DLB FIT MRVL INTC BRKR NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(60): -0.02% Top=TSE TPX ENR KS ECL SKX EPC KMB ….. EL LEG GIL HBI WRK KATE COTY UA=Bottom (Consumer)
MATE(31): -0.09% Top=HW SUM CVA MTZ DY DAR OC SRCL ….. EXP MTH FAST LEN BECN KBH MLM VMC=Bottom (Materials & Construction)
LEIS(39): -0.12% Top=CHUY BLMN BYD DNKN VAC LQ DRII MCD ….. MGM JACK SEAS EXPE RCL SONC BWLD WYNN=Bottom (Leisure)
META(27): -0.14% Top=CNX FCX CENX X TAHO STLD CMC SLCA ….. ABX SWC PAAS FNV AEM NEM SSRI AGI=Bottom (Metals & Mining)
HEAL(58): -0.15% Top=HYH CYH PODD HCA THC BKD UHS ESRX ….. CNC MOH ABMD DXCM AMSG ANTM CPHD GMED=Bottom (Health)
COSW(93): -0.16% Top=ZEN IAC PAYC CDK WB RAX TWTR ATHM ….. NOW ROVI SPLK ELLI CYBR IMS TRIP LC=Bottom (Computer Software/Internet)
FINA(98): -0.22% Top=ICE HBHC KKR SLM CFR ACAS ISBC CBOE ….. C MS LPLA WFC COF WU OMF VOYA=Bottom (Banks/Financials)
INSU(35): -0.25% Top=AEL RDN AJG CNO MBI XL MTG AWH ….. BRO TRV PGR MET PRU LNC AIG AFSI=Bottom (Insurance)
MANU(45): -0.44% Top=ATI GTLS CRS BGG TEX ATU LII KMT ….. HON GE DDD EMR ETN CFX CMI SEDG=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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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