daytrend

05/04/2016

Filed under: Market Stats — daytrend @ 10:28 am

Market Stats at 11:28 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 11:28 am ET)
9.1% of stocks are above yesterday’s high.
21.5% are above yesterday’s midpoint. (78.5% are below.)
47.9% are below yesterday’s low.
43.0% are inside yesterday’s range.
24.7% of stocks with today’s high > yesterday’s high. (75.3% less than).
67.5% of stocks with today’s low < yesterday’s low. (32.5% greater than).

EVIDENCE OF INTRADAY TREND (20160504 11:28 am ET)
34.4% of stocks are above today’s open. (64.3% are below).
18.2% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
2.0% of stocks opened above yesterday’s high.
11.0% of stocks opened above yesterday’s close. (87.4% opened below yesterday’s close).
27.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160504 11:28 am ET)
7.1% of stocks are in the top 10% of today’s range.
11.6% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
52.4% are in the bottom 20%.
35.6% are in the bottom 10%.

GAIN (20160504 11:28 am ET)
21.3% of stocks are above yesterday’s close. (78.7% are below.)
1.3% are up 4.5% or more. 3.6% are down 4.5% or more.
1.7% are up 3.5% or more. 7.5% are down 3.5% or more.
41.0% are between +1% and -1%.

RSI on DAILY (20160504 11:28 am ET)
2-day: >=95:1.5%…>=90:3.9%…>=80:8.2%…>=50:18.3%…<=20:59.8%…<=10:38.5%…<=5:20.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:32.5%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160504 11:28 am ET)
9.1% above previous 1 highs, 47.9% below previous 1 lows
7.1% above previous 2 highs, 43.8% below previous 2 lows
6.2% above previous 3 highs, 38.9% below previous 3 lows
5.6% above previous 4 highs, 37.2% below previous 4 lows
5.2% above previous 5 highs, 35.1% below previous 5 lows
4.8% above previous 6 highs, 32.6% below previous 6 lows
4.8% above previous 7 highs, 31.4% below previous 7 lows
4.8% above previous 8 highs, 30.5% below previous 8 lows
4.5% above previous 9 highs, 29.4% below previous 9 lows
3.9% above previous 10 highs, 26.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160504 11:28 am ET)
21.3% are above or equal to 5/3 close (1 days ago), 78.7% are below.
13.9% are above or equal to 5/2 close (2 days ago), 86.1% are below.
26.8% are above or equal to 4/29 close (3 days ago), 73.2% are below.
23.1% are above or equal to 4/28 close (4 days ago), 76.9% are below.
19.1% are above or equal to 4/27 close (5 days ago), 80.9% are below.
24.1% are above or equal to 4/26 close (6 days ago), 75.9% are below.
30.7% are above or equal to 4/25 close (7 days ago), 69.3% are below.
27.8% are above or equal to 4/22 close (8 days ago), 72.2% are below.
33.3% are above or equal to 4/21 close (9 days ago), 66.7% are below.
29.5% are above or equal to 4/20 close (10 days ago), 70.5% are below.
32.1% are above or equal to 4/19 close (11 days ago), 67.9% are below.
37.9% are above or equal to 4/18 close (12 days ago), 62.1% are below.
42.2% are above or equal to 4/15 close (13 days ago), 57.8% are below.
42.0% are above or equal to 4/14 close (14 days ago), 58.0% are below.
42.6% are above or equal to 4/13 close (15 days ago), 57.4% are below.
51.2% are above or equal to 4/12 close (16 days ago), 48.8% are below.
59.3% are above or equal to 4/11 close (17 days ago), 40.7% are below.
57.8% are above or equal to 4/8 close (18 days ago), 42.2% are below.
60.5% are above or equal to 4/7 close (19 days ago), 39.5% are below.
54.5% are above or equal to 4/6 close (20 days ago), 45.5% are below.
59.5% are above or equal to 4/5 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160504 11:28 am ET)
20d: 4.3% new highs, 16.7% new lows
21d: 4.3% new highs, 16.3% new lows
42d: 3.6% new highs, 9.1% new lows
63d: 3.5% new highs, 1.6% new lows
126d: 2.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160504 11:28 am ET)
2-day: 20.1% above, 79.9% below
3-day: 15.6% above, 84.4% below
4-day: 19.1% above, 80.9% below
5-day: 20.3% above, 79.7% below
8-day: 20.8% above, 79.2% below
10-day: 22.9% above, 77.1% below
20-day: 37.4% above, 62.6% below
50-day: 59.7% above, 40.3% below
200-day: 54.2% above, 45.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160504 11:28 am ET)
REAL(92): 0.63% Top=MPW HCN VTR O EXR NNN GPT EDR ….. CLI CIM DFT NRF SC ALLY DRH RLGY=Bottom (Real Estate)
LEIS(39): -0.33% Top=CHUY BLMN MCD PNRA DNKN CAKE TXRH YUM ….. BWLD WYN LVS RCL SHAK EXPE H WYNN=Bottom (Leisure)
RETA(65): -0.54% Top=KAR SBH FINL GNC AEO WMT DSW ROST ….. KSS ASNA W PLCE M JCP JWN RH=Bottom (Retail & Specialty Retail)
COSW(93): -0.69% Top=IAC ZEN PAYC WB CDK TWTR EQIX SINA ….. DBD GRUB IMS PFPT ELLI CYBR SPLK TRIP=Bottom (Computer Software/Internet)
COHW(43): -0.71% Top=CDW INFN WIN STX CCI CTL GIMO VZ ….. BBRY WDC HRS SYNA PANW TDC ANET SSYS=Bottom (Computer Hardware/Telecom)
HEAL(58): -0.75% Top=HYH PODD CYH CYNO BAX SPNC WCG UHS ….. EVHC GB OPK ABMD ADPT AMSG CPHD GMED=Bottom (Health)
CONS(60): -0.82% Top=TSE TPX ENR ECL KMB PG NKE FL ….. HBI PAY GIL HAR KS WRK COTY UA=Bottom (Consumer)
INSU(35): -0.98% Top=AJG WLTW AFL AWH XL AXS AIZ ALL ….. CNO PRU RDN MET AIG LNC MTG AFSI=Bottom (Insurance)
ELEC(53): -1.05% Top=TSRA LRCX CAVM IPHI FIT VSH TER MCHP ….. SWKS FSLR CGNX SIMO GRMN MTSI QRVO MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(55): -1.10% Top=ZG CAR EXAM MRKT GEO CTAS SBAC ULTA ….. XRS URI WTW AHS FDC MYGN SERV PCLN=Bottom (Diversified Services)
MATE(31): -1.15% Top=SRCL CVA AWI RSG WM HW OC BIN ….. MTZ TPH EXP KBH VMC BECN MLM SUM=Bottom (Materials & Construction)
CHEM(25): -1.33% Top=AGU FMC SHW CF WLK OLN APD RPM ….. DD PAH POT MOS MON HUN MEOH CC=Bottom (Chemicals/Fertilizers)
TRAN(36): -1.76% Top=TDW CHRW EXPD FDX STNG GBX HTLD NSC ….. SKYW CNI SWFT JBLU DAL AAL UAL XPO=Bottom (Transportation)
FINA(98): -1.96% Top=ICE CBOE NDAQ ARCC ACAS HAWK CME PYPL ….. AMG WETF ZION WU LPLA VOYA SIVB OMF=Bottom (Banks/Financials)
MANU(45): -2.00% Top=MRC LII BGG SNA RS TEX SWK ZBRA ….. FLS KMT ETN CMI DDD JOY SEDG CFX=Bottom (Manufacturing)
ENER(92): -2.16% Top=OKS DPM MDU GEL ETE NS NBL ATW ….. MTDR EGN PBF WPZ DVN DK WNR HFC=Bottom (Energy)
META(27): -3.21% Top=STLD CMC CENX NUE CCJ AA SCCO X ….. FNV GG SLCA ABX CDE PAAS SSRI AGI=Bottom (Metals & Mining)

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 11:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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