daytrend

05/04/2016

Filed under: Market Stats — daytrend @ 12:13 pm

Market Stats at 1:12 pm ET
by daytrend on 20160504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 946.

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

COMPARED TO YESTERDAY’S RANGE (20160504 1:12 pm ET)
10.8% of stocks are above yesterday’s high.
23.2% are above yesterday’s midpoint. (76.8% are below.)
48.8% are below yesterday’s low.
40.4% are inside yesterday’s range.
26.6% of stocks with today’s high > yesterday’s high. (73.4% less than).
70.8% of stocks with today’s low < yesterday’s low. (29.2% greater than).

EVIDENCE OF INTRADAY TREND (20160504 1:12 pm ET)
36.5% of stocks are above today’s open. (62.7% are below).
19.8% of stocks are above today’s open and yesterday’s close.
61.2% 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).
27.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160504 1:12 pm ET)
4.5% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
27.9% are in the top half. 72.1% of stocks are in the bottom half of today’s range.
43.7% are in the bottom 20%.
26.2% are in the bottom 10%.

GAIN (20160504 1:12 pm ET)
22.0% of stocks are above yesterday’s close. (78.0% are below.)
1.1% are up 4.5% or more. 4.1% are down 4.5% or more.
1.9% are up 3.5% or more. 8.9% are down 3.5% or more.
41.2% are between +1% and -1%.

RSI on DAILY (20160504 1:12 pm ET)
2-day: >=95:2.2%…>=90:4.4%…>=80:8.5%…>=50:18.9%…<=20:60.0%…<=10:39.2%…<=5:21.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:31.6%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160504 1:12 pm ET)
10.8% above previous 1 highs, 48.8% below previous 1 lows
8.5% above previous 2 highs, 44.7% below previous 2 lows
7.5% above previous 3 highs, 39.6% below previous 3 lows
6.4% above previous 4 highs, 38.1% below previous 4 lows
6.3% above previous 5 highs, 36.3% below previous 5 lows
5.8% above previous 6 highs, 34.0% below previous 6 lows
5.8% above previous 7 highs, 32.7% below previous 7 lows
5.7% above previous 8 highs, 31.5% below previous 8 lows
5.5% above previous 9 highs, 30.1% below previous 9 lows
4.7% above previous 10 highs, 26.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160504 1:12 pm ET)
22.0% are above or equal to 5/3 close (1 days ago), 78.0% are below.
15.8% are above or equal to 5/2 close (2 days ago), 84.2% are below.
26.4% are above or equal to 4/29 close (3 days ago), 73.6% are below.
24.1% are above or equal to 4/28 close (4 days ago), 75.9% are below.
19.7% are above or equal to 4/27 close (5 days ago), 80.3% are below.
24.6% are above or equal to 4/26 close (6 days ago), 75.4% are below.
30.9% are above or equal to 4/25 close (7 days ago), 69.1% are below.
28.8% are above or equal to 4/22 close (8 days ago), 71.2% are below.
33.2% are above or equal to 4/21 close (9 days ago), 66.8% are below.
29.2% are above or equal to 4/20 close (10 days ago), 70.8% are below.
31.6% are above or equal to 4/19 close (11 days ago), 68.4% are below.
37.6% are above or equal to 4/18 close (12 days ago), 62.4% are below.
42.7% are above or equal to 4/15 close (13 days ago), 57.3% are below.
42.3% are above or equal to 4/14 close (14 days ago), 57.7% are below.
41.9% are above or equal to 4/13 close (15 days ago), 58.1% are below.
51.3% are above or equal to 4/12 close (16 days ago), 48.7% are below.
58.5% are above or equal to 4/11 close (17 days ago), 41.5% are below.
58.2% are above or equal to 4/8 close (18 days ago), 41.8% are below.
61.0% are above or equal to 4/7 close (19 days ago), 39.0% are below.
55.3% are above or equal to 4/6 close (20 days ago), 44.7% are below.
59.1% are above or equal to 4/5 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160504 1:12 pm ET)
20d: 5.1% new highs, 18.3% new lows
21d: 5.1% new highs, 18.0% new lows
42d: 4.4% new highs, 10.4% new lows
63d: 4.2% new highs, 2.0% new lows
126d: 3.1% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160504 1:12 pm ET)
2-day: 21.1% above, 78.9% below
3-day: 16.3% above, 83.7% below
4-day: 19.9% above, 80.1% below
5-day: 20.5% above, 79.5% below
8-day: 21.5% above, 78.5% below
10-day: 23.8% above, 76.2% below
20-day: 37.5% above, 62.5% below
50-day: 59.6% above, 40.4% below
200-day: 53.7% above, 46.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160504 1:12 pm ET)
REAL(92): 0.92% Top=VTR MPW HCN O GPT OHI EXR NNN ….. NRF CIM DFT CLI RLGY SC ALLY TREE=Bottom (Real Estate)
LEIS(39): -0.41% Top=CHUY BLMN YUM PNRA MCD H TXRH DNKN ….. BWLD MAR SEAS LVS RCL EXPE GPRO WYNN=Bottom (Leisure)
COHW(43): -0.61% Top=INFN CDW WIN STX CCI GIMO CTL COMM ….. TDC BBRY OLED HRS PANW SSYS SYNA ANET=Bottom (Computer Hardware/Telecom)
COSW(93): -0.69% Top=IAC ZEN TWTR PAYC CDK WB NTES WUBA ….. ROVI PTC DBD FEYE LC TRIP SPLK IMS=Bottom (Computer Software/Internet)
RETA(65): -0.76% Top=KAR FINL SFM SBH DSW GNC AEO ROST ….. PLCE GME ASNA M JWN KSS RH JCP=Bottom (Retail & Specialty Retail)
CONS(60): -0.88% Top=TSE TPX ENR KMB ECL PG FL CHD ….. AVY HAR WRK COTY FOSL GIL KS UA=Bottom (Consumer)
DISV(55): -0.95% Top=ZG CAR IILG GEO MRKT EXAM CTAS FISV ….. XRS RRD GMT URI AHS MYGN SERV PCLN=Bottom (Diversified Services)
INSU(35): -0.99% Top=AJG AXS AON WLTW ALL AWH AIZ TMK ….. PRU MBI MET LNC AIG RDN MTG AFSI=Bottom (Insurance)
MATE(31): -1.01% Top=SRCL WM CVA AWI RSG HW OC BIN ….. FAST VMC DY TPH MLM SUM KBH BECN=Bottom (Materials & Construction)
CHEM(25): -1.07% Top=AGU FMC SHW WLK APD EMN AXTA RPM ….. ALB MOS POT MON HUN PAH CC MEOH=Bottom (Chemicals/Fertilizers)
HEAL(58): -1.16% Top=HYH CYNO PODD SPNC BAX STE BDX BABY ….. ABMD ACHC EVHC OPK AMSG CPHD ADPT GMED=Bottom (Health)
ELEC(53): -1.29% Top=TSRA CY CAVM AYI TER FIT CRUS LLTC ….. SWKS GRMN SIMO CGNX NVDA SPWR SCTY MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(35): -1.88% Top=TDW CHRW FDX EXPD GBX HTLD KSU UPS ….. LUV SWFT HA SAIA DAL UAL AAL XPO=Bottom (Transportation)
MANU(45): -1.98% Top=RS BGG SNA LII TEX ZBRA SWK MRC ….. FLS EMR CMI ETN DDD JOY SEDG CFX=Bottom (Manufacturing)
FINA(98): -2.14% Top=ICE ACAS ARCC CBOE NDAQ PSEC CME LM ….. TCBI ZION OZRK WU SIVB LPLA VOYA OMF=Bottom (Banks/Financials)
ENER(92): -2.26% Top=OKS DPM MDU NBL NS ETE NFG GEL ….. APC DK PBF ETP NBR WNR DVN HFC=Bottom (Energy)
META(27): -3.31% Top=STLD CMC NUE SCCO CENX AA CCJ X ….. AEM NEM ABX CDE FNV 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 1:12 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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