daytrend

05/04/2016

Filed under: Market Stats — daytrend @ 12:55 pm

Market Stats at 1:54 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 1:54 pm ET)
11.2% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
44.6% are below yesterday’s low.
44.2% are inside yesterday’s range.
26.8% of stocks with today’s high > yesterday’s high. (73.2% less than).
71.7% of stocks with today’s low < yesterday’s low. (28.3% greater than).

EVIDENCE OF INTRADAY TREND (20160504 1:54 pm ET)
39.7% of stocks are above today’s open. (58.9% are below).
23.0% of stocks are above today’s open and yesterday’s close.
56.9% 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 1:54 pm ET)
6.0% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
34.4% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20160504 1:54 pm ET)
25.9% of stocks are above yesterday’s close. (74.1% are below.)
1.4% are up 4.5% or more. 3.9% are down 4.5% or more.
1.8% are up 3.5% or more. 7.9% are down 3.5% or more.
42.6% are between +1% and -1%.

RSI on DAILY (20160504 1:54 pm ET)
2-day: >=95:2.1%…>=90:4.9%…>=80:8.7%…>=50:20.5%…<=20:57.7%…<=10:36.4%…<=5:20.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:34.1%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:43.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160504 1:54 pm ET)
11.2% above previous 1 highs, 44.6% below previous 1 lows
9.0% above previous 2 highs, 41.4% below previous 2 lows
8.0% above previous 3 highs, 36.3% below previous 3 lows
6.9% above previous 4 highs, 34.9% below previous 4 lows
6.8% above previous 5 highs, 33.1% below previous 5 lows
6.2% above previous 6 highs, 31.3% below previous 6 lows
6.2% above previous 7 highs, 30.1% below previous 7 lows
6.2% above previous 8 highs, 29.6% below previous 8 lows
5.9% above previous 9 highs, 28.4% below previous 9 lows
5.0% above previous 10 highs, 25.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160504 1:54 pm ET)
25.9% are above or equal to 5/3 close (1 days ago), 74.1% are below.
17.0% are above or equal to 5/2 close (2 days ago), 83.0% are below.
27.8% are above or equal to 4/29 close (3 days ago), 72.2% are below.
24.9% are above or equal to 4/28 close (4 days ago), 75.1% are below.
20.6% are above or equal to 4/27 close (5 days ago), 79.4% are below.
25.3% are above or equal to 4/26 close (6 days ago), 74.7% are below.
31.4% are above or equal to 4/25 close (7 days ago), 68.6% are below.
28.9% are above or equal to 4/22 close (8 days ago), 71.1% are below.
33.8% are above or equal to 4/21 close (9 days ago), 66.2% are below.
31.2% are above or equal to 4/20 close (10 days ago), 68.8% are below.
33.3% are above or equal to 4/19 close (11 days ago), 66.7% are below.
38.6% are above or equal to 4/18 close (12 days ago), 61.4% are below.
43.6% are above or equal to 4/15 close (13 days ago), 56.4% are below.
43.4% are above or equal to 4/14 close (14 days ago), 56.6% are below.
43.3% are above or equal to 4/13 close (15 days ago), 56.7% are below.
53.2% are above or equal to 4/12 close (16 days ago), 46.8% are below.
59.2% are above or equal to 4/11 close (17 days ago), 40.8% are below.
58.8% are above or equal to 4/8 close (18 days ago), 41.2% are below.
61.5% are above or equal to 4/7 close (19 days ago), 38.5% are below.
55.5% are above or equal to 4/6 close (20 days ago), 44.5% are below.
59.7% are above or equal to 4/5 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160504 1:54 pm ET)
20d: 5.5% new highs, 18.3% new lows
21d: 5.5% new highs, 18.1% new lows
42d: 4.9% new highs, 10.4% new lows
63d: 4.7% new highs, 2.0% new lows
126d: 3.5% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160504 1:54 pm ET)
2-day: 25.2% above, 74.8% below
3-day: 16.9% above, 83.1% below
4-day: 21.0% above, 79.0% below
5-day: 21.6% above, 78.4% below
8-day: 22.5% above, 77.5% below
10-day: 24.5% above, 75.5% below
20-day: 39.0% above, 61.0% below
50-day: 60.3% above, 39.7% below
200-day: 54.0% above, 46.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160504 1:54 pm ET)
REAL(92): 0.91% Top=VTR MPW O HCN GPT JLL OUT NNN ….. DFT NRF CIM CLI RLGY SC ALLY TREE=Bottom (Real Estate)
LEIS(39): -0.21% Top=CHUY BLMN PNRA YUM MCD BYD TXRH DRI ….. LVS BWLD SEAS MAR EXPE GPRO RCL WYNN=Bottom (Leisure)
RETA(65): -0.47% Top=KAR FINL AEO SFM SBH GNC FIVE WMT ….. GME PLCE JWN M ASNA KSS JCP RH=Bottom (Retail & Specialty Retail)
COHW(43): -0.57% Top=INFN CDW WIN STX CCI COMM CTL WDC ….. CIEN BBRY OLED ANET PANW HRS SSYS SYNA=Bottom (Computer Hardware/Telecom)
COSW(93): -0.60% Top=IAC TWTR CDK PAYC ZEN WB BIDU NTES ….. MDSO LC RNG FEYE CYBR TRIP IMS SPLK=Bottom (Computer Software/Internet)
DISV(55): -0.70% Top=ZG CAR FDC GEO MRKT IILG FCN EXAM ….. GMT SCOR XRS URI AHS MYGN PCLN SERV=Bottom (Diversified Services)
CONS(60): -0.74% Top=TSE TPX ENR KMB ECL PG FL KATE ….. PAY FOSL HAR GIL WRK COTY KS UA=Bottom (Consumer)
MATE(31): -0.81% Top=SRCL HW WM RSG AWI CVA OC PHM ….. DAR TPH VMC FAST MLM KBH BECN SUM=Bottom (Materials & Construction)
CHEM(25): -0.94% Top=AGU FMC APD CF SHW EMN AXTA POL ….. PPG ALB POT MON PAH CC HUN MEOH=Bottom (Chemicals/Fertilizers)
INSU(35): -1.00% Top=AJG AWH WLTW AON ALL AXS XL FAF ….. MBI PRU LNC RDN AIG MET MTG AFSI=Bottom (Insurance)
HEAL(58): -1.08% Top=HYH CYNO SPNC PODD BAX STE WCG PRXL ….. ABMD EVHC ACHC CPHD OPK AMSG ADPT GMED=Bottom (Health)
ELEC(53): -1.38% Top=CY TSRA AYI CRUS HIMX WAT TER TRMB ….. MTSI GRMN FSLR SWKS NVDA SPWR MU SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(92): -1.67% Top=OKS DPM MDU NBL NS NFG PAGP ETE ….. MTDR ETP DK MPC NBR PBF WNR HFC=Bottom (Energy)
TRAN(35): -1.75% Top=TDW CHRW FDX EXPD GBX HTLD KSU NSC ….. SWFT LUV TK DAL UAL SAIA AAL XPO=Bottom (Transportation)
MANU(45): -1.93% Top=BGG RS SNA LII CRS ATI ZBRA TEX ….. FLS CMI EMR DDD ETN JOY SEDG CFX=Bottom (Manufacturing)
FINA(98): -2.04% Top=ICE ACAS ARCC NDAQ CBOE ISBC PSEC SLM ….. COF ZION LPLA SIVB WU OZRK VOYA OMF=Bottom (Banks/Financials)
META(27): -2.89% Top=STLD CMC X CENX NUE SCCO CNX CCJ ….. AG NEM CDE ABX 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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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