daytrend

05/04/2016

Filed under: Market Stats — daytrend @ 1:34 pm

Market Stats at 2:33 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 2:33 pm ET)
11.9% of stocks are above yesterday’s high.
26.7% are above yesterday’s midpoint. (73.3% are below.)
43.9% are below yesterday’s low.
44.2% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
72.3% of stocks with today’s low < yesterday’s low. (27.7% greater than).

EVIDENCE OF INTRADAY TREND (20160504 2:33 pm ET)
40.8% of stocks are above today’s open. (58.4% are below).
24.8% of stocks are above today’s open and yesterday’s close.
56.6% 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).
27.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160504 2:33 pm ET)
8.0% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
35.7% are in the top half. 64.3% of stocks are in the bottom half of today’s range.
26.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20160504 2:33 pm ET)
27.4% of stocks are above yesterday’s close. (72.6% are below.)
1.4% are up 4.5% or more. 4.5% are down 4.5% or more.
1.9% are up 3.5% or more. 8.2% are down 3.5% or more.
42.1% are between +1% and -1%.

RSI on DAILY (20160504 2:33 pm ET)
2-day: >=95:2.1%…>=90:5.0%…>=80:9.0%…>=50:21.1%…<=20:57.1%…<=10:35.5%…<=5:19.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:34.2%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160504 2:33 pm ET)
11.9% above previous 1 highs, 43.9% below previous 1 lows
9.1% above previous 2 highs, 40.2% below previous 2 lows
8.5% above previous 3 highs, 35.0% below previous 3 lows
7.1% above previous 4 highs, 33.6% below previous 4 lows
7.0% above previous 5 highs, 32.1% below previous 5 lows
6.4% above previous 6 highs, 30.2% below previous 6 lows
6.4% above previous 7 highs, 28.9% below previous 7 lows
6.4% above previous 8 highs, 28.2% below previous 8 lows
6.3% above previous 9 highs, 27.0% below previous 9 lows
5.1% above previous 10 highs, 24.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160504 2:33 pm ET)
27.4% are above or equal to 5/3 close (1 days ago), 72.6% are below.
16.5% are above or equal to 5/2 close (2 days ago), 83.5% are below.
29.2% are above or equal to 4/29 close (3 days ago), 70.8% are below.
25.7% are above or equal to 4/28 close (4 days ago), 74.3% are below.
20.3% are above or equal to 4/27 close (5 days ago), 79.7% are below.
25.8% are above or equal to 4/26 close (6 days ago), 74.2% are below.
31.8% are above or equal to 4/25 close (7 days ago), 68.2% are below.
28.5% are above or equal to 4/22 close (8 days ago), 71.5% are below.
33.9% are above or equal to 4/21 close (9 days ago), 66.1% are below.
30.9% are above or equal to 4/20 close (10 days ago), 69.1% are below.
32.7% are above or equal to 4/19 close (11 days ago), 67.3% are below.
38.3% are above or equal to 4/18 close (12 days ago), 61.7% are below.
43.6% are above or equal to 4/15 close (13 days ago), 56.4% are below.
43.8% are above or equal to 4/14 close (14 days ago), 56.2% are below.
43.6% are above or equal to 4/13 close (15 days ago), 56.4% are below.
53.3% are above or equal to 4/12 close (16 days ago), 46.7% are below.
59.9% are above or equal to 4/11 close (17 days ago), 40.1% are below.
58.9% are above or equal to 4/8 close (18 days ago), 41.1% are below.
62.1% are above or equal to 4/7 close (19 days ago), 37.9% are below.
55.9% are above or equal to 4/6 close (20 days ago), 44.1% are below.
60.6% are above or equal to 4/5 close (21 days ago), 39.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160504 2:33 pm ET)
20d: 5.7% new highs, 18.8% new lows
21d: 5.7% new highs, 18.6% new lows
42d: 5.0% new highs, 10.4% new lows
63d: 4.8% new highs, 2.0% new lows
126d: 3.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160504 2:33 pm ET)
2-day: 26.6% above, 73.4% below
3-day: 17.8% above, 82.2% below
4-day: 21.6% above, 78.4% below
5-day: 22.1% above, 77.9% below
8-day: 22.6% above, 77.4% below
10-day: 24.9% above, 75.1% below
20-day: 38.3% above, 61.7% below
50-day: 61.1% above, 38.9% below
200-day: 54.1% above, 45.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160504 2:33 pm ET)
REAL(92): 1.04% Top=MPW VTR GPT JLL OUT O HCN CBL ….. CUZ DFT CIM RLGY CLI SC ALLY TREE=Bottom (Real Estate)
LEIS(39): -0.22% Top=CHUY BLMN DNKN YUM PNRA H DPZ MCD ….. LVS WYN SHAK BWLD EXPE RCL GPRO WYNN=Bottom (Leisure)
RETA(65): -0.43% Top=KAR FINL SBH CHS AEO LB DSW ROST ….. M W JWN PLCE ASNA JCP KSS RH=Bottom (Retail & Specialty Retail)
COHW(43): -0.60% Top=INFN CDW WIN STX CCI CTL COMM VZ ….. CIEN BBRY ANET OLED SSYS PANW HRS SYNA=Bottom (Computer Hardware/Telecom)
DISV(55): -0.61% Top=ZG CAR GEO IILG MRKT FDC EXAM FCN ….. GMT SCOR XRS URI AHS MYGN SERV PCLN=Bottom (Diversified Services)
COSW(93): -0.62% Top=IAC TWTR CDK PAYC ZEN WB BIDU NTES ….. LC PTC DBD IMS RNG CYBR TRIP SPLK=Bottom (Computer Software/Internet)
MATE(31): -0.68% Top=HW SRCL WM AWI RSG OC CVA PHM ….. CAA VMC FAST TPH MLM BECN KBH SUM=Bottom (Materials & Construction)
INSU(35): -0.72% Top=AJG AON ALL WLTW XL TMK AXS FAF ….. UNM PRU LNC MET AIG RDN MTG AFSI=Bottom (Insurance)
CONS(60): -0.80% Top=TSE TPX ENR KMB ECL PG FL EPC ….. FOSL FN GIL HAR WRK COTY KS UA=Bottom (Consumer)
CHEM(25): -0.89% Top=AGU CF FMC SHW APD EMN AXTA OLN ….. WLK MOS POT CC PAH MON HUN MEOH=Bottom (Chemicals/Fertilizers)
HEAL(58): -1.03% Top=HYH CYNO PODD SPNC BAX STE WCG PRXL ….. EVHC ABMD ACHC CPHD OPK AMSG ADPT GMED=Bottom (Health)
ELEC(53): -1.58% Top=CY HIMX TSRA AYI WAT TER SANM LLTC ….. SIMO MTSI NVDA ON SWKS SPWR MU SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(92): -1.70% Top=OKS DPM MDU NS NBL PAGP ETE NFG ….. MPC APC PBF DVN NBR MTDR WNR HFC=Bottom (Energy)
FINA(98): -1.83% Top=ICE ACAS ARCC NDAQ CBOE ISBC SLM PSEC ….. LPLA CMA ZION OZRK WU SIVB VOYA OMF=Bottom (Banks/Financials)
TRAN(35): -1.83% Top=TDW CHRW FDX EXPD GBX NSC KSU NAT ….. SAVE SAIA LUV SWFT DAL UAL AAL XPO=Bottom (Transportation)
MANU(45): -1.96% Top=BGG SNA RS LII MRC MHK PRLB TEX ….. FLS CMI EMR ETN DDD JOY SEDG CFX=Bottom (Manufacturing)
META(27): -3.40% Top=CMC STLD CNX NUE CENX X AA CCJ ….. TCK NEM AG 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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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