daytrend

05/05/2016

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20160505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

COMPARED TO YESTERDAY’S RANGE (20160505 9:53 am ET)
15.4% of stocks are above yesterday’s high.
55.3% are above yesterday’s midpoint. (44.7% are below.)
9.0% are below yesterday’s low.
75.6% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
25.4% of stocks with today’s low < yesterday’s low. (74.6% greater than).

EVIDENCE OF INTRADAY TREND (20160505 9:53 am ET)
45.7% of stocks are above today’s open. (52.4% are below).
40.4% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
9.4% of stocks opened above yesterday’s high.
73.3% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
3.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160505 9:53 am ET)
13.0% of stocks are in the top 10% of today’s range.
24.7% are in the top 20%.
56.9% are in the top half. 43.1% of stocks are in the bottom half of today’s range.
11.0% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20160505 9:53 am ET)
64.8% of stocks are above yesterday’s close. (35.2% are below.)
3.9% are up 4.5% or more. 1.0% are down 4.5% or more.
5.5% are up 3.5% or more. 1.4% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY (20160505 9:53 am ET)
2-day: >=95:2.3%…>=90:5.7%…>=80:11.4%…>=50:37.5%…<=20:29.2%…<=10:17.0%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:38.9%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160505 9:53 am ET)
15.4% above previous 1 highs, 9.0% below previous 1 lows
9.7% above previous 2 highs, 7.9% below previous 2 lows
6.2% above previous 3 highs, 7.1% below previous 3 lows
5.2% above previous 4 highs, 6.3% below previous 4 lows
4.5% above previous 5 highs, 5.9% below previous 5 lows
4.3% above previous 6 highs, 5.7% below previous 6 lows
3.8% above previous 7 highs, 5.2% below previous 7 lows
3.8% above previous 8 highs, 5.1% below previous 8 lows
3.8% above previous 9 highs, 5.0% below previous 9 lows
3.7% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160505 9:53 am ET)
64.8% are above or equal to 5/4 close (1 days ago), 35.2% are below.
40.4% are above or equal to 5/3 close (2 days ago), 59.6% are below.
23.0% are above or equal to 5/2 close (3 days ago), 77.0% are below.
33.4% are above or equal to 4/29 close (4 days ago), 66.6% are below.
30.9% are above or equal to 4/28 close (5 days ago), 69.1% are below.
24.6% are above or equal to 4/27 close (6 days ago), 75.4% are below.
30.5% are above or equal to 4/26 close (7 days ago), 69.5% are below.
36.8% are above or equal to 4/25 close (8 days ago), 63.2% are below.
33.2% are above or equal to 4/22 close (9 days ago), 66.8% are below.
37.7% are above or equal to 4/21 close (10 days ago), 62.3% are below.
35.0% are above or equal to 4/20 close (11 days ago), 65.0% are below.
37.1% are above or equal to 4/19 close (12 days ago), 62.9% are below.
43.5% are above or equal to 4/18 close (13 days ago), 56.5% are below.
46.8% are above or equal to 4/15 close (14 days ago), 53.2% are below.
46.7% are above or equal to 4/14 close (15 days ago), 53.3% are below.
47.7% are above or equal to 4/13 close (16 days ago), 52.3% are below.
56.3% are above or equal to 4/12 close (17 days ago), 43.7% are below.
62.9% are above or equal to 4/11 close (18 days ago), 37.1% are below.
61.5% are above or equal to 4/8 close (19 days ago), 38.5% are below.
63.6% are above or equal to 4/7 close (20 days ago), 36.4% are below.
57.9% are above or equal to 4/6 close (21 days ago), 42.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160505 9:53 am ET)
20d: 5.7% new highs, 9.1% new lows
21d: 5.6% new highs, 9.0% new lows
42d: 5.0% new highs, 5.5% new lows
63d: 4.9% new highs, 1.4% new lows
126d: 3.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160505 9:53 am ET)
2-day: 62.5% above, 37.5% below
3-day: 47.3% above, 52.7% below
4-day: 32.6% above, 67.4% below
5-day: 33.1% above, 66.9% below
8-day: 28.7% above, 71.3% below
10-day: 30.3% above, 69.7% below
20-day: 40.2% above, 59.8% below
50-day: 61.5% above, 38.5% below
200-day: 55.5% above, 44.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160505 9:53 am ET)
ENER(92): 2.95% Top=LPI CLR PE APA PAA ETE WPX OAS ….. HFC DRQ NS WNR APC MUR PAGP PSXP=Bottom (Energy)
META(27): 2.42% Top=SSRI BVN SLCA AG CDE PAAS TAHO ABX ….. X SWC CMC NUE SCCO STLD CCJ AA=Bottom (Metals & Mining)
TRAN(35): 0.80% Top=TK SAVE HA TDW SKYW DAL NAT TRN ….. KNX WERN SWFT FDX GWR UPS CHRW XPO=Bottom (Transportation)
DISV(56): 0.63% Top=WTW AHS CAR JEC SCOR ASGN SBAC SERV ….. GPN BLOX PCLN FLT HRB ULTA PAYX G=Bottom (Diversified Services)
INSU(34): 0.46% Top=ALL CNO RDN AEL AGO FAF TRV XL ….. AXS FNF TMK WRB AIG PRU MET LNC=Bottom (Insurance)
MATE(31): 0.37% Top=MLM FAST DY FLR DAR USG WY MTZ ….. LEN HW PHM DHI CAA SRCL TOL SUM=Bottom (Materials & Construction)
CHEM(26): 0.31% Top=MEOH ALB FMC HUN OLN POL GRA CE ….. SHW MON AGU MOS PAH CC CF KRA=Bottom (Chemicals/Fertilizers)
MANU(45): 0.30% Top=FLOW GTLS RS PH CRS ROK ATU PNR ….. CAT PRLB DE SEDG KMT GNRC DDD ITT=Bottom (Manufacturing)
COSW(102): 0.23% Top=NTCT CSOD YHOO TRIP RUBI JD WB WBMD ….. CSRA PAYC LOGM TWTR BR SQ LC GDDY=Bottom (Computer Software/Internet)
FINA(100): 0.17% Top=OMF NAVI BOFI HBHC CMA PB PVTB FNB ….. RJF HAWK GS AMG AMP SF NSAM SLM=Bottom (Banks/Financials)
COHW(45): 0.07% Top=ARRS TDC NSR OLED BBRY CDW COMM CIEN ….. CUDA WDC AAPL SSYS INFN LITE WIN CTL=Bottom (Computer Hardware/Telecom)
HEAL(60): 0.05% Top=DVA GMED CYH THC PRAH EVHC HYH BABY ….. OPK HAE ZLTQ ABMD CNC IRWD MOH GKOS=Bottom (Health)
CONS(60): 0.01% Top=GIL CHD CSL HAR SCSS WHR EL UA ….. FL NKE HBI COH PVH SHOO SKX LULU=Bottom (Consumer)
ELEC(53): -0.07% Top=QRVO AMBA MU NXPI CSIQ TSRA AYI FSLR ….. IDTI SIMO DLB SCTY MCHP BRKR CRUS FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(96): -0.09% Top=CONE CLI TWO NRZ WPG ESS CBG CIM ….. DRH GLPI EQC SC HCP OHI TREE RLGY=Bottom (Real Estate)
LEIS(40): -0.15% Top=DRII LQ MGM RCL TXRH QSR VAC BLMN ….. DPZ WYNN PNRA JACK CAKE DRI DNKN SEAS=Bottom (Leisure)
RETA(66): -0.85% Top=BABA ETSY WFM W OUTR CPRT CVS NFLX ….. FRAN JCP SBH AAP URBN ANF LB SFM=Bottom (Retail & Specialty Retail)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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