daytrend

05/05/2016

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 12:09 pm ET
by daytrend on 20160505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160505 12:09 pm ET)
17.9% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
16.8% are below yesterday’s low.
65.3% are inside yesterday’s range.
40.8% of stocks with today’s high > yesterday’s high. (59.2% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20160505 12:09 pm ET)
38.6% of stocks are above today’s open. (60.0% are below).
35.2% of stocks are above today’s open and yesterday’s close.
43.3% 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 12:09 pm ET)
6.3% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
40.4% are in the top half. 59.6% of stocks are in the bottom half of today’s range.
26.4% are in the bottom 20%.
16.1% are in the bottom 10%.

GAIN (20160505 12:09 pm ET)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
1.9% are up 4.5% or more. 1.7% are down 4.5% or more.
3.5% are up 3.5% or more. 3.4% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20160505 12:09 pm ET)
2-day: >=95:2.7%…>=90:6.0%…>=80:12.7%…>=50:32.7%…<=20:38.9%…<=10:25.6%…<=5:15.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:38.4%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:47.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160505 12:09 pm ET)
17.9% above previous 1 highs, 16.8% below previous 1 lows
11.9% above previous 2 highs, 15.2% below previous 2 lows
8.7% above previous 3 highs, 14.4% below previous 3 lows
7.9% above previous 4 highs, 12.7% below previous 4 lows
6.3% above previous 5 highs, 12.2% below previous 5 lows
6.0% above previous 6 highs, 11.7% below previous 6 lows
5.4% above previous 7 highs, 11.2% below previous 7 lows
5.3% above previous 8 highs, 11.1% below previous 8 lows
5.3% above previous 9 highs, 10.6% below previous 9 lows
5.3% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160505 12:09 pm ET)
53.8% are above or equal to 5/4 close (1 days ago), 46.2% are below.
35.6% are above or equal to 5/3 close (2 days ago), 64.4% are below.
22.4% are above or equal to 5/2 close (3 days ago), 77.6% are below.
32.6% are above or equal to 4/29 close (4 days ago), 67.4% are below.
30.1% are above or equal to 4/28 close (5 days ago), 69.9% are below.
24.3% are above or equal to 4/27 close (6 days ago), 75.7% are below.
29.6% are above or equal to 4/26 close (7 days ago), 70.4% are below.
35.3% are above or equal to 4/25 close (8 days ago), 64.7% are below.
32.1% are above or equal to 4/22 close (9 days ago), 67.9% are below.
36.4% are above or equal to 4/21 close (10 days ago), 63.6% are below.
34.2% are above or equal to 4/20 close (11 days ago), 65.8% are below.
35.5% are above or equal to 4/19 close (12 days ago), 64.5% are below.
40.9% are above or equal to 4/18 close (13 days ago), 59.1% are below.
45.4% are above or equal to 4/15 close (14 days ago), 54.6% are below.
45.7% are above or equal to 4/14 close (15 days ago), 54.3% are below.
45.5% are above or equal to 4/13 close (16 days ago), 54.5% are below.
55.7% are above or equal to 4/12 close (17 days ago), 44.3% are below.
62.5% are above or equal to 4/11 close (18 days ago), 37.5% are below.
61.1% are above or equal to 4/8 close (19 days ago), 38.9% are below.
63.1% are above or equal to 4/7 close (20 days ago), 36.9% are below.
57.1% are above or equal to 4/6 close (21 days ago), 42.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160505 12:09 pm ET)
20d: 7.7% new highs, 11.6% new lows
21d: 7.7% new highs, 11.3% new lows
42d: 7.0% new highs, 7.2% new lows
63d: 6.9% new highs, 1.8% new lows
126d: 5.1% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160505 12:09 pm ET)
2-day: 52.3% above, 47.7% below
3-day: 40.2% above, 59.8% below
4-day: 28.7% above, 71.3% below
5-day: 30.2% above, 69.8% below
8-day: 27.2% above, 72.8% below
10-day: 28.5% above, 71.5% below
20-day: 39.2% above, 60.8% below
50-day: 61.2% above, 38.8% below
200-day: 54.9% above, 45.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160505 12:09 pm ET)
ENER(92): 1.54% Top=CLR LPI ETP PE ETE RICE APA NFX ….. NS SXL DK NBR HFC WNR MUR PSXP=Bottom (Energy)
META(27): 0.54% Top=SSRI FNV AG TAHO AEM SLCA PAAS ABX ….. SLW SCCO AA CCJ CENX FCX TCK SWC=Bottom (Metals & Mining)
INSU(34): 0.44% Top=ALL AGO AEL XL CNO ORI TRV AFSI ….. L TMK AWH PRU AON AIG MET LNC=Bottom (Insurance)
HEAL(60): 0.31% Top=PRAH DVA INCR HYH BDX CPHD XRAY PRXL ….. IRWD SPNC EVHC ACHC CYNO HTWR ADPT GKOS=Bottom (Health)
MATE(31): 0.17% Top=MLM FAST BECN USG BIN WCN VMC AWI ….. KBH PHM DAR PWR TOL CVA SRCL SUM=Bottom (Materials & Construction)
REAL(96): 0.17% Top=WPG TWO CONE PPS NRZ FR VER CLI ….. RLJ HCN CBL SC HCP OHI TREE RLGY=Bottom (Real Estate)
LEIS(40): 0.05% Top=DRII MGM PLAY LQ BLMN WYN TXRH DPZ ….. CAKE DNKN LVS DRI WYNN H GPRO SEAS=Bottom (Leisure)
DISV(56): 0.04% Top=AHS CAR WTW CXW JEC MYGN SERV ASGN ….. PAYX BLOX ULTA TMH RCII G YY ZG=Bottom (Diversified Services)
ELEC(53): 0.00% Top=QRVO NXPI MU AMBA ON NVDA MLNX CGNX ….. BRKR JBL MTSI SCTY DLB SPWR CRUS FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(35): -0.03% Top=SAVE DAL HA ALK NAT NSC CNI LUV ….. ODFL GWR CHRW SWFT KEX FDX TDW XPO=Bottom (Transportation)
COSW(102): -0.05% Top=NTCT EPAM YHOO CSOD JD NTES CSC ATVI ….. DWRE LC GDDY TWTR IMS SHOP ATHM SFUN=Bottom (Computer Software/Internet)
COHW(45): -0.15% Top=TDC ARRS SYNA TMUS QCOM CIEN MSI NSR ….. CUDA INFN BRCD LITE WDC SSYS WIN CTL=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.22% Top=CC FMC ALB GRA POL APD HUN CE ….. OLN MON KRA AGU POT WLK MOS CF=Bottom (Chemicals/Fertilizers)
FINA(100): -0.23% Top=OMF PYPL BX WETF NDAQ ETFC TROW FII ….. AMP SF WDR HBHC WBS ONB SLM OZRK=Bottom (Banks/Financials)
CONS(60): -0.46% Top=GIL WRK CSL CHD GT WHR NWL UA ….. SHOO DECK TSE LULU SKX GIII ENR PVH=Bottom (Consumer)
MANU(45): -0.61% Top=FLOW MHK ROP PH HON SNA DOV ROK ….. DE CRS JOY ATI KMT SEDG DDD ITT=Bottom (Manufacturing)
RETA(66): -1.28% Top=WFM BABA ETSY W CVS CPRT DLTR EBAY ….. FIVE AAP GPS URBN ASNA ANF SFM LB=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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: