daytrend

05/06/2016

Filed under: Market Stats — daytrend @ 9:03 am

Market Stats at 10:02 am ET
by daytrend on 20160506. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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

COMPARED TO YESTERDAY’S RANGE (20160506 10:02 am ET)
7.4% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
24.3% are below yesterday’s low.
68.3% are inside yesterday’s range.
18.1% of stocks with today’s high > yesterday’s high. (81.9% less than).
60.4% of stocks with today’s low < yesterday’s low. (39.6% greater than).

EVIDENCE OF INTRADAY TREND (20160506 10:02 am ET)
65.0% of stocks are above today’s open. (33.6% are below).
38.9% of stocks are above today’s open and yesterday’s close.
31.2% are below both.
2.4% of stocks opened above yesterday’s high.
10.9% of stocks opened above yesterday’s close. (86.3% opened below yesterday’s close).
33.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160506 10:02 am ET)
5.8% of stocks are in the top 10% of today’s range.
15.2% are in the top 20%.
52.4% are in the top half. 47.6% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20160506 10:02 am ET)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
1.4% are up 4.5% or more. 1.5% are down 4.5% or more.
2.3% are up 3.5% or more. 2.1% are down 3.5% or more.
73.3% are between +1% and -1%.

RSI on DAILY (20160506 10:02 am ET)
2-day: >=95:2.6%…>=90:5.3%…>=80:10.0%…>=50:30.8%…<=20:39.9%…<=10:28.2%…<=5:16.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:36.0%…<=20:3.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:44.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160506 10:02 am ET)
7.4% above previous 1 highs, 24.3% below previous 1 lows
6.5% above previous 2 highs, 17.9% below previous 2 lows
4.7% above previous 3 highs, 16.7% below previous 3 lows
4.2% above previous 4 highs, 15.9% below previous 4 lows
3.7% above previous 5 highs, 14.4% below previous 5 lows
3.2% above previous 6 highs, 13.8% below previous 6 lows
3.0% above previous 7 highs, 13.3% below previous 7 lows
3.0% above previous 8 highs, 12.7% below previous 8 lows
3.0% above previous 9 highs, 12.3% below previous 9 lows
3.0% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160506 10:02 am ET)
42.9% are above or equal to 5/5 close (1 days ago), 57.1% are below.
39.6% are above or equal to 5/4 close (2 days ago), 60.4% are below.
32.9% are above or equal to 5/3 close (3 days ago), 67.1% are below.
20.8% are above or equal to 5/2 close (4 days ago), 79.2% are below.
29.4% are above or equal to 4/29 close (5 days ago), 70.6% are below.
27.8% are above or equal to 4/28 close (6 days ago), 72.2% are below.
24.0% are above or equal to 4/27 close (7 days ago), 76.0% are below.
28.4% are above or equal to 4/26 close (8 days ago), 71.6% are below.
34.1% are above or equal to 4/25 close (9 days ago), 65.9% are below.
30.5% are above or equal to 4/22 close (10 days ago), 69.5% are below.
35.3% are above or equal to 4/21 close (11 days ago), 64.7% are below.
33.0% are above or equal to 4/20 close (12 days ago), 67.0% are below.
35.3% are above or equal to 4/19 close (13 days ago), 64.7% are below.
39.1% are above or equal to 4/18 close (14 days ago), 60.9% are below.
44.2% are above or equal to 4/15 close (15 days ago), 55.8% are below.
44.1% are above or equal to 4/14 close (16 days ago), 55.9% are below.
44.3% are above or equal to 4/13 close (17 days ago), 55.7% are below.
52.9% are above or equal to 4/12 close (18 days ago), 47.1% are below.
60.0% are above or equal to 4/11 close (19 days ago), 40.0% are below.
58.5% are above or equal to 4/8 close (20 days ago), 41.5% are below.
60.0% are above or equal to 4/7 close (21 days ago), 40.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160506 10:02 am ET)
20d: 4.3% new highs, 16.8% new lows
21d: 4.3% new highs, 16.4% new lows
42d: 3.6% new highs, 8.5% new lows
63d: 3.4% new highs, 1.6% new lows
126d: 1.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160506 10:02 am ET)
2-day: 41.0% above, 59.0% below
3-day: 37.9% above, 62.1% below
4-day: 35.4% above, 64.6% below
5-day: 27.1% above, 72.9% below
8-day: 25.6% above, 74.4% below
10-day: 28.7% above, 71.3% below
20-day: 36.3% above, 63.7% below
50-day: 57.1% above, 42.9% below
200-day: 54.4% above, 45.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160506 10:02 am ET)
META(27): 2.07% Top=AGI CDE NEM FCX ABX CENX AG SLW ….. AA RGLD CMC NUE X STLD CNX SWC=Bottom (Metals & Mining)
ENER(93): 1.15% Top=ATW DK EPE RIG SN SM RDC LPI ….. BPL MPLX EOG CLR GEL NS MRD PDCE=Bottom (Energy)
CHEM(28): 0.62% Top=CC PAH CF FTK HUN APD MEOH POL ….. DOW OLN GRA KRA AGU SHW AXTA PPG=Bottom (Chemicals/Fertilizers)
DISV(56): 0.28% Top=DV AHS AL JEC FISV TMH RCII CAR ….. SBAC FDC HRB URI XRS BLOX WTW YY=Bottom (Diversified Services)
MANU(45): 0.15% Top=ATI MHK CRS FLOW ATU AGCO JOY MRC ….. ITT PH MWA ZBRA ETN CFX CAT DDD=Bottom (Manufacturing)
TRAN(37): 0.04% Top=TDW GBX XPO SWFT CHRW SAIA TK HA ….. FDX UAL SKYW ALK JBLU SAVE MATX AAWW=Bottom (Transportation)
MATE(32): 0.00% Top=CAA TPH MAS BECN PHM TOL CVA PWR ….. VMC HW MLM SUM DY MTZ WY FLR=Bottom (Materials & Construction)
REAL(98): -0.01% Top=AMH NLY NRF HTS AGNC CUZ PKY ALLY ….. TREE JLL ARE RLGY OHI SLG HCN PGRE=Bottom (Real Estate)
HEAL(63): -0.08% Top=EVHC PKI HTWR AMSG HCA XRAY BKD THC ….. GMED CNC ZLTQ PRXL CPHD VWR ADPT KND=Bottom (Health)
FINA(99): -0.21% Top=ICE NAVI SLM PYPL KKR ACAS OMF VOYA ….. NSAM BOFI RJF PB ISBC AMTD BKU WETF=Bottom (Banks/Financials)
CONS(60): -0.27% Top=COTY ECL TSE KS MAT IP CHD HAS ….. EPC SEE GIII KATE UA SKX ENR LULU=Bottom (Consumer)
COHW(45): -0.34% Top=TDC UBNT CRAY ZAYO ANET OLED LVLT CDW ….. GOGO WDC ARRS PANW SSYS WIN STX MSI=Bottom (Computer Hardware/Telecom)
INSU(35): -0.37% Top=LNC CNO MBI MET RDN PRU AFSI AXS ….. AGO PGR CLGX FAF HIG AEL ALL WLTW=Bottom (Insurance)
ELEC(53): -0.40% Top=SPWR AMBA FSLR GLW NXPI FLEX MTSI NVDA ….. JBL CAVM TRMB SIMO TER MXL HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(66): -0.66% Top=BBY CST BID SFM OUTR BBBY HD AAP ….. ANF GPS ASNA JWN W WBA ETSY JCP=Bottom (Retail & Specialty Retail)
LEIS(40): -0.70% Top=WYNN LVS MGM CCL SHAK LQ BYD H ….. PNRA CAKE JACK CHUY PLAY DRII SONC GPRO=Bottom (Leisure)
COSW(103): -0.75% Top=YELP ATVI MTCH CTSH JCOM IMS CVLT ANSS ….. TRIP VIPS PAYC VNET SSNC DATA FEYE SQ=Bottom (Computer Software/Internet)

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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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