daytrend

05/09/2016

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

Market Stats at 10:00 am ET
by daytrend on 20160509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20160509 10:00 am ET)
39.0% of stocks are above yesterday’s high.
72.9% are above yesterday’s midpoint. (27.1% are below.)
13.2% are below yesterday’s low.
47.9% are inside yesterday’s range.
56.7% of stocks with today’s high > yesterday’s high. (43.3% less than).
20.2% of stocks with today’s low < yesterday’s low. (79.8% greater than).

EVIDENCE OF INTRADAY TREND (20160509 10:00 am ET)
62.3% of stocks are above today’s open. (36.7% are below).
55.4% of stocks are above today’s open and yesterday’s close.
31.9% are below both.
13.2% of stocks opened above yesterday’s high.
37.4% of stocks opened above yesterday’s close. (57.0% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160509 10:00 am ET)
15.8% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20160509 10:00 am ET)
60.8% of stocks are above yesterday’s close. (39.2% are below.)
0.6% are up 4.5% or more. 3.6% are down 4.5% or more.
1.4% are up 3.5% or more. 5.9% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY (20160509 10:00 am ET)
2-day: >=95:7.1%…>=90:13.4%…>=80:24.0%…>=50:54.4%…<=20:20.7%…<=10:10.9%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:43.0%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:49.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160509 10:00 am ET)
39.0% above previous 1 highs, 13.2% below previous 1 lows
24.8% above previous 2 highs, 11.2% below previous 2 lows
21.1% above previous 3 highs, 9.0% below previous 3 lows
16.2% above previous 4 highs, 8.9% below previous 4 lows
13.9% above previous 5 highs, 8.7% below previous 5 lows
13.4% above previous 6 highs, 8.3% below previous 6 lows
10.3% above previous 7 highs, 8.1% below previous 7 lows
9.3% above previous 8 highs, 7.2% below previous 8 lows
8.9% above previous 9 highs, 6.8% below previous 9 lows
8.9% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160509 10:00 am ET)
60.8% are above or equal to 5/6 close (1 days ago), 39.2% are below.
65.4% are above or equal to 5/5 close (2 days ago), 34.6% are below.
56.4% are above or equal to 5/4 close (3 days ago), 43.6% are below.
42.3% are above or equal to 5/3 close (4 days ago), 57.7% are below.
30.3% are above or equal to 5/2 close (5 days ago), 69.7% are below.
38.3% are above or equal to 4/29 close (6 days ago), 61.7% are below.
34.9% are above or equal to 4/28 close (7 days ago), 65.1% are below.
29.0% are above or equal to 4/27 close (8 days ago), 71.0% are below.
32.0% are above or equal to 4/26 close (9 days ago), 68.0% are below.
37.7% are above or equal to 4/25 close (10 days ago), 62.3% are below.
34.7% are above or equal to 4/22 close (11 days ago), 65.3% are below.
37.6% are above or equal to 4/21 close (12 days ago), 62.4% are below.
36.1% are above or equal to 4/20 close (13 days ago), 63.9% are below.
39.3% are above or equal to 4/19 close (14 days ago), 60.7% are below.
43.4% are above or equal to 4/18 close (15 days ago), 56.6% are below.
48.5% are above or equal to 4/15 close (16 days ago), 51.5% are below.
47.9% are above or equal to 4/14 close (17 days ago), 52.1% are below.
46.8% are above or equal to 4/13 close (18 days ago), 53.2% are below.
57.6% are above or equal to 4/12 close (19 days ago), 42.4% are below.
63.9% are above or equal to 4/11 close (20 days ago), 36.1% are below.
63.2% are above or equal to 4/8 close (21 days ago), 36.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160509 10:00 am ET)
20d: 9.7% new highs, 5.5% new lows
21d: 9.6% new highs, 5.3% new lows
42d: 8.8% new highs, 3.2% new lows
63d: 8.7% new highs, 0.5% new lows
126d: 6.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160509 10:00 am ET)
2-day: 59.8% above, 40.2% below
3-day: 64.8% above, 35.2% below
4-day: 60.3% above, 39.7% below
5-day: 52.0% above, 48.0% below
8-day: 39.2% above, 60.8% below
10-day: 34.9% above, 65.1% below
20-day: 39.4% above, 60.6% below
50-day: 60.0% above, 40.0% below
200-day: 56.4% above, 43.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160509 10:00 am ET)
LEIS(39): 1.25% Top=KKD CHUY CMG DNKN JACK DRI PLAY DPZ ….. LQ HLT QSR MGM SHAK WYNN LVS GPRO=Bottom (Leisure)
RETA(69): 1.13% Top=W BLDR BURL KR ANF ASNA STMP FINL ….. SIG OUTR FIVE MELI RH ETSY LL BID=Bottom (Retail & Specialty Retail)
HEAL(62): 0.91% Top=GKOS OPK MOH CNC INCR GMED AET STE ….. ADPT HCA CYH HTWR IRWD XRAY EVHC HAE=Bottom (Health)
REAL(98): 0.56% Top=NRF HCP NRZ AMH MPW DOC HCN STWD ….. PKY CONE BAM CPT GPT RLGY SLG TREE=Bottom (Real Estate)
CONS(59): 0.46% Top=ENR SKX FL HAR NWL SHOO EPC LULU ….. COTY KS FOSL ECL TPX UFS PAY OI=Bottom (Consumer)
COSW(105): 0.46% Top=TRIP CSOD PCTY MTCH MDRX CERN QLIK DATA ….. ATVI SINA SQ WB BIDU SHOP VNET JD=Bottom (Computer Software/Internet)
MATE(32): 0.35% Top=CAA MLM HW MTH TPH DY SRCL TOL ….. USG SUM FLR PWR FAST BECN WY AWI=Bottom (Materials & Construction)
ELEC(53): 0.27% Top=FIT HIMX SIMO MLNX IPGP MRVL MXL SNPS ….. CREE MU IPHI QRVO CSIQ SPWR ON FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(56): 0.18% Top=APOL ATHN AHS WOOF HRB G JEC TRU ….. R DV CAR AL WTW KBR XRS YY=Bottom (Diversified Services)
FINA(100): 0.17% Top=NSAM HBHC BKU PYPL PB ONB WETF OZRK ….. BBT BX OMF LAZ LPLA KKR TD BOFI=Bottom (Banks/Financials)
INSU(35): 0.15% Top=FNF AWH CLGX WLTW MTG FAF ALL TRV ….. TMK PRU MET UNM AGO CNO AEL MBI=Bottom (Insurance)
COHW(46): 0.05% Top=SSYS PANW HRS TDS COMM CDW TMUS GIMO ….. UBNT BRCD SYNA EFII CTL BBRY ZAYO GOGO=Bottom (Computer Hardware/Telecom)
TRAN(35): -0.08% Top=JBLU NAT SAVE SKYW UAL LUV DAL ALK ….. TRN GWR KNX UNP AAWW GBX WERN TK=Bottom (Transportation)
MANU(45): -1.10% Top=TEX SEDG BWXT MHK ITT MWA AOS HON ….. KMT FLOW RS MRC GTLS ATI CRS JOY=Bottom (Manufacturing)
CHEM(28): -1.17% Top=FTK AXTA SHW APD GRA DOW DD PPG ….. POT WLK MOS FMC KRA PAH MEOH HUN=Bottom (Chemicals/Fertilizers)
ENER(91): -2.61% Top=PDCE UNT PSXP CPGX NFG MDU VLO EOG ….. SM WPX MUR HFC DPM SEMG HLX SN=Bottom (Energy)
META(27): -5.59% Top=CCJ SLCA NUE AEM STLD CMC FNV SCCO ….. SSRI CENX CDE AG FCX SWC X TCK=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 10:00 am 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

Blog at WordPress.com.

%d bloggers like this: