daytrend

05/09/2016

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 11:52 am ET
by daytrend on 20160509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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

COMPARED TO YESTERDAY’S RANGE (20160509 11:52 am ET)
34.8% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
17.5% are below yesterday’s low.
47.7% are inside yesterday’s range.
60.0% of stocks with today’s high > yesterday’s high. (40.0% less than).
26.4% of stocks with today’s low < yesterday’s low. (73.6% greater than).

EVIDENCE OF INTRADAY TREND (20160509 11:52 am ET)
50.6% of stocks are above today’s open. (47.9% are below).
44.6% of stocks are above today’s open and yesterday’s close.
42.8% are below both.
13.1% of stocks opened above yesterday’s high.
37.4% of stocks opened above yesterday’s close. (57.1% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160509 11:52 am ET)
9.6% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
45.1% are in the top half. 54.9% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20160509 11:52 am ET)
50.7% of stocks are above yesterday’s close. (49.3% are below.)
0.7% are up 4.5% or more. 6.3% are down 4.5% or more.
1.5% are up 3.5% or more. 9.0% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY (20160509 11:52 am ET)
2-day: >=95:7.2%…>=90:13.1%…>=80:21.7%…>=50:48.2%…<=20:27.4%…<=10:15.6%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:39.9%…<=20:2.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:47.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160509 11:52 am ET)
34.8% above previous 1 highs, 17.5% below previous 1 lows
22.6% above previous 2 highs, 15.4% below previous 2 lows
18.8% above previous 3 highs, 12.6% below previous 3 lows
15.7% above previous 4 highs, 12.2% below previous 4 lows
13.4% above previous 5 highs, 11.7% below previous 5 lows
13.2% above previous 6 highs, 11.3% below previous 6 lows
10.9% above previous 7 highs, 10.7% below previous 7 lows
10.3% above previous 8 highs, 10.5% below previous 8 lows
9.6% above previous 9 highs, 9.6% below previous 9 lows
9.5% above previous 10 highs, 9.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160509 11:52 am ET)
50.7% are above or equal to 5/6 close (1 days ago), 49.3% are below.
58.6% are above or equal to 5/5 close (2 days ago), 41.4% are below.
50.3% are above or equal to 5/4 close (3 days ago), 49.7% are below.
39.3% are above or equal to 5/3 close (4 days ago), 60.7% are below.
29.3% are above or equal to 5/2 close (5 days ago), 70.7% are below.
37.7% are above or equal to 4/29 close (6 days ago), 62.3% are below.
33.5% are above or equal to 4/28 close (7 days ago), 66.5% are below.
27.5% are above or equal to 4/27 close (8 days ago), 72.5% are below.
30.2% are above or equal to 4/26 close (9 days ago), 69.8% are below.
36.4% are above or equal to 4/25 close (10 days ago), 63.6% are below.
33.1% are above or equal to 4/22 close (11 days ago), 66.9% are below.
36.8% are above or equal to 4/21 close (12 days ago), 63.2% are below.
34.9% are above or equal to 4/20 close (13 days ago), 65.1% are below.
37.6% are above or equal to 4/19 close (14 days ago), 62.4% are below.
41.7% are above or equal to 4/18 close (15 days ago), 58.3% are below.
46.6% are above or equal to 4/15 close (16 days ago), 53.4% are below.
46.4% are above or equal to 4/14 close (17 days ago), 53.6% are below.
44.6% are above or equal to 4/13 close (18 days ago), 55.4% are below.
55.6% are above or equal to 4/12 close (19 days ago), 44.4% are below.
62.0% are above or equal to 4/11 close (20 days ago), 38.0% are below.
62.2% are above or equal to 4/8 close (21 days ago), 37.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160509 11:52 am ET)
20d: 10.7% new highs, 8.1% new lows
21d: 10.6% new highs, 7.4% new lows
42d: 9.6% new highs, 4.2% new lows
63d: 9.4% new highs, 0.9% new lows
126d: 7.6% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160509 11:52 am ET)
2-day: 49.7% above, 50.3% below
3-day: 55.1% above, 44.9% below
4-day: 52.9% above, 47.1% below
5-day: 46.8% above, 53.2% below
8-day: 37.9% above, 62.1% below
10-day: 34.0% above, 66.0% below
20-day: 37.5% above, 62.5% below
50-day: 58.3% above, 41.7% below
200-day: 55.3% above, 44.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160509 11:52 am ET)
HEAL(62): 0.96% Top=OPK GKOS CYNO MOH GMED INCR CPHD PRAH ….. HCA THC HAE ZLTQ EVHC XRAY ADPT HTWR=Bottom (Health)
RETA(69): 0.95% Top=W BURL STMP KR JWN ASNA DDS BLDR ….. BBBY OUTR SPLS MELI KORS RH ETSY LL=Bottom (Retail & Specialty Retail)
LEIS(38): 0.66% Top=CMG CHUY TXRH DRI PLAY DPZ PNRA JACK ….. EXPE QSR SEAS MGM WYNN LVS DRII GPRO=Bottom (Leisure)
REAL(98): 0.62% Top=NRF HCP AMH STWD OHI NRZ QTS MPW ….. PKY CUZ ALLY BAM WPG CBG SC TREE=Bottom (Real Estate)
CONS(59): 0.31% Top=ENR GIII SKX SHOO FL WWW LULU NWL ….. PAY FOSL ECL TUP TPX UFS KS OI=Bottom (Consumer)
INSU(35): 0.17% Top=FNF XL AWH MTG WLTW FAF VR CLGX ….. L CNO AGO AFL PRU UNM MBI AEL=Bottom (Insurance)
COSW(105): 0.11% Top=MTCH RUBI DATA PCTY CERN MDRX TRIP QLIK ….. ATHM BIDU SQ SINA WB SHOP JD VNET=Bottom (Computer Software/Internet)
MATE(32): 0.09% Top=MLM MTH CAA HW SRCL DY VMC KBH ….. DAR CLH FAST CVA PWR BECN WY AWI=Bottom (Materials & Construction)
DISV(56): -0.11% Top=APOL AHS ATHN MYGN WOOF HRB JEC G ….. ZG IILG WTW CAR BLOX AL KBR YY=Bottom (Diversified Services)
ELEC(53): -0.19% Top=FIT HIMX WAT IPGP CY MRVL AVGO CAVM ….. TSRA MTSI MU SCTY SPWR FSLR ON CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(35): -0.20% Top=NAT JBLU ODFL LUV DAL ALK SWFT AAL ….. WERN CP GBX NSC GWR TRN AAWW TK=Bottom (Transportation)
FINA(100): -0.25% Top=NSAM WETF ICE HBHC PYPL CME PB ONB ….. SBNY CIT SLM ACAS C PSEC LPLA BOFI=Bottom (Banks/Financials)
COHW(46): -0.35% Top=TDS PANW NSR HRS INFN CRAY CCI TMUS ….. VIAV ZAYO EFII CTL SSYS TDC ANET GOGO=Bottom (Computer Hardware/Telecom)
MANU(45): -1.70% Top=TEX SEDG BWXT MHK GNRC CFX ITT MWA ….. RS CAT KMT MRC DDD CRS ATI JOY=Bottom (Manufacturing)
CHEM(28): -1.70% Top=FTK AXTA SHW AGU MON DD DOW GRA ….. FMC OLN WLK MOS PAH MEOH CC HUN=Bottom (Chemicals/Fertilizers)
ENER(91): -3.24% Top=PDCE OAS CPGX PSXP MRD COG CLR CPE ….. RIG FET HFC OIS DO SN HLX ATW=Bottom (Energy)
META(27): -6.70% Top=CCJ FNV CMC SCCO NUE AEM AA STLD ….. CDE SSRI SWC AG CENX FCX TCK X=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 11:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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