daytrend

05/10/2016

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:09 am ET
by daytrend on 20160510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

COMPARED TO YESTERDAY’S RANGE (20160510 10:09 am ET)
24.8% of stocks are above yesterday’s high.
66.8% are above yesterday’s midpoint. (33.2% are below.)
7.9% are below yesterday’s low.
67.3% are inside yesterday’s range.
52.5% of stocks with today’s high > yesterday’s high. (47.5% less than).
17.8% of stocks with today’s low < yesterday’s low. (82.2% greater than).

EVIDENCE OF INTRADAY TREND (20160510 10:09 am ET)
53.9% of stocks are above today’s open. (44.2% are below).
51.9% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
14.9% of stocks opened above yesterday’s high.
82.0% of stocks opened above yesterday’s close. (14.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160510 10:09 am ET)
7.3% of stocks are in the top 10% of today’s range.
15.5% are in the top 20%.
47.4% are in the top half. 52.6% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
11.1% are in the bottom 10%.

GAIN (20160510 10:09 am ET)
69.8% of stocks are above yesterday’s close. (30.2% are below.)
0.8% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 1.5% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20160510 10:09 am ET)
2-day: >=95:7.7%…>=90:14.2%…>=80:26.7%…>=50:66.3%…<=20:11.1%…<=10:6.2%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:47.6%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:52.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160510 10:09 am ET)
24.8% above previous 1 highs, 7.9% below previous 1 lows
19.9% above previous 2 highs, 3.4% below previous 2 lows
15.1% above previous 3 highs, 3.0% below previous 3 lows
13.2% above previous 4 highs, 3.0% below previous 4 lows
10.4% above previous 5 highs, 2.9% below previous 5 lows
8.3% above previous 6 highs, 2.7% below previous 6 lows
7.8% above previous 7 highs, 2.6% below previous 7 lows
6.1% above previous 8 highs, 2.4% below previous 8 lows
5.3% above previous 9 highs, 2.3% below previous 9 lows
4.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160510 10:09 am ET)
69.8% are above or equal to 5/9 close (1 days ago), 30.2% are below.
64.1% are above or equal to 5/6 close (2 days ago), 35.9% are below.
68.2% are above or equal to 5/5 close (3 days ago), 31.8% are below.
60.3% are above or equal to 5/4 close (4 days ago), 39.7% are below.
46.1% are above or equal to 5/3 close (5 days ago), 53.9% are below.
34.1% are above or equal to 5/2 close (6 days ago), 65.9% are below.
41.8% are above or equal to 4/29 close (7 days ago), 58.2% are below.
37.7% are above or equal to 4/28 close (8 days ago), 62.3% are below.
30.8% are above or equal to 4/27 close (9 days ago), 69.2% are below.
34.9% are above or equal to 4/26 close (10 days ago), 65.1% are below.
40.1% are above or equal to 4/25 close (11 days ago), 59.9% are below.
37.4% are above or equal to 4/22 close (12 days ago), 62.6% are below.
40.6% are above or equal to 4/21 close (13 days ago), 59.4% are below.
38.5% are above or equal to 4/20 close (14 days ago), 61.5% are below.
41.5% are above or equal to 4/19 close (15 days ago), 58.5% are below.
44.9% are above or equal to 4/18 close (16 days ago), 55.1% are below.
49.7% are above or equal to 4/15 close (17 days ago), 50.3% are below.
49.5% are above or equal to 4/14 close (18 days ago), 50.5% are below.
49.6% are above or equal to 4/13 close (19 days ago), 50.4% are below.
59.9% are above or equal to 4/12 close (20 days ago), 40.1% are below.
65.5% are above or equal to 4/11 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160510 10:09 am ET)
20d: 9.7% new highs, 3.4% new lows
21d: 9.6% new highs, 3.4% new lows
42d: 8.2% new highs, 2.2% new lows
63d: 8.1% new highs, 1.0% new lows
126d: 6.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160510 10:09 am ET)
2-day: 68.3% above, 31.7% below
3-day: 66.7% above, 33.3% below
4-day: 69.7% above, 30.3% below
5-day: 66.7% above, 33.3% below
8-day: 48.3% above, 51.7% below
10-day: 41.7% above, 58.3% below
20-day: 42.3% above, 57.7% below
50-day: 61.7% above, 38.3% below
200-day: 57.0% above, 43.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160510 10:09 am ET)
ENER(92): 1.47% Top=UNT MRD WNR SEMG EGN HES SPN EPE ….. TEP CPGX LPI NOV PAGP ETP PSXP DK=Bottom (Energy)
CHEM(29): 0.84% Top=PAH IFF CC KRA CE GRA FTK POL ….. POT OLN FMC ALB HUN MOS WLK CF=Bottom (Chemicals/Fertilizers)
FINA(98): 0.84% Top=SF WETF WDR SLM LAZ EV AMG OMF ….. NDAQ OZRK WBS SBNY NAVI PYPL NSAM BOFI=Bottom (Banks/Financials)
INSU(35): 0.81% Top=AEL LNC XL CNO MTG MET HIG PRU ….. AIZ VR CLGX ORI AFSI MBI FAF FNF=Bottom (Insurance)
TRAN(34): 0.79% Top=GBX SWFT TK XPO TRN KNX UNP WERN ….. SAVE LUV CHRW SKYW AAWW MATX JBLU NAT=Bottom (Transportation)
META(27): 0.60% Top=NUE STLD CMC FCX CENX AG CCJ NEM ….. X RGLD AA CNX SCCO TAHO SSRI BVN=Bottom (Metals & Mining)
CONS(58): 0.52% Top=UA TPX OI BERY BC GIII FOSL KATE ….. HAS FL SCSS PAY RL COH DECK LULU=Bottom (Consumer)
DISV(55): 0.48% Top=YY DV ACM IILG CAR ZG GMT URI ….. XRS ATHN MYGN ULTA AHS MRKT ABCO BLOX=Bottom (Diversified Services)
MATE(31): 0.44% Top=USG SUM MLM CVA PWR EXP DAR MAS ….. KBH SRCL DHI OC HW WY MTH CAA=Bottom (Materials & Construction)
COSW(103): 0.28% Top=VNET WB TRIP LNKD JD MTCH NTES PCTY ….. MDRX RUBI BSFT VIPS ATVI RAX CYBR TWOU=Bottom (Computer Software/Internet)
COHW(46): 0.20% Top=SSYS GIMO ANET LVLT CDW WIN T TMUS ….. STX ARRS CRAY INFN LITE GOGO WDC OLED=Bottom (Computer Hardware/Telecom)
MANU(44): 0.18% Top=TEX ATI DOV CRS CFX RS JOY TKR ….. AGCO SNA EMR PRLB BWXT GNRC ZBRA SEDG=Bottom (Manufacturing)
LEIS(38): -0.07% Top=WYNN SBUX LVS EXPE H MGM PLAY HLT ….. SONC CHUY CCL PZZA PNRA RCL GPRO JACK=Bottom (Leisure)
REAL(99): -0.09% Top=BAM SC HST PEB ALLY ESS HPT AVB ….. VER MPW STWD TREE NRF HCN HCP OHI=Bottom (Real Estate)
ELEC(53): -0.26% Top=MXL HIMX TRMB GLW ADI NVDA LRCX MCHP ….. FLEX QRVO MTSI CSIQ SWKS FIT SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(61): -0.30% Top=IRWD ALGN HTWR RMD VWR A XRAY BCR ….. OPK BKD INCR EVHC ACHC CYNO CNC CYH=Bottom (Health)
RETA(69): -0.70% Top=AMZN STMP NFLX LOW KMX GPI AAP BLDR ….. URBN DDS KORS ASNA ANF SFM GPS LL=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 10:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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