daytrend

05/10/2016

Filed under: Market Stats — daytrend @ 10:12 am

Market Stats at 11:11 am ET
by daytrend on 20160510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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

COMPARED TO YESTERDAY’S RANGE (20160510 11:11 am ET)
38.8% of stocks are above yesterday’s high.
73.6% are above yesterday’s midpoint. (26.4% are below.)
5.8% are below yesterday’s low.
55.4% are inside yesterday’s range.
59.8% of stocks with today’s high > yesterday’s high. (40.2% less than).
19.9% of stocks with today’s low < yesterday’s low. (80.1% greater than).

EVIDENCE OF INTRADAY TREND (20160510 11:11 am ET)
65.2% of stocks are above today’s open. (33.6% are below).
63.1% of stocks are above today’s open and yesterday’s close.
22.0% 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 11:11 am ET)
21.3% of stocks are in the top 10% of today’s range.
35.8% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20160510 11:11 am ET)
76.0% of stocks are above yesterday’s close. (24.0% are below.)
1.2% are up 4.5% or more. 0.7% are down 4.5% or more.
3.3% are up 3.5% or more. 1.8% are down 3.5% or more.
53.1% are between +1% and -1%.

RSI on DAILY (20160510 11:11 am ET)
2-day: >=95:8.7%…>=90:17.8%…>=80:35.7%…>=50:72.3%…<=20:7.2%…<=10:3.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:51.6%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160510 11:11 am ET)
38.8% above previous 1 highs, 5.8% below previous 1 lows
33.6% above previous 2 highs, 2.4% below previous 2 lows
24.9% above previous 3 highs, 2.2% below previous 3 lows
19.9% above previous 4 highs, 1.9% below previous 4 lows
15.2% above previous 5 highs, 1.8% below previous 5 lows
11.3% above previous 6 highs, 1.6% below previous 6 lows
9.8% above previous 7 highs, 1.6% below previous 7 lows
7.2% above previous 8 highs, 1.5% below previous 8 lows
6.6% above previous 9 highs, 1.5% below previous 9 lows
6.2% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160510 11:11 am ET)
76.0% are above or equal to 5/9 close (1 days ago), 24.0% are below.
71.9% are above or equal to 5/6 close (2 days ago), 28.1% are below.
72.5% are above or equal to 5/5 close (3 days ago), 27.5% are below.
66.8% are above or equal to 5/4 close (4 days ago), 33.2% are below.
51.8% are above or equal to 5/3 close (5 days ago), 48.2% are below.
36.9% are above or equal to 5/2 close (6 days ago), 63.1% are below.
45.1% are above or equal to 4/29 close (7 days ago), 54.9% are below.
40.1% are above or equal to 4/28 close (8 days ago), 59.9% are below.
32.3% are above or equal to 4/27 close (9 days ago), 67.7% are below.
36.0% are above or equal to 4/26 close (10 days ago), 64.0% are below.
42.4% are above or equal to 4/25 close (11 days ago), 57.6% are below.
38.6% are above or equal to 4/22 close (12 days ago), 61.4% are below.
43.0% are above or equal to 4/21 close (13 days ago), 57.0% are below.
40.5% are above or equal to 4/20 close (14 days ago), 59.5% are below.
43.9% are above or equal to 4/19 close (15 days ago), 56.1% are below.
47.0% are above or equal to 4/18 close (16 days ago), 53.0% are below.
52.1% are above or equal to 4/15 close (17 days ago), 47.9% are below.
51.8% are above or equal to 4/14 close (18 days ago), 48.2% are below.
52.0% are above or equal to 4/13 close (19 days ago), 48.0% are below.
61.5% are above or equal to 4/12 close (20 days ago), 38.5% are below.
66.8% are above or equal to 4/11 close (21 days ago), 33.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160510 11:11 am ET)
20d: 10.7% new highs, 3.6% new lows
21d: 10.5% new highs, 3.6% new lows
42d: 9.1% new highs, 2.3% new lows
63d: 9.0% new highs, 1.0% new lows
126d: 7.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160510 11:11 am ET)
2-day: 75.3% above, 24.7% below
3-day: 72.9% above, 27.1% below
4-day: 74.5% above, 25.5% below
5-day: 72.2% above, 27.8% below
8-day: 55.2% above, 44.8% below
10-day: 47.4% above, 52.6% below
20-day: 45.9% above, 54.1% below
50-day: 63.7% above, 36.3% below
200-day: 58.2% above, 41.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160510 11:11 am ET)
CHEM(29): 1.61% Top=PAH IFF CC GRA KRA MEOH POL FTK ….. OLN APD EMN AXTA CBT FMC WLK CF=Bottom (Chemicals/Fertilizers)
FINA(98): 1.57% Top=SF WETF WDR LAZ RJF AMG EV LPLA ….. NAVI ACAS PYPL SBNY ICE NDAQ BOFI NSAM=Bottom (Banks/Financials)
ENER(91): 1.51% Top=UNT OAS CPG SM SU MRD WNR HES ….. ETP LPI CPGX TEP BPL PSXP DK SN=Bottom (Energy)
TRAN(34): 1.33% Top=GBX SWFT TRN XPO KNX TK UNP KSU ….. UPS ALK FDX CHRW JBLU AAWW MATX NAT=Bottom (Transportation)
INSU(35): 1.29% Top=AEL LNC MTG CNO RDN MET PRU XL ….. ORI BRO AFSI AXS VR AIZ FAF FNF=Bottom (Insurance)
COHW(46): 0.92% Top=GIMO LVLT ANET TDS HPQ CTL WDC SSYS ….. KN PANW ARRS SYNA CRAY LITE OLED INFN=Bottom (Computer Hardware/Telecom)
DISV(55): 0.84% Top=YY DV URI ACM GMT CAR R PCLN ….. WOOF SERV MRKT MYGN ATHN AHS BLOX ABCO=Bottom (Diversified Services)
MANU(44): 0.76% Top=TEX DOV JOY MRC CFX TKR GTLS ITT ….. RS AOS AGCO PRLB GNRC DDD ZBRA SEDG=Bottom (Manufacturing)
MATE(31): 0.72% Top=MLM DAR CVA USG CLH AWI PWR SUM ….. WY LEN TOL DHI BECN HW SRCL PHM=Bottom (Materials & Construction)
COSW(103): 0.71% Top=VNET WB MTCH TRIP LNKD AKAM NTES FIS ….. CSRA ATVI MDRX IMPV CYBR RAX RUBI TWOU=Bottom (Computer Software/Internet)
CONS(58): 0.71% Top=OI TPX PBI KS BC GIII HAR EL ….. FN WWW LULU HAS PVH COH FL DECK=Bottom (Consumer)
META(27): 0.43% Top=TCK NUE AG FCX CNX NEM STLD CENX ….. RGLD SSRI SCCO GG SLCA AA BVN X=Bottom (Metals & Mining)
LEIS(38): 0.40% Top=DRII MGM WYNN LVS HLT H EXPE SBUX ….. CMG PZZA GPRO SONC RCL PNRA CHUY JACK=Bottom (Leisure)
ELEC(53): 0.22% Top=MXL TRMB GLW ON NVDA ADI LRCX HIMX ….. SWKS CREE AMBA SIMO CSIQ FIT SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(61): -0.10% Top=IRWD A ALGN HYH VWR XRAY HAE BCR ….. STE DXCM OPK PRAH BKD CNC CYNO CYH=Bottom (Health)
REAL(99): -0.11% Top=SC DRH BAM AMH HST ESS ALLY LHO ….. MPW VER CLNY TREE HCN NRF OHI HCP=Bottom (Real Estate)
RETA(69): -0.60% Top=AMZN ETSY KMX GPI BLDR LOW BBBY AN ….. W DDS ANF SFM ASNA JCP LL GPS=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 11:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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