daytrend

05/11/2016

Filed under: Market Stats — daytrend @ 9:04 am

Market Stats at 10:03 am ET
by daytrend on 20160511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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 (20160511 10:03 am ET)
13.5% of stocks are above yesterday’s high.
53.6% are above yesterday’s midpoint. (46.4% are below.)
20.9% are below yesterday’s low.
65.5% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
26.3% of stocks with today’s low < yesterday’s low. (73.7% greater than).

EVIDENCE OF INTRADAY TREND (20160511 10:03 am ET)
33.4% of stocks are above today’s open. (65.2% are below).
22.7% of stocks are above today’s open and yesterday’s close.
62.9% are below both.
7.4% of stocks opened above yesterday’s high.
21.4% of stocks opened above yesterday’s close. (74.6% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160511 10:03 am ET)
5.0% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
29.4% are in the top half. 70.6% of stocks are in the bottom half of today’s range.
44.8% are in the bottom 20%.
27.8% are in the bottom 10%.

GAIN (20160511 10:03 am ET)
25.8% of stocks are above yesterday’s close. (74.2% are below.)
0.5% are up 4.5% or more. 3.6% are down 4.5% or more.
0.8% are up 3.5% or more. 5.7% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20160511 10:03 am ET)
2-day: >=95:5.2%…>=90:10.6%…>=80:17.7%…>=50:53.7%…<=20:13.4%…<=10:6.1%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:48.7%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:54.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160511 10:03 am ET)
13.5% above previous 1 highs, 20.9% below previous 1 lows
11.3% above previous 2 highs, 12.1% below previous 2 lows
9.4% above previous 3 highs, 7.2% below previous 3 lows
8.4% above previous 4 highs, 6.8% below previous 4 lows
7.6% above previous 5 highs, 6.2% below previous 5 lows
6.4% above previous 6 highs, 6.2% below previous 6 lows
5.4% above previous 7 highs, 6.1% below previous 7 lows
5.1% above previous 8 highs, 5.6% below previous 8 lows
3.8% above previous 9 highs, 5.5% below previous 9 lows
3.2% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160511 10:03 am ET)
25.8% are above or equal to 5/10 close (1 days ago), 74.2% are below.
68.5% are above or equal to 5/9 close (2 days ago), 31.5% are below.
63.9% are above or equal to 5/6 close (3 days ago), 36.1% are below.
67.3% are above or equal to 5/5 close (4 days ago), 32.7% are below.
64.3% are above or equal to 5/4 close (5 days ago), 35.7% are below.
49.6% are above or equal to 5/3 close (6 days ago), 50.4% are below.
37.8% are above or equal to 5/2 close (7 days ago), 62.2% are below.
43.4% are above or equal to 4/29 close (8 days ago), 56.6% are below.
38.6% are above or equal to 4/28 close (9 days ago), 61.4% are below.
31.9% are above or equal to 4/27 close (10 days ago), 68.1% are below.
35.7% are above or equal to 4/26 close (11 days ago), 64.3% are below.
39.4% are above or equal to 4/25 close (12 days ago), 60.6% are below.
38.2% are above or equal to 4/22 close (13 days ago), 61.8% are below.
41.5% are above or equal to 4/21 close (14 days ago), 58.5% are below.
39.2% are above or equal to 4/20 close (15 days ago), 60.8% are below.
42.8% are above or equal to 4/19 close (16 days ago), 57.2% are below.
46.1% are above or equal to 4/18 close (17 days ago), 53.9% are below.
50.5% are above or equal to 4/15 close (18 days ago), 49.5% are below.
50.8% are above or equal to 4/14 close (19 days ago), 49.2% are below.
50.6% are above or equal to 4/13 close (20 days ago), 49.4% are below.
59.2% are above or equal to 4/12 close (21 days ago), 40.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160511 10:03 am ET)
20d: 5.3% new highs, 5.1% new lows
21d: 5.2% new highs, 4.9% new lows
42d: 5.0% new highs, 4.0% new lows
63d: 5.0% new highs, 1.4% new lows
126d: 4.1% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160511 10:03 am ET)
2-day: 24.5% above, 75.5% below
3-day: 55.4% above, 44.6% below
4-day: 58.5% above, 41.5% below
5-day: 62.4% above, 37.6% below
8-day: 55.1% above, 44.9% below
10-day: 49.2% above, 50.8% below
20-day: 42.8% above, 57.2% below
50-day: 60.7% above, 39.3% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160511 10:03 am ET)
META(27): 1.41% Top=AG NEM ABX SSRI CDE TAHO TCK SLW ….. CCJ NUE AA CMC CENX CNX SLCA X=Bottom (Metals & Mining)
ELEC(53): 0.41% Top=CSIQ IDTI SCTY MSCC NVDA IPHI MTSI SPWR ….. QRVO GRMN IPGP KEYS MRVL FSLR CREE MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(62): 0.12% Top=PINC A CPHD DXCM KND BKD CYNO CYH ….. UNH PODD HTWR HYH HAE GKOS OPK ZLTQ=Bottom (Health)
COSW(104): -0.02% Top=EA TTWO N RAX HPE DATA NOW SNCR ….. AKAM DBD TWOU SHOP YELP ATHM NUAN VNET=Bottom (Computer Software/Internet)
CHEM(29): -0.09% Top=ALB KRA PAH GRA POL FMC CC AXTA ….. AGU IFF MOS POT OLN MEOH WLK CF=Bottom (Chemicals/Fertilizers)
INSU(34): -0.13% Top=AFSI AEL TRV AIZ LNC XL VR AWH ….. L AJG AGO MET FAF PRU MTG RDN=Bottom (Insurance)
MANU(45): -0.31% Top=ZBRA PRLB MRC JOY AOS PNR XYL RBC ….. DE MHK EMR GNRC LECO CRS ATI DDD=Bottom (Manufacturing)
COHW(45): -0.40% Top=LITE OLED PANW SYNA UBNT VRSN WIN ZAYO ….. VIAV KN NSR BBRY GIMO SSYS STX WDC=Bottom (Computer Hardware/Telecom)
MATE(32): -0.65% Top=OC WM BIN MTZ EXP BECN WCN FLR ….. CLH KBH CVA TPH CAA TREX SUM AWI=Bottom (Materials & Construction)
FINA(97): -0.65% Top=SBNY TCBI LPLA WBS BANC PBCT WAL ISBC ….. SLM OMF SF NAVI IVZ NSAM WETF BOFI=Bottom (Banks/Financials)
DISV(56): -0.70% Top=ACM BLOX FDC RBA PRAA SERV ATHN EXAM ….. HRB ABCO URI DV AAN RRD RCII YY=Bottom (Diversified Services)
TRAN(33): -0.90% Top=HA LUV SAVE NAT DAL UPS JBLU CHRW ….. KEX MATX ALK JBHT KNX GBX TK SWFT=Bottom (Transportation)
REAL(101): -0.96% Top=TREE AGNC NLY AMH HTS DFT CIM COR ….. MPW OFC ALLY WPG GGP HCP CBL SC=Bottom (Real Estate)
LEIS(39): -1.30% Top=RCL TXRH CCL CAKE FRGI SIX PNRA BLMN ….. QSR SONC SHAK JACK GPRO DRII SEAS WEN=Bottom (Leisure)
ENER(91): -1.80% Top=UNT HAL RICE DK MDU CPGX ECA CPE ….. HLX SN SEMG NBR MRD OAS SM LPI=Bottom (Energy)
CONS(58): -2.16% Top=BERY UFS CCK PG BLL ECL CL PAY ….. WWW SHOO VFC DECK RL PVH GIII FOSL=Bottom (Consumer)
RETA(69): -3.08% Top=STMP BLDR BABA AMZN WFM SFM CPRT EBAY ….. KSS DDS RH JWN ASNA M KORS SPLS=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 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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