daytrend

05/13/2016

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20160513. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

COMPARED TO YESTERDAY’S RANGE (20160513 9:47 am ET)
6.4% of stocks are above yesterday’s high.
43.0% are above yesterday’s midpoint. (57.0% are below.)
7.7% are below yesterday’s low.
85.8% are inside yesterday’s range.
14.6% of stocks with today’s high > yesterday’s high. (85.4% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND (20160513 9:47 am ET)
69.6% of stocks are above today’s open. (29.2% are below).
52.8% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
0.9% of stocks opened above yesterday’s high.
18.9% of stocks opened above yesterday’s close. (77.2% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160513 9:47 am ET)
13.5% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
66.4% are in the top half. 33.6% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20160513 9:47 am ET)
55.7% of stocks are above yesterday’s close. (44.3% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.9% are up 3.5% or more. 0.8% are down 3.5% or more.
77.6% are between +1% and -1%.

RSI on DAILY (20160513 9:47 am ET)
2-day: >=95:2.5%…>=90:7.0%…>=80:13.1%…>=50:44.0%…<=20:18.1%…<=10:7.2%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:43.5%…<=20:2.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:49.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160513 9:47 am ET)
6.4% above previous 1 highs, 7.7% below previous 1 lows
3.6% above previous 2 highs, 6.5% below previous 2 lows
3.1% above previous 3 highs, 6.1% below previous 3 lows
3.0% above previous 4 highs, 5.3% below previous 4 lows
2.8% above previous 5 highs, 4.3% below previous 5 lows
2.2% above previous 6 highs, 4.1% below previous 6 lows
2.2% above previous 7 highs, 4.0% below previous 7 lows
2.1% above previous 8 highs, 3.9% below previous 8 lows
1.5% above previous 9 highs, 3.9% below previous 9 lows
1.2% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160513 9:47 am ET)
55.7% are above or equal to 5/12 close (1 days ago), 44.3% are below.
46.6% are above or equal to 5/11 close (2 days ago), 53.4% are below.
27.0% are above or equal to 5/10 close (3 days ago), 73.0% are below.
54.3% are above or equal to 5/9 close (4 days ago), 45.7% are below.
52.5% are above or equal to 5/6 close (5 days ago), 47.5% are below.
58.9% are above or equal to 5/5 close (6 days ago), 41.1% are below.
55.0% are above or equal to 5/4 close (7 days ago), 45.0% are below.
45.8% are above or equal to 5/3 close (8 days ago), 54.2% are below.
32.7% are above or equal to 5/2 close (9 days ago), 67.3% are below.
40.3% are above or equal to 4/29 close (10 days ago), 59.7% are below.
37.6% are above or equal to 4/28 close (11 days ago), 62.4% are below.
30.0% are above or equal to 4/27 close (12 days ago), 70.0% are below.
34.4% are above or equal to 4/26 close (13 days ago), 65.6% are below.
39.2% are above or equal to 4/25 close (14 days ago), 60.8% are below.
36.3% are above or equal to 4/22 close (15 days ago), 63.7% are below.
40.8% are above or equal to 4/21 close (16 days ago), 59.2% are below.
38.1% are above or equal to 4/20 close (17 days ago), 61.9% are below.
39.4% are above or equal to 4/19 close (18 days ago), 60.6% are below.
42.8% are above or equal to 4/18 close (19 days ago), 57.2% are below.
46.4% are above or equal to 4/15 close (20 days ago), 53.6% are below.
47.3% are above or equal to 4/14 close (21 days ago), 52.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160513 9:47 am ET)
20d: 1.8% new highs, 7.5% new lows
21d: 1.8% new highs, 7.5% new lows
42d: 1.4% new highs, 5.8% new lows
63d: 1.3% new highs, 1.7% new lows
126d: 1.1% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160513 9:47 am ET)
2-day: 54.2% above, 45.8% below
3-day: 47.9% above, 52.1% below
4-day: 34.4% above, 65.6% below
5-day: 43.1% above, 56.9% below
8-day: 50.5% above, 49.5% below
10-day: 44.4% above, 55.6% below
20-day: 38.9% above, 61.1% below
50-day: 57.1% above, 42.9% below
200-day: 56.7% above, 43.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160513 9:47 am ET)
ELEC(51): 0.96% Top=NVDA MXL CSIQ SCTY AMBA HIMX QRVO IPHI ….. IDTI CGNX DLB CY SNPS LRCX TRMB SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(27): 0.94% Top=CDE FCX NEM ABX AEM CENX SLCA SLW ….. SSRI FNV AG CMC SCCO TCK TAHO X=Bottom (Metals & Mining)
ENER(92): 0.64% Top=LPI UNT WMB WPZ WPX SEMG HLX MRO ….. OXY PE NBR CVX NBL MDU RSPP CPG=Bottom (Energy)
HEAL(59): 0.61% Top=OPK CYNO HYH ZLTQ CYH PRAH HOLX BKD ….. SYK STE ABT HAE UNH RMD DXCM XRAY=Bottom (Health)
COHW(45): 0.47% Top=SSYS GOGO VIAV STX KN JNPR LVLT GIMO ….. VZ OLED CCI BCE VSAT MSI WIN WDC=Bottom (Computer Hardware/Telecom)
COSW(103): 0.39% Top=ROVI VNET RUBI YELP JD MKTO NTES CYBR ….. CDK JCOM TRI BR PTC ATHM VIPS SINA=Bottom (Computer Software/Internet)
MANU(44): 0.28% Top=DDD FLOW KMT ATI MIDD SEDG CRS CFX ….. DE JOY LECO AGCO TEX DCI SNA AOS=Bottom (Manufacturing)
MATE(32): 0.26% Top=CAA USG MTH MTZ SRCL TPH CVA HW ….. VMC WM FAST EXP RSG BIN WCN DAR=Bottom (Materials & Construction)
TRAN(31): 0.21% Top=HA JBLU DAL LUV SAVE ALK UAL AAL ….. XPO EXPD JBHT ODFL KNX AAWW WERN SWFT=Bottom (Transportation)
LEIS(38): 0.19% Top=SHAK GPRO DRII ARMK RCL WEN LQ MGM ….. WYN FRGI YUM DNKN JACK CCL QSR PZZA=Bottom (Leisure)
FINA(98): 0.16% Top=NSAM WETF LAZ LM BOFI SF OZRK LPLA ….. HBHC MTB OMF UCBI ASB TD BMO SIVB=Bottom (Banks/Financials)
DISV(55): 0.12% Top=ZG WTW MYGN PRAA FDC TMH DV HRB ….. VRSK FLT XRS CXW TRU IILG ULTA BLOX=Bottom (Diversified Services)
INSU(33): 0.12% Top=AEL AFSI XL LNC MET UNM PRU RDN ….. AWH CINF AXS AJG BRO MMC MTG PGR=Bottom (Insurance)
CHEM(30): 0.10% Top=FTK POL POT HUN MON OLN AGU MOS ….. SMG APD KRA PX ALB WLK LXU PAH=Bottom (Chemicals/Fertilizers)
CONS(59): -0.58% Top=GT CROX HAR PAY OI AVY BERY CSL ….. TUP FOSL FL LULU BMS WWW COH DECK=Bottom (Consumer)
REAL(103): -0.68% Top=RLGY NRF LGIH SC ALLY TREE CSAL AGNC ….. MAC PEI NNN SKT GGP CBL WPG SPG=Bottom (Real Estate)
RETA(68): -0.82% Top=SPLS ETSY BID MELI EBAY OUTR PAG LL ….. WMT URBN JCP DKS WSM DDS KORS JWN=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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