daytrend

05/13/2016

Filed under: Market Stats — daytrend @ 10:09 am

Market Stats at 11:09 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 11:09 am ET)
8.0% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
13.5% are below yesterday’s low.
78.5% are inside yesterday’s range.
20.1% of stocks with today’s high > yesterday’s high. (79.9% less than).
45.7% of stocks with today’s low < yesterday’s low. (54.3% greater than).

EVIDENCE OF INTRADAY TREND (20160513 11:09 am ET)
60.5% of stocks are above today’s open. (38.2% are below).
47.7% of stocks are above today’s open and yesterday’s close.
36.3% 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 11:09 am ET)
19.0% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
62.0% are in the top half. 38.0% of stocks are in the bottom half of today’s range.
7.6% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160513 11:09 am ET)
50.6% of stocks are above yesterday’s close. (49.4% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.9% are up 3.5% or more. 0.5% are down 3.5% or more.
70.8% are between +1% and -1%.

RSI on DAILY (20160513 11:09 am ET)
2-day: >=95:2.6%…>=90:6.9%…>=80:12.7%…>=50:40.9%…<=20:22.2%…<=10:8.6%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:42.6%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160513 11:09 am ET)
8.0% above previous 1 highs, 13.5% below previous 1 lows
4.0% above previous 2 highs, 11.4% below previous 2 lows
3.6% above previous 3 highs, 9.6% below previous 3 lows
3.4% above previous 4 highs, 7.7% below previous 4 lows
3.0% above previous 5 highs, 6.4% below previous 5 lows
2.6% above previous 6 highs, 5.7% below previous 6 lows
2.6% above previous 7 highs, 5.4% below previous 7 lows
2.4% above previous 8 highs, 5.3% below previous 8 lows
2.0% above previous 9 highs, 5.3% below previous 9 lows
1.7% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160513 11:09 am ET)
50.6% are above or equal to 5/12 close (1 days ago), 49.4% are below.
43.7% are above or equal to 5/11 close (2 days ago), 56.3% are below.
26.9% are above or equal to 5/10 close (3 days ago), 73.1% are below.
52.4% are above or equal to 5/9 close (4 days ago), 47.6% are below.
49.0% are above or equal to 5/6 close (5 days ago), 51.0% are below.
55.5% are above or equal to 5/5 close (6 days ago), 44.5% are below.
53.1% are above or equal to 5/4 close (7 days ago), 46.9% are below.
43.9% are above or equal to 5/3 close (8 days ago), 56.1% are below.
33.2% are above or equal to 5/2 close (9 days ago), 66.8% are below.
39.9% are above or equal to 4/29 close (10 days ago), 60.1% are below.
37.0% are above or equal to 4/28 close (11 days ago), 63.0% are below.
29.5% are above or equal to 4/27 close (12 days ago), 70.5% are below.
34.4% are above or equal to 4/26 close (13 days ago), 65.6% are below.
39.0% are above or equal to 4/25 close (14 days ago), 61.0% are below.
36.8% are above or equal to 4/22 close (15 days ago), 63.2% are below.
40.9% are above or equal to 4/21 close (16 days ago), 59.1% are below.
37.5% are above or equal to 4/20 close (17 days ago), 62.5% are below.
38.8% are above or equal to 4/19 close (18 days ago), 61.2% are below.
41.8% are above or equal to 4/18 close (19 days ago), 58.2% are below.
45.8% are above or equal to 4/15 close (20 days ago), 54.2% are below.
46.6% are above or equal to 4/14 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160513 11:09 am ET)
20d: 3.1% new highs, 11.8% new lows
21d: 3.1% new highs, 11.8% new lows
42d: 2.8% new highs, 8.0% new lows
63d: 2.7% new highs, 2.2% new lows
126d: 2.2% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160513 11:09 am ET)
2-day: 49.4% above, 50.6% below
3-day: 43.5% above, 56.5% below
4-day: 32.1% above, 67.9% below
5-day: 40.1% above, 59.9% below
8-day: 47.1% above, 52.9% below
10-day: 43.0% above, 57.0% below
20-day: 38.1% above, 61.9% below
50-day: 55.5% above, 44.5% below
200-day: 56.6% above, 43.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160513 11:09 am ET)
META(27): 1.22% Top=CDE SWC ABX SLW NEM CNX AEM SSRI ….. AA AGI AG TAHO FCX SCCO TCK X=Bottom (Metals & Mining)
ELEC(51): 0.81% Top=NVDA HIMX MXL SCTY AMBA FIT SPWR MLNX ….. APH AYI LRCX VSH CGNX TRMB BRKR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(103): 0.76% Top=ROVI VNET NTES ELLI YELP RUBI IMPV VMW ….. DOX YHOO TRI VIPS PTC MTCH ATHM SINA=Bottom (Computer Software/Internet)
ENER(92): 0.49% Top=WPZ WPX LPI SEMG WMB CRZO RRC MRO ….. DPM SPN CPG RDC SLB OIS SM ATW=Bottom (Energy)
COHW(45): 0.47% Top=SSYS GOGO STX AAPL NTAP PANW GIMO KN ….. FNSR VZ T TDC ARRS NSR WDC LITE=Bottom (Computer Hardware/Telecom)
MATE(32): 0.20% Top=CAA USG MTH TPH LEN SRCL PHM BECN ….. VMC OC MLM PWR TREX DY SUM DAR=Bottom (Materials & Construction)
INSU(33): 0.19% Top=AFSI AEL XL LNC UNM HIG MET L ….. MMC PGR BRO RDN WLTW AJG AGO MTG=Bottom (Insurance)
DISV(55): 0.15% Top=PRAA WTW HRB YY ZG MYGN FDC VNTV ….. AAN XRS KBR AL BLOX R IILG FLT=Bottom (Diversified Services)
HEAL(59): 0.09% Top=OPK CYH IRWD BKD CYNO EVHC PRAH PINC ….. CNC HLS XRAY ACHC HAE AET EW PODD=Bottom (Health)
MANU(44): 0.05% Top=MIDD FLOW ATI DDD CRS SEDG RS KMT ….. CAT PH CFX MRC ITT DE JOY TEX=Bottom (Manufacturing)
RETA(68): 0.02% Top=KSS M ETSY ASNA DDS W SPLS GPS ….. DLTR DKS RH SFM WMT WSM KORS JWN=Bottom (Retail & Specialty Retail)
LEIS(38): 0.01% Top=GPRO SHAK DPZ LQ CMG MGM WEN PLAY ….. YUM WYNN PNRA SEAS CAKE JACK CCL DRII=Bottom (Leisure)
CONS(59): -0.17% Top=CROX KATE SKX RL PVH UA HAR LULU ….. CCK BMS TUP COH EL FL SCSS DECK=Bottom (Consumer)
FINA(98): -0.26% Top=SF VOYA AXP OZRK NAVI MS SLM ACAS ….. TD PACW HBAN AMG TCB WDR BX SIVB=Bottom (Banks/Financials)
CHEM(30): -0.43% Top=SMG MON HUN POT POL IFF PPG OLN ….. GRA ALB EMN FMC MEOH WLK LXU PAH=Bottom (Chemicals/Fertilizers)
TRAN(31): -0.63% Top=LUV SAVE AAL JBLU DAL ALK KEX UAL ….. TK KSU AAWW CP KNX WERN XPO SWFT=Bottom (Transportation)
REAL(103): -0.77% Top=TREE RLGY LGIH ALLY ARE NRF QTS SC ….. SLG SKT BAM GGP CBL SPG WPG PEI=Bottom (Real Estate)

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 11:09 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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