daytrend

05/16/2016

Filed under: Market Stats — daytrend @ 10:01 am

Market Stats at 11:00 am ET
by daytrend on 20160516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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

COMPARED TO YESTERDAY’S RANGE (20160516 11:00 am ET)
24.4% of stocks are above yesterday’s high.
65.4% are above yesterday’s midpoint. (34.6% are below.)
4.8% are below yesterday’s low.
70.8% are inside yesterday’s range.
37.3% of stocks with today’s high > yesterday’s high. (62.7% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20160516 11:00 am ET)
81.0% of stocks are above today’s open. (18.1% are below).
77.7% of stocks are above today’s open and yesterday’s close.
12.1% are below both.
5.1% of stocks opened above yesterday’s high.
64.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160516 11:00 am ET)
23.7% of stocks are in the top 10% of today’s range.
44.3% are in the top 20%.
75.7% are in the top half. 24.3% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20160516 11:00 am ET)
84.8% of stocks are above yesterday’s close. (15.2% are below.)
4.0% are up 4.5% or more. 0.4% are down 4.5% or more.
6.8% are up 3.5% or more. 0.4% are down 3.5% or more.
50.9% are between +1% and -1%.

RSI on DAILY (20160516 11:00 am ET)
2-day: >=95:2.1%…>=90:5.5%…>=80:15.6%…>=50:64.0%…<=20:10.6%…<=10:5.6%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:44.3%…<=20:2.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160516 11:00 am ET)
24.4% above previous 1 highs, 4.8% below previous 1 lows
11.4% above previous 2 highs, 3.6% below previous 2 lows
8.2% above previous 3 highs, 3.0% below previous 3 lows
6.8% above previous 4 highs, 2.8% below previous 4 lows
6.1% above previous 5 highs, 2.0% below previous 5 lows
5.5% above previous 6 highs, 1.6% below previous 6 lows
5.1% above previous 7 highs, 1.4% below previous 7 lows
4.8% above previous 8 highs, 1.4% below previous 8 lows
4.4% above previous 9 highs, 1.4% below previous 9 lows
3.8% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160516 11:00 am ET)
84.8% are above or equal to 5/13 close (1 days ago), 15.2% are below.
52.2% are above or equal to 5/12 close (2 days ago), 47.8% are below.
46.0% are above or equal to 5/11 close (3 days ago), 54.0% are below.
29.8% are above or equal to 5/10 close (4 days ago), 70.2% are below.
52.8% are above or equal to 5/9 close (5 days ago), 47.2% are below.
51.5% are above or equal to 5/6 close (6 days ago), 48.5% are below.
57.3% are above or equal to 5/5 close (7 days ago), 42.7% are below.
53.6% are above or equal to 5/4 close (8 days ago), 46.4% are below.
45.9% are above or equal to 5/3 close (9 days ago), 54.1% are below.
35.9% are above or equal to 5/2 close (10 days ago), 64.1% are below.
42.3% are above or equal to 4/29 close (11 days ago), 57.7% are below.
37.7% are above or equal to 4/28 close (12 days ago), 62.3% are below.
31.4% are above or equal to 4/27 close (13 days ago), 68.6% are below.
36.7% are above or equal to 4/26 close (14 days ago), 63.3% are below.
40.9% are above or equal to 4/25 close (15 days ago), 59.1% are below.
37.9% are above or equal to 4/22 close (16 days ago), 62.1% are below.
40.9% are above or equal to 4/21 close (17 days ago), 59.1% are below.
37.7% are above or equal to 4/20 close (18 days ago), 62.3% are below.
39.8% are above or equal to 4/19 close (19 days ago), 60.2% are below.
42.5% are above or equal to 4/18 close (20 days ago), 57.5% are below.
46.8% are above or equal to 4/15 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160516 11:00 am ET)
20d: 4.2% new highs, 6.4% new lows
21d: 4.2% new highs, 6.4% new lows
42d: 3.8% new highs, 3.8% new lows
63d: 3.7% new highs, 1.8% new lows
126d: 3.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160516 11:00 am ET)
2-day: 83.8% above, 16.2% below
3-day: 67.8% above, 32.2% below
4-day: 58.9% above, 41.1% below
5-day: 47.5% above, 52.5% below
8-day: 52.5% above, 47.5% below
10-day: 50.9% above, 49.1% below
20-day: 40.3% above, 59.7% below
50-day: 54.0% above, 46.0% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160516 11:00 am ET)
ENER(91): 3.07% Top=MRD CRZO ATW SN WPZ MRO EGN UNT ….. PSX VLO MPC DK WNR PBF HFC RRC=Bottom (Energy)
META(27): 2.87% Top=FCX X TCK SWC CENX SLCA AG AGI ….. AA SLW SCCO PAAS SSRI FNV CCJ CDE=Bottom (Metals & Mining)
MANU(43): 1.87% Top=TEX SEDG DDD MRC JOY ATI CFX BWXT ….. AOS SNA MIDD SWK FLOW ZBRA RBC MHK=Bottom (Manufacturing)
ELEC(51): 1.63% Top=MXL CSIQ SCTY IDTI NXPI TSRA CGNX SWKS ….. GRMN XLNX KEYS FIT MU DLB HIMX LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 1.53% Top=CF PAH MOS AGU FMC CC MEOH OLN ….. POL APD RPM PX GRA SMG IFF MON=Bottom (Chemicals/Fertilizers)
MATE(32): 1.02% Top=MTZ SUM CVA FLR PWR BECN CAA TREX ….. RSG FAST WY WCN WM OC USG HW=Bottom (Materials & Construction)
HEAL(58): 0.94% Top=HTWR HAE IRWD ABMD DXCM OPK NVRO BKD ….. ZLTQ MD BAX GMED HCA INCR PINC EVHC=Bottom (Health)
FINA(97): 0.94% Top=TCBI KKR CIT NAVI SIVB PB CFG WBS ….. FNGN NDAQ BANC PYPL FII AXP PSEC CUBI=Bottom (Banks/Financials)
REAL(104): 0.85% Top=DLR CSAL BAM AMH WRE PEB HR VNO ….. BXP RPAI CBL OHI HIW RLGY CBG TWO=Bottom (Real Estate)
TRAN(31): 0.75% Top=TK KEX DAL GWR CP NSC TRN WAB ….. XPO EXPD HA JBLU ALK SWFT AAWW NAT=Bottom (Transportation)
COSW(102): 0.72% Top=VNET VIPS BIDU DBD JD YHOO NTES SINA ….. SQ RUBI ROVI INXN MKTO SABR TTWO BITA=Bottom (Computer Software/Internet)
COHW(45): 0.69% Top=AAPL SSYS EFII BBRY OLED CRAY HRS PANW ….. VZ TMUS VRSN WDC SYNA VSAT GIMO GOGO=Bottom (Computer Hardware/Telecom)
DISV(54): 0.64% Top=XRS PRAA URI KBR CAR ACM JEC YY ….. TMH AHS APOL HMHC GEO SERV BLOX FDC=Bottom (Diversified Services)
RETA(68): 0.34% Top=BIG BABA DLTR LL SIG TJX BBY LOW ….. STMP DSW AMZN DKS DDS KORS SFM JCP=Bottom (Retail & Specialty Retail)
INSU(33): 0.33% Top=AEL LNC UNM L MET CNO AJG PRU ….. WRB AXS FAF VR AGO TRV XL PGR=Bottom (Insurance)
CONS(59): 0.31% Top=GIII OI BC PAY RL KS PBI PVH ….. KATE NKE GIL WHR MAT FOSL LULU WRK=Bottom (Consumer)
LEIS(38): 0.18% Top=MGM LVS WYNN LQ WYN BWLD MAR JACK ….. DNKN FRGI PLAY DRI SBUX PZZA CMG SHAK=Bottom (Leisure)

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 11:00 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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