daytrend

05/16/2016

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:56 pm 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 12:56 pm ET)
30.0% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
4.9% are below yesterday’s low.
65.1% are inside yesterday’s range.
45.6% of stocks with today’s high > yesterday’s high. (54.4% less than).
27.0% of stocks with today’s low < yesterday’s low. (73.0% greater than).

EVIDENCE OF INTRADAY TREND (20160516 12:56 pm ET)
82.6% of stocks are above today’s open. (16.3% are below).
80.0% of stocks are above today’s open and yesterday’s close.
12.6% 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 12:56 pm ET)
15.7% of stocks are in the top 10% of today’s range.
33.0% are in the top 20%.
74.1% are in the top half. 25.9% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20160516 12:56 pm ET)
84.9% of stocks are above yesterday’s close. (15.1% are below.)
3.7% are up 4.5% or more. 0.3% are down 4.5% or more.
6.7% are up 3.5% or more. 0.5% are down 3.5% or more.
48.2% are between +1% and -1%.

RSI on DAILY (20160516 12:56 pm ET)
2-day: >=95:3.0%…>=90:5.9%…>=80:17.5%…>=50:66.3%…<=20:10.8%…<=10:5.5%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:45.6%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:48.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160516 12:56 pm ET)
30.0% above previous 1 highs, 4.9% below previous 1 lows
15.1% above previous 2 highs, 4.0% below previous 2 lows
10.9% above previous 3 highs, 3.6% below previous 3 lows
9.1% above previous 4 highs, 3.2% below previous 4 lows
8.5% above previous 5 highs, 2.7% below previous 5 lows
8.1% above previous 6 highs, 2.3% below previous 6 lows
7.6% above previous 7 highs, 2.1% below previous 7 lows
7.1% above previous 8 highs, 2.1% below previous 8 lows
6.5% above previous 9 highs, 2.1% below previous 9 lows
6.0% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160516 12:56 pm ET)
84.9% are above or equal to 5/13 close (1 days ago), 15.1% are below.
54.9% are above or equal to 5/12 close (2 days ago), 45.1% are below.
49.3% are above or equal to 5/11 close (3 days ago), 50.7% are below.
31.7% are above or equal to 5/10 close (4 days ago), 68.3% are below.
54.5% are above or equal to 5/9 close (5 days ago), 45.5% are below.
52.4% are above or equal to 5/6 close (6 days ago), 47.6% are below.
57.9% are above or equal to 5/5 close (7 days ago), 42.1% are below.
54.2% are above or equal to 5/4 close (8 days ago), 45.8% are below.
46.6% are above or equal to 5/3 close (9 days ago), 53.4% are below.
35.8% are above or equal to 5/2 close (10 days ago), 64.2% are below.
42.7% are above or equal to 4/29 close (11 days ago), 57.3% are below.
38.5% are above or equal to 4/28 close (12 days ago), 61.5% are below.
31.7% are above or equal to 4/27 close (13 days ago), 68.3% are below.
37.7% are above or equal to 4/26 close (14 days ago), 62.3% are below.
40.9% are above or equal to 4/25 close (15 days ago), 59.1% are below.
37.7% are above or equal to 4/22 close (16 days ago), 62.3% are below.
41.8% are above or equal to 4/21 close (17 days ago), 58.2% are below.
39.0% are above or equal to 4/20 close (18 days ago), 61.0% are below.
41.1% are above or equal to 4/19 close (19 days ago), 58.9% are below.
42.7% are above or equal to 4/18 close (20 days ago), 57.3% are below.
46.7% are above or equal to 4/15 close (21 days ago), 53.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160516 12:56 pm ET)
20d: 6.0% new highs, 7.1% new lows
21d: 6.0% new highs, 7.1% new lows
42d: 5.5% new highs, 4.5% new lows
63d: 5.4% new highs, 2.0% new lows
126d: 4.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160516 12:56 pm ET)
2-day: 84.4% above, 15.6% below
3-day: 70.1% above, 29.9% below
4-day: 60.0% above, 40.0% below
5-day: 49.5% above, 50.5% below
8-day: 53.5% above, 46.5% below
10-day: 51.2% above, 48.8% below
20-day: 41.2% above, 58.8% below
50-day: 54.6% above, 45.4% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160516 12:56 pm ET)
ENER(91): 2.91% Top=LPI ATW EGN SN CRZO WMB WPZ MRD ….. WNR VLO COG MPC PBF DK HFC RRC=Bottom (Energy)
META(27): 2.74% Top=FCX AGI TCK AG X NEM SLCA AEM ….. PAAS SLW SCCO AA SSRI CNX CCJ CDE=Bottom (Metals & Mining)
MANU(43): 1.69% Top=TEX SEDG DDD MRC GNRC DOV ATI JOY ….. SWK LECO CRS MIDD FLOW MHK RBC ZBRA=Bottom (Manufacturing)
ELEC(51): 1.63% Top=MXL IDTI CSIQ NVDA NXPI MTSI SIMO CRUS ….. SPWR XLNX FIT DLB KEYS MU LRCX HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 1.47% Top=CC MOS PAH AGU OLN CF AXTA MEOH ….. GRA HUN PX RPM POL KRA MON LXU=Bottom (Chemicals/Fertilizers)
HEAL(58): 1.24% Top=HAE HTWR PODD NVRO DXCM BSX ABMD IRWD ….. HYH ZLTQ INCR HCA MD PINC GMED EVHC=Bottom (Health)
REAL(104): 1.03% Top=DLR BAM CSAL PEB HR AMH CUBE QTS ….. DOC OHI HTS TWO COR HIW RLGY CBG=Bottom (Real Estate)
COSW(102): 0.99% Top=VNET VIPS BIDU NTES PCTY DBD YHOO JD ….. DATA SHOP SQ FB INXN MKTO SABR BITA=Bottom (Computer Software/Internet)
MATE(32): 0.91% Top=MTZ CVA FLR SUM BECN PWR DAR TOL ….. WCN FAST AWI WY WM OC USG HW=Bottom (Materials & Construction)
FINA(97): 0.80% Top=TCBI SIVB PB WBS KKR BOFI CFR NAVI ….. EV PYPL FNGN AXP FII PSEC OMF CUBI=Bottom (Banks/Financials)
TRAN(31): 0.74% Top=TK DAL KEX CP AAL LUV GWR SAVE ….. KNX ODFL EXPD WERN XPO AAWW NAT SWFT=Bottom (Transportation)
DISV(54): 0.67% Top=XRS KBR CAR JEC URI ACM YY RHI ….. APOL ABCO AHS BLOX SERV WTW HMHC FDC=Bottom (Diversified Services)
COHW(45): 0.67% Top=AAPL OLED EFII BBRY SSYS PANW HRS CDW ….. CTL WDC SYNA STX VSAT GIMO LITE GOGO=Bottom (Computer Hardware/Telecom)
RETA(68): 0.60% Top=BABA SIG BBY BIG DLTR BURL LOW TJX ….. KORS BID M JCP DKS DDS SFM WSM=Bottom (Retail & Specialty Retail)
INSU(33): 0.45% Top=AEL LNC UNM AJG L MET BRO MMC ….. AFSI HIG AGO PGR XL TRV FAF AIG=Bottom (Insurance)
CONS(59): 0.40% Top=PVH FL OI BC PAY PBI ECL SHOO ….. MAT KATE COTY WHR GIL LULU FOSL WRK=Bottom (Consumer)
LEIS(38): 0.20% Top=JACK LVS MGM MAR BWLD SONC WYN RCL ….. DRI PLAY SBUX GPRO DNKN PZZA SHAK CMG=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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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