daytrend

05/16/2016

Filed under: Market Stats — daytrend @ 1:09 pm

Market Stats at 2:09 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 2:09 pm ET)
33.0% of stocks are above yesterday’s high.
72.5% are above yesterday’s midpoint. (27.5% are below.)
4.4% are below yesterday’s low.
62.7% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
27.5% of stocks with today’s low < yesterday’s low. (72.5% greater than).

EVIDENCE OF INTRADAY TREND (20160516 2:09 pm ET)
82.6% of stocks are above today’s open. (15.8% are below).
80.4% of stocks are above today’s open and yesterday’s close.
11.2% 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 2:09 pm ET)
30.4% of stocks are in the top 10% of today’s range.
45.5% are in the top 20%.
78.4% are in the top half. 21.6% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160516 2:09 pm ET)
86.2% of stocks are above yesterday’s close. (13.8% are below.)
4.0% are up 4.5% or more. 0.3% are down 4.5% or more.
7.2% are up 3.5% or more. 0.5% are down 3.5% or more.
40.2% are between +1% and -1%.

RSI on DAILY (20160516 2:09 pm ET)
2-day: >=95:3.0%…>=90:6.4%…>=80:19.5%…>=50:72.3%…<=20:9.8%…<=10:4.9%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:47.7%…<=20:2.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:50.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160516 2:09 pm ET)
33.0% above previous 1 highs, 4.4% below previous 1 lows
18.5% above previous 2 highs, 3.7% below previous 2 lows
12.0% above previous 3 highs, 3.3% below previous 3 lows
10.1% above previous 4 highs, 3.0% below previous 4 lows
9.5% above previous 5 highs, 2.7% below previous 5 lows
8.8% above previous 6 highs, 2.5% below previous 6 lows
8.3% above previous 7 highs, 2.2% below previous 7 lows
7.8% above previous 8 highs, 2.2% below previous 8 lows
7.4% above previous 9 highs, 2.2% below previous 9 lows
6.7% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160516 2:09 pm ET)
86.2% are above or equal to 5/13 close (1 days ago), 13.8% are below.
58.5% are above or equal to 5/12 close (2 days ago), 41.5% are below.
51.8% are above or equal to 5/11 close (3 days ago), 48.2% are below.
34.6% are above or equal to 5/10 close (4 days ago), 65.4% are below.
56.8% are above or equal to 5/9 close (5 days ago), 43.2% are below.
54.6% are above or equal to 5/6 close (6 days ago), 45.4% are below.
60.6% are above or equal to 5/5 close (7 days ago), 39.4% are below.
55.9% are above or equal to 5/4 close (8 days ago), 44.1% are below.
48.0% are above or equal to 5/3 close (9 days ago), 52.0% are below.
36.8% are above or equal to 5/2 close (10 days ago), 63.2% are below.
43.8% are above or equal to 4/29 close (11 days ago), 56.2% are below.
39.1% are above or equal to 4/28 close (12 days ago), 60.9% are below.
33.3% are above or equal to 4/27 close (13 days ago), 66.7% are below.
38.3% are above or equal to 4/26 close (14 days ago), 61.7% are below.
41.7% are above or equal to 4/25 close (15 days ago), 58.3% are below.
38.3% are above or equal to 4/22 close (16 days ago), 61.7% are below.
42.2% are above or equal to 4/21 close (17 days ago), 57.8% are below.
39.5% are above or equal to 4/20 close (18 days ago), 60.5% are below.
41.6% are above or equal to 4/19 close (19 days ago), 58.4% are below.
44.2% are above or equal to 4/18 close (20 days ago), 55.8% are below.
47.7% are above or equal to 4/15 close (21 days ago), 52.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160516 2:09 pm ET)
20d: 6.7% new highs, 7.6% new lows
21d: 6.7% new highs, 7.6% new lows
42d: 6.1% new highs, 4.8% new lows
63d: 5.8% new highs, 2.1% new lows
126d: 4.7% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160516 2:09 pm ET)
2-day: 85.4% above, 14.6% below
3-day: 76.1% above, 23.9% below
4-day: 67.0% above, 33.0% below
5-day: 54.6% above, 45.4% below
8-day: 57.1% above, 42.9% below
10-day: 54.6% above, 45.4% below
20-day: 42.7% above, 57.3% below
50-day: 55.0% above, 45.0% below
200-day: 56.4% above, 43.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160516 2:09 pm ET)
ENER(91): 2.85% Top=LPI MRD ATW EGN CRZO WPX WPZ ETP ….. CPGX COG VLO MPC PBF HFC DK RRC=Bottom (Energy)
META(27): 2.19% Top=TCK FCX AGI AG SLCA NEM GG AEM ….. SLW FNV AA PAAS CCJ SSRI CNX CDE=Bottom (Metals & Mining)
ELEC(51): 1.99% Top=MXL IDTI SIMO MTSI NVDA CSIQ CRUS FLEX ….. CREE SPWR FIT KEYS DLB MU LRCX HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 1.76% Top=MOS CF AGU CC PAH OLN MEOH AXTA ….. IFF PX RPM POL GRA HUN LXU MON=Bottom (Chemicals/Fertilizers)
MANU(43): 1.74% Top=TEX SEDG DDD MRC GNRC CMI DOV PH ….. AOS LECO MIDD MHK CRS RBC FLOW ZBRA=Bottom (Manufacturing)
HEAL(58): 1.28% Top=HAE HTWR PODD DXCM ABMD NVRO IRWD XRAY ….. ZLTQ AMSG MOH MD HCA GMED PINC EVHC=Bottom (Health)
COSW(102): 1.28% Top=VNET NTES VIPS BIDU PCTY DBD NOW SPLK ….. YELP SQ SHOP MKTO FB INXN SABR BITA=Bottom (Computer Software/Internet)
REAL(104): 1.10% Top=DLR BAM CSAL CUBE AMH WRE VNO HR ….. DOC TWO RLJ RLGY HIW LGIH COR CBG=Bottom (Real Estate)
MATE(32): 1.04% Top=MTZ CVA FLR BECN SUM PWR SRCL DAR ….. WY BIN WCN AWI WM OC USG HW=Bottom (Materials & Construction)
FINA(97): 0.99% Top=TCBI SIVB WBS BOFI PB NAVI KKR HBHC ….. LPLA EV PYPL FII PSEC OMF FNGN CUBI=Bottom (Banks/Financials)
COHW(45): 0.92% Top=AAPL OLED PANW EFII CDW SSYS BBRY CSCO ….. ZAYO SYNA CTL WIN VSAT GOGO LITE GIMO=Bottom (Computer Hardware/Telecom)
RETA(68): 0.84% Top=SIG BURL BBY TJX DLTR BABA LOW ROST ….. SFM KORS BID M DDS DKS JCP WSM=Bottom (Retail & Specialty Retail)
DISV(54): 0.84% Top=XRS CAR KBR ACM JEC PRAA IILG YY ….. SERV RCII AHS APOL BLOX FDC WTW HMHC=Bottom (Diversified Services)
CONS(59): 0.63% Top=PVH FL OI PAY SHOO GIII FBHS PBI ….. COTY LULU KATE GIL FOSL SCSS WHR WRK=Bottom (Consumer)
INSU(33): 0.49% Top=LNC UNM AEL L BRO WLTW MMC MET ….. XL AFSI AGO TRV FAF PGR MTG AIG=Bottom (Insurance)
LEIS(38): 0.45% Top=JACK MGM LVS SONC BWLD MAR WYN RCL ….. DNKN BYD GPRO SBUX PLAY PZZA CMG SHAK=Bottom (Leisure)
TRAN(31): 0.42% Top=DAL KEX SAVE LUV TK HA UPS AAL ….. ALK ODFL KNX WERN AAWW XPO NAT SWFT=Bottom (Transportation)

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 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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