daytrend

05/17/2016

Filed under: Market Stats — daytrend @ 9:17 am

Market Stats at 10:16 am ET
by daytrend on 20160517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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

COMPARED TO YESTERDAY’S RANGE (20160517 10:16 am ET)
15.0% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
15.1% are below yesterday’s low.
69.9% are inside yesterday’s range.
35.6% of stocks with today’s high > yesterday’s high. (64.4% less than).
34.4% of stocks with today’s low < yesterday’s low. (65.6% greater than).

EVIDENCE OF INTRADAY TREND (20160517 10:16 am ET)
50.5% of stocks are above today’s open. (48.3% are below).
40.9% of stocks are above today’s open and yesterday’s close.
46.3% are below both.
2.9% of stocks opened above yesterday’s high.
22.0% of stocks opened above yesterday’s close. (72.0% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160517 10:16 am ET)
10.0% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
50.0% are in the top half. 50.0% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20160517 10:16 am ET)
43.7% of stocks are above yesterday’s close. (56.3% are below.)
0.4% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.4% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY (20160517 10:16 am ET)
2-day: >=95:2.2%…>=90:5.5%…>=80:16.1%…>=50:53.0%…<=20:14.0%…<=10:6.6%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:43.6%…<=20:2.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:46.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 10:16 am ET)
15.0% above previous 1 highs, 15.1% below previous 1 lows
10.3% above previous 2 highs, 9.3% below previous 2 lows
6.4% above previous 3 highs, 8.0% below previous 3 lows
5.2% above previous 4 highs, 7.8% below previous 4 lows
4.7% above previous 5 highs, 7.3% below previous 5 lows
4.4% above previous 6 highs, 6.3% below previous 6 lows
4.0% above previous 7 highs, 4.9% below previous 7 lows
3.6% above previous 8 highs, 4.5% below previous 8 lows
3.5% above previous 9 highs, 3.8% below previous 9 lows
3.0% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 10:16 am ET)
43.7% are above or equal to 5/16 close (1 days ago), 56.3% are below.
73.3% are above or equal to 5/13 close (2 days ago), 26.7% are below.
49.4% are above or equal to 5/12 close (3 days ago), 50.6% are below.
42.7% are above or equal to 5/11 close (4 days ago), 57.3% are below.
29.0% are above or equal to 5/10 close (5 days ago), 71.0% are below.
52.6% are above or equal to 5/9 close (6 days ago), 47.4% are below.
50.5% are above or equal to 5/6 close (7 days ago), 49.5% are below.
56.9% are above or equal to 5/5 close (8 days ago), 43.1% are below.
52.6% are above or equal to 5/4 close (9 days ago), 47.4% are below.
45.0% are above or equal to 5/3 close (10 days ago), 55.0% are below.
34.2% are above or equal to 5/2 close (11 days ago), 65.8% are below.
40.9% are above or equal to 4/29 close (12 days ago), 59.1% are below.
36.7% are above or equal to 4/28 close (13 days ago), 63.3% are below.
30.7% are above or equal to 4/27 close (14 days ago), 69.3% are below.
34.6% are above or equal to 4/26 close (15 days ago), 65.4% are below.
39.4% are above or equal to 4/25 close (16 days ago), 60.6% are below.
37.0% are above or equal to 4/22 close (17 days ago), 63.0% are below.
40.5% are above or equal to 4/21 close (18 days ago), 59.5% are below.
37.1% are above or equal to 4/20 close (19 days ago), 62.9% are below.
38.4% are above or equal to 4/19 close (20 days ago), 61.6% are below.
41.6% are above or equal to 4/18 close (21 days ago), 58.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160517 10:16 am ET)
20d: 3.7% new highs, 7.1% new lows
21d: 3.6% new highs, 7.1% new lows
42d: 3.4% new highs, 4.6% new lows
63d: 3.2% new highs, 2.1% new lows
126d: 1.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 10:16 am ET)
2-day: 43.0% above, 57.0% below
3-day: 61.9% above, 38.1% below
4-day: 57.5% above, 42.5% below
5-day: 52.9% above, 47.1% below
8-day: 47.7% above, 52.3% below
10-day: 51.0% above, 49.0% below
20-day: 38.7% above, 61.3% below
50-day: 53.7% above, 46.3% below
200-day: 56.4% above, 43.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 10:16 am ET)
TRAN(31): 1.49% Top=SWFT WERN KNX AAL UAL KSU KEX XPO ….. HA CP ALK UPS CNI WAB AAWW NAT=Bottom (Transportation)
META(27): 0.87% Top=AG CNX FCX TCK SWC SLW CDE PAAS ….. NEM TAHO FNV CMC X STLD NUE RGLD=Bottom (Metals & Mining)
ENER(92): 0.80% Top=RDC RIG WNR PAGP ECA CRZO UNT CPE ….. OXY CVX HES NBL MRD RRC WPZ RICE=Bottom (Energy)
CHEM(29): 0.48% Top=MEOH MON POT HUN WLK LXU CC EMN ….. OLN PX PPG APD RPM IFF PAH AXTA=Bottom (Chemicals/Fertilizers)
FINA(96): 0.21% Top=KKR LM TCBI OMF FNGN NAVI WETF LAZ ….. CUBI LPLA WFC GWB BOFI PBCT AXP USB=Bottom (Banks/Financials)
DISV(54): 0.10% Top=URI CAR BLOX R TMH PRAA ZG ADS ….. HMHC GEO CXW APOL SBAC ULTA AHS IILG=Bottom (Diversified Services)
LEIS(37): 0.07% Top=DRII GPRO WYNN LQ DRI EXPE WEN WYN ….. SBUX BYD BWLD RCL JACK DPZ PZZA FRGI=Bottom (Leisure)
MANU(43): 0.07% Top=CFX SEDG JOY MRC ITT KMT SNA GNRC ….. ETN ATI HON FLOW DDD MHK BWXT RS=Bottom (Manufacturing)
INSU(33): 0.02% Top=AEL LNC UNM AXS AIG AGO PRU RDN ….. HIG AFL WLTW CINF TRV FNF MTG AFSI=Bottom (Insurance)
MATE(32): -0.01% Top=MTH SRCL TPH DHI KBH CAA TREX PHM ….. MLM SUM EXP VMC OC DAR CVA BECN=Bottom (Materials & Construction)
HEAL(57): -0.20% Top=CYH A THC NVRO UHS CPHD DVA EW ….. CNC DGX LH RMD SYK ANTM PODD HAE=Bottom (Health)
COSW(100): -0.26% Top=VIPS FEYE JD TRIP SPLK BIDU MTCH NTES ….. TTWO MENT WB DWRE ELLI ATVI FFIV GRUB=Bottom (Computer Software/Internet)
ELEC(51): -0.33% Top=QRVO SCTY CAVM XLNX FIT JBL MRVL SWKS ….. CSIQ SANM VSH SIMO AYI BRKR IPHI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(67): -0.35% Top=PLCE LL BID NFLX W BBY TJX BURL ….. CST WBA AAP JCP ANF ASNA FINL STMP=Bottom (Retail & Specialty Retail)
COHW(45): -0.36% Top=STX CIEN TDS WDC TMUS EFII KN NTAP ….. VSAT CDW GOGO UBNT COMM ARRS OLED WIN=Bottom (Computer Hardware/Telecom)
CONS(59): -0.61% Top=FOSL PVH RL SCSS COH PBI GT LULU ….. MAT ENR CCK SEE PKG IP KS WRK=Bottom (Consumer)
REAL(101): -0.90% Top=SC ALLY NRZ RLGY GPT NRF CSAL TWO ….. LHO PEI CUBE DLR KIM PEB DRH WPG=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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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