daytrend

05/17/2016

Filed under: Market Stats — daytrend @ 9:32 am

Market Stats at 10:32 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 10:32 am ET)
17.7% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
13.2% are below yesterday’s low.
69.1% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
35.2% of stocks with today’s low < yesterday’s low. (64.8% greater than).

EVIDENCE OF INTRADAY TREND (20160517 10:32 am ET)
54.6% of stocks are above today’s open. (44.0% are below).
43.3% of stocks are above today’s open and yesterday’s close.
41.4% 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 10:32 am ET)
5.1% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
17.8% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20160517 10:32 am ET)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.5% are down 3.5% or more.
68.0% are between +1% and -1%.

RSI on DAILY (20160517 10:32 am ET)
2-day: >=95:2.5%…>=90:6.3%…>=80:17.0%…>=50:56.0%…<=20:12.7%…<=10:6.0%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:44.9%…<=20:2.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 10:32 am ET)
17.7% above previous 1 highs, 13.2% below previous 1 lows
11.5% above previous 2 highs, 8.1% below previous 2 lows
7.1% above previous 3 highs, 6.9% below previous 3 lows
5.8% above previous 4 highs, 6.8% below previous 4 lows
5.2% above previous 5 highs, 6.2% below previous 5 lows
5.0% above previous 6 highs, 5.5% below previous 6 lows
4.4% above previous 7 highs, 4.8% below previous 7 lows
3.8% above previous 8 highs, 4.3% below previous 8 lows
3.6% above previous 9 highs, 3.6% below previous 9 lows
3.2% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 10:32 am ET)
47.4% are above or equal to 5/16 close (1 days ago), 52.6% are below.
75.2% are above or equal to 5/13 close (2 days ago), 24.8% are below.
52.0% are above or equal to 5/12 close (3 days ago), 48.0% are below.
44.7% are above or equal to 5/11 close (4 days ago), 55.3% are below.
30.5% are above or equal to 5/10 close (5 days ago), 69.5% are below.
53.5% are above or equal to 5/9 close (6 days ago), 46.5% are below.
51.5% are above or equal to 5/6 close (7 days ago), 48.5% are below.
57.3% are above or equal to 5/5 close (8 days ago), 42.7% are below.
54.2% are above or equal to 5/4 close (9 days ago), 45.8% are below.
45.3% are above or equal to 5/3 close (10 days ago), 54.7% are below.
34.5% are above or equal to 5/2 close (11 days ago), 65.5% are below.
40.8% are above or equal to 4/29 close (12 days ago), 59.2% are below.
37.0% are above or equal to 4/28 close (13 days ago), 63.0% are below.
31.2% are above or equal to 4/27 close (14 days ago), 68.8% are below.
35.1% are above or equal to 4/26 close (15 days ago), 64.9% are below.
40.5% are above or equal to 4/25 close (16 days ago), 59.5% are below.
36.9% are above or equal to 4/22 close (17 days ago), 63.1% are below.
41.3% are above or equal to 4/21 close (18 days ago), 58.7% are below.
38.4% are above or equal to 4/20 close (19 days ago), 61.6% are below.
39.3% are above or equal to 4/19 close (20 days ago), 60.7% are below.
41.8% are above or equal to 4/18 close (21 days ago), 58.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160517 10:32 am ET)
20d: 4.2% new highs, 7.1% new lows
21d: 4.1% new highs, 7.1% new lows
42d: 3.9% new highs, 4.6% new lows
63d: 3.8% new highs, 2.1% new lows
126d: 2.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 10:32 am ET)
2-day: 45.7% above, 54.3% below
3-day: 65.6% above, 34.4% below
4-day: 60.3% above, 39.7% below
5-day: 55.2% above, 44.8% below
8-day: 50.2% above, 49.8% below
10-day: 52.5% above, 47.5% below
20-day: 39.2% above, 60.8% below
50-day: 54.1% above, 45.9% below
200-day: 56.7% above, 43.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 10:32 am ET)
TRAN(31): 1.62% Top=SWFT KNX KEX WERN AAL KSU ODFL DAL ….. FDX HA UPS ALK AAWW CNI WAB NAT=Bottom (Transportation)
META(27): 1.13% Top=AG SWC CNX FCX TCK SLW CDE SSRI ….. TAHO GG NEM X CMC STLD RGLD NUE=Bottom (Metals & Mining)
ENER(92): 0.82% Top=ECA OAS RDC UNT RIG DO CRZO WMB ….. LPI OXY NFG RRC HES NBL WPZ RICE=Bottom (Energy)
CHEM(29): 0.55% Top=MEOH WLK POT HUN CC MON EMN LXU ….. PX PPG ALB PAH IFF APD RPM AXTA=Bottom (Chemicals/Fertilizers)
MANU(43): 0.30% Top=CFX JOY MRC KMT SEDG GNRC ITT CAT ….. AOS PNR GE FLOW BWXT HON MHK RS=Bottom (Manufacturing)
FINA(96): 0.29% Top=KKR FNGN LM OMF TCBI NAVI SYF LAZ ….. TD NYCB ICE GWB WFC PBCT AXP USB=Bottom (Banks/Financials)
DISV(54): 0.23% Top=URI CAR R TMH ADS BLOX PRAA DV ….. HMHC AHS BAH MYGN GEO ULTA XRS IILG=Bottom (Diversified Services)
LEIS(37): 0.20% Top=DRII LQ GPRO DRI WYNN CMG WEN SHAK ….. SBUX MCD BYD RCL PZZA DPZ JACK FRGI=Bottom (Leisure)
INSU(33): 0.12% Top=AEL RDN AXS LNC AGO UNM AIG VR ….. FNF ORI AFL AIZ CINF TRV AFSI MTG=Bottom (Insurance)
MATE(32): 0.12% Top=SRCL MTH TPH KBH DHI CAA TREX PHM ….. VMC MAS WY OC RSG DAR CVA BECN=Bottom (Materials & Construction)
HEAL(57): -0.16% Top=CYH A CPHD THC HLS NVRO HYH PRAH ….. RMD PODD XRAY SYK BDX CNC ANTM HAE=Bottom (Health)
RETA(67): -0.17% Top=PLCE LL BID BBY TLRD PAG W KORS ….. WBA DLTR AAP JCP ASNA ANF FINL STMP=Bottom (Retail & Specialty Retail)
COSW(100): -0.21% Top=MTCH FEYE SPLK TRIP JD VIPS NTES SYMC ….. MSFT GDDY ELLI TTWO WB FFIV ATVI GRUB=Bottom (Computer Software/Internet)
COHW(45): -0.27% Top=STX CIEN TMUS WDC KN TDS EFII SSYS ….. INFN CRAY COMM GOGO UBNT ARRS OLED WIN=Bottom (Computer Hardware/Telecom)
CONS(59): -0.41% Top=FOSL RL PVH SCSS KATE CRI COH GT ….. CL BMS SEE ENR PKG IP KS WRK=Bottom (Consumer)
ELEC(51): -0.46% Top=FIT SCTY QRVO JBL XLNX MRVL CAVM SWKS ….. FLEX VSH CSIQ AYI BRKR IPHI SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(101): -0.81% Top=ALLY SC NRZ RLGY NRF LGIH CSAL CIM ….. DRH SPG MAA KIM MAC PEB DLR 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 10:32 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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