daytrend

05/17/2016

Filed under: Market Stats — daytrend @ 11:23 am

Market Stats at 12:23 pm 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 12:23 pm ET)
26.3% of stocks are above yesterday’s high.
60.3% are above yesterday’s midpoint. (39.7% are below.)
14.2% are below yesterday’s low.
59.5% are inside yesterday’s range.
52.9% of stocks with today’s high > yesterday’s high. (47.1% less than).
37.1% of stocks with today’s low < yesterday’s low. (62.9% greater than).

EVIDENCE OF INTRADAY TREND (20160517 12:23 pm ET)
58.0% of stocks are above today’s open. (40.8% are below).
49.0% of stocks are above today’s open and yesterday’s close.
38.5% 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 12:23 pm ET)
6.2% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20160517 12:23 pm ET)
53.0% of stocks are above yesterday’s close. (47.0% are below.)
2.0% are up 4.5% or more. 0.1% are down 4.5% or more.
5.0% are up 3.5% or more. 0.4% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20160517 12:23 pm ET)
2-day: >=95:3.0%…>=90:8.3%…>=80:23.3%…>=50:57.5%…<=20:12.6%…<=10:6.3%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:46.4%…<=20:2.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 12:23 pm ET)
26.3% above previous 1 highs, 14.2% below previous 1 lows
19.0% above previous 2 highs, 9.1% below previous 2 lows
11.7% above previous 3 highs, 8.1% below previous 3 lows
9.6% above previous 4 highs, 7.7% below previous 4 lows
9.1% above previous 5 highs, 7.1% below previous 5 lows
8.3% above previous 6 highs, 6.3% below previous 6 lows
7.5% above previous 7 highs, 4.8% below previous 7 lows
6.2% above previous 8 highs, 4.3% below previous 8 lows
5.8% above previous 9 highs, 3.5% below previous 9 lows
5.2% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 12:23 pm ET)
53.0% are above or equal to 5/16 close (1 days ago), 47.0% are below.
75.3% are above or equal to 5/13 close (2 days ago), 24.7% are below.
54.2% are above or equal to 5/12 close (3 days ago), 45.8% are below.
48.3% are above or equal to 5/11 close (4 days ago), 51.7% are below.
33.1% are above or equal to 5/10 close (5 days ago), 66.9% are below.
54.3% are above or equal to 5/9 close (6 days ago), 45.7% are below.
53.7% are above or equal to 5/6 close (7 days ago), 46.3% are below.
59.5% are above or equal to 5/5 close (8 days ago), 40.5% are below.
55.6% are above or equal to 5/4 close (9 days ago), 44.4% are below.
47.7% are above or equal to 5/3 close (10 days ago), 52.3% are below.
36.6% are above or equal to 5/2 close (11 days ago), 63.4% are below.
42.7% are above or equal to 4/29 close (12 days ago), 57.3% are below.
39.1% are above or equal to 4/28 close (13 days ago), 60.9% are below.
32.5% are above or equal to 4/27 close (14 days ago), 67.5% are below.
37.2% are above or equal to 4/26 close (15 days ago), 62.8% are below.
41.9% are above or equal to 4/25 close (16 days ago), 58.1% are below.
38.6% are above or equal to 4/22 close (17 days ago), 61.4% are below.
42.5% are above or equal to 4/21 close (18 days ago), 57.5% are below.
40.0% are above or equal to 4/20 close (19 days ago), 60.0% are below.
39.9% are above or equal to 4/19 close (20 days ago), 60.1% 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 12:23 pm ET)
20d: 6.1% new highs, 7.5% new lows
21d: 6.0% new highs, 7.4% new lows
42d: 5.8% new highs, 4.6% new lows
63d: 5.7% new highs, 2.2% new lows
126d: 3.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 12:23 pm ET)
2-day: 51.6% above, 48.4% below
3-day: 65.7% above, 34.3% below
4-day: 62.6% above, 37.4% below
5-day: 58.5% above, 41.5% below
8-day: 51.6% above, 48.4% below
10-day: 54.2% above, 45.8% below
20-day: 40.8% above, 59.2% below
50-day: 55.2% above, 44.8% below
200-day: 57.2% above, 42.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 12:23 pm ET)
META(27): 2.29% Top=SWC AG FCX CNX SSRI SLW AGI SLCA ….. AA X GG NEM CMC STLD RGLD NUE=Bottom (Metals & Mining)
ENER(92): 1.97% Top=CRZO SM WMB FET UNT ECA OAS SN ….. RICE CVE NFG MDU TSO CVX WPZ INT=Bottom (Energy)
TRAN(31): 1.54% Top=KEX TK SAVE TRN AAL KSU UAL DAL ….. HA FDX CNI ALK UPS AAWW WAB NAT=Bottom (Transportation)
CHEM(29): 1.48% Top=MEOH LXU POT HUN CC WLK PAH MOS ….. POL PX PPG SHW IFF RPM AXTA ALB=Bottom (Chemicals/Fertilizers)
MANU(43): 0.65% Top=JOY CFX KMT SEDG DDD ATU MRC TKR ….. DE BWXT MIDD GE HON FLOW GNRC RS=Bottom (Manufacturing)
MATE(32): 0.49% Top=MTH SRCL TREX TPH KBH AWI CAA DY ….. WCN OC MLM WM DAR RSG CVA BECN=Bottom (Materials & Construction)
LEIS(37): 0.41% Top=DRII LQ WYNN SHAK GPRO WYN DRI H ….. BWLD EAT SBUX DPZ MCD JACK PZZA FRGI=Bottom (Leisure)
DISV(54): 0.33% Top=URI CAR TMH ADS WTW R AL DV ….. V CXW ULTA XRS GEO AHS IILG BAH=Bottom (Diversified Services)
FINA(96): 0.24% Top=KKR LM FNGN TCBI LAZ NAVI WETF SYF ….. SBNY DFS WBS BANC NDAQ ICE CUBI USB=Bottom (Banks/Financials)
COHW(45): 0.20% Top=STX CIEN WDC KN SSYS TMUS EFII NTAP ….. CDW MSI ANET SYNA VRSN UBNT OLED WIN=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.04% Top=CYH THC A EVHC HYH CPHD ACHC BKD ….. EW RMD XRAY ABMD BDX ZLTQ PODD HAE=Bottom (Health)
ELEC(51): 0.00% Top=SCTY QRVO MRVL MU CAVM MLNX SWKS HIMX ….. SANM DLB AYI VSH BRKR SIMO IPHI MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(100): -0.04% Top=FEYE SPLK JD SHOP NTES BIDU TRIP SQ ….. MENT MSFT TTWO FFIV GDDY ATVI ELLI GRUB=Bottom (Computer Software/Internet)
CONS(59): -0.16% Top=FOSL SCSS RL COTY WHR PAY KATE TPX ….. CCK PKG SKX IP ENR KMB KS WRK=Bottom (Consumer)
INSU(33): -0.19% Top=UNM AEL LNC RDN L PRU AIG MET ….. FNF AWH AIZ AFL WRB CINF TRV AFSI=Bottom (Insurance)
RETA(67): -0.23% Top=PLCE BID LL TLRD MELI W BLDR RH ….. ROST AAP WBA ANF DLTR ASNA FINL STMP=Bottom (Retail & Specialty Retail)
REAL(101): -0.83% Top=SC ALLY RLGY TWO NRZ NRF CIM HST ….. TREE KIM MAC MAA DFT WPG PEI DLR=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 12:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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