daytrend

05/17/2016

Filed under: Market Stats — daytrend @ 1:28 pm

Market Stats at 2:27 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 2:27 pm ET)
10.0% of stocks are above yesterday’s high.
30.2% are above yesterday’s midpoint. (69.8% are below.)
41.0% are below yesterday’s low.
49.1% are inside yesterday’s range.
53.8% of stocks with today’s high > yesterday’s high. (46.2% less than).
51.8% of stocks with today’s low < yesterday’s low. (48.2% greater than).

EVIDENCE OF INTRADAY TREND (20160517 2:27 pm ET)
27.4% of stocks are above today’s open. (71.7% are below).
21.9% of stocks are above today’s open and yesterday’s close.
70.1% 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 2:27 pm ET)
0.3% of stocks are in the top 10% of today’s range.
0.9% are in the top 20%.
12.1% are in the top half. 87.9% of stocks are in the bottom half of today’s range.
65.3% are in the bottom 20%.
58.7% are in the bottom 10%.

GAIN (20160517 2:27 pm ET)
24.2% of stocks are above yesterday’s close. (75.8% are below.)
0.5% are up 4.5% or more. 1.3% are down 4.5% or more.
1.8% are up 3.5% or more. 3.2% are down 3.5% or more.
41.4% are between +1% and -1%.

RSI on DAILY (20160517 2:27 pm ET)
2-day: >=95:1.7%…>=90:4.0%…>=80:10.2%…>=50:29.6%…<=20:29.1%…<=10:13.9%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:32.3%…<=20:2.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:39.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 2:27 pm ET)
10.0% above previous 1 highs, 41.0% below previous 1 lows
8.2% above previous 2 highs, 29.7% below previous 2 lows
4.9% above previous 3 highs, 25.6% below previous 3 lows
4.3% above previous 4 highs, 24.5% below previous 4 lows
4.1% above previous 5 highs, 22.6% below previous 5 lows
4.0% above previous 6 highs, 18.7% below previous 6 lows
3.7% above previous 7 highs, 15.3% below previous 7 lows
2.8% above previous 8 highs, 14.5% below previous 8 lows
2.7% above previous 9 highs, 12.3% below previous 9 lows
2.4% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 2:27 pm ET)
24.2% are above or equal to 5/16 close (1 days ago), 75.8% are below.
49.6% are above or equal to 5/13 close (2 days ago), 50.4% are below.
33.1% are above or equal to 5/12 close (3 days ago), 66.9% are below.
28.7% are above or equal to 5/11 close (4 days ago), 71.3% are below.
20.8% are above or equal to 5/10 close (5 days ago), 79.2% are below.
41.4% are above or equal to 5/9 close (6 days ago), 58.6% are below.
38.6% are above or equal to 5/6 close (7 days ago), 61.4% are below.
44.3% are above or equal to 5/5 close (8 days ago), 55.7% are below.
41.9% are above or equal to 5/4 close (9 days ago), 58.1% are below.
37.4% are above or equal to 5/3 close (10 days ago), 62.6% are below.
28.6% are above or equal to 5/2 close (11 days ago), 71.4% are below.
35.0% are above or equal to 4/29 close (12 days ago), 65.0% are below.
32.7% are above or equal to 4/28 close (13 days ago), 67.3% are below.
26.8% are above or equal to 4/27 close (14 days ago), 73.2% are below.
31.8% are above or equal to 4/26 close (15 days ago), 68.2% are below.
34.1% are above or equal to 4/25 close (16 days ago), 65.9% are below.
32.2% are above or equal to 4/22 close (17 days ago), 67.8% are below.
36.4% are above or equal to 4/21 close (18 days ago), 63.6% are below.
33.6% are above or equal to 4/20 close (19 days ago), 66.4% are below.
35.0% are above or equal to 4/19 close (20 days ago), 65.0% are below.
37.4% are above or equal to 4/18 close (21 days ago), 62.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160517 2:27 pm ET)
20d: 6.2% new highs, 11.1% new lows
21d: 6.1% new highs, 11.0% new lows
42d: 5.9% new highs, 6.6% new lows
63d: 5.8% new highs, 2.8% new lows
126d: 4.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 2:27 pm ET)
2-day: 23.5% above, 76.5% below
3-day: 36.1% above, 63.9% below
4-day: 34.2% above, 65.8% below
5-day: 31.0% above, 69.0% below
8-day: 30.5% above, 69.5% below
10-day: 34.7% above, 65.3% below
20-day: 30.8% above, 69.2% below
50-day: 48.3% above, 51.7% below
200-day: 54.2% above, 45.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 2:27 pm ET)
META(27): 1.00% Top=AG FCX SSRI SWC CNX SLW AGI CENX ….. AA NEM GG CMC X STLD NUE RGLD=Bottom (Metals & Mining)
ENER(92): 0.82% Top=SM CRZO AR WMB FET ECA GPOR CPE ….. WPZ TSO COP HES MDU CVX CVE INT=Bottom (Energy)
TRAN(31): 0.15% Top=KEX TRN SAVE TK DAL AAL UAL WERN ….. SWFT XPO UPS HA NAT ALK WAB AAWW=Bottom (Transportation)
CHEM(29): 0.02% Top=MEOH POT CC HUN EMN WLK MOS FMC ….. PPG OLN RPM SHW LXU POL ALB AXTA=Bottom (Chemicals/Fertilizers)
FINA(96): -0.62% Top=LM WDR RF SYF FNGN NAVI C CMA ….. ICE OZRK NDAQ WBS LPLA USB BANC CUBI=Bottom (Banks/Financials)
MANU(43): -0.67% Top=CFX JOY SEDG KMT DDD CAT TKR ATU ….. RBC AGCO TEX HON BWXT RS GNRC FLOW=Bottom (Manufacturing)
LEIS(37): -0.70% Top=DRII LQ SHAK GPRO DRI WYNN WYN CMG ….. MCD SBUX DPZ BYD PLAY PZZA JACK FRGI=Bottom (Leisure)
DISV(54): -0.79% Top=URI CAR ADS TMH HRB WTW TRU R ….. BAH HMHC XRS ABCO CXW IILG GEO AHS=Bottom (Diversified Services)
COHW(45): -0.84% Top=WDC STX CIEN KN SSYS EFII NTAP TMUS ….. VRSN ARRS SYNA CRAY LITE UBNT OLED WIN=Bottom (Computer Hardware/Telecom)
MATE(32): -0.91% Top=MTH SRCL TREX AWI KBH DHI TPH CAA ….. PWR SUM HW RSG MTZ CVA DAR BECN=Bottom (Materials & Construction)
ELEC(51): -1.10% Top=SCTY FIT MRVL MU QRVO MLNX HIMX JBL ….. SPWR MSCC SANM VSH BRKR SIMO IPHI MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): -1.11% Top=CYH THC A ACHC CPHD HYH OPK PRAH ….. ZLTQ NVRO STE BAX CYNO ABMD EW PODD=Bottom (Health)
INSU(33): -1.13% Top=UNM LNC AIG PRU AEL MET TMK L ….. BRO WRB TRV AWH CINF FAF MTG AFSI=Bottom (Insurance)
COSW(100): -1.14% Top=FEYE NTES SPLK JD SHOP TRIP SQ ATHM ….. DWRE EPAM FFIV PCTY GDDY ELLI ATVI GRUB=Bottom (Computer Software/Internet)
CONS(59): -1.26% Top=RL COTY FOSL PVH WHR TPX KATE PAY ….. SEE SKX PKG SON KMB IP WRK KS=Bottom (Consumer)
RETA(67): -1.53% Top=PLCE BID W MELI PAG AN LL BBY ….. HD AAP ORLY DLTR ANF ASNA STMP FINL=Bottom (Retail & Specialty Retail)
REAL(101): -2.22% Top=SC ALLY TWO NRZ GLPI RLGY CBG HTS ….. CONE DLR CBL KIM CLI DFT PEI 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 2:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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