daytrend

05/17/2016

Filed under: Market Stats — daytrend @ 2:45 pm

Market Stats at 3:45 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 3:45 pm ET)
11.7% of stocks are above yesterday’s high.
35.8% are above yesterday’s midpoint. (64.2% are below.)
34.2% are below yesterday’s low.
54.1% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
54.3% of stocks with today’s low < yesterday’s low. (45.7% greater than).

EVIDENCE OF INTRADAY TREND (20160517 3:45 pm ET)
34.0% of stocks are above today’s open. (65.2% are below).
26.2% of stocks are above today’s open and yesterday’s close.
62.9% 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 3:45 pm ET)
1.2% of stocks are in the top 10% of today’s range.
2.0% are in the top 20%.
18.9% are in the top half. 81.1% of stocks are in the bottom half of today’s range.
34.8% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20160517 3:45 pm ET)
29.6% of stocks are above yesterday’s close. (70.4% are below.)
0.9% are up 4.5% or more. 1.0% are down 4.5% or more.
2.4% are up 3.5% or more. 2.5% are down 3.5% or more.
46.4% are between +1% and -1%.

RSI on DAILY (20160517 3:45 pm ET)
2-day: >=95:1.9%…>=90:4.9%…>=80:11.7%…>=50:35.2%…<=20:24.7%…<=10:11.7%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:35.8%…<=20:3.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 3:45 pm ET)
11.7% above previous 1 highs, 34.2% below previous 1 lows
9.3% above previous 2 highs, 23.8% below previous 2 lows
6.1% above previous 3 highs, 21.5% below previous 3 lows
5.1% above previous 4 highs, 21.0% below previous 4 lows
4.8% above previous 5 highs, 19.2% below previous 5 lows
4.6% above previous 6 highs, 16.0% below previous 6 lows
4.4% above previous 7 highs, 12.4% below previous 7 lows
3.8% above previous 8 highs, 11.6% below previous 8 lows
3.6% above previous 9 highs, 9.9% below previous 9 lows
3.1% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 3:45 pm ET)
29.6% are above or equal to 5/16 close (1 days ago), 70.4% are below.
56.3% are above or equal to 5/13 close (2 days ago), 43.7% are below.
36.5% are above or equal to 5/12 close (3 days ago), 63.5% are below.
32.5% are above or equal to 5/11 close (4 days ago), 67.5% are below.
23.3% are above or equal to 5/10 close (5 days ago), 76.7% are below.
44.4% are above or equal to 5/9 close (6 days ago), 55.6% are below.
41.3% are above or equal to 5/6 close (7 days ago), 58.7% are below.
47.8% are above or equal to 5/5 close (8 days ago), 52.2% are below.
45.1% are above or equal to 5/4 close (9 days ago), 54.9% are below.
40.3% are above or equal to 5/3 close (10 days ago), 59.7% are below.
30.9% are above or equal to 5/2 close (11 days ago), 69.1% are below.
37.1% are above or equal to 4/29 close (12 days ago), 62.9% are below.
33.8% are above or equal to 4/28 close (13 days ago), 66.2% are below.
28.1% are above or equal to 4/27 close (14 days ago), 71.9% are below.
32.5% are above or equal to 4/26 close (15 days ago), 67.5% are below.
36.4% are above or equal to 4/25 close (16 days ago), 63.6% are below.
34.0% are above or equal to 4/22 close (17 days ago), 66.0% are below.
37.9% are above or equal to 4/21 close (18 days ago), 62.1% are below.
34.8% are above or equal to 4/20 close (19 days ago), 65.2% are below.
35.6% are above or equal to 4/19 close (20 days ago), 64.4% are below.
38.5% are above or equal to 4/18 close (21 days ago), 61.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160517 3:45 pm ET)
20d: 6.2% new highs, 12.3% new lows
21d: 6.1% new highs, 11.9% new lows
42d: 5.9% new highs, 7.2% new lows
63d: 5.8% new highs, 3.1% new lows
126d: 4.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 3:45 pm ET)
2-day: 28.4% above, 71.6% below
3-day: 43.0% above, 57.0% below
4-day: 39.7% above, 60.3% below
5-day: 36.0% above, 64.0% below
8-day: 34.8% above, 65.2% below
10-day: 39.1% above, 60.9% below
20-day: 33.4% above, 66.6% below
50-day: 49.9% above, 50.1% below
200-day: 54.9% above, 45.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 3:45 pm ET)
META(27): 1.79% Top=AG SSRI SWC AGI FCX SLW CDE CENX ….. AA NEM GG X CMC RGLD NUE STLD=Bottom (Metals & Mining)
ENER(92): 0.90% Top=CRZO SM AR ECA FET WMB SN GPOR ….. CVE MUR TSO WPZ MDU HES CVX INT=Bottom (Energy)
TRAN(31): 0.48% Top=KEX TRN TK SAVE KSU WERN AAL KNX ….. CNI CP UPS HA NAT WAB ALK AAWW=Bottom (Transportation)
CHEM(29): 0.32% Top=MEOH CC POT WLK HUN CF EMN MOS ….. PAH PPG RPM OLN SHW POL ALB AXTA=Bottom (Chemicals/Fertilizers)
MANU(43): -0.34% Top=CFX JOY SEDG DDD KMT CAT ATU TKR ….. IR ETN HON BWXT RBC RS GNRC FLOW=Bottom (Manufacturing)
LEIS(37): -0.35% Top=DRII LQ SHAK DRI DNKN GPRO WYN CMG ….. SBUX BYD MCD PLAY DPZ PZZA JACK FRGI=Bottom (Leisure)
FINA(96): -0.45% Top=LM WDR CMA C FNGN RF SYF KKR ….. SBNY OZRK AXP NDAQ WBS USB BANC CUBI=Bottom (Banks/Financials)
MATE(32): -0.56% Top=SRCL TREX MTH AWI USG KBH TPH CAA ….. SUM HW PWR RSG DAR MTZ CVA BECN=Bottom (Materials & Construction)
DISV(54): -0.60% Top=URI CAR ADS HRB TMH WTW R DV ….. YY IILG ABCO CXW XRS HMHC GEO AHS=Bottom (Diversified Services)
COHW(45): -0.63% Top=WDC STX CIEN SSYS KN EFII NTAP HRS ….. ANET LITE JNPR SYNA VRSN UBNT OLED WIN=Bottom (Computer Hardware/Telecom)
INSU(33): -0.79% Top=UNM LNC AEL AIG PRU TMK AGO MET ….. HIG WRB AWH TRV CINF FAF MTG AFSI=Bottom (Insurance)
ELEC(51): -0.85% Top=SCTY CREE FIT HIMX MLNX QRVO MRVL JBL ….. FLEX IDTI SPWR VSH SIMO IPHI BRKR MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): -0.94% Top=CYH A THC CPHD ACHC HYH IRWD BKD ….. CYNO BAX ABMD XRAY STE NVRO PODD EW=Bottom (Health)
COSW(100): -0.98% Top=FEYE JD SHOP SPLK BIDU TRIP NTES MTCH ….. SABR PCTY DWRE ATVI FFIV GDDY ELLI GRUB=Bottom (Computer Software/Internet)
CONS(59): -0.99% Top=COTY RL FOSL WHR PVH TPX SCSS COH ….. CCK SEE CROX KMB IP SKX WRK KS=Bottom (Consumer)
RETA(67): -1.12% Top=PLCE W BID MELI LL PAG BLDR TLRD ….. HD AAP ORLY DLTR ASNA ANF STMP FINL=Bottom (Retail & Specialty Retail)
REAL(101): -1.82% Top=SC ALLY NRF NRZ TWO BXP SNH PPS ….. DRH CLI CBL DFT PEI TREE KIM 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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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