daytrend

05/18/2016

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20160518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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

COMPARED TO YESTERDAY’S RANGE (20160518 1:45 pm ET)
20.9% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
13.9% are below yesterday’s low.
65.2% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
59.2% of stocks with today’s low < yesterday’s low. (40.8% greater than).

EVIDENCE OF INTRADAY TREND (20160518 1:45 pm ET)
73.7% of stocks are above today’s open. (24.8% are below).
63.4% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
0.9% of stocks opened above yesterday’s high.
16.3% of stocks opened above yesterday’s close. (80.0% opened below yesterday’s close).
17.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160518 1:45 pm ET)
34.7% of stocks are in the top 10% of today’s range.
50.4% are in the top 20%.
76.4% are in the top half. 23.6% of stocks are in the bottom half of today’s range.
4.5% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN (20160518 1:45 pm ET)
66.6% of stocks are above yesterday’s close. (33.4% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
4.2% are up 3.5% or more. 1.6% are down 3.5% or more.
52.2% are between +1% and -1%.

RSI on DAILY (20160518 1:45 pm ET)
2-day: >=95:3.6%…>=90:10.6%…>=80:23.5%…>=50:58.6%…<=20:16.4%…<=10:8.5%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.2%…<=20:3.0%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160518 1:45 pm ET)
20.9% above previous 1 highs, 13.9% below previous 1 lows
17.3% above previous 2 highs, 10.9% below previous 2 lows
15.0% above previous 3 highs, 8.6% below previous 3 lows
11.7% above previous 4 highs, 7.9% below previous 4 lows
10.0% above previous 5 highs, 7.5% below previous 5 lows
9.9% above previous 6 highs, 7.4% below previous 6 lows
9.8% above previous 7 highs, 7.0% below previous 7 lows
9.7% above previous 8 highs, 6.7% below previous 8 lows
9.2% above previous 9 highs, 6.6% below previous 9 lows
8.4% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160518 1:45 pm ET)
66.6% are above or equal to 5/17 close (1 days ago), 33.4% are below.
48.1% are above or equal to 5/16 close (2 days ago), 51.9% are below.
67.2% are above or equal to 5/13 close (3 days ago), 32.8% are below.
51.8% are above or equal to 5/12 close (4 days ago), 48.2% are below.
47.8% are above or equal to 5/11 close (5 days ago), 52.2% are below.
37.6% are above or equal to 5/10 close (6 days ago), 62.4% are below.
53.0% are above or equal to 5/9 close (7 days ago), 47.0% are below.
51.6% are above or equal to 5/6 close (8 days ago), 48.4% are below.
56.2% are above or equal to 5/5 close (9 days ago), 43.8% are below.
54.8% are above or equal to 5/4 close (10 days ago), 45.2% are below.
48.5% are above or equal to 5/3 close (11 days ago), 51.5% are below.
35.7% are above or equal to 5/2 close (12 days ago), 64.3% are below.
42.3% are above or equal to 4/29 close (13 days ago), 57.7% are below.
38.1% are above or equal to 4/28 close (14 days ago), 61.9% are below.
31.6% are above or equal to 4/27 close (15 days ago), 68.4% are below.
35.7% are above or equal to 4/26 close (16 days ago), 64.3% are below.
39.5% are above or equal to 4/25 close (17 days ago), 60.5% are below.
36.8% are above or equal to 4/22 close (18 days ago), 63.2% are below.
41.4% are above or equal to 4/21 close (19 days ago), 58.6% are below.
37.8% are above or equal to 4/20 close (20 days ago), 62.2% are below.
40.4% are above or equal to 4/19 close (21 days ago), 59.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160518 1:45 pm ET)
20d: 3.6% new highs, 15.7% new lows
21d: 3.6% new highs, 15.6% new lows
42d: 3.3% new highs, 10.5% new lows
63d: 3.1% new highs, 4.7% new lows
126d: 2.1% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160518 1:45 pm ET)
2-day: 64.8% above, 35.2% below
3-day: 54.0% above, 46.0% below
4-day: 59.3% above, 40.7% below
5-day: 57.9% above, 42.1% below
8-day: 51.4% above, 48.6% below
10-day: 52.5% above, 47.5% below
20-day: 42.7% above, 57.3% below
50-day: 53.1% above, 46.9% below
200-day: 57.1% above, 42.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160518 1:45 pm ET)
FINA(95): 2.42% Top=TCBI C PVTB SCHW AMTD SF OZRK EWBC ….. BOFI BMO EFX PYPL BXS BX ACAS PSEC=Bottom (Banks/Financials)
INSU(31): 2.03% Top=AEL MTG LNC PRU CNO MET UNM AFSI ….. BRO MMC AFL XL ALL AON FNF PGR=Bottom (Insurance)
ELEC(50): 1.89% Top=MU CRUS CAVM IDTI ON NVDA CY NXPI ….. JBL CSIQ CREE MTSI FIT SPWR MLNX BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 1.27% Top=WDC STX ZAYO KN QCOM CIEN CRAY PANW ….. TDS BCE VZ MSI T CTL WIN SSYS=Bottom (Computer Hardware/Telecom)
MATE(32): 0.70% Top=DAR BECN USG SRCL OC DY RSG FAST ….. BIN CAA HW FLR MTH CVA AWI PWR=Bottom (Materials & Construction)
COSW(101): 0.64% Top=NTCT ZEN PAYC GDDY SQ SPLK MENT BR ….. SINA DBD WUBA MTCH TRIP GRUB BITA VIPS=Bottom (Computer Software/Internet)
TRAN(31): 0.56% Top=HA LUV CSX KEX KSU ALK CNI XPO ….. KNX ODFL WERN JBHT SWFT TRN TK NAT=Bottom (Transportation)
HEAL(57): 0.56% Top=ZLTQ VWR IRWD PRAH CPHD TMO HYH HLS ….. HOLX PODD EVHC MOH THC ACHC STE CYH=Bottom (Health)
DISV(53): 0.54% Top=BAH CAR PRAA URI ULTA AL ADS HMHC ….. PCLN ABCO ACM KBR FDC TMH IILG RCII=Bottom (Diversified Services)
CONS(59): -0.02% Top=KS PAY CHD FBHS SHOO GIL BERY CROX ….. GIII BC MAT COTY FOSL FL SKX KATE=Bottom (Consumer)
MANU(43): -0.04% Top=SEDG AOS JOY PNR ZBRA AME AGCO BWXT ….. DOV ETN MRC CFX EMR CMI DDD ATI=Bottom (Manufacturing)
CHEM(29): -0.13% Top=CC LXU ALB POL PPG DD MON PAH ….. POT OLN CF MEOH EMN FMC MOS WLK=Bottom (Chemicals/Fertilizers)
REAL(99): -0.17% Top=TREE LGIH DFT EDR NRZ JLL COR PGRE ….. OHI HCP HST HCN VER PEB CBL DRH=Bottom (Real Estate)
ENER(94): -0.19% Top=WNR TSO ECA APA PBF DK MPC HFC ….. WPZ AR ATW OII OKS QEP SM SN=Bottom (Energy)
LEIS(38): -0.59% Top=RCL DRII BWLD BYD QSR CCL DPZ JACK ….. MAR FRGI DNKN HLT LQ PLAY SHAK SONC=Bottom (Leisure)
RETA(67): -0.68% Top=LOW PLCE NFLX BID EBAY STMP SIG CPRT ….. URBN BBY WSM BIG ASNA RH TLRD TGT=Bottom (Retail & Specialty Retail)
META(27): -1.74% Top=NUE AGI CMC STLD BVN RGLD AA NEM ….. SLW TAHO X CNX FNV FCX PAAS CENX=Bottom (Metals & Mining)

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 1:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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