daytrend

05/20/2016

Filed under: Market Stats — daytrend @ 10:21 am

Market Stats at 11:21 am ET
by daytrend on 20160520. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 942.

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

COMPARED TO YESTERDAY’S RANGE (20160520 11:21 am ET)
51.4% of stocks are above yesterday’s high.
89.7% are above yesterday’s midpoint. (10.3% are below.)
2.0% are below yesterday’s low.
46.6% are inside yesterday’s range.
71.5% of stocks with today’s high > yesterday’s high. (28.5% less than).
7.1% of stocks with today’s low < yesterday’s low. (92.9% greater than).

EVIDENCE OF INTRADAY TREND (20160520 11:21 am ET)
76.5% of stocks are above today’s open. (22.0% are below).
75.5% of stocks are above today’s open and yesterday’s close.
10.9% are below both.
23.5% of stocks opened above yesterday’s high.
91.7% of stocks opened above yesterday’s close. (6.7% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160520 11:21 am ET)
28.7% of stocks are in the top 10% of today’s range.
44.5% are in the top 20%.
78.8% are in the top half. 21.2% of stocks are in the bottom half of today’s range.
6.4% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20160520 11:21 am ET)
87.9% of stocks are above yesterday’s close. (12.1% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.3% are up 3.5% or more. 0.2% are down 3.5% or more.
41.3% are between +1% and -1%.

RSI on DAILY (20160520 11:21 am ET)
2-day: >=95:4.0%…>=90:8.8%…>=80:25.5%…>=50:75.9%…<=20:6.8%…<=10:3.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:48.2%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:49.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160520 11:21 am ET)
51.4% above previous 1 highs, 2.0% below previous 1 lows
23.1% above previous 2 highs, 1.6% below previous 2 lows
15.9% above previous 3 highs, 1.5% below previous 3 lows
15.1% above previous 4 highs, 1.4% below previous 4 lows
13.1% above previous 5 highs, 1.3% below previous 5 lows
11.0% above previous 6 highs, 1.2% below previous 6 lows
8.9% above previous 7 highs, 1.2% below previous 7 lows
8.4% above previous 8 highs, 1.2% below previous 8 lows
8.1% above previous 9 highs, 1.2% below previous 9 lows
8.1% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160520 11:21 am ET)
87.9% are above or equal to 5/19 close (1 days ago), 12.1% are below.
69.1% are above or equal to 5/18 close (2 days ago), 30.9% are below.
55.4% are above or equal to 5/17 close (3 days ago), 44.6% are below.
45.9% are above or equal to 5/16 close (4 days ago), 54.1% are below.
59.8% are above or equal to 5/13 close (5 days ago), 40.2% are below.
50.3% are above or equal to 5/12 close (6 days ago), 49.7% are below.
46.1% are above or equal to 5/11 close (7 days ago), 53.9% are below.
37.5% are above or equal to 5/10 close (8 days ago), 62.5% are below.
52.1% are above or equal to 5/9 close (9 days ago), 47.9% are below.
50.3% are above or equal to 5/6 close (10 days ago), 49.7% are below.
53.9% are above or equal to 5/5 close (11 days ago), 46.1% are below.
52.5% are above or equal to 5/4 close (12 days ago), 47.5% are below.
47.0% are above or equal to 5/3 close (13 days ago), 53.0% are below.
35.9% are above or equal to 5/2 close (14 days ago), 64.1% are below.
41.4% are above or equal to 4/29 close (15 days ago), 58.6% are below.
38.4% are above or equal to 4/28 close (16 days ago), 61.6% are below.
31.7% are above or equal to 4/27 close (17 days ago), 68.3% are below.
34.9% are above or equal to 4/26 close (18 days ago), 65.1% are below.
39.2% are above or equal to 4/25 close (19 days ago), 60.8% are below.
36.4% are above or equal to 4/22 close (20 days ago), 63.6% are below.
41.3% are above or equal to 4/21 close (21 days ago), 58.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160520 11:21 am ET)
20d: 5.9% new highs, 2.9% new lows
21d: 5.9% new highs, 2.8% new lows
42d: 4.9% new highs, 2.0% new lows
63d: 4.9% new highs, 1.2% new lows
126d: 2.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160520 11:21 am ET)
2-day: 87.5% above, 12.5% below
3-day: 81.7% above, 18.3% below
4-day: 71.8% above, 28.2% below
5-day: 60.8% above, 39.2% below
8-day: 55.4% above, 44.6% below
10-day: 52.9% above, 47.1% below
20-day: 43.7% above, 56.3% below
50-day: 51.5% above, 48.5% below
200-day: 58.6% above, 41.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160520 11:21 am ET)
ELEC(50): 2.77% Top=KEYS AMAT SCTY MU LRCX HIMX IDTI MTSI ….. MLNX APH ON GRMN TRMB WAT BRKR TEL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 1.59% Top=WIN OLED WDC LITE KN NTAP TMUS CRAY ….. UBNT COMM CTL STX MSI VZ CCI BRCD=Bottom (Computer Hardware/Telecom)
FINA(96): 1.59% Top=HAWK TCBI SF WDR BX NAVI LPLA AMG ….. BAC FRC PSEC BMO PYPL EFX BANC BKU=Bottom (Banks/Financials)
MATE(32): 1.54% Top=MTZ BIN WCN EXP TPH PWR CAA TOL ….. OC WY RSG WM MLM SRCL AWI USG=Bottom (Materials & Construction)
TRAN(31): 1.48% Top=TK XPO TRN NAT AAWW KNX SWFT EXPD ….. UPS AAL WERN HA LUV ALK KSU DAL=Bottom (Transportation)
INSU(32): 1.45% Top=MBI AGO MTG AFSI FNF HIG TRV RDN ….. WRB AIZ AON AJG MMC BRO AFL WLTW=Bottom (Insurance)
ENER(93): 1.28% Top=CWEI QEP OII ATW NBR RIG FET UNT ….. XOM PDCE SEP GPOR WPZ MTDR COG FTI=Bottom (Energy)
COSW(101): 1.19% Top=MENT NTES RAX ACXM GDDY RUBI NTCT SNCR ….. ATVI VNET YHOO SQ BITA VIPS ADSK TTWO=Bottom (Computer Software/Internet)
RETA(68): 1.13% Top=HIBB LB STMP NFLX LL DKS GPS BID ….. TJX GME DLTR OUTR SIG CVS CHS ROST=Bottom (Retail & Specialty Retail)
HEAL(57): 1.12% Top=OPK ZLTQ HYH ALGN DXCM CYNO BKD EW ….. ACHC UHS IRWD AMSG HAE LH BAX DVA=Bottom (Health)
DISV(52): 1.11% Top=ABCO AL KBR CAR CXW DV PRAA GEO ….. PCLN VNTV WOOF ULTA IILG RBA SBAC EXAM=Bottom (Diversified Services)
MANU(41): 0.91% Top=ZBRA MRC ITT GNRC FLS BWXT JOY LECO ….. RBC DOV SNA ATI TEX DDD AGCO DE=Bottom (Manufacturing)
REAL(96): 0.86% Top=WPG CBG CBL MAC PEI KRC CSAL FR ….. HCN LHO HTA VER PEB HST RLJ TREE=Bottom (Real Estate)
CONS(58): 0.85% Top=PVH GIII COH RL HAR LULU PAY GPK ….. KMB HAS EL CLX NKE AVY CHD FL=Bottom (Consumer)
CHEM(28): 0.80% Top=MEOH PAH FMC DD DOW ALB MON GRA ….. KRA PX AXTA APD CF IFF LXU CC=Bottom (Chemicals/Fertilizers)
LEIS(38): 0.30% Top=GPRO MGM LVS WYNN DPZ BWLD DRII EXPE ….. PLAY EAT DNKN JACK LQ MCD CMG SONC=Bottom (Leisure)
META(27): -0.42% Top=TCK SLCA SWC CNX FCX AA X CENX ….. SLW SSRI AGI BVN ABX NEM PAAS AG=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 11:21 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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