daytrend

05/20/2016

Filed under: Market Stats — daytrend @ 12:40 pm

Market Stats at 1:39 pm 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 1:39 pm ET)
43.8% of stocks are above yesterday’s high.
83.9% are above yesterday’s midpoint. (16.1% are below.)
2.8% are below yesterday’s low.
53.4% are inside yesterday’s range.
76.0% of stocks with today’s high > yesterday’s high. (24.0% less than).
7.7% of stocks with today’s low < yesterday’s low. (92.3% greater than).

EVIDENCE OF INTRADAY TREND (20160520 1:39 pm ET)
67.0% of stocks are above today’s open. (31.7% are below).
65.9% of stocks are above today’s open and yesterday’s close.
14.9% 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 1:39 pm ET)
5.4% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20160520 1:39 pm ET)
84.3% of stocks are above yesterday’s close. (15.7% are below.)
1.6% are up 4.5% or more. 0.3% are down 4.5% or more.
3.7% are up 3.5% or more. 0.3% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20160520 1:39 pm ET)
2-day: >=95:4.2%…>=90:7.6%…>=80:22.0%…>=50:67.2%…<=20:9.1%…<=10:4.8%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:45.0%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160520 1:39 pm ET)
43.8% above previous 1 highs, 2.8% below previous 1 lows
20.1% above previous 2 highs, 2.2% below previous 2 lows
12.8% above previous 3 highs, 2.1% below previous 3 lows
11.8% above previous 4 highs, 2.0% below previous 4 lows
10.7% above previous 5 highs, 1.9% below previous 5 lows
8.9% above previous 6 highs, 1.9% below previous 6 lows
6.9% above previous 7 highs, 1.9% below previous 7 lows
6.5% above previous 8 highs, 1.9% below previous 8 lows
6.2% above previous 9 highs, 1.9% below previous 9 lows
6.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160520 1:39 pm ET)
84.3% are above or equal to 5/19 close (1 days ago), 15.7% are below.
59.2% are above or equal to 5/18 close (2 days ago), 40.8% are below.
52.5% are above or equal to 5/17 close (3 days ago), 47.5% are below.
42.7% are above or equal to 5/16 close (4 days ago), 57.3% are below.
57.3% are above or equal to 5/13 close (5 days ago), 42.7% are below.
47.0% are above or equal to 5/12 close (6 days ago), 53.0% are below.
43.1% are above or equal to 5/11 close (7 days ago), 56.9% are below.
35.8% are above or equal to 5/10 close (8 days ago), 64.2% are below.
49.3% are above or equal to 5/9 close (9 days ago), 50.7% are below.
48.1% are above or equal to 5/6 close (10 days ago), 51.9% are below.
52.2% are above or equal to 5/5 close (11 days ago), 47.8% are below.
51.0% are above or equal to 5/4 close (12 days ago), 49.0% are below.
45.9% are above or equal to 5/3 close (13 days ago), 54.1% are below.
34.0% are above or equal to 5/2 close (14 days ago), 66.0% are below.
38.6% are above or equal to 4/29 close (15 days ago), 61.4% are below.
36.2% are above or equal to 4/28 close (16 days ago), 63.8% are below.
30.5% are above or equal to 4/27 close (17 days ago), 69.5% are below.
33.1% are above or equal to 4/26 close (18 days ago), 66.9% are below.
38.5% are above or equal to 4/25 close (19 days ago), 61.5% are below.
35.2% are above or equal to 4/22 close (20 days ago), 64.8% are below.
39.8% are above or equal to 4/21 close (21 days ago), 60.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160520 1:39 pm ET)
20d: 6.8% new highs, 3.0% new lows
21d: 6.7% new highs, 2.8% new lows
42d: 5.6% new highs, 2.1% new lows
63d: 5.5% new highs, 1.2% new lows
126d: 3.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160520 1:39 pm ET)
2-day: 83.1% above, 16.9% below
3-day: 72.4% above, 27.6% below
4-day: 64.5% above, 35.5% below
5-day: 57.2% above, 42.8% below
8-day: 52.1% above, 47.9% below
10-day: 49.2% above, 50.8% below
20-day: 41.2% above, 58.8% below
50-day: 50.2% above, 49.8% below
200-day: 57.3% above, 42.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160520 1:39 pm ET)
ELEC(50): 2.57% Top=KEYS AMAT SCTY MU CSIQ LRCX IDTI FIT ….. SANM MLNX ON GRMN TRMB BRKR WAT TEL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(93): 1.48% Top=CWEI ENLK MPLX QEP UNT SM RDC OII ….. SEMG WPZ RICE PDCE XOM SHLX ETE GPOR=Bottom (Energy)
COHW(42): 1.39% Top=WIN OLED WDC LITE NTAP QCOM TMUS ANET ….. VRSN ZAYO UBNT T MSI VZ STX BRCD=Bottom (Computer Hardware/Telecom)
TRAN(31): 1.39% Top=TK XPO TRN KNX NAT KEX CNI JBHT ….. SAVE WERN HA KSU AAL LUV DAL ALK=Bottom (Transportation)
COSW(101): 1.34% Top=MENT RAX RUBI NTES ZEN GDDY SPLK FEYE ….. ATVI ATHM VIPS YHOO SQ BITA ADSK TTWO=Bottom (Computer Software/Internet)
MATE(32): 1.25% Top=MTZ EXP DY TPH HW TOL SUM TREX ….. MLM FAST WY RSG USG WM AWI SRCL=Bottom (Materials & Construction)
RETA(68): 1.23% Top=HIBB LB DDS DKS LL STMP GPS RH ….. FIVE TJX KR CHS OUTR CVS SIG ROST=Bottom (Retail & Specialty Retail)
INSU(32): 0.91% Top=MBI FNF AFSI HIG AGO TRV MTG CNO ….. WRB CINF AJG MMC WLTW BRO AFL PRU=Bottom (Insurance)
FINA(96): 0.86% Top=HAWK LPLA SF SLM NAVI TCBI KKR WDR ….. RF PYPL C SYF BAC EFX STI BANC=Bottom (Banks/Financials)
DISV(52): 0.80% Top=FDC CAR KBR ABCO PRAA R BAH RCII ….. RBA WOOF ULTA TMH VNTV SERV EXAM IILG=Bottom (Diversified Services)
HEAL(57): 0.71% Top=OPK ZLTQ HYH DXCM CYNO ALGN NVRO EVHC ….. THC CYH ACHC AMSG BAX UHS STE DVA=Bottom (Health)
MANU(41): 0.69% Top=ITT MRC BWXT KMT CFX FLS GNRC LECO ….. PNR RS ATI SNA DDD TEX AGCO DE=Bottom (Manufacturing)
CONS(58): 0.65% Top=HAR COH LULU VSTO OI RL GPK ENR ….. HAS COTY EL CLX NKE AVY CHD FL=Bottom (Consumer)
CHEM(28): 0.63% Top=PAH DD FMC MOS DOW MON HUN OLN ….. KRA CF PX LXU IFF AXTA APD CC=Bottom (Chemicals/Fertilizers)
REAL(96): 0.54% Top=CBG MAC NRF CBL KRC ARE PEI WPG ….. NNN HST HCN GLPI OUT VER RLJ TREE=Bottom (Real Estate)
LEIS(38): 0.23% Top=GPRO RCL DRII BWLD EXPE LVS DPZ WYNN ….. DNKN PLAY BYD LQ CMG JACK MCD SONC=Bottom (Leisure)
META(27): 0.21% Top=SLCA TCK CDE CNX SWC FNV AEM FCX ….. ABX SCCO BVN AA STLD AG CENX NEM=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 1:39 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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