daytrend

05/23/2016

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:11 am ET
by daytrend on 20160523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160523 10:11 am ET)
24.8% of stocks are above yesterday’s high.
65.6% are above yesterday’s midpoint. (34.4% are below.)
5.8% are below yesterday’s low.
69.4% are inside yesterday’s range.
43.5% of stocks with today’s high > yesterday’s high. (56.5% less than).
27.5% of stocks with today’s low < yesterday’s low. (72.5% greater than).

EVIDENCE OF INTRADAY TREND (20160523 10:11 am ET)
58.5% of stocks are above today’s open. (40.0% are below).
45.9% of stocks are above today’s open and yesterday’s close.
32.8% are below both.
10.1% of stocks opened above yesterday’s high.
40.8% of stocks opened above yesterday’s close. (53.7% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160523 10:11 am ET)
12.9% of stocks are in the top 10% of today’s range.
29.7% are in the top 20%.
66.6% are in the top half. 33.4% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20160523 10:11 am ET)
54.2% of stocks are above yesterday’s close. (45.8% are below.)
0.5% are up 4.5% or more. 0.3% are down 4.5% or more.
1.7% are up 3.5% or more. 0.8% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY (20160523 10:11 am ET)
2-day: >=95:4.4%…>=90:10.4%…>=80:25.5%…>=50:67.1%…<=20:6.5%…<=10:3.2%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:51.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160523 10:11 am ET)
24.8% above previous 1 highs, 5.8% below previous 1 lows
21.2% above previous 2 highs, 1.4% below previous 2 lows
15.6% above previous 3 highs, 1.3% below previous 3 lows
12.1% above previous 4 highs, 1.2% below previous 4 lows
10.9% above previous 5 highs, 1.1% below previous 5 lows
10.1% above previous 6 highs, 1.1% below previous 6 lows
8.8% above previous 7 highs, 1.1% below previous 7 lows
6.9% above previous 8 highs, 1.1% below previous 8 lows
6.6% above previous 9 highs, 1.0% below previous 9 lows
6.4% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160523 10:11 am ET)
54.2% are above or equal to 5/20 close (1 days ago), 45.8% are below.
84.4% are above or equal to 5/19 close (2 days ago), 15.6% are below.
64.9% are above or equal to 5/18 close (3 days ago), 35.1% are below.
57.2% are above or equal to 5/17 close (4 days ago), 42.8% are below.
48.5% are above or equal to 5/16 close (5 days ago), 51.5% are below.
60.8% are above or equal to 5/13 close (6 days ago), 39.2% are below.
50.5% are above or equal to 5/12 close (7 days ago), 49.5% are below.
47.2% are above or equal to 5/11 close (8 days ago), 52.8% are below.
39.2% are above or equal to 5/10 close (9 days ago), 60.8% are below.
52.9% are above or equal to 5/9 close (10 days ago), 47.1% are below.
49.4% are above or equal to 5/6 close (11 days ago), 50.6% are below.
54.2% are above or equal to 5/5 close (12 days ago), 45.8% are below.
52.9% are above or equal to 5/4 close (13 days ago), 47.1% are below.
47.8% are above or equal to 5/3 close (14 days ago), 52.2% are below.
36.3% are above or equal to 5/2 close (15 days ago), 63.7% are below.
41.5% are above or equal to 4/29 close (16 days ago), 58.5% are below.
38.0% are above or equal to 4/28 close (17 days ago), 62.0% are below.
31.6% are above or equal to 4/27 close (18 days ago), 68.4% are below.
35.0% are above or equal to 4/26 close (19 days ago), 65.0% are below.
39.7% are above or equal to 4/25 close (20 days ago), 60.3% are below.
36.8% are above or equal to 4/22 close (21 days ago), 63.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160523 10:11 am ET)
20d: 4.0% new highs, 1.9% new lows
21d: 3.9% new highs, 1.9% new lows
42d: 2.9% new highs, 0.5% new lows
63d: 2.9% new highs, 0.2% new lows
126d: 1.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160523 10:11 am ET)
2-day: 52.4% above, 47.6% below
3-day: 76.6% above, 23.4% below
4-day: 72.5% above, 27.5% below
5-day: 67.6% above, 32.4% below
8-day: 57.8% above, 42.2% below
10-day: 51.7% above, 48.3% below
20-day: 46.0% above, 54.0% below
50-day: 51.8% above, 48.2% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160523 10:11 am ET)
ELEC(50): 1.30% Top=SCTY SWKS CRUS SPWR AMBA CSIQ CY HIMX ….. FIT FLEX AYI NVDA TEL SNPS BRKR WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 1.00% Top=OLED KN INFN STX VIAV SSYS BRCD AAPL ….. VZ HRS LITE TMUS WIN SYNA CDW VSAT=Bottom (Computer Hardware/Telecom)
CHEM(28): 0.80% Top=MON CF LXU AGU FMC DOW HUN WLK ….. PAH MEOH EMN MOS ALB CE IFF CC=Bottom (Chemicals/Fertilizers)
RETA(69): 0.79% Top=TLRD ANF SPLS ASNA DDS NFLX BKE GPS ….. AN LB SFM SBH WFM FIVE PLCE DKS=Bottom (Retail & Specialty Retail)
CONS(58): 0.44% Top=KATE IP COTY OI UA SHOO LULU RL ….. SEE NWL FBHS CSL HAR FL GPK TPX=Bottom (Consumer)
COSW(99): 0.33% Top=FEYE TRIP GRUB WUBA SPLK ROVI CTXS HPE ….. GDDY WBMD N AKAM JD VNET VIPS CMCM=Bottom (Computer Software/Internet)
LEIS(38): 0.27% Top=GPRO CMG DRII MGM RRGB JACK WYNN SEAS ….. BWLD TXRH YUM DNKN PLAY DRI EAT SONC=Bottom (Leisure)
HEAL(57): 0.23% Top=ZLTQ VWR PODD MOH WCG EW OPK CYNO ….. XRAY DVA ANTM DGX HCA CYH UHS THC=Bottom (Health)
MANU(42): 0.11% Top=ATI DDD SEDG TEX AGCO DE CAT MRC ….. HON KMT TKR MIDD BWXT XYL PH ROP=Bottom (Manufacturing)
DISV(52): 0.07% Top=FDC ATHN MYGN XRS GEO WTW PRAA ZG ….. KBR WOOF JEC VNTV ABCO HRB R YY=Bottom (Diversified Services)
REAL(96): 0.02% Top=SC DRH TREE LHO HST SHO CSAL AGNC ….. BRX NRZ RPAI CONE EDR SKT CBG PEI=Bottom (Real Estate)
FINA(98): -0.03% Top=JNS ACAS LPLA WETF WDR UCBI LM IVZ ….. SNV FITB BKU NSAM LAZ CATY GWB ARCC=Bottom (Banks/Financials)
MATE(32): -0.09% Top=VMC WY SUM MLM TREX EXP DAR CVA ….. MTZ KBH AWI DHI TOL MAS USG DY=Bottom (Materials & Construction)
TRAN(31): -0.18% Top=ALK DAL UAL ODFL TK LUV EXPD HA ….. JBLU NSC CSX UNP AAWW CP XPO SWFT=Bottom (Transportation)
INSU(32): -0.32% Top=L WLTW AXS AIG PGR MMC UNM ORI ….. CINF MET AGO RDN AWH MTG AFSI MBI=Bottom (Insurance)
META(27): -0.39% Top=SLCA AA STLD CMC SWC CENX X CCJ ….. AEM BVN SSRI ABX FNV AG TCK AGI=Bottom (Metals & Mining)
ENER(93): -0.86% Top=MPLX TSO RES HFC HES EEP PBF MPC ….. RICE QEP SEMG ATW RIG CWEI SM PDCE=Bottom (Energy)

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 10:11 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: