daytrend

05/24/2016

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 12:52 pm ET
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20160524 12:52 pm ET)
61.1% of stocks are above yesterday’s high.
85.4% are above yesterday’s midpoint. (14.6% are below.)
4.5% are below yesterday’s low.
34.4% are inside yesterday’s range.
76.6% of stocks with today’s high > yesterday’s high. (23.4% less than).
18.3% of stocks with today’s low < yesterday’s low. (81.7% greater than).

EVIDENCE OF INTRADAY TREND (20160524 12:52 pm ET)
79.6% of stocks are above today’s open. (19.9% are below).
78.5% of stocks are above today’s open and yesterday’s close.
12.8% are below both.
22.8% of stocks opened above yesterday’s high.
90.3% of stocks opened above yesterday’s close. (7.9% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 12:52 pm ET)
31.2% of stocks are in the top 10% of today’s range.
51.5% are in the top 20%.
79.4% are in the top half. 20.6% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160524 12:52 pm ET)
86.3% of stocks are above yesterday’s close. (13.7% are below.)
1.9% are up 4.5% or more. 1.0% are down 4.5% or more.
5.1% are up 3.5% or more. 1.9% are down 3.5% or more.
29.0% are between +1% and -1%.

RSI on DAILY (20160524 12:52 pm ET)
2-day: >=95:11.6%…>=90:29.3%…>=80:58.4%…>=50:87.2%…<=20:4.3%…<=10:2.0%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:65.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 12:52 pm ET)
61.1% above previous 1 highs, 4.5% below previous 1 lows
54.2% above previous 2 highs, 2.9% below previous 2 lows
51.0% above previous 3 highs, 1.4% below previous 3 lows
42.2% above previous 4 highs, 1.1% below previous 4 lows
34.3% above previous 5 highs, 1.0% below previous 5 lows
32.6% above previous 6 highs, 1.0% below previous 6 lows
30.6% above previous 7 highs, 0.9% below previous 7 lows
27.9% above previous 8 highs, 0.9% below previous 8 lows
24.7% above previous 9 highs, 0.6% below previous 9 lows
23.0% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 12:52 pm ET)
86.3% are above or equal to 5/23 close (1 days ago), 13.7% are below.
81.0% are above or equal to 5/20 close (2 days ago), 19.0% are below.
89.0% are above or equal to 5/19 close (3 days ago), 11.0% are below.
82.6% are above or equal to 5/18 close (4 days ago), 17.4% are below.
69.6% are above or equal to 5/17 close (5 days ago), 30.4% are below.
60.1% are above or equal to 5/16 close (6 days ago), 39.9% are below.
72.0% are above or equal to 5/13 close (7 days ago), 28.0% are below.
61.8% are above or equal to 5/12 close (8 days ago), 38.2% are below.
61.3% are above or equal to 5/11 close (9 days ago), 38.7% are below.
52.5% are above or equal to 5/10 close (10 days ago), 47.5% are below.
62.8% are above or equal to 5/9 close (11 days ago), 37.2% are below.
59.0% are above or equal to 5/6 close (12 days ago), 41.0% are below.
62.6% are above or equal to 5/5 close (13 days ago), 37.4% are below.
61.8% are above or equal to 5/4 close (14 days ago), 38.2% are below.
57.2% are above or equal to 5/3 close (15 days ago), 42.8% are below.
46.0% are above or equal to 5/2 close (16 days ago), 54.0% are below.
50.2% are above or equal to 4/29 close (17 days ago), 49.8% are below.
47.0% are above or equal to 4/28 close (18 days ago), 53.0% are below.
39.0% are above or equal to 4/27 close (19 days ago), 61.0% are below.
41.9% are above or equal to 4/26 close (20 days ago), 58.1% are below.
46.6% are above or equal to 4/25 close (21 days ago), 53.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 12:52 pm ET)
20d: 13.3% new highs, 1.8% new lows
21d: 13.3% new highs, 1.8% new lows
42d: 10.1% new highs, 1.3% new lows
63d: 9.9% new highs, 0.6% new lows
126d: 6.1% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 12:52 pm ET)
2-day: 85.9% above, 14.1% below
3-day: 85.6% above, 14.4% below
4-day: 88.2% above, 11.8% below
5-day: 87.1% above, 12.9% below
8-day: 78.3% above, 21.7% below
10-day: 73.3% above, 26.7% below
20-day: 59.3% above, 40.7% below
50-day: 58.5% above, 41.5% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 12:52 pm ET)
MATE(32): 2.69% Top=TOL CSTE KBH MTH TPH PHM LEN CAA ….. WY MTZ WCN DAR BIN MLM CVA PWR=Bottom (Materials & Construction)
FINA(99): 2.12% Top=HAWK WDR AMG LPLA TCBI BOFI AMTD PVTB ….. WFC CME BMO WETF NSAM ACAS ARCC PSEC=Bottom (Banks/Financials)
COSW(97): 1.99% Top=CMCM ACXM FEYE JD TTWO VIPS NTES BIDU ….. HPE SHOP QLYS TRIP MTCH VNET DATA TWTR=Bottom (Computer Software/Internet)
ELEC(50): 1.90% Top=CRUS MLNX IPHI LRCX VSH MSCC CSIQ SNPS ….. CY KEYS SWKS XLNX QRVO MRVL SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): 1.71% Top=GPRO DRII RRGB YUM EXPE CAKE FRGI QSR ….. MAR SHAK DPZ LQ WEN SIX BYD CMG=Bottom (Leisure)
DISV(52): 1.64% Top=WTW AHS RHI MCO TMH DV IILG XRS ….. KBR ABCO EXAM MRKT CAR BLOX HMHC BAH=Bottom (Diversified Services)
INSU(32): 1.61% Top=AGO MTG CNO LNC UNM PRU MET HIG ….. BRO ALL L WLTW AWH ORI XL AFSI=Bottom (Insurance)
MANU(42): 1.60% Top=SEDG DDD CFX MIDD AOS MHK DE AGCO ….. EMR TEX LECO BWXT AME ETN MRC ATI=Bottom (Manufacturing)
HEAL(56): 1.47% Top=ZLTQ NVRO EVHC OPK PODD IRWD BAX ESRX ….. LH DVA BSX BCR ELGX CYH VAR ANTM=Bottom (Health)
COHW(42): 1.46% Top=SSYS OLED WDC UBNT BRCD CRAY ARRS CIEN ….. BCE ANET INFN BBRY TMUS TDC WIN LITE=Bottom (Computer Hardware/Telecom)
REAL(95): 1.35% Top=TREE DRH CLI RLGY EQC BAM RLJ EDR ….. SRC CIM HTS AGNC DLR NLY CBL STOR=Bottom (Real Estate)
TRAN(30): 1.31% Top=XPO AAWW SWFT HA WERN ALK NAT CP ….. CSX UNP CHRW JBHT ODFL NSC KEX TK=Bottom (Transportation)
CONS(57): 1.23% Top=ENR WHR GT UA HAR SCSS FBHS LULU ….. GIII CHD FL HBI WWW FOSL SHOO DECK=Bottom (Consumer)
RETA(69): 0.67% Top=NFLX STMP DLTR BABA EBAY AAP BURL BIG ….. ETSY TLRD GPS SIG ASNA W BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.10% Top=OLN KRA MON MEOH RPM POL PPG DD ….. SHW FMC AGU PAH MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.24% Top=EGN PSX NFX MUR APC NBR APA PBF ….. WPZ PAA OII UNT ETE SEMG PAGP TEP=Bottom (Energy)
META(27): -1.98% Top=CENX CNX AA STLD CMC NUE SLCA BVN ….. TAHO NEM GG SSRI PAAS CDE AGI 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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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