daytrend

05/24/2016

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:05 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 2:05 pm ET)
59.7% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
5.1% are below yesterday’s low.
35.1% are inside yesterday’s range.
78.9% of stocks with today’s high > yesterday’s high. (21.1% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.2% greater than).

EVIDENCE OF INTRADAY TREND (20160524 2:05 pm ET)
77.6% of stocks are above today’s open. (21.5% are below).
76.9% of stocks are above today’s open and yesterday’s close.
13.7% 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 2:05 pm ET)
19.1% of stocks are in the top 10% of today’s range.
38.7% are in the top 20%.
75.8% are in the top half. 24.2% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20160524 2:05 pm ET)
85.5% of stocks are above yesterday’s close. (14.5% are below.)
2.7% are up 4.5% or more. 1.3% are down 4.5% or more.
6.5% are up 3.5% or more. 1.9% are down 3.5% or more.
30.6% are between +1% and -1%.

RSI on DAILY (20160524 2:05 pm ET)
2-day: >=95:11.5%…>=90:28.3%…>=80:56.0%…>=50:85.2%…<=20:4.8%…<=10:2.1%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:64.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 2:05 pm ET)
59.7% above previous 1 highs, 5.1% below previous 1 lows
52.4% above previous 2 highs, 3.2% below previous 2 lows
49.2% above previous 3 highs, 1.2% below previous 3 lows
40.8% above previous 4 highs, 1.1% below previous 4 lows
33.4% above previous 5 highs, 1.0% below previous 5 lows
32.1% above previous 6 highs, 0.9% below previous 6 lows
30.2% above previous 7 highs, 0.9% below previous 7 lows
27.8% above previous 8 highs, 0.9% below previous 8 lows
24.3% above previous 9 highs, 0.6% below previous 9 lows
22.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 2:05 pm ET)
85.5% are above or equal to 5/23 close (1 days ago), 14.5% are below.
79.8% are above or equal to 5/20 close (2 days ago), 20.2% are below.
88.8% are above or equal to 5/19 close (3 days ago), 11.2% are below.
82.3% are above or equal to 5/18 close (4 days ago), 17.7% are below.
69.0% are above or equal to 5/17 close (5 days ago), 31.0% are below.
60.4% are above or equal to 5/16 close (6 days ago), 39.6% are below.
70.4% are above or equal to 5/13 close (7 days ago), 29.6% are below.
61.1% are above or equal to 5/12 close (8 days ago), 38.9% are below.
61.2% are above or equal to 5/11 close (9 days ago), 38.8% are below.
51.7% are above or equal to 5/10 close (10 days ago), 48.3% are below.
62.5% are above or equal to 5/9 close (11 days ago), 37.5% are below.
57.9% are above or equal to 5/6 close (12 days ago), 42.1% are below.
61.4% are above or equal to 5/5 close (13 days ago), 38.6% are below.
60.8% are above or equal to 5/4 close (14 days ago), 39.2% are below.
57.3% are above or equal to 5/3 close (15 days ago), 42.7% are below.
45.8% are above or equal to 5/2 close (16 days ago), 54.2% are below.
50.3% are above or equal to 4/29 close (17 days ago), 49.7% are below.
46.2% are above or equal to 4/28 close (18 days ago), 53.8% are below.
38.7% are above or equal to 4/27 close (19 days ago), 61.3% are below.
41.1% are above or equal to 4/26 close (20 days ago), 58.9% are below.
46.4% are above or equal to 4/25 close (21 days ago), 53.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 2:05 pm ET)
20d: 14.3% new highs, 1.9% new lows
21d: 14.2% new highs, 1.9% new lows
42d: 10.8% new highs, 1.4% new lows
63d: 10.4% new highs, 0.6% new lows
126d: 6.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 2:05 pm ET)
2-day: 85.3% above, 14.7% below
3-day: 84.6% above, 15.4% below
4-day: 87.6% above, 12.4% below
5-day: 86.3% above, 13.7% below
8-day: 77.6% above, 22.4% below
10-day: 71.7% above, 28.3% below
20-day: 59.4% above, 40.6% below
50-day: 58.1% above, 41.9% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 2:05 pm ET)
MATE(32): 2.59% Top=TOL CSTE KBH TPH MTH PHM LEN DHI ….. RSG MLM WM WCN DAR BIN CVA PWR=Bottom (Materials & Construction)
COSW(97): 2.28% Top=CMCM ACXM FEYE VIPS NTES JD TTWO PFPT ….. QLYS WB SHOP DATA MTCH TRIP VNET TWTR=Bottom (Computer Software/Internet)
ELEC(50): 2.25% Top=IPHI XLNX CRUS MLNX CSIQ MSCC LRCX SIMO ….. GRMN FLEX KEYS QRVO SWKS MRVL SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(99): 1.89% Top=HAWK LPLA WDR AMG BOFI AMTD SF BX ….. FITB WFC TD NSAM ACAS ARCC BMO PSEC=Bottom (Banks/Financials)
LEIS(38): 1.80% Top=GPRO DRII RRGB FRGI EXPE CAKE YUM MGM ….. DPZ BYD WYN H SEAS SIX LQ CMG=Bottom (Leisure)
DISV(52): 1.77% Top=WTW XRS RHI DV MCO TMH IILG AHS ….. URI JEC EXAM MRKT CAR HMHC BLOX BAH=Bottom (Diversified Services)
COHW(42): 1.50% Top=SSYS OLED UBNT WDC BRCD CIEN CRAY VIAV ….. T CDW TMUS BCE BBRY TDC WIN LITE=Bottom (Computer Hardware/Telecom)
HEAL(56): 1.47% Top=PODD ZLTQ IRWD OPK NVRO EVHC PRXL BAX ….. ELGX BSX BCR DVA VAR VWR CYH ANTM=Bottom (Health)
MANU(42): 1.45% Top=DDD SEDG CFX AOS AGCO MIDD MHK KMT ….. EMR ROP LECO ETN BWXT AME MRC ATI=Bottom (Manufacturing)
INSU(32): 1.38% Top=AGO MTG CNO MBI UNM PRU LNC TMK ….. WRB XL ALL WLTW ORI AWH L AFSI=Bottom (Insurance)
CONS(57): 1.27% Top=ENR WHR UA HAR GT FBHS SCSS TPX ….. GIII HBI CHD FL WWW FOSL DECK SHOO=Bottom (Consumer)
TRAN(30): 1.27% Top=XPO AAWW SWFT WERN HA ALK JBLU SAVE ….. JBHT CNI CHRW UNP KEX CSX NSC TK=Bottom (Transportation)
REAL(95): 1.09% Top=TREE CLI RLGY EQC DRH BAM ALLY DRE ….. AVB NLY STOR CIM AGNC SRC DLR CBL=Bottom (Real Estate)
RETA(69): 0.67% Top=NFLX STMP BIG BABA EBAY DLTR AAP BURL ….. AEO ETSY GPS W SIG ASNA BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.21% Top=OLN MON KRA MEOH RPM PPG DD POL ….. FMC SHW PAH AGU MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.36% Top=EGN PSX APC OXY NBR RIG MUR PBF ….. WPZ ETE IOC UNT PAA SEMG PAGP TEP=Bottom (Energy)
META(27): -2.25% Top=CENX CNX AA CMC STLD NUE BVN SLCA ….. TCK GG NEM PAAS SSRI CDE AG AGI=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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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