daytrend

05/25/2016

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:07 am ET
by daytrend on 20160525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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

COMPARED TO YESTERDAY’S RANGE (20160525 11:07 am ET)
50.3% of stocks are above yesterday’s high.
84.4% are above yesterday’s midpoint. (15.6% are below.)
4.5% are below yesterday’s low.
45.2% are inside yesterday’s range.
76.8% of stocks with today’s high > yesterday’s high. (23.2% less than).
12.6% of stocks with today’s low < yesterday’s low. (87.4% greater than).

EVIDENCE OF INTRADAY TREND (20160525 11:07 am ET)
65.5% of stocks are above today’s open. (33.5% are below).
63.8% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
32.4% of stocks opened above yesterday’s high.
82.5% of stocks opened above yesterday’s close. (15.0% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160525 11:07 am ET)
18.1% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
65.6% are in the top half. 34.4% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20160525 11:07 am ET)
76.4% of stocks are above yesterday’s close. (23.6% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
5.3% are up 3.5% or more. 0.6% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20160525 11:07 am ET)
2-day: >=95:23.1%…>=90:43.8%…>=80:65.1%…>=50:87.7%…<=20:2.2%…<=10:0.7%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.9%…>=50:72.5%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:68.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160525 11:07 am ET)
50.3% above previous 1 highs, 4.5% below previous 1 lows
47.3% above previous 2 highs, 2.5% below previous 2 lows
45.7% above previous 3 highs, 1.9% below previous 3 lows
44.9% above previous 4 highs, 1.3% below previous 4 lows
39.4% above previous 5 highs, 1.0% below previous 5 lows
33.8% above previous 6 highs, 1.0% below previous 6 lows
31.9% above previous 7 highs, 1.0% below previous 7 lows
31.2% above previous 8 highs, 1.0% below previous 8 lows
29.1% above previous 9 highs, 0.9% below previous 9 lows
26.5% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160525 11:07 am ET)
76.4% are above or equal to 5/24 close (1 days ago), 23.6% are below.
89.5% are above or equal to 5/23 close (2 days ago), 10.5% are below.
86.5% are above or equal to 5/20 close (3 days ago), 13.5% are below.
89.9% are above or equal to 5/19 close (4 days ago), 10.1% are below.
85.8% are above or equal to 5/18 close (5 days ago), 14.2% are below.
77.4% are above or equal to 5/17 close (6 days ago), 22.6% are below.
69.3% are above or equal to 5/16 close (7 days ago), 30.7% are below.
77.0% are above or equal to 5/13 close (8 days ago), 23.0% are below.
69.7% are above or equal to 5/12 close (9 days ago), 30.3% are below.
67.5% are above or equal to 5/11 close (10 days ago), 32.5% are below.
59.1% are above or equal to 5/10 close (11 days ago), 40.9% are below.
67.0% are above or equal to 5/9 close (12 days ago), 33.0% are below.
63.9% are above or equal to 5/6 close (13 days ago), 36.1% are below.
66.8% are above or equal to 5/5 close (14 days ago), 33.2% are below.
66.6% are above or equal to 5/4 close (15 days ago), 33.4% are below.
61.2% are above or equal to 5/3 close (16 days ago), 38.8% are below.
51.9% are above or equal to 5/2 close (17 days ago), 48.1% are below.
55.1% are above or equal to 4/29 close (18 days ago), 44.9% are below.
52.4% are above or equal to 4/28 close (19 days ago), 47.6% are below.
44.4% are above or equal to 4/27 close (20 days ago), 55.6% are below.
48.0% are above or equal to 4/26 close (21 days ago), 52.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160525 11:07 am ET)
20d: 22.1% new highs, 1.8% new lows
21d: 21.0% new highs, 1.7% new lows
42d: 16.7% new highs, 0.9% new lows
63d: 16.6% new highs, 0.7% new lows
126d: 9.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160525 11:07 am ET)
2-day: 75.7% above, 24.3% below
3-day: 87.7% above, 12.3% below
4-day: 87.9% above, 12.1% below
5-day: 89.2% above, 10.8% below
8-day: 84.0% above, 16.0% below
10-day: 82.1% above, 17.9% below
20-day: 69.0% above, 31.0% below
50-day: 63.1% above, 36.9% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160525 11:07 am ET)
ENER(93): 2.12% Top=LPI CWEI RIG SPN NBR ATW OAS DVN ….. WMB ETE VLO DK TSO HFC WNR PBF=Bottom (Energy)
META(27): 1.97% Top=TCK CNX CENX SLCA X SWC FCX CMC ….. SLW GG SSRI NEM BVN ABX AEM AGI=Bottom (Metals & Mining)
CHEM(28): 1.79% Top=PAH CF MEOH HUN OLN POT MON WLK ….. PPG DOW DD PX IFF KRA SHW AXTA=Bottom (Chemicals/Fertilizers)
FINA(97): 1.68% Top=LPLA WDR BX SIVB OMF WETF LM TCBI ….. NDAQ ICE BKU HAWK CME ARCC EFX PYPL=Bottom (Banks/Financials)
TRAN(31): 1.11% Top=TK TRN NAT XPO UNP AAL KEX KSU ….. SAVE CHRW AAWW SWFT LUV DAL EXPD HA=Bottom (Transportation)
MANU(43): 1.09% Top=JOY ATI MRC CMI TKR KMT RBC FLS ….. HON DHR MHK SWK DDD NDSN SNA GNRC=Bottom (Manufacturing)
RETA(69): 0.89% Top=DSW BBY LL GME TLRD BBBY BID KMX ….. ANF CST KR PLCE FRAN TIF AEO BABA=Bottom (Retail & Specialty Retail)
HEAL(56): 0.83% Top=CYH MOH ELGX CNC OPK THC EVHC WCG ….. BAX NUVA DGX STE DXCM EW VAR PODD=Bottom (Health)
COHW(44): 0.80% Top=WDC WIN LITE TDC STX KN HPQ BBRY ….. TDS CIEN UBNT CCI VIAV SSYS PANW VSAT=Bottom (Computer Hardware/Telecom)
MATE(32): 0.79% Top=DY MTZ PWR FLR HW WY CAA EXP ….. KBH CSTE CVA WM RSG TPH BIN WCN=Bottom (Materials & Construction)
COSW(96): 0.75% Top=CSC HPE XRX TWTR SHOP SINA RAX INXN ….. YHOO CTXS SQ JD INTU ZEN VNET PAYC=Bottom (Computer Software/Internet)
LEIS(37): 0.66% Top=JACK GPRO WYNN FRGI LQ LVS SONC WEN ….. SBUX DPZ SIX SHAK PLAY HLT RCL CCL=Bottom (Leisure)
INSU(32): 0.56% Top=LNC MBI CNO PRU MET UNM AGO MTG ….. WRB CINF ALL FNF PGR XL AIZ FAF=Bottom (Insurance)
CONS(55): 0.55% Top=FOSL PKG OI GIL WRK IP HBI BMS ….. LEG CLX BERY LULU NKE GT PAY GIII=Bottom (Consumer)
ELEC(49): 0.28% Top=SPWR MXL TRMB ON LRCX CSIQ MU CY ….. LLTC SWKS MTSI CAVM QRVO VSH XLNX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(53): 0.27% Top=IILG GDOT KBR RRD CAR ADS TMH URI ….. GEO RHI VNTV ATHN GPN XRS YY DV=Bottom (Diversified Services)
REAL(94): -0.26% Top=DRH CBG ALLY SC RLGY PEB NRF RLJ ….. RPAI BRX SRC CUBE WRI SSS TREE CBL=Bottom (Real Estate)

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 11:07 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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