daytrend

05/27/2016

Filed under: Market Stats — daytrend @ 8:39 am

Market Stats at 9:39 am ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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

COMPARED TO YESTERDAY’S RANGE (20160527 9:39 am ET)
19.3% of stocks are above yesterday’s high.
56.6% are above yesterday’s midpoint. (43.4% are below.)
11.4% are below yesterday’s low.
69.2% are inside yesterday’s range.
27.4% of stocks with today’s high > yesterday’s high. (72.6% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND (20160527 9:39 am ET)
69.7% of stocks are above today’s open. (28.2% are below).
59.8% of stocks are above today’s open and yesterday’s close.
21.5% are below both.
4.5% of stocks opened above yesterday’s high.
46.1% of stocks opened above yesterday’s close. (47.2% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160527 9:39 am ET)
25.3% of stocks are in the top 10% of today’s range.
41.6% are in the top 20%.
71.2% are in the top half. 28.8% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160527 9:39 am ET)
69.1% of stocks are above yesterday’s close. (30.9% are below.)
0.3% are up 4.5% or more. 0.4% are down 4.5% or more.
0.3% are up 3.5% or more. 0.4% are down 3.5% or more.
82.9% are between +1% and -1%.

RSI on DAILY (20160527 9:39 am ET)
2-day: >=95:13.1%…>=90:23.7%…>=80:38.1%…>=50:75.4%…<=20:4.6%…<=10:2.2%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:72.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 9:39 am ET)
19.3% above previous 1 highs, 11.4% below previous 1 lows
13.9% above previous 2 highs, 5.8% below previous 2 lows
12.5% above previous 3 highs, 3.1% below previous 3 lows
12.3% above previous 4 highs, 2.2% below previous 4 lows
12.3% above previous 5 highs, 1.7% below previous 5 lows
12.1% above previous 6 highs, 1.2% below previous 6 lows
11.1% above previous 7 highs, 1.2% below previous 7 lows
9.5% above previous 8 highs, 1.2% below previous 8 lows
9.0% above previous 9 highs, 1.1% below previous 9 lows
8.6% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 9:39 am ET)
69.1% are above or equal to 5/26 close (1 days ago), 30.9% are below.
52.8% are above or equal to 5/25 close (2 days ago), 47.2% are below.
73.5% are above or equal to 5/24 close (3 days ago), 26.5% are below.
86.4% are above or equal to 5/23 close (4 days ago), 13.6% are below.
84.1% are above or equal to 5/20 close (5 days ago), 15.9% are below.
89.1% are above or equal to 5/19 close (6 days ago), 10.9% are below.
84.7% are above or equal to 5/18 close (7 days ago), 15.3% are below.
75.7% are above or equal to 5/17 close (8 days ago), 24.3% are below.
69.1% are above or equal to 5/16 close (9 days ago), 30.9% are below.
76.0% are above or equal to 5/13 close (10 days ago), 24.0% are below.
70.1% are above or equal to 5/12 close (11 days ago), 29.9% are below.
67.9% are above or equal to 5/11 close (12 days ago), 32.1% are below.
59.6% are above or equal to 5/10 close (13 days ago), 40.4% are below.
67.3% are above or equal to 5/9 close (14 days ago), 32.7% are below.
64.6% are above or equal to 5/6 close (15 days ago), 35.4% are below.
66.8% are above or equal to 5/5 close (16 days ago), 33.2% are below.
66.6% are above or equal to 5/4 close (17 days ago), 33.4% are below.
61.1% are above or equal to 5/3 close (18 days ago), 38.9% are below.
51.8% are above or equal to 5/2 close (19 days ago), 48.2% are below.
56.4% are above or equal to 4/29 close (20 days ago), 43.6% are below.
52.5% are above or equal to 4/28 close (21 days ago), 47.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 9:39 am ET)
20d: 7.6% new highs, 0.5% new lows
21d: 6.5% new highs, 0.5% new lows
42d: 4.6% new highs, 0.5% new lows
63d: 4.4% new highs, 0.4% new lows
126d: 3.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 9:39 am ET)
2-day: 67.1% above, 32.9% below
3-day: 59.6% above, 40.4% below
4-day: 69.7% above, 30.3% below
5-day: 79.6% above, 20.4% below
8-day: 86.3% above, 13.7% below
10-day: 82.4% above, 17.6% below
20-day: 71.2% above, 28.8% below
50-day: 63.7% above, 36.3% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 9:39 am ET)
DISV(52): 0.63% Top=ULTA FDC CAR PRAA ABCO DV HMHC HRB ….. BLOX GPN MAN PCLN JEC AHS KBR YY=Bottom (Diversified Services)
FINA(96): 0.62% Top=NAVI OMF SF VOYA WETF SLM CME FII ….. CATY ASB TD FNB BOFI PYPL ONB BMO=Bottom (Banks/Financials)
INSU(30): 0.51% Top=MTG LNC UNM AIZ MBI PRU CNO RDN ….. AXS ALL WLTW BRO AJG XL FNF PGR=Bottom (Insurance)
LEIS(37): 0.49% Top=RCL CCL DRII BWLD ARMK H FRGI WYNN ….. LQ RRGB DPZ EXPE WEN SIX CMG GPRO=Bottom (Leisure)
RETA(71): 0.46% Top=BIG FIVE BABA CPRT CAB HIBB LL EBAY ….. GPI ASNA SHLD NFLX CHS ANF WFM GME=Bottom (Retail & Specialty Retail)
TRAN(32): 0.41% Top=JBLU UAL HA BRS KEX ODFL ALK DAL ….. KSU NAT AAWW CP EXPD SSW CNI TK=Bottom (Transportation)
REAL(92): 0.35% Top=SC RLGY RPAI SSS AMT ALLY EQC MAC ….. EDR STWD CONE GPT OHI CSAL PEI TREE=Bottom (Real Estate)
ELEC(49): 0.35% Top=AMAT LRCX XLNX SANM IPHI SPWR GRMN TER ….. HIMX QRVO GLW CREE MU MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.34% Top=MTH TOL TPH DHI CAA KBH LEN WY ….. VMC FLR PWR EXP MTZ MLM SUM DY=Bottom (Materials & Construction)
CONS(55): 0.31% Top=DECK OI LULU SHOO BC NKE GT WRK ….. FL COH AVY WWW MAT VSTO COTY FOSL=Bottom (Consumer)
HEAL(55): 0.31% Top=CYH THC NUVA XRAY MOH MD ESRX CNC ….. BCR PODD BDX PRAH ABMD DXCM ELGX OPK=Bottom (Health)
COSW(93): 0.03% Top=VEEV HPE WB TWTR JD BIDU YHOO WBMD ….. FEYE IMPV CMCM PFPT CYBR WDAY FTNT VNET=Bottom (Computer Software/Internet)
CHEM(28): -0.22% Top=SHW AXTA ALB RPM PPG GRA APD AGU ….. MOS POT POL WLK KRA CF LXU CC=Bottom (Chemicals/Fertilizers)
COHW(44): -0.24% Top=SYNA WIN TDC TDS COMM NTAP LVLT CTL ….. BCE AAPL GOGO QCOM OLED PSTG GIMO PANW=Bottom (Computer Hardware/Telecom)
MANU(42): -0.49% Top=DDD IR TTC ZBRA CMI GE ETN XYL ….. TKR DOV FLS MRC SEDG JOY MIDD TEX=Bottom (Manufacturing)
META(26): -0.61% Top=X CNX AGI NEM NUE CMC STLD SCCO ….. PAAS SLCA BVN AG TAHO SLW SSRI CDE=Bottom (Metals & Mining)
ENER(93): -0.92% Top=RICE COG MRD ETE FTI RRC MDU MPLX ….. HFC PAA ECA OAS ATW MRO SN PAGP=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 9:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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