daytrend

05/27/2016

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 1:29 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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

COMPARED TO YESTERDAY’S RANGE (20160527 1:29 pm ET)
26.5% of stocks are above yesterday’s high.
60.7% are above yesterday’s midpoint. (39.3% are below.)
11.9% are below yesterday’s low.
61.6% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20160527 1:29 pm ET)
71.4% of stocks are above today’s open. (27.1% are below).
64.5% of stocks are above today’s open and yesterday’s close.
20.4% 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 1:29 pm ET)
8.4% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160527 1:29 pm ET)
72.5% of stocks are above yesterday’s close. (27.5% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
1.7% are up 3.5% or more. 1.1% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20160527 1:29 pm ET)
2-day: >=95:15.1%…>=90:25.1%…>=80:41.4%…>=50:79.2%…<=20:2.6%…<=10:1.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:76.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:72.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 1:29 pm ET)
26.5% above previous 1 highs, 11.9% below previous 1 lows
18.8% above previous 2 highs, 4.7% below previous 2 lows
18.2% above previous 3 highs, 1.8% below previous 3 lows
17.8% above previous 4 highs, 1.1% below previous 4 lows
17.8% above previous 5 highs, 0.8% below previous 5 lows
17.6% above previous 6 highs, 0.6% below previous 6 lows
15.6% above previous 7 highs, 0.6% below previous 7 lows
12.8% above previous 8 highs, 0.6% below previous 8 lows
12.2% above previous 9 highs, 0.5% below previous 9 lows
12.0% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 1:29 pm ET)
72.5% are above or equal to 5/26 close (1 days ago), 27.5% are below.
57.9% are above or equal to 5/25 close (2 days ago), 42.1% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.8% are above or equal to 5/23 close (4 days ago), 11.2% are below.
86.4% are above or equal to 5/20 close (5 days ago), 13.6% are below.
90.2% are above or equal to 5/19 close (6 days ago), 9.8% are below.
87.5% are above or equal to 5/18 close (7 days ago), 12.5% are below.
78.9% are above or equal to 5/17 close (8 days ago), 21.1% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.1% are above or equal to 5/13 close (10 days ago), 21.9% are below.
71.2% are above or equal to 5/12 close (11 days ago), 28.8% are below.
68.4% are above or equal to 5/11 close (12 days ago), 31.6% are below.
61.4% are above or equal to 5/10 close (13 days ago), 38.6% are below.
69.4% are above or equal to 5/9 close (14 days ago), 30.6% are below.
66.6% are above or equal to 5/6 close (15 days ago), 33.4% are below.
68.8% are above or equal to 5/5 close (16 days ago), 31.2% are below.
68.0% are above or equal to 5/4 close (17 days ago), 32.0% are below.
62.8% are above or equal to 5/3 close (18 days ago), 37.2% are below.
52.6% are above or equal to 5/2 close (19 days ago), 47.4% are below.
56.3% are above or equal to 4/29 close (20 days ago), 43.7% are below.
52.4% are above or equal to 4/28 close (21 days ago), 47.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160527 1:29 pm ET)
20d: 15.1% new highs, 0.9% new lows
21d: 12.6% new highs, 0.9% new lows
42d: 9.1% new highs, 0.8% new lows
63d: 8.7% new highs, 0.6% new lows
126d: 6.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160527 1:29 pm ET)
2-day: 70.7% above, 29.3% below
3-day: 63.3% above, 36.7% below
4-day: 72.6% above, 27.4% below
5-day: 82.3% above, 17.7% below
8-day: 87.6% above, 12.4% below
10-day: 85.1% above, 14.9% below
20-day: 73.6% above, 26.4% below
50-day: 64.6% above, 35.4% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 1:29 pm ET)
LEIS(37): 1.25% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. YUM WEN SBUX PLAY MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.03% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. NSC SSW CSX WERN SWFT EXPD KSU CNI=Bottom (Transportation)
CONS(55): 0.86% Top=DECK PAY BC WWW OI SHOO GPK LULU ….. AVY CLX VSTO NWL ENR CHD COTY HBI=Bottom (Consumer)
RETA(71): 0.78% Top=BIG FIVE BABA DSW SIG WSM FINL AN ….. KR DDS SHLD COST SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
HEAL(55): 0.77% Top=NVRO GMED PODD DXCM NUVA ELGX CPHD EVHC ….. BSX SYK PKI BCR BDX BAX OPK BKD=Bottom (Health)
DISV(52): 0.76% Top=ULTA PRAA IILG MYGN ZG TMH DV ADS ….. PCLN URI JEC FDC WTW AL KBR XRS=Bottom (Diversified Services)
COSW(93): 0.68% Top=VEEV WB MKTO TWTR HPE BIDU JD CSRA ….. FTNT PAYC SQ CHKP WDAY CMCM CYBR PFPT=Bottom (Computer Software/Internet)
INSU(30): 0.48% Top=MBI LNC MTG UNM MET PRU AON AXS ….. AFSI ALL PGR FAF AJG BRO HIG FNF=Bottom (Insurance)
CHEM(28): 0.47% Top=KRA PAH AXTA HUN OLN ALB GRA SHW ….. PX APD POL IFF LXU POT MOS CF=Bottom (Chemicals/Fertilizers)
ELEC(49): 0.46% Top=MU AMAT SIMO LRCX MLNX ON SPWR JBL ….. MRVL QRVO CREE AVGO IPHI MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.44% Top=NRF BAM HCP OHI SHO CLNY DRE STOR ….. IVR AGNC NLY TWO CLI PEI SC CBL=Bottom (Real Estate)
FINA(96): 0.36% Top=WETF LPLA NSAM BX PVTB IBKR IVZ OMF ….. FNB ONB ASB BMO GWB BOFI BANC OZRK=Bottom (Banks/Financials)
MATE(31): 0.29% Top=CSTE BIN WCN MTH KBH TPH WY TOL ….. FAST MLM SRCL MTZ EXP SUM VMC DY=Bottom (Materials & Construction)
COHW(44): -0.14% Top=SYNA WIN NTAP WDC ARRS VZ TDC CIEN ….. HRS OLED BCE QCOM GIMO SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.20% Top=ETE WMB DK SEMG MPLX ETP DPM PSXP ….. MRO PDCE TEP MTDR CPE OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA ATI NDSN MHK MIDD SEDG TTC GE ….. KMT CFX AGCO RS MRC ITT JOY TEX=Bottom (Manufacturing)
META(26): -0.96% Top=FNV SCCO AGI CCJ NUE SLCA RGLD GG ….. SWC CMC PAAS X SLW AG CDE SSRI=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 1:29 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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