daytrend

05/27/2016

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:33 pm ET
by daytrend on 20160527. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160527 2:33 pm ET)
28.3% of stocks are above yesterday’s high.
62.8% are above yesterday’s midpoint. (37.2% are below.)
12.3% are below yesterday’s low.
59.4% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160527 2:33 pm ET)
73.2% of stocks are above today’s open. (25.9% are below).
68.3% of stocks are above today’s open and yesterday’s close.
21.4% 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 2:33 pm ET)
10.9% of stocks are in the top 10% of today’s range.
23.6% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160527 2:33 pm ET)
74.1% of stocks are above yesterday’s close. (25.9% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
66.9% are between +1% and -1%.

RSI on DAILY (20160527 2:33 pm ET)
2-day: >=95:15.3%…>=90:25.4%…>=80:41.6%…>=50:78.3%…<=20:3.6%…<=10:1.3%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.9%…>=50:75.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:71.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160527 2:33 pm ET)
28.3% above previous 1 highs, 12.3% below previous 1 lows
20.6% above previous 2 highs, 4.5% below previous 2 lows
19.4% above previous 3 highs, 2.0% below previous 3 lows
19.0% above previous 4 highs, 1.3% below previous 4 lows
19.0% above previous 5 highs, 1.0% below previous 5 lows
18.8% above previous 6 highs, 0.8% below previous 6 lows
17.0% above previous 7 highs, 0.8% below previous 7 lows
14.6% above previous 8 highs, 0.8% below previous 8 lows
13.9% above previous 9 highs, 0.8% below previous 9 lows
13.8% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160527 2:33 pm ET)
74.1% are above or equal to 5/26 close (1 days ago), 25.9% are below.
58.6% are above or equal to 5/25 close (2 days ago), 41.4% are below.
77.3% are above or equal to 5/24 close (3 days ago), 22.7% are below.
88.2% are above or equal to 5/23 close (4 days ago), 11.8% are below.
85.4% are above or equal to 5/20 close (5 days ago), 14.6% are below.
90.1% are above or equal to 5/19 close (6 days ago), 9.9% are below.
86.3% are above or equal to 5/18 close (7 days ago), 13.7% are below.
77.7% are above or equal to 5/17 close (8 days ago), 22.3% are below.
72.3% are above or equal to 5/16 close (9 days ago), 27.7% are below.
78.2% are above or equal to 5/13 close (10 days ago), 21.8% are below.
71.3% are above or equal to 5/12 close (11 days ago), 28.7% are below.
68.6% are above or equal to 5/11 close (12 days ago), 31.4% are below.
61.2% are above or equal to 5/10 close (13 days ago), 38.8% are below.
69.1% are above or equal to 5/9 close (14 days ago), 30.9% are below.
66.1% are above or equal to 5/6 close (15 days ago), 33.9% are below.
68.0% are above or equal to 5/5 close (16 days ago), 32.0% are below.
67.9% are above or equal to 5/4 close (17 days ago), 32.1% are below.
62.5% are above or equal to 5/3 close (18 days ago), 37.5% are below.
53.1% are above or equal to 5/2 close (19 days ago), 46.9% are below.
57.2% are above or equal to 4/29 close (20 days ago), 42.8% 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 2:33 pm ET)
20d: 15.4% new highs, 0.9% new lows
21d: 12.7% 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 2:33 pm ET)
2-day: 73.4% above, 26.6% below
3-day: 66.2% above, 33.8% below
4-day: 73.2% above, 26.8% below
5-day: 80.5% above, 19.5% below
8-day: 87.4% above, 12.6% below
10-day: 85.2% above, 14.8% below
20-day: 73.5% above, 26.5% below
50-day: 64.4% above, 35.6% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160527 2:33 pm ET)
LEIS(37): 1.20% Top=SHAK DRII FRGI RCL SONC BWLD LQ CCL ….. EXPE YUM WEN SBUX MCD DPZ CMG SIX=Bottom (Leisure)
TRAN(32): 1.10% Top=BRS JBLU TK UAL SAVE LUV ALK XPO ….. AAWW SWFT CSX CHRW NSC KSU CNI EXPD=Bottom (Transportation)
HEAL(55): 0.89% Top=DXCM NVRO GMED NUVA CPHD CYH PODD EVHC ….. BSX PKI SYK BDX BCR BAX OPK BKD=Bottom (Health)
RETA(71): 0.88% Top=BIG FIVE BABA FINL WSM DSW JCP RH ….. TIF KORS COST SHLD SFM WFM ANF GME=Bottom (Retail & Specialty Retail)
CONS(55): 0.84% Top=DECK PAY WWW BC OI SHOO GPK LULU ….. CL RL ECL CHD ENR COTY VSTO HBI=Bottom (Consumer)
DISV(52): 0.79% Top=ULTA PRAA IILG MYGN TMH DV CAR ZG ….. PCLN R SBAC JEC WTW XRS AL KBR=Bottom (Diversified Services)
COSW(93): 0.78% Top=MKTO VEEV WB TWTR HPE JD BIDU CSRA ….. SQ FTNT PAYC PFPT CHKP CYBR WDAY CMCM=Bottom (Computer Software/Internet)
INSU(30): 0.64% Top=MBI LNC MTG AON MET UNM PRU WLTW ….. AFL BRO AJG ALL AFSI HIG PGR FNF=Bottom (Insurance)
FINA(96): 0.61% Top=WETF LPLA NSAM SF BX PVTB AMTD HAWK ….. ONB FNFG TD GWB OZRK BANC BOFI BMO=Bottom (Banks/Financials)
ELEC(49): 0.45% Top=SIMO MU AMAT LRCX MLNX ON VSH JBL ….. CAVM LLTC IPHI MRVL CSIQ MTSI CRUS SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): 0.42% Top=NRF BAM SHO RLJ TREE CLNY COR DRH ….. HTS CLI AGNC TWO NLY IVR PEI CBL=Bottom (Real Estate)
CHEM(28): 0.26% Top=KRA PAH OLN AXTA ALB GRA SHW HUN ….. EMN MEOH APD POT LXU CC MOS CF=Bottom (Chemicals/Fertilizers)
MATE(31): 0.23% Top=CSTE BIN WCN TPH MTH CAA KBH TOL ….. DAR MTZ SUM SRCL USG EXP VMC DY=Bottom (Materials & Construction)
COHW(44): -0.07% Top=WIN SYNA NTAP LITE CIEN EFII VZ ZAYO ….. HRS OLED GIMO BCE QCOM SSYS PSTG PANW=Bottom (Computer Hardware/Telecom)
ENER(94): -0.40% Top=ETE DK SEMG WMB MPLX PSXP ETP MPC ….. CRZO PDCE ATW MTDR LPI OAS SN CWEI=Bottom (Energy)
MANU(42): -0.53% Top=ZBRA SEDG MHK MIDD TTC GE ATI ROP ….. KMT AGCO FLS RS ITT MRC JOY TEX=Bottom (Manufacturing)
META(26): -2.28% Top=CCJ SCCO NUE SLCA STLD CNX FNV AA ….. AEM ABX SLW PAAS BVN CDE AG 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 2:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: