daytrend

05/31/2016

Filed under: Market Stats — daytrend @ 11:44 am

Market Stats at 12:43 pm ET
by daytrend on 20160531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

COMPARED TO YESTERDAY’S RANGE (20160531 12:43 pm ET)
30.6% of stocks are above yesterday’s high.
63.4% are above yesterday’s midpoint. (36.6% are below.)
11.9% are below yesterday’s low.
57.5% are inside yesterday’s range.
71.6% of stocks with today’s high > yesterday’s high. (28.4% less than).
26.4% of stocks with today’s low < yesterday’s low. (73.6% greater than).

EVIDENCE OF INTRADAY TREND (20160531 12:43 pm ET)
41.7% of stocks are above today’s open. (57.1% are below).
39.4% of stocks are above today’s open and yesterday’s close.
46.5% are below both.
28.6% of stocks opened above yesterday’s high.
73.6% of stocks opened above yesterday’s close. (21.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160531 12:43 pm ET)
7.3% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
38.9% are in the top half. 61.1% of stocks are in the bottom half of today’s range.
28.8% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20160531 12:43 pm ET)
51.5% of stocks are above yesterday’s close. (48.5% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
3.7% are up 3.5% or more. 0.2% are down 3.5% or more.
68.8% are between +1% and -1%.

RSI on DAILY (20160531 12:43 pm ET)
2-day: >=95:15.0%…>=90:23.8%…>=80:36.2%…>=50:67.9%…<=20:6.1%…<=10:2.0%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:75.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:72.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 12:43 pm ET)
30.6% above previous 1 highs, 11.9% below previous 1 lows
20.4% above previous 2 highs, 7.6% below previous 2 lows
17.7% above previous 3 highs, 5.6% below previous 3 lows
17.2% above previous 4 highs, 3.4% below previous 4 lows
16.7% above previous 5 highs, 1.8% below previous 5 lows
16.4% above previous 6 highs, 1.4% below previous 6 lows
16.1% above previous 7 highs, 0.8% below previous 7 lows
15.2% above previous 8 highs, 0.8% below previous 8 lows
14.4% above previous 9 highs, 0.8% below previous 9 lows
14.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 12:43 pm ET)
51.5% are above or equal to 5/27 close (1 days ago), 48.5% are below.
72.3% are above or equal to 5/26 close (2 days ago), 27.7% are below.
61.9% are above or equal to 5/25 close (3 days ago), 38.1% are below.
75.9% are above or equal to 5/24 close (4 days ago), 24.1% are below.
88.9% are above or equal to 5/23 close (5 days ago), 11.1% are below.
85.3% are above or equal to 5/20 close (6 days ago), 14.7% are below.
88.9% are above or equal to 5/19 close (7 days ago), 11.1% are below.
85.4% are above or equal to 5/18 close (8 days ago), 14.6% are below.
78.1% are above or equal to 5/17 close (9 days ago), 21.9% are below.
71.3% are above or equal to 5/16 close (10 days ago), 28.7% are below.
77.1% are above or equal to 5/13 close (11 days ago), 22.9% are below.
71.7% are above or equal to 5/12 close (12 days ago), 28.3% are below.
70.3% are above or equal to 5/11 close (13 days ago), 29.7% are below.
62.7% are above or equal to 5/10 close (14 days ago), 37.3% are below.
68.6% are above or equal to 5/9 close (15 days ago), 31.4% are below.
66.5% are above or equal to 5/6 close (16 days ago), 33.5% are below.
70.3% are above or equal to 5/5 close (17 days ago), 29.7% are below.
69.1% are above or equal to 5/4 close (18 days ago), 30.9% are below.
63.4% are above or equal to 5/3 close (19 days ago), 36.6% are below.
54.8% are above or equal to 5/2 close (20 days ago), 45.2% are below.
59.2% are above or equal to 4/29 close (21 days ago), 40.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 12:43 pm ET)
20d: 22.5% new highs, 1.7% new lows
21d: 21.1% new highs, 1.5% new lows
42d: 13.0% new highs, 1.1% new lows
63d: 12.9% new highs, 0.8% new lows
126d: 8.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 12:43 pm ET)
2-day: 49.8% above, 50.2% below
3-day: 63.2% above, 36.8% below
4-day: 63.6% above, 36.4% below
5-day: 69.2% above, 30.8% below
8-day: 83.7% above, 16.3% below
10-day: 83.7% above, 16.3% below
20-day: 73.7% above, 26.3% below
50-day: 65.0% above, 35.0% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 12:43 pm ET)
META(26): 2.14% Top=PAAS CDE SWC CNX AGI TCK AEM SLW ….. BVN SLCA STLD SCCO CMC CCJ NUE AA=Bottom (Metals & Mining)
ENER(93): 1.65% Top=SEMG ETE PAGP LPI SM SWN UNT ECA ….. XOM FET HAL TSO SLB XEC CVE FANG=Bottom (Energy)
ELEC(50): 0.57% Top=HIMX MTSI MU TRMB MXL AYI SANM CAVM ….. ADI WAT INTC XLNX AMAT FIT TXN AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.56% Top=BRCD LITE SSYS ARRS KN STX TDC WDC ….. INFN CCI ZAYO WIN MSI HRS SYNA VSAT=Bottom (Computer Hardware/Telecom)
COSW(92): 0.36% Top=VNET SINA CMCM LNKD NTCT WB DATA CYBR ….. CTXS BR CSRA CTSH SQ INTU ADSK BIDU=Bottom (Computer Software/Internet)
MANU(42): 0.35% Top=JOY DDD DE SEDG ATI MRC CFX AGCO ….. ROK HON EMR ROP DHR ITT NDSN AOS=Bottom (Manufacturing)
TRAN(32): 0.35% Top=TK BRS CSX UNP WERN NAT XPO NSC ….. EXPD DAL SAVE UAL CHRW ALK JBLU HA=Bottom (Transportation)
DISV(51): 0.13% Top=AHS CAR ABCO ADS URI DV RHI IILG ….. VNTV V PCLN PAYX GDOT YY MA XRS=Bottom (Diversified Services)
FINA(96): 0.04% Top=SLM NAVI BOFI SIVB LM RJF WETF OMF ….. EFX WU PYPL CME BMO BKU VOYA BX=Bottom (Banks/Financials)
RETA(72): 0.02% Top=ASNA BIG GPI BKE LL DLTR GME AMZN ….. GPS WSM BURL ANF HD DDS PLCE CAL=Bottom (Retail & Specialty Retail)
MATE(32): -0.02% Top=DAR PWR DY STCK CSTE MTZ KBH FLR ….. LEN WCN MLM USG WM SUM VMC OC=Bottom (Materials & Construction)
HEAL(54): -0.04% Top=ZLTQ GMED OPK IRWD HYH EVHC THC WCG ….. SYK BDX PODD ZBH EW ELGX DXCM INCR=Bottom (Health)
REAL(92): -0.08% Top=TREE RLJ LHO PEB SC WPG CBG IVR ….. AMH UDR CONE SSS GGP BAM GLPI DFT=Bottom (Real Estate)
CONS(55): -0.27% Top=VSTO GIII ENR BC WWW HAR FL SKX ….. GPK CLX KATE DECK COH CRI NKE TPX=Bottom (Consumer)
INSU(30): -0.33% Top=TMK MTG AFSI RDN FNF BRO AON FAF ….. CNO XL AIG ORI MBI CINF LNC AGO=Bottom (Insurance)
CHEM(26): -0.43% Top=MEOH MON PAH OLN WLK EMN PX POL ….. PPG POT DD AXTA DOW ALB MOS CC=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.65% Top=BYD BWLD SHAK WYNN GPRO HLT LVS JACK ….. DNKN CCL EXPE RRGB QSR EAT SEAS SONC=Bottom (Leisure)

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 12:43 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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