daytrend

05/31/2016

Filed under: Market Stats — daytrend @ 2:01 pm

Market Stats at 3:01 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 3:01 pm ET)
20.3% of stocks are above yesterday’s high.
53.1% are above yesterday’s midpoint. (46.9% are below.)
19.9% are below yesterday’s low.
59.8% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
33.4% of stocks with today’s low < yesterday’s low. (66.6% greater than).

EVIDENCE OF INTRADAY TREND (20160531 3:01 pm ET)
30.3% of stocks are above today’s open. (68.4% are below).
28.3% of stocks are above today’s open and yesterday’s close.
60.9% 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 3:01 pm ET)
1.5% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
25.8% are in the top half. 74.2% of stocks are in the bottom half of today’s range.
47.0% are in the bottom 20%.
34.6% are in the bottom 10%.

GAIN (20160531 3:01 pm ET)
37.4% of stocks are above yesterday’s close. (62.6% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.4% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20160531 3:01 pm ET)
2-day: >=95:11.9%…>=90:18.4%…>=80:27.7%…>=50:57.0%…<=20:9.2%…<=10:2.7%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:70.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 3:01 pm ET)
20.3% above previous 1 highs, 19.9% below previous 1 lows
14.6% above previous 2 highs, 14.2% below previous 2 lows
12.9% above previous 3 highs, 9.9% below previous 3 lows
12.5% above previous 4 highs, 5.0% below previous 4 lows
12.2% above previous 5 highs, 2.6% below previous 5 lows
11.9% above previous 6 highs, 2.0% below previous 6 lows
11.7% above previous 7 highs, 1.4% below previous 7 lows
11.2% above previous 8 highs, 1.4% below previous 8 lows
10.1% above previous 9 highs, 1.4% below previous 9 lows
9.9% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 3:01 pm ET)
37.4% are above or equal to 5/27 close (1 days ago), 62.6% are below.
62.6% are above or equal to 5/26 close (2 days ago), 37.4% are below.
51.7% are above or equal to 5/25 close (3 days ago), 48.3% are below.
70.3% are above or equal to 5/24 close (4 days ago), 29.7% are below.
84.5% are above or equal to 5/23 close (5 days ago), 15.5% are below.
81.9% are above or equal to 5/20 close (6 days ago), 18.1% are below.
88.6% are above or equal to 5/19 close (7 days ago), 11.4% are below.
84.5% are above or equal to 5/18 close (8 days ago), 15.5% are below.
75.4% are above or equal to 5/17 close (9 days ago), 24.6% are below.
68.7% are above or equal to 5/16 close (10 days ago), 31.3% are below.
75.8% are above or equal to 5/13 close (11 days ago), 24.2% are below.
68.1% are above or equal to 5/12 close (12 days ago), 31.9% are below.
67.2% are above or equal to 5/11 close (13 days ago), 32.8% are below.
59.9% are above or equal to 5/10 close (14 days ago), 40.1% are below.
67.4% are above or equal to 5/9 close (15 days ago), 32.6% are below.
65.2% are above or equal to 5/6 close (16 days ago), 34.8% are below.
68.3% are above or equal to 5/5 close (17 days ago), 31.7% are below.
67.3% are above or equal to 5/4 close (18 days ago), 32.7% are below.
61.4% are above or equal to 5/3 close (19 days ago), 38.6% are below.
52.9% are above or equal to 5/2 close (20 days ago), 47.1% are below.
57.4% are above or equal to 4/29 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 3:01 pm ET)
20d: 23.5% new highs, 2.0% new lows
21d: 22.0% new highs, 1.7% new lows
42d: 13.3% new highs, 1.2% new lows
63d: 13.2% new highs, 0.9% new lows
126d: 8.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 3:01 pm ET)
2-day: 36.1% above, 63.9% below
3-day: 49.7% above, 50.3% below
4-day: 51.8% above, 48.2% below
5-day: 59.8% above, 40.2% below
8-day: 78.3% above, 21.7% below
10-day: 79.7% above, 20.3% below
20-day: 70.6% above, 29.4% below
50-day: 63.7% above, 36.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 3:01 pm ET)
META(26): 1.64% Top=AGI PAAS CDE CNX SWC SSRI AEM SLW ….. CCJ STLD FCX NUE SLCA AA CMC SCCO=Bottom (Metals & Mining)
ELEC(50): 0.39% Top=HIMX CY MTSI MU MXL CAVM TRMB NVDA ….. FEIC LRCX INTC XLNX KEYS TXN FSLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 0.26% Top=SINA VNET LNKD VIPS DBD WB DATA NTCT ….. INXN SQ ACXM VRNT INTU CTSH BIDU ADSK=Bottom (Computer Software/Internet)
COHW(44): 0.25% Top=BRCD LITE STX WDC SSYS ARRS KN FNSR ….. ZAYO BCE HRS INFN AAPL WIN VSAT SYNA=Bottom (Computer Hardware/Telecom)
ENER(93): 0.18% Top=ETE SEMG LPI SWN PAGP PAA SM MDU ….. BPL CPG WNR APA FANG ENLK OKS CVE=Bottom (Energy)
REAL(92): -0.05% Top=TREE RLJ WPG SC NNN CBL RLGY CBG ….. ESRT DFT CUZ PKY GLPI PEI AMH BAM=Bottom (Real Estate)
DISV(51): -0.08% Top=CAR ADS AHS ABCO HRB RHI DV URI ….. VNTV FLT PRAA GDOT V PCLN MA XRS=Bottom (Diversified Services)
MANU(42): -0.17% Top=MRC DE DDD AGCO JOY GNRC CMI RS ….. MHK PNR ROK ITT ROP EMR AOS NDSN=Bottom (Manufacturing)
TRAN(32): -0.19% Top=TK BRS NAT CSX UNP WERN AAL JBHT ….. WAB UAL ALK SSW AAWW CNI JBLU HA=Bottom (Transportation)
HEAL(54): -0.26% Top=CYH ZLTQ HYH OPK VWR IRWD ANTM ACHC ….. TMO EW NUVA CPHD ZBH DXCM ELGX INCR=Bottom (Health)
MATE(32): -0.44% Top=DAR PWR STCK DY CSTE KBH SRCL MTZ ….. BIN WCN OC USG EXP VMC MLM SUM=Bottom (Materials & Construction)
RETA(72): -0.46% Top=BIG DLTR KORS GPI LL ASNA BKE GME ….. WSM CAB HIBB GPS ANF PLCE CAL DDS=Bottom (Retail & Specialty Retail)
FINA(96): -0.46% Top=SLM OMF NAVI BOFI SIVB RJF LM IBKR ….. WDR HBAN COF LPLA TD VOYA BMO BX=Bottom (Banks/Financials)
CONS(55): -0.55% Top=VSTO SKX GIII FL ENR BC SHOO COTY ….. UFS GPK NKE DECK CRI SCSS GIL TPX=Bottom (Consumer)
INSU(30): -0.57% Top=AFSI TMK AON FNF AJG BRO WLTW PGR ….. L MET AIG PRU CNO AGO LNC MBI=Bottom (Insurance)
LEIS(36): -0.86% Top=BYD BWLD JACK SHAK WYNN HLT LVS SIX ….. EXPE EAT SEAS CCL RRGB QSR DRII SONC=Bottom (Leisure)
CHEM(26): -1.04% Top=MON MEOH OLN WLK IFF SHW APD PX ….. HUN AGU POT DD DOW ALB MOS CC=Bottom (Chemicals/Fertilizers)

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 3:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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