daytrend

05/31/2016

Filed under: Market Stats — daytrend @ 2:51 pm

Market Stats at 3:51 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 3:51 pm ET)
35.0% of stocks are above yesterday’s high.
69.2% are above yesterday’s midpoint. (30.8% are below.)
9.8% are below yesterday’s low.
55.3% are inside yesterday’s range.
74.5% of stocks with today’s high > yesterday’s high. (25.5% less than).
34.2% of stocks with today’s low < yesterday’s low. (65.8% greater than).

EVIDENCE OF INTRADAY TREND (20160531 3:51 pm ET)
47.2% of stocks are above today’s open. (51.6% are below).
45.1% of stocks are above today’s open and yesterday’s close.
40.8% 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 3:51 pm ET)
11.6% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
52.3% are in the top half. 47.7% of stocks are in the bottom half of today’s range.
8.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160531 3:51 pm ET)
57.2% of stocks are above yesterday’s close. (42.8% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
3.4% are up 3.5% or more. 0.4% are down 3.5% or more.
66.8% are between +1% and -1%.

RSI on DAILY (20160531 3:51 pm ET)
2-day: >=95:17.6%…>=90:27.4%…>=80:42.8%…>=50:72.7%…<=20:6.2%…<=10:1.6%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:75.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:73.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160531 3:51 pm ET)
35.0% above previous 1 highs, 9.8% below previous 1 lows
26.5% above previous 2 highs, 6.9% below previous 2 lows
22.8% above previous 3 highs, 5.5% below previous 3 lows
22.3% above previous 4 highs, 3.4% below previous 4 lows
21.6% above previous 5 highs, 1.8% below previous 5 lows
21.2% above previous 6 highs, 1.3% below previous 6 lows
21.0% above previous 7 highs, 0.9% below previous 7 lows
19.6% above previous 8 highs, 0.9% below previous 8 lows
17.8% above previous 9 highs, 0.9% below previous 9 lows
17.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160531 3:51 pm ET)
57.2% are above or equal to 5/27 close (1 days ago), 42.8% are below.
75.1% are above or equal to 5/26 close (2 days ago), 24.9% are below.
65.5% are above or equal to 5/25 close (3 days ago), 34.5% are below.
79.2% are above or equal to 5/24 close (4 days ago), 20.8% are below.
86.7% are above or equal to 5/23 close (5 days ago), 13.3% are below.
85.0% are above or equal to 5/20 close (6 days ago), 15.0% are below.
90.0% are above or equal to 5/19 close (7 days ago), 10.0% are below.
86.5% are above or equal to 5/18 close (8 days ago), 13.5% are below.
80.0% are above or equal to 5/17 close (9 days ago), 20.0% are below.
72.5% are above or equal to 5/16 close (10 days ago), 27.5% are below.
79.5% are above or equal to 5/13 close (11 days ago), 20.5% are below.
71.8% are above or equal to 5/12 close (12 days ago), 28.2% are below.
69.9% are above or equal to 5/11 close (13 days ago), 30.1% are below.
62.8% are above or equal to 5/10 close (14 days ago), 37.2% are below.
68.9% are above or equal to 5/9 close (15 days ago), 31.1% are below.
67.4% are above or equal to 5/6 close (16 days ago), 32.6% are below.
70.2% are above or equal to 5/5 close (17 days ago), 29.8% are below.
69.0% are above or equal to 5/4 close (18 days ago), 31.0% are below.
64.0% are above or equal to 5/3 close (19 days ago), 36.0% are below.
55.7% are above or equal to 5/2 close (20 days ago), 44.3% are below.
59.6% are above or equal to 4/29 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160531 3:51 pm ET)
20d: 24.2% new highs, 2.1% new lows
21d: 22.4% new highs, 1.8% new lows
42d: 13.8% new highs, 1.2% new lows
63d: 13.7% new highs, 0.9% new lows
126d: 8.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160531 3:51 pm ET)
2-day: 55.8% above, 44.2% below
3-day: 69.2% above, 30.8% below
4-day: 68.4% above, 31.6% below
5-day: 73.2% above, 26.8% below
8-day: 84.6% above, 15.4% below
10-day: 84.9% above, 15.1% below
20-day: 74.5% above, 25.5% below
50-day: 66.3% above, 33.7% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160531 3:51 pm ET)
META(26): 1.64% Top=CDE PAAS SWC CNX AGI SSRI SLW RGLD ….. STLD NUE FCX CMC CCJ AA SLCA SCCO=Bottom (Metals & Mining)
ELEC(50): 0.86% Top=CY HIMX MU MTSI CAVM MXL TRMB NXPI ….. BRKR KEYS FLEX FSLR SIMO FEIC TXN FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 0.73% Top=BRCD LITE STX KN WDC SSYS ARRS FNSR ….. BCE ZAYO OLED AAPL HRS INFN VSAT SYNA=Bottom (Computer Hardware/Telecom)
ENER(93): 0.57% Top=SEMG ETE SWN ECA PAA LPI PAGP MDU ….. CWEI FANG ENLK APA FET OKS CVE WNR=Bottom (Energy)
COSW(92): 0.52% Top=SINA VNET LNKD DBD WB CYBR PFPT NTCT ….. VRNT CDNS SQ INTU CTSH ADSK BIDU QLIK=Bottom (Computer Software/Internet)
DISV(51): 0.39% Top=CAR AHS ADS WTW HRB URI RHI DV ….. ALLE VNTV GDOT V PCLN FLT MA XRS=Bottom (Diversified Services)
MANU(42): 0.37% Top=JOY MRC DE ATI DDD SEDG AGCO TEX ….. DHR MHK ROP PNR TKR ITT AOS NDSN=Bottom (Manufacturing)
TRAN(32): 0.36% Top=TK BRS NAT CSX UNP WERN AAL DAL ….. CP AAWW TRN WAB ALK CNI JBLU HA=Bottom (Transportation)
REAL(92): 0.34% Top=TREE SC RLJ PEB RLGY NNN WPG EDR ….. SKT DFT PKY CONE CUZ ESRT AMH BAM=Bottom (Real Estate)
HEAL(54): 0.21% Top=CYH OPK EVHC ZLTQ HYH ACHC ANTM RMD ….. SYK ZBH CPHD NUVA DXCM EW ELGX INCR=Bottom (Health)
FINA(96): 0.05% Top=BOFI SLM SIVB NAVI OMF LM RJF CIT ….. FMER BAC LPLA TD VOYA HBAN BMO BX=Bottom (Banks/Financials)
RETA(72): 0.03% Top=BIG GPI LL KORS DLTR M BKE AMZN ….. HIBB AAP CAB URBN ANF DDS PLCE CAL=Bottom (Retail & Specialty Retail)
INSU(30): -0.03% Top=FNF TMK AFSI AON BRO AXS FAF PGR ….. L MET CNO ORI LNC AIG AGO MBI=Bottom (Insurance)
MATE(32): -0.07% Top=DAR CSTE STCK DY PWR KBH MTZ SRCL ….. TPH EXP VMC USG MLM SUM BIN WCN=Bottom (Materials & Construction)
CONS(55): -0.09% Top=VSTO FL SKX ENR GIII BC WWW LEG ….. UFS GPK GIL KATE CRI SCSS NKE TPX=Bottom (Consumer)
LEIS(36): -0.48% Top=SHAK BWLD GPRO JACK BYD DRI WYNN SIX ….. EXPE EAT SEAS RRGB CCL DRII QSR SONC=Bottom (Leisure)
CHEM(26): -0.58% Top=MON MEOH OLN WLK PAH APD SHW IFF ….. AGU FMC POT DOW ALB MOS DD 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 3:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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