daytrend

06/02/2016

Filed under: Market Stats — daytrend @ 9:26 am

Market Stats at 10:25 am ET
by daytrend on 20160602. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 928.

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

COMPARED TO YESTERDAY’S RANGE (20160602 10:25 am ET)
16.5% of stocks are above yesterday’s high.
66.3% are above yesterday’s midpoint. (33.7% are below.)
7.7% are below yesterday’s low.
75.9% are inside yesterday’s range.
42.0% of stocks with today’s high > yesterday’s high. (58.0% less than).
18.8% of stocks with today’s low < yesterday’s low. (81.3% greater than).

EVIDENCE OF INTRADAY TREND (20160602 10:25 am ET)
49.8% of stocks are above today’s open. (48.5% are below).
31.7% of stocks are above today’s open and yesterday’s close.
46.2% are below both.
3.1% of stocks opened above yesterday’s high.
15.4% of stocks opened above yesterday’s close. (80.2% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160602 10:25 am ET)
5.3% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
48.4% are in the top half. 51.6% of stocks are in the bottom half of today’s range.
22.5% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20160602 10:25 am ET)
35.8% of stocks are above yesterday’s close. (64.2% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
0.6% are up 3.5% or more. 1.6% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20160602 10:25 am ET)
2-day: >=95:10.5%…>=90:15.1%…>=80:24.0%…>=50:49.8%…<=20:17.1%…<=10:6.3%…<=5:1.6%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.9%…>=50:72.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:69.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160602 10:25 am ET)
16.5% above previous 1 highs, 7.7% below previous 1 lows
11.5% above previous 2 highs, 6.0% below previous 2 lows
10.9% above previous 3 highs, 5.0% below previous 3 lows
9.7% above previous 4 highs, 4.2% below previous 4 lows
9.4% above previous 5 highs, 3.1% below previous 5 lows
9.2% above previous 6 highs, 2.4% below previous 6 lows
8.9% above previous 7 highs, 1.8% below previous 7 lows
8.7% above previous 8 highs, 1.4% below previous 8 lows
8.7% above previous 9 highs, 1.0% below previous 9 lows
8.3% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160602 10:25 am ET)
35.8% are above or equal to 6/1 close (1 days ago), 64.2% are below.
49.2% are above or equal to 5/31 close (2 days ago), 50.8% are below.
53.6% are above or equal to 5/27 close (3 days ago), 46.4% are below.
65.2% are above or equal to 5/26 close (4 days ago), 34.8% are below.
60.5% are above or equal to 5/25 close (5 days ago), 39.5% are below.
74.5% are above or equal to 5/24 close (6 days ago), 25.5% are below.
84.6% are above or equal to 5/23 close (7 days ago), 15.4% are below.
83.1% are above or equal to 5/20 close (8 days ago), 16.9% are below.
88.3% are above or equal to 5/19 close (9 days ago), 11.7% are below.
84.5% are above or equal to 5/18 close (10 days ago), 15.5% are below.
77.2% are above or equal to 5/17 close (11 days ago), 22.8% are below.
71.0% are above or equal to 5/16 close (12 days ago), 29.0% are below.
78.1% are above or equal to 5/13 close (13 days ago), 21.9% are below.
70.3% are above or equal to 5/12 close (14 days ago), 29.7% are below.
68.8% are above or equal to 5/11 close (15 days ago), 31.3% are below.
60.9% are above or equal to 5/10 close (16 days ago), 39.1% are below.
68.2% are above or equal to 5/9 close (17 days ago), 31.8% are below.
66.1% are above or equal to 5/6 close (18 days ago), 33.9% are below.
69.0% are above or equal to 5/5 close (19 days ago), 31.0% are below.
66.8% are above or equal to 5/4 close (20 days ago), 33.2% are below.
63.0% are above or equal to 5/3 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160602 10:25 am ET)
20d: 13.5% new highs, 1.2% new lows
21d: 12.9% new highs, 1.2% new lows
42d: 7.1% new highs, 1.0% new lows
63d: 6.7% new highs, 0.6% new lows
126d: 4.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160602 10:25 am ET)
2-day: 33.9% above, 66.1% below
3-day: 42.8% above, 57.2% below
4-day: 48.6% above, 51.4% below
5-day: 54.4% above, 45.6% below
8-day: 69.3% above, 30.7% below
10-day: 77.6% above, 22.4% below
20-day: 74.0% above, 26.0% below
50-day: 63.7% above, 36.3% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160602 10:25 am ET)
COHW(43): 0.59% Top=CIEN FNSR PSTG STX GOGO WDC OLED INFN ….. QCOM WIN TDS BRCD SSYS TDC LITE AAPL=Bottom (Computer Hardware/Telecom)
LEIS(39): 0.42% Top=CMG HLT GPRO SONC WYNN RRGB MGM DNKN ….. MAR ZOES H QSR MCD FRGI SHAK QUNR=Bottom (Leisure)
HEAL(54): 0.31% Top=AET ELGX NUVA IRWD WCG VWR CNC DXCM ….. ZBH AMSG OPK HCA BKD HLS CYH THC=Bottom (Health)
RETA(72): 0.16% Top=SHLD KORS LB JCP DDS GPS SBH GES ….. KMX BIG AAP STMP COST SFM OLLI SIG=Bottom (Retail & Specialty Retail)
MANU(41): 0.04% Top=JOY DCI SEDG CFX KMT NDSN ATI TKR ….. GE ETN JKS RS EMR GNRC SNA MRC=Bottom (Manufacturing)
CONS(55): 0.04% Top=GIII PVH HAR UA VFC IP COH AVY ….. ECL EPC KMB NKE HAS PAY BC FBHS=Bottom (Consumer)
COSW(96): -0.08% Top=GRUB CMCM VEEV WUBA CSRA VNET CSC NTCT ….. IAC NTES LNKD MSFT RAX MDRX SQ ORCL=Bottom (Computer Software/Internet)
ELEC(49): -0.15% Top=AMBA QRVO IPHI GLW NVDA MLNX TEL GRMN ….. IDTI CRUS XLNX SPWR ON MTSI MU CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.27% Top=ZG BLOX SBAC KBR AHS XRS WTW HRB ….. TISI FDC MRKT YY AL R AAN DV=Bottom (Diversified Services)
REAL(92): -0.38% Top=PEB LHO RLJ TREE HST HPT DRH CUBE ….. CUZ DEI RLGY AVB CPT AIV CBL VTR=Bottom (Real Estate)
INSU(29): -0.44% Top=AGO WLTW ORI AFSI AJG CINF TRV BRO ….. AON AIZ PRU PGR MET RDN MTG MBI=Bottom (Insurance)
TRAN(31): -0.62% Top=SAVE HA JBLU ALK KEX UAL WAB UPS ….. TK TRN XPO KNX WERN ODFL SWFT BRS=Bottom (Transportation)
CHEM(26): -0.63% Top=MOS POT AGU DD CF ALB AXTA PAH ….. APD OLN EMN FMC HUN MEOH WLK CC=Bottom (Chemicals/Fertilizers)
META(26): -0.64% Top=X BVN PAAS GG AG AA TAHO FNV ….. SSRI TCK NEM SWC FCX SLCA CNX CMC=Bottom (Metals & Mining)
MATE(32): -0.72% Top=WCN DAR WM CVA PHM DY SRCL BIN ….. MLM PWR VMC TPH CSTE EXP SUM USG=Bottom (Materials & Construction)
FINA(97): -0.80% Top=PYPL APO SEIC HAWK SLM IBKR EFX AMTD ….. SBNY BANC CMA BLK IVZ BOFI BEN OMF=Bottom (Banks/Financials)
ENER(94): -1.33% Top=TSO ETE MPC PAA WPZ VLO PBF PSXP ….. DO OII RIG CWEI RDC LPI ATW UNT=Bottom (Energy)

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 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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