daytrend

06/02/2016

Filed under: Market Stats — daytrend @ 9:59 am

Market Stats at 10:58 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 10:58 am ET)
19.4% of stocks are above yesterday’s high.
67.7% are above yesterday’s midpoint. (32.3% are below.)
8.2% are below yesterday’s low.
72.4% are inside yesterday’s range.
43.9% of stocks with today’s high > yesterday’s high. (56.1% less than).
19.7% of stocks with today’s low < yesterday’s low. (80.3% greater than).

EVIDENCE OF INTRADAY TREND (20160602 10:58 am ET)
53.1% of stocks are above today’s open. (44.4% are below).
34.8% of stocks are above today’s open and yesterday’s close.
42.1% 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 10:58 am ET)
10.3% of stocks are in the top 10% of today’s range.
20.4% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20160602 10:58 am ET)
39.5% of stocks are above yesterday’s close. (60.5% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
1.0% are up 3.5% or more. 1.8% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20160602 10:58 am ET)
2-day: >=95:11.0%…>=90:16.6%…>=80:26.7%…>=50:51.1%…<=20:15.4%…<=10:6.4%…<=5:1.9%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.2%…>=50:73.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:71.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160602 10:58 am ET)
19.4% above previous 1 highs, 8.2% below previous 1 lows
13.3% above previous 2 highs, 6.4% below previous 2 lows
12.6% above previous 3 highs, 5.2% below previous 3 lows
11.3% above previous 4 highs, 4.5% below previous 4 lows
11.0% above previous 5 highs, 3.7% below previous 5 lows
10.9% above previous 6 highs, 2.8% below previous 6 lows
10.7% above previous 7 highs, 1.8% below previous 7 lows
10.5% above previous 8 highs, 1.5% below previous 8 lows
10.5% above previous 9 highs, 0.9% below previous 9 lows
9.9% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160602 10:58 am ET)
39.5% are above or equal to 6/1 close (1 days ago), 60.5% are below.
51.9% are above or equal to 5/31 close (2 days ago), 48.1% are below.
54.4% are above or equal to 5/27 close (3 days ago), 45.6% are below.
66.8% are above or equal to 5/26 close (4 days ago), 33.2% are below.
60.8% are above or equal to 5/25 close (5 days ago), 39.2% are below.
75.0% are above or equal to 5/24 close (6 days ago), 25.0% are below.
84.7% are above or equal to 5/23 close (7 days ago), 15.3% are below.
83.3% are above or equal to 5/20 close (8 days ago), 16.7% are below.
88.1% are above or equal to 5/19 close (9 days ago), 11.9% are below.
84.8% are above or equal to 5/18 close (10 days ago), 15.2% are below.
78.4% are above or equal to 5/17 close (11 days ago), 21.6% are below.
71.6% are above or equal to 5/16 close (12 days ago), 28.4% are below.
78.7% are above or equal to 5/13 close (13 days ago), 21.3% are below.
70.8% are above or equal to 5/12 close (14 days ago), 29.2% are below.
69.2% are above or equal to 5/11 close (15 days ago), 30.8% are below.
61.4% are above or equal to 5/10 close (16 days ago), 38.6% are below.
68.5% are above or equal to 5/9 close (17 days ago), 31.5% are below.
66.7% are above or equal to 5/6 close (18 days ago), 33.3% are below.
69.5% are above or equal to 5/5 close (19 days ago), 30.5% are below.
67.0% are above or equal to 5/4 close (20 days ago), 33.0% are below.
63.1% are above or equal to 5/3 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160602 10:58 am ET)
20d: 14.5% new highs, 1.2% new lows
21d: 14.0% new highs, 1.2% new lows
42d: 7.9% new highs, 1.0% new lows
63d: 7.4% new highs, 0.6% new lows
126d: 5.2% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160602 10:58 am ET)
2-day: 37.4% above, 62.6% below
3-day: 45.9% above, 54.1% below
4-day: 50.0% above, 50.0% below
5-day: 55.2% above, 44.8% below
8-day: 70.5% above, 29.5% below
10-day: 78.0% above, 22.0% below
20-day: 75.1% above, 24.9% below
50-day: 63.7% above, 36.3% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160602 10:58 am ET)
COHW(43): 0.59% Top=CIEN PSTG FNSR STX WDC GOGO TMUS OLED ….. QCOM MSI VRSN BCE SSYS AAPL BRCD LITE=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.52% Top=AET IRWD MOH ELGX VWR WCG CNC EW ….. ABT HCA XRAY DVA ZLTQ HLS CYH THC=Bottom (Health)
LEIS(39): 0.51% Top=HLT DRII CMG WYNN SONC GPRO MGM WYN ….. CCL FRGI SBUX QSR MCD ZOES SHAK QUNR=Bottom (Leisure)
RETA(72): 0.41% Top=SHLD KORS TLRD LB DDS GPS JCP W ….. KR KMX STMP AAP COST SFM OLLI SIG=Bottom (Retail & Specialty Retail)
MANU(41): 0.36% Top=DCI JOY SEDG CFX KMT TKR ATI NDSN ….. AOS EMR RBC SNA JKS GNRC DDD MRC=Bottom (Manufacturing)
CONS(55): -0.05% Top=GIII HAR UA PVH IP PBI FOSL AVY ….. GPK CLX BC MAT SEE HAS FBHS KATE=Bottom (Consumer)
COSW(96): -0.13% Top=WUBA CMCM VEEV GRUB CSRA NTCT VRNT N ….. WB SQ MDRX LNKD NTES RAX SHOP ORCL=Bottom (Computer Software/Internet)
REAL(92): -0.13% Top=PEB LHO RLJ TREE HST DRH HPT SHO ….. HIW NRF CLI NRZ RLGY DEI AIV VTR=Bottom (Real Estate)
DISV(52): -0.15% Top=SBAC KBR WTW IILG HRB AHS ZG PRAA ….. JEC MRKT TISI AL FDC AAN YY DV=Bottom (Diversified Services)
ELEC(49): -0.26% Top=AMBA QRVO GLW WAT GRMN SANM SCTY TEL ….. IDTI ADI MU SPWR ON HIMX MTSI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.48% Top=POT MOS DD CF AGU PAH GRA DOW ….. EMN OLN MEOH APD FMC HUN WLK CC=Bottom (Chemicals/Fertilizers)
TRAN(31): -0.55% Top=HA SAVE KEX WAB UAL JBLU ALK UPS ….. DAL TRN WERN TK NAT SWFT ODFL BRS=Bottom (Transportation)
INSU(29): -0.56% Top=AGO AJG WLTW LNC L BRO ORI AFSI ….. AON HIG MET AIZ PGR MBI RDN MTG=Bottom (Insurance)
FINA(97): -0.67% Top=SLM PYPL HAWK ACAS AMTD SCHW IBKR ARCC ….. WETF SBNY LAZ IVZ BLK OMF BOFI BEN=Bottom (Banks/Financials)
MATE(32): -0.68% Top=WCN DAR WM RSG PHM FLR BECN BIN ….. MAS MLM PWR VMC EXP CSTE SUM USG=Bottom (Materials & Construction)
META(26): -1.00% Top=X AG BVN TAHO NUE AA SCCO CCJ ….. AGI FCX NEM CNX TCK SLCA SWC CMC=Bottom (Metals & Mining)
ENER(94): -1.46% Top=TSO MPC PAA REGI PAGP VLO SHLX SE ….. CWEI RIG OIS RDC LPI OII UNT ATW=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 10:58 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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