daytrend

06/02/2016

Filed under: Market Stats — daytrend @ 12:16 pm

Market Stats at 1:16 pm 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 1:16 pm ET)
30.9% of stocks are above yesterday’s high.
76.7% are above yesterday’s midpoint. (23.3% are below.)
6.3% are below yesterday’s low.
62.8% are inside yesterday’s range.
54.1% of stocks with today’s high > yesterday’s high. (45.9% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND (20160602 1:16 pm ET)
69.5% of stocks are above today’s open. (28.6% are below).
49.8% of stocks are above today’s open and yesterday’s close.
26.9% 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 1:16 pm ET)
21.6% of stocks are in the top 10% of today’s range.
38.1% are in the top 20%.
72.5% are in the top half. 27.5% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20160602 1:16 pm ET)
53.7% of stocks are above yesterday’s close. (46.3% are below.)
1.1% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 0.6% are down 3.5% or more.
75.0% are between +1% and -1%.

RSI on DAILY (20160602 1:16 pm ET)
2-day: >=95:15.6%…>=90:22.6%…>=80:36.0%…>=50:64.0%…<=20:10.1%…<=10:4.6%…<=5:1.1%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.2%…>=50:78.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160602 1:16 pm ET)
30.9% above previous 1 highs, 6.3% below previous 1 lows
20.9% above previous 2 highs, 4.3% below previous 2 lows
19.8% above previous 3 highs, 3.2% below previous 3 lows
18.0% above previous 4 highs, 2.8% below previous 4 lows
17.2% above previous 5 highs, 2.6% below previous 5 lows
17.1% above previous 6 highs, 1.8% below previous 6 lows
16.6% above previous 7 highs, 1.6% below previous 7 lows
16.4% above previous 8 highs, 1.3% below previous 8 lows
16.3% above previous 9 highs, 1.0% below previous 9 lows
15.5% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160602 1:16 pm ET)
53.7% are above or equal to 6/1 close (1 days ago), 46.3% are below.
62.1% are above or equal to 5/31 close (2 days ago), 37.9% are below.
61.7% are above or equal to 5/27 close (3 days ago), 38.3% are below.
72.6% are above or equal to 5/26 close (4 days ago), 27.4% are below.
68.4% are above or equal to 5/25 close (5 days ago), 31.6% are below.
78.2% are above or equal to 5/24 close (6 days ago), 21.8% are below.
87.4% are above or equal to 5/23 close (7 days ago), 12.6% are below.
85.2% are above or equal to 5/20 close (8 days ago), 14.8% are below.
90.1% are above or equal to 5/19 close (9 days ago), 9.9% are below.
87.9% are above or equal to 5/18 close (10 days ago), 12.1% are below.
81.6% are above or equal to 5/17 close (11 days ago), 18.4% are below.
74.5% are above or equal to 5/16 close (12 days ago), 25.5% are below.
80.6% are above or equal to 5/13 close (13 days ago), 19.4% are below.
74.7% are above or equal to 5/12 close (14 days ago), 25.3% are below.
71.3% are above or equal to 5/11 close (15 days ago), 28.7% are below.
64.3% are above or equal to 5/10 close (16 days ago), 35.7% are below.
70.7% are above or equal to 5/9 close (17 days ago), 29.3% are below.
69.2% are above or equal to 5/6 close (18 days ago), 30.8% are below.
72.4% are above or equal to 5/5 close (19 days ago), 27.6% are below.
69.0% are above or equal to 5/4 close (20 days ago), 31.0% are below.
64.8% are above or equal to 5/3 close (21 days ago), 35.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160602 1:16 pm ET)
20d: 17.2% new highs, 1.3% new lows
21d: 16.7% new highs, 1.3% new lows
42d: 10.1% new highs, 1.1% new lows
63d: 9.6% new highs, 0.8% new lows
126d: 6.5% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160602 1:16 pm ET)
2-day: 51.6% above, 48.4% below
3-day: 58.8% above, 41.2% below
4-day: 61.7% above, 38.3% below
5-day: 66.2% above, 33.8% below
8-day: 77.0% above, 23.0% below
10-day: 83.5% above, 16.5% below
20-day: 79.0% above, 21.0% below
50-day: 65.8% above, 34.2% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160602 1:16 pm ET)
META(26): 1.00% Top=X BVN CDE AG TAHO PAAS TCK GG ….. NUE FNV AA STLD NEM SWC CNX CMC=Bottom (Metals & Mining)
MANU(41): 0.79% Top=JOY DCI CFX ATI KMT SEDG CAT TKR ….. AME BWXT AOS RBC GE MRC SNA GNRC=Bottom (Manufacturing)
COHW(43): 0.79% Top=CIEN PSTG STX GOGO PANW WDC SSYS KN ….. ANET QCOM MSI VRSN NTAP AAPL BRCD LITE=Bottom (Computer Hardware/Telecom)
RETA(72): 0.64% Top=CAB SHLD ASNA KORS LB TLRD M DDS ….. ANF AN FINL AAP COST SFM OLLI SIG=Bottom (Retail & Specialty Retail)
HEAL(54): 0.62% Top=AET DXCM ELGX MOH IRWD CNC PODD EW ….. BAX ALGN AMSG HLS STE MD THC CYH=Bottom (Health)
LEIS(39): 0.52% Top=GPRO HLT CMG MGM WYNN MAR DRII WEN ….. TXRH ZOES SBUX EAT CAKE SHAK MCD QUNR=Bottom (Leisure)
REAL(92): 0.23% Top=PEB LHO HST RLJ DRH HPT SHO CSAL ….. CONE HIW CPT CLNY AIV DEI VTR NRF=Bottom (Real Estate)
COSW(96): 0.20% Top=NTCT FEYE GRUB CMCM VEEV N CSOD WUBA ….. WB MSFT SINA NTES MDRX VIPS SHOP ORCL=Bottom (Computer Software/Internet)
CONS(55): 0.05% Top=GIII IP BLL HAR FOSL OI WWW SKX ….. GPK BC WHR NKE SHOO HAS MAT KATE=Bottom (Consumer)
DISV(52): -0.02% Top=SBAC KBR MYGN BLOX PRAA IILG URI CAR ….. NSP RHI AL AAN TRU TISI YY DV=Bottom (Diversified Services)
ELEC(49): -0.11% Top=AMBA GLW KEYS SCTY FIT QRVO CY GRMN ….. IDTI ON MSCC HIMX MXL SPWR SIMO CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(94): -0.13% Top=PAGP DPM SWN TSO MRO REGI SM WPZ ….. IOC RES UNT OIS ATW DO OII FET=Bottom (Energy)
FINA(97): -0.25% Top=SLM CFG FITB PYPL ZION AXP FNFG ONB ….. TROW PFG GWB OMF BOFI IVZ BLK BEN=Bottom (Banks/Financials)
CHEM(26): -0.27% Top=POT MOS PAH CF DD DOW AGU CE ….. PX AXTA IFF OLN HUN APD WLK CC=Bottom (Chemicals/Fertilizers)
INSU(29): -0.37% Top=AGO LNC L AFSI WLTW AIG PRU AFL ….. AON AXS MBI XL PGR AIZ RDN MTG=Bottom (Insurance)
TRAN(31): -0.44% Top=KEX CSX JBLU TK WAB SAVE UPS HA ….. KNX KSU TRN DAL ODFL NAT SWFT BRS=Bottom (Transportation)
MATE(32): -0.46% Top=WCN DAR DY DHI WM FLR PHM RSG ….. OC VMC TPH MAS CSTE SUM EXP USG=Bottom (Materials & Construction)

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 1:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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