daytrend

06/03/2016

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:19 am ET
by daytrend on 20160603. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160603 10:19 am ET)
14.0% of stocks are above yesterday’s high.
40.5% are above yesterday’s midpoint. (59.5% are below.)
34.8% are below yesterday’s low.
51.3% are inside yesterday’s range.
39.4% of stocks with today’s high > yesterday’s high. (60.6% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20160603 10:19 am ET)
17.5% of stocks are above today’s open. (80.5% are below).
12.9% of stocks are above today’s open and yesterday’s close.
73.2% are below both.
20.1% of stocks opened above yesterday’s high.
35.6% of stocks opened above yesterday’s close. (59.8% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160603 10:19 am ET)
2.4% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
18.2% are in the top half. 81.8% of stocks are in the bottom half of today’s range.
51.5% are in the bottom 20%.
28.3% are in the bottom 10%.

GAIN (20160603 10:19 am ET)
21.9% of stocks are above yesterday’s close. (78.1% are below.)
2.2% are up 4.5% or more. 2.2% are down 4.5% or more.
2.4% are up 3.5% or more. 6.4% are down 3.5% or more.
46.3% are between +1% and -1%.

RSI on DAILY (20160603 10:19 am ET)
2-day: >=95:8.3%…>=90:11.8%…>=80:16.5%…>=50:36.0%…<=20:31.1%…<=10:15.7%…<=5:5.5%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.2%…>=50:63.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:66.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160603 10:19 am ET)
14.0% above previous 1 highs, 34.8% below previous 1 lows
11.7% above previous 2 highs, 22.0% below previous 2 lows
9.9% above previous 3 highs, 20.5% below previous 3 lows
9.2% above previous 4 highs, 17.7% below previous 4 lows
8.9% above previous 5 highs, 15.8% below previous 5 lows
8.8% above previous 6 highs, 14.4% below previous 6 lows
8.5% above previous 7 highs, 7.9% below previous 7 lows
8.4% above previous 8 highs, 5.1% below previous 8 lows
8.3% above previous 9 highs, 4.3% below previous 9 lows
8.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160603 10:19 am ET)
21.9% are above or equal to 6/2 close (1 days ago), 78.1% are below.
40.6% are above or equal to 6/1 close (2 days ago), 59.4% are below.
48.2% are above or equal to 5/31 close (3 days ago), 51.8% are below.
49.8% are above or equal to 5/27 close (4 days ago), 50.2% are below.
56.5% are above or equal to 5/26 close (5 days ago), 43.5% are below.
56.0% are above or equal to 5/25 close (6 days ago), 44.0% are below.
65.5% are above or equal to 5/24 close (7 days ago), 34.5% are below.
81.6% are above or equal to 5/23 close (8 days ago), 18.4% are below.
78.8% are above or equal to 5/20 close (9 days ago), 21.2% are below.
85.4% are above or equal to 5/19 close (10 days ago), 14.6% are below.
80.4% are above or equal to 5/18 close (11 days ago), 19.6% are below.
76.8% are above or equal to 5/17 close (12 days ago), 23.2% are below.
72.2% are above or equal to 5/16 close (13 days ago), 27.8% are below.
79.1% are above or equal to 5/13 close (14 days ago), 20.9% are below.
72.1% are above or equal to 5/12 close (15 days ago), 27.9% are below.
69.0% are above or equal to 5/11 close (16 days ago), 31.0% are below.
59.6% are above or equal to 5/10 close (17 days ago), 40.4% are below.
68.1% are above or equal to 5/9 close (18 days ago), 31.9% are below.
68.2% are above or equal to 5/6 close (19 days ago), 31.8% are below.
71.2% are above or equal to 5/5 close (20 days ago), 28.8% are below.
67.9% are above or equal to 5/4 close (21 days ago), 32.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160603 10:19 am ET)
20d: 11.2% new highs, 1.9% new lows
21d: 11.0% new highs, 1.5% new lows
42d: 8.1% new highs, 1.2% new lows
63d: 7.9% new highs, 1.0% new lows
126d: 6.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160603 10:19 am ET)
2-day: 20.7% above, 79.3% below
3-day: 30.5% above, 69.5% below
4-day: 36.9% above, 63.1% below
5-day: 42.0% above, 58.0% below
8-day: 52.8% above, 47.2% below
10-day: 61.5% above, 38.5% below
20-day: 71.2% above, 28.8% below
50-day: 62.6% above, 37.4% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160603 10:19 am ET)
META(26): 6.21% Top=SSRI ABX AGI BVN AG CDE AEM NEM ….. SLCA CNX SCCO CCJ CMC NUE AA STLD=Bottom (Metals & Mining)
REAL(89): -0.10% Top=NRF O NNN CSAL SRC VER VTR STOR ….. CPT EQR PEB HST TREE UDR ALLY SC=Bottom (Real Estate)
ENER(94): -0.32% Top=CPG SWN FET PAA OIS TEP PTEN RES ….. TSO HFC CLR OAS QEP FANG MPC WNR=Bottom (Energy)
ELEC(47): -0.57% Top=AMBA AVGO SWKS QRVO SIMO CRUS SCTY TSRA ….. NXPI GRMN CY MXL IPHI NVDA MU SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.61% Top=MOS CF POT PAH FMC AGU DOW OLN ….. POL AXTA SHW IFF GRA EMN WLK CC=Bottom (Chemicals/Fertilizers)
MANU(41): -0.66% Top=DE AGCO ATI GNRC DDD MRC DCI ZBRA ….. ITT NDSN CMI JOY SNA IR TEX JKS=Bottom (Manufacturing)
COHW(43): -0.86% Top=VSAT CIEN BCE WIN T CTL CCI VZ ….. SSYS WDC LVLT GIMO PANW BRCD TDC GOGO=Bottom (Computer Hardware/Telecom)
TRAN(31): -0.86% Top=BRS NAT CP CNI UNP TK SSW KEX ….. JBLU LUV ALK DAL HA UAL SAVE AAL=Bottom (Transportation)
CONS(56): -0.87% Top=KMB GIII PG CL ENR GPK KS DECK ….. COH HAR KATE BC TPX FOSL GT SCSS=Bottom (Consumer)
RETA(68): -1.03% Top=GPS KORS JWN ANF MIK DLTR BIG KSS ….. NFLX SIG CST PAG AN RH GPI SHLD=Bottom (Retail & Specialty Retail)
COSW(97): -1.05% Top=WB NTES CMCM GRUB ORCL VMW TRI LOCK ….. IAC ATVI CSRA RAX AKAM DATA MDRX LNKD=Bottom (Computer Software/Internet)
HEAL(50): -1.07% Top=ADPT STE GMED PRAH UNH ZLTQ COO EVHC ….. ELGX BKD IRWD CYH HOLX THC CPHD OPK=Bottom (Health)
MATE(31): -1.11% Top=WCN BIN DAR RSG WM WY TPH VMC ….. DHI MTZ KBH LEN SUM TOL PHM CAA=Bottom (Materials & Construction)
LEIS(39): -1.31% Top=QUNR GPRO BLMN ZOES DNKN SBUX JACK CBRL ….. EXPE WYN BYD DRII RCL WYNN SHAK FRGI=Bottom (Leisure)
DISV(51): -1.36% Top=DV GEO XRS SERV TRU SBAC EXAM JEC ….. WTW AL RHI MAN FDC PRAA CAR GPN=Bottom (Diversified Services)
INSU(28): -2.03% Top=FNF ALL AXS BRO MMC XL TRV WLTW ….. CNO MTG RDN UNM MBI MET PRU LNC=Bottom (Insurance)
FINA(92): -3.16% Top=NSAM BMO TD HBHC ACAS ARCC LAZ WU ….. EWBC TCBI SIVB AMTD SCHW ETFC LPLA WETF=Bottom (Banks/Financials)

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 10:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: