daytrend

06/06/2016

Filed under: Market Stats — daytrend @ 8:55 am

Market Stats at 9:55 am ET
by daytrend on 20160606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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

COMPARED TO YESTERDAY’S RANGE (20160606 9:55 am ET)
39.7% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
7.1% are below yesterday’s low.
53.1% are inside yesterday’s range.
53.0% of stocks with today’s high > yesterday’s high. (47.0% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20160606 9:55 am ET)
67.5% of stocks are above today’s open. (31.1% are below).
64.6% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
18.1% of stocks opened above yesterday’s high.
67.6% of stocks opened above yesterday’s close. (25.2% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160606 9:55 am ET)
32.8% of stocks are in the top 10% of today’s range.
49.4% are in the top 20%.
75.2% are in the top half. 24.8% of stocks are in the bottom half of today’s range.
7.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20160606 9:55 am ET)
77.7% of stocks are above yesterday’s close. (22.3% are below.)
1.0% are up 4.5% or more. 0.0% are down 4.5% or more.
2.3% are up 3.5% or more. 0.1% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20160606 9:55 am ET)
2-day: >=95:15.5%…>=90:24.7%…>=80:36.3%…>=50:71.1%…<=20:9.5%…<=10:4.7%…<=5:2.8%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.0%…>=50:79.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160606 9:55 am ET)
39.7% above previous 1 highs, 7.1% below previous 1 lows
28.1% above previous 2 highs, 5.6% below previous 2 lows
25.9% above previous 3 highs, 4.5% below previous 3 lows
22.1% above previous 4 highs, 4.0% below previous 4 lows
21.6% above previous 5 highs, 3.6% below previous 5 lows
20.1% above previous 6 highs, 3.4% below previous 6 lows
19.8% above previous 7 highs, 2.8% below previous 7 lows
19.7% above previous 8 highs, 1.9% below previous 8 lows
19.4% above previous 9 highs, 1.5% below previous 9 lows
19.3% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160606 9:55 am ET)
77.7% are above or equal to 6/3 close (1 days ago), 22.3% are below.
51.9% are above or equal to 6/2 close (2 days ago), 48.1% are below.
63.2% are above or equal to 6/1 close (3 days ago), 36.8% are below.
68.2% are above or equal to 5/31 close (4 days ago), 31.8% are below.
66.7% are above or equal to 5/27 close (5 days ago), 33.3% are below.
76.6% are above or equal to 5/26 close (6 days ago), 23.4% are below.
70.9% are above or equal to 5/25 close (7 days ago), 29.1% are below.
78.6% are above or equal to 5/24 close (8 days ago), 21.4% are below.
87.7% are above or equal to 5/23 close (9 days ago), 12.3% are below.
85.1% are above or equal to 5/20 close (10 days ago), 14.9% are below.
89.2% are above or equal to 5/19 close (11 days ago), 10.8% are below.
87.4% are above or equal to 5/18 close (12 days ago), 12.6% are below.
83.7% are above or equal to 5/17 close (13 days ago), 16.3% are below.
79.0% are above or equal to 5/16 close (14 days ago), 21.0% are below.
84.3% are above or equal to 5/13 close (15 days ago), 15.7% are below.
77.4% are above or equal to 5/12 close (16 days ago), 22.6% are below.
76.4% are above or equal to 5/11 close (17 days ago), 23.6% are below.
68.9% are above or equal to 5/10 close (18 days ago), 31.1% are below.
73.8% are above or equal to 5/9 close (19 days ago), 26.2% are below.
73.1% are above or equal to 5/6 close (20 days ago), 26.9% are below.
76.2% are above or equal to 5/5 close (21 days ago), 23.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160606 9:55 am ET)
20d: 19.9% new highs, 1.3% new lows
21d: 19.7% new highs, 1.3% new lows
42d: 11.5% new highs, 1.0% new lows
63d: 11.4% new highs, 0.8% new lows
126d: 9.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160606 9:55 am ET)
2-day: 76.5% above, 23.5% below
3-day: 64.3% above, 35.7% below
4-day: 65.3% above, 34.7% below
5-day: 65.9% above, 34.1% below
8-day: 69.9% above, 30.1% below
10-day: 76.9% above, 23.1% below
20-day: 82.4% above, 17.6% below
50-day: 69.7% above, 30.3% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160606 9:55 am ET)
CHEM(26): 1.86% Top=CF MOS POT PAH MEOH HUN ALB AGU ….. DOW CC PPG IFF GRA DD SHW MON=Bottom (Chemicals/Fertilizers)
ENER(95): 1.54% Top=SPN RIG NBR FET PTEN HP UNT SM ….. GEL TSO MPC PBF VLO HFC WNR DK=Bottom (Energy)
FINA(94): 1.23% Top=WETF WDR SIVB LM JNS BK LPLA PVTB ….. NDAQ HAWK ACAS ARCC CME OMF PYPL ICE=Bottom (Banks/Financials)
TRAN(31): 0.94% Top=BRS TK SWFT TRN WAB XPO KNX WERN ….. FDX ALK AAL LUV DAL HA UAL SAVE=Bottom (Transportation)
MANU(41): 0.89% Top=MRC ATI AGCO KMT CFX FLS DE ITT ….. XYL RBC JOY SNA MHK IR SEDG JKS=Bottom (Manufacturing)
INSU(29): 0.71% Top=LNC PRU FNF UNM MET CNO MTG AFL ….. MMC CINF PGR MBI AFSI XL AGO AIZ=Bottom (Insurance)
DISV(52): 0.63% Top=CAR DV ZG AHS ACM HMHC RRD URI ….. PRAA AAN FDC VNTV MRKT MYGN ULTA YY=Bottom (Diversified Services)
ELEC(50): 0.61% Top=QRVO SCTY SPWR IPHI CRUS CREE SNPS FSLR ….. MRVL LRCX XLNX IDTI MXL AMBA NXPI FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.48% Top=BRCD TDS TDC SSYS HPQ FNSR CIEN VIAV ….. LVLT TMUS WIN ARRS INFN OLED SYNA CDW=Bottom (Computer Hardware/Telecom)
COSW(97): 0.45% Top=WB TRIP DATA CDNS FEYE GRUB SSNC YELP ….. N ZEN EA MDRX MSCI ATVI NTES WUBA=Bottom (Computer Software/Internet)
META(26): 0.33% Top=TCK FCX X AA CCJ SLCA SWC NUE ….. RGLD PAAS FNV TAHO ABX AG CDE BVN=Bottom (Metals & Mining)
MATE(32): 0.28% Top=MTZ DY DAR WCN PWR EXP CVA FLR ….. VMC AWI OC MLM USG CSTE MAS FAST=Bottom (Materials & Construction)
CONS(56): 0.21% Top=PAY OI KS TPX UFS NKE PBI COTY ….. GT FOSL COH SEE HBI FBHS VSTO SKX=Bottom (Consumer)
HEAL(51): 0.17% Top=CYH BKD AET ACHC UHS CNC ZLTQ EVHC ….. ZBH DVA PRAH DXCM EW STE INCR OPK=Bottom (Health)
REAL(92): 0.15% Top=ALLY NRF DRH CONE CBG HPT CIM WPG ….. AMH WRI AVB MAA EQR EDR UDR TREE=Bottom (Real Estate)
LEIS(39): 0.08% Top=QUNR DNKN PLAY CMG DPZ FRGI SBUX RRGB ….. BYD BLMN EXPE SEAS SONC RCL LVS CCL=Bottom (Leisure)
RETA(70): -0.42% Top=WFM BABA NFLX BID KORS TIF OUTR SHLD ….. AEO HD W DKS SIG BBY GES OLLI=Bottom (Retail & Specialty Retail)

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 9:55 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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