daytrend

03/23/2016

Filed under: Market Stats — daytrend @ 10:48 am

Market Stats at 11:48 am ET
by daytrend on 20160323. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 987.

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

COMPARED TO YESTERDAY’S RANGE (20160323 11:48 am ET)
6.1% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
41.2% are below yesterday’s low.
52.7% are inside yesterday’s range.
19.9% of stocks with today’s high > yesterday’s high. (80.1% less than).
59.0% of stocks with today’s low < yesterday’s low. (41.0% greater than).

EVIDENCE OF INTRADAY TREND (20160323 11:48 am ET)
22.0% of stocks are above today’s open. (76.8% are below).
14.2% of stocks are above today’s open and yesterday’s close.
75.0% are below both.
2.5% of stocks opened above yesterday’s high.
23.7% of stocks opened above yesterday’s close. (70.9% opened below yesterday’s close).
11.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160323 11:48 am ET)
2.7% of stocks are in the top 10% of today’s range.
6.8% are in the top 20%.
26.1% are in the top half. 73.9% of stocks are in the bottom half of today’s range.
41.3% are in the bottom 20%.
24.3% are in the bottom 10%.

GAIN (20160323 11:48 am ET)
16.5% of stocks are above yesterday’s close. (83.5% are below.)
0.4% are up 4.5% or more. 5.2% are down 4.5% or more.
0.6% are up 3.5% or more. 9.1% are down 3.5% or more.
48.1% are between +1% and -1%.

RSI on DAILY (20160323 11:48 am ET)
2-day: >=95:2.5%…>=90:4.3%…>=80:7.1%…>=50:22.2%…<=20:38.5%…<=10:12.3%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:76.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:84.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160323 11:48 am ET)
6.1% above previous 1 highs, 41.2% below previous 1 lows
3.4% above previous 2 highs, 35.3% below previous 2 lows
2.9% above previous 3 highs, 29.1% below previous 3 lows
2.7% above previous 4 highs, 16.4% below previous 4 lows
2.5% above previous 5 highs, 8.2% below previous 5 lows
2.5% above previous 6 highs, 5.9% below previous 6 lows
2.3% above previous 7 highs, 5.8% below previous 7 lows
2.2% above previous 8 highs, 4.9% below previous 8 lows
2.2% above previous 9 highs, 3.4% below previous 9 lows
2.2% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160323 11:48 am ET)
16.5% are above or equal to 3/22 close (1 days ago), 83.5% are below.
21.9% are above or equal to 3/21 close (2 days ago), 78.1% are below.
24.0% are above or equal to 3/18 close (3 days ago), 76.0% are below.
37.0% are above or equal to 3/17 close (4 days ago), 63.0% are below.
59.8% are above or equal to 3/16 close (5 days ago), 40.2% are below.
73.9% are above or equal to 3/15 close (6 days ago), 26.1% are below.
62.8% are above or equal to 3/14 close (7 days ago), 37.2% are below.
57.0% are above or equal to 3/11 close (8 days ago), 43.0% are below.
78.4% are above or equal to 3/10 close (9 days ago), 21.6% are below.
77.2% are above or equal to 3/9 close (10 days ago), 22.8% are below.
78.7% are above or equal to 3/8 close (11 days ago), 21.3% are below.
61.3% are above or equal to 3/7 close (12 days ago), 38.7% are below.
65.7% are above or equal to 3/4 close (13 days ago), 34.3% are below.
69.3% are above or equal to 3/3 close (14 days ago), 30.7% are below.
76.8% are above or equal to 3/2 close (15 days ago), 23.2% are below.
80.3% are above or equal to 3/1 close (16 days ago), 19.7% are below.
86.1% are above or equal to 2/29 close (17 days ago), 13.9% are below.
85.8% are above or equal to 2/26 close (18 days ago), 14.2% are below.
85.7% are above or equal to 2/25 close (19 days ago), 14.3% are below.
88.9% are above or equal to 2/24 close (20 days ago), 11.1% are below.
90.8% are above or equal to 2/23 close (21 days ago), 9.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160323 11:48 am ET)
20d: 5.8% new highs, 1.5% new lows
21d: 5.8% new highs, 1.4% new lows
42d: 4.4% new highs, 0.0% new lows
63d: 2.3% new highs, 0.0% new lows
126d: 1.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160323 11:48 am ET)
2-day: 15.9% above, 84.1% below
3-day: 18.5% above, 81.5% below
4-day: 18.8% above, 81.2% below
5-day: 24.0% above, 76.0% below
8-day: 47.3% above, 52.7% below
10-day: 56.0% above, 44.0% below
20-day: 75.0% above, 25.0% below
50-day: 89.1% above, 10.9% below
200-day: 46.4% above, 53.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160323 11:48 am ET)
HEAL(58): -0.04% Top=CYH CNC HNT LPNT GB UNH OPK MD ….. INCR HTWR BKD EVHC KND IRWD CPHD HOLX=Bottom (Health)
TRAN(36): -0.60% Top=VA JBLU WERN LSTR KNX SWFT JBHT HA ….. GWR AAL GBX TRN NAT BRS TDW TK=Bottom (Transportation)
MATE(32): -0.62% Top=USG MAS USCR WM VMC RSG TREX SRCL ….. RYN DAR FLR PWR KBH TPH MTZ CVA=Bottom (Materials & Construction)
REAL(97): -0.64% Top=EXR PSA NRZ HR O DRE BRX GPT ….. RLJ CLI LHO ALLY TREE CBG JLL IVR=Bottom (Real Estate)
LEIS(38): -0.79% Top=YUM CMG MCD DPZ PNRA DRI SEAS TXRH ….. LVS WEN SHAK LQ RCL JACK GPRO WYNN=Bottom (Leisure)
INSU(35): -0.85% Top=AXS AWH RE FNF PGR AIG HIG AIZ ….. MET RDN WLTW LNC PRU AGO AFSI MTG=Bottom (Insurance)
CONS(63): -0.98% Top=FBHS COH KMB GIL LULU CLX PG GEF ….. WWW BC GIII VRA ICON SCSS NKE FL=Bottom (Consumer)
ELEC(50): -1.08% Top=IPHI AMBA NVDA HIMX WAT BRKR MSCC AVGO ….. QRVO FSLR JBL CSIQ FIT MU SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): -1.13% Top=FIVE ORLY TGT AMZN KORS AAP DLTR BURL ….. BIG TLRD KMX FINL ETSY ASNA W LL=Bottom (Retail & Specialty Retail)
DISV(57): -1.14% Top=IILG V KFY MA ADS WOOF ULTA FISV ….. RCII MRKT ZG URI FDC CAR CTAS PRAA=Bottom (Diversified Services)
FINA(104): -1.21% Top=CBOE ICE NDAQ WDR CME USB STT COF ….. SLM NAVI SF CFR SBNY NSAM WETF CIT=Bottom (Banks/Financials)
CHEM(30): -1.47% Top=SHW PX DD AGU AXTA DOW EMN GRA ….. OLN MOS POT HUN PAH CC MEOH LXU=Bottom (Chemicals/Fertilizers)
MANU(46): -1.53% Top=GE XYL ITW SNA ATU ZBRA DHR RS ….. MRC MWA FLS DDD SEDG JKS JOY ATI=Bottom (Manufacturing)
COSW(106): -1.70% Top=SQ EA FB NOW MSCI CTSH EQIX FIS ….. YELP QLYS ROVI WB CMCM RHT ATHM BITA=Bottom (Computer Software/Internet)
COHW(43): -1.78% Top=ANET LITE ARRS CCI TDS AAPL CCOI MSI ….. OLED WDC PSTG GOGO STX KN SYNA SSYS=Bottom (Computer Hardware/Telecom)
ENER(98): -2.96% Top=PDCE PE CPGX RSPP NFG COG INT XOM ….. MTDR HFC DVN UNT MRO SM SEMG OAS=Bottom (Energy)
META(24): -3.66% Top=BVN STLD NUE SLCA X SLW RGLD CCJ ….. FNV GG ABX CENX NEM FCX TCK CNX=Bottom (Metals & Mining)

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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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