daytrend

03/23/2016

Filed under: Market Stats — daytrend @ 12:34 pm

Market Stats at 1:33 pm 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 1:33 pm ET)
6.8% of stocks are above yesterday’s high.
28.6% are above yesterday’s midpoint. (71.4% are below.)
40.6% are below yesterday’s low.
52.6% are inside yesterday’s range.
22.1% of stocks with today’s high > yesterday’s high. (77.9% less than).
61.2% of stocks with today’s low < yesterday’s low. (38.8% greater than).

EVIDENCE OF INTRADAY TREND (20160323 1:33 pm ET)
27.3% of stocks are above today’s open. (72.1% are below).
18.7% of stocks are above today’s open and yesterday’s close.
70.6% 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 1:33 pm ET)
4.0% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
33.0% are in the bottom 20%.
17.6% are in the bottom 10%.

GAIN (20160323 1:33 pm ET)
21.1% of stocks are above yesterday’s close. (78.9% are below.)
0.5% are up 4.5% or more. 6.4% are down 4.5% or more.
0.6% are up 3.5% or more. 10.5% are down 3.5% or more.
48.8% are between +1% and -1%.

RSI on DAILY (20160323 1:33 pm ET)
2-day: >=95:2.7%…>=90:4.9%…>=80:9.7%…>=50:26.5%…<=20:34.9%…<=10:11.7%…<=5:2.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:84.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160323 1:33 pm ET)
6.8% above previous 1 highs, 40.6% below previous 1 lows
4.2% above previous 2 highs, 33.8% below previous 2 lows
3.5% above previous 3 highs, 26.5% below previous 3 lows
2.9% above previous 4 highs, 15.9% below previous 4 lows
2.5% above previous 5 highs, 7.3% below previous 5 lows
2.5% above previous 6 highs, 5.5% below previous 6 lows
2.3% above previous 7 highs, 5.5% below previous 7 lows
2.3% above previous 8 highs, 4.6% below previous 8 lows
2.3% above previous 9 highs, 3.3% below previous 9 lows
2.3% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160323 1:33 pm ET)
21.1% are above or equal to 3/22 close (1 days ago), 78.9% are below.
24.9% are above or equal to 3/21 close (2 days ago), 75.1% are below.
26.1% are above or equal to 3/18 close (3 days ago), 73.9% are below.
40.8% are above or equal to 3/17 close (4 days ago), 59.2% are below.
61.6% are above or equal to 3/16 close (5 days ago), 38.4% are below.
75.1% are above or equal to 3/15 close (6 days ago), 24.9% are below.
65.0% are above or equal to 3/14 close (7 days ago), 35.0% are below.
57.5% are above or equal to 3/11 close (8 days ago), 42.5% are below.
79.1% are above or equal to 3/10 close (9 days ago), 20.9% are below.
77.1% are above or equal to 3/9 close (10 days ago), 22.9% are below.
79.1% are above or equal to 3/8 close (11 days ago), 20.9% are below.
62.0% are above or equal to 3/7 close (12 days ago), 38.0% are below.
67.9% are above or equal to 3/4 close (13 days ago), 32.1% are below.
70.3% are above or equal to 3/3 close (14 days ago), 29.7% are below.
77.1% are above or equal to 3/2 close (15 days ago), 22.9% are below.
81.2% are above or equal to 3/1 close (16 days ago), 18.8% are below.
86.0% are above or equal to 2/29 close (17 days ago), 14.0% are below.
86.1% are above or equal to 2/26 close (18 days ago), 13.9% are below.
85.9% are above or equal to 2/25 close (19 days ago), 14.1% are below.
89.0% are above or equal to 2/24 close (20 days ago), 11.0% are below.
90.7% are above or equal to 2/23 close (21 days ago), 9.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160323 1:33 pm ET)
20d: 6.2% new highs, 1.8% new lows
21d: 6.2% new highs, 1.7% new lows
42d: 4.9% new highs, 0.0% new lows
63d: 2.6% new highs, 0.0% new lows
126d: 1.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160323 1:33 pm ET)
2-day: 20.3% above, 79.7% below
3-day: 23.0% above, 77.0% below
4-day: 22.1% above, 77.9% below
5-day: 27.7% above, 72.3% below
8-day: 49.8% above, 50.2% below
10-day: 57.1% above, 42.9% below
20-day: 75.8% above, 24.2% below
50-day: 89.2% above, 10.8% below
200-day: 46.6% above, 53.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160323 1:33 pm ET)
HEAL(58): -0.14% Top=CNC HNT CYH GB UNH MD LPNT RMD ….. THC INCR IRWD KND HOLX BKD CPHD EVHC=Bottom (Health)
REAL(97): -0.61% Top=EXR HR O CONE NNN PSA NRZ DFT ….. NRF CLNY CLI SC TREE JLL CBG IVR=Bottom (Real Estate)
INSU(35): -0.67% Top=FNF RE AXS AWH HIG PGR XL AIG ….. MBI RDN SLF WLTW AGO AFSI AEL MTG=Bottom (Insurance)
MATE(32): -0.69% Top=USG WM DY RSG SRCL FAST MAS AWI ….. USCR CLH FLR DAR MTZ KBH TPH CVA=Bottom (Materials & Construction)
CONS(63): -0.75% Top=SCS FBHS CLX KMB MAT EL LULU CL ….. HAR WWW ICON FOSL BC VRA FL SCSS=Bottom (Consumer)
TRAN(36): -0.77% Top=VA JBLU HA SWFT KNX LSTR WERN LUV ….. AAL GWR GBX TRN BRS NAT TDW TK=Bottom (Transportation)
RETA(70): -0.93% Top=FIVE ORLY AMZN GME AAP BURL TGT PLCE ….. CHS TLRD KMX OUTR ETSY FINL ASNA LL=Bottom (Retail & Specialty Retail)
DISV(57): -0.97% Top=V KFY FISV WTW IILG GPN MA ADS ….. SCOR AL URI RRD CTAS FDC CAR PRAA=Bottom (Diversified Services)
LEIS(38): -0.98% Top=YUM PNRA CMG SEAS EXPE DPZ MCD DRII ….. LVS BWLD H SHAK LQ RCL WYNN GPRO=Bottom (Leisure)
FINA(104): -1.03% Top=CBOE CME NDAQ ICE SEIC STT WDR GS ….. CIT SBNY NAVI LPLA WETF SF NSAM SLM=Bottom (Banks/Financials)
ELEC(50): -1.16% Top=IPHI NVDA HIMX WAT LSCC TXN CAVM RSTI ….. QRVO KEYS FIT FSLR CSIQ MU SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(106): -1.44% Top=EA NOW EPAM FIS CTSH FB TSS MSCI ….. TWTR QLYS SHOP WB CMCM NUAN YELP BITA=Bottom (Computer Software/Internet)
CHEM(30): -1.54% Top=SHW DD PX DOW AGU EMN GRA MON ….. OLN MOS POT HUN MEOH LXU PAH CC=Bottom (Chemicals/Fertilizers)
MANU(46): -1.60% Top=GE ITW SWK XYL SNA DHR ROK CMI ….. TEX CRS SEDG FLS DDD JKS JOY ATI=Bottom (Manufacturing)
COHW(43): -1.87% Top=TDS AAPL LITE CCI T ARRS BCE CCOI ….. OLED GOGO WDC PSTG STX KN SYNA SSYS=Bottom (Computer Hardware/Telecom)
ENER(98): -3.19% Top=PDCE DRQ PE RSPP CPGX CXO RES PSXP ….. ATW DVN PAGP HFC SM UNT SEMG OAS=Bottom (Energy)
META(24): -4.22% Top=STLD NUE BVN SLCA SLW RGLD CCJ SCCO ….. AG GG ABX CENX NEM FCX CNX TCK=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 1:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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