daytrend

03/24/2016

Filed under: Market Stats — daytrend @ 9:02 am

Market Stats at 10:02 am ET
by daytrend on 20160324. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 988.

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

COMPARED TO YESTERDAY’S RANGE (20160324 10:02 am ET)
1.8% of stocks are above yesterday’s high.
9.1% are above yesterday’s midpoint. (90.9% are below.)
60.3% are below yesterday’s low.
37.9% are inside yesterday’s range.
4.6% of stocks with today’s high > yesterday’s high. (95.4% less than).
86.0% of stocks with today’s low < yesterday’s low. (14.0% greater than).

EVIDENCE OF INTRADAY TREND (20160324 10:02 am ET)
43.5% of stocks are above today’s open. (55.1% are below).
15.7% of stocks are above today’s open and yesterday’s close.
53.4% are below both.
1.0% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (91.8% opened below yesterday’s close).
64.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160324 10:02 am ET)
15.2% of stocks are in the top 10% of today’s range.
28.2% are in the top 20%.
59.9% are in the top half. 40.1% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20160324 10:02 am ET)
18.9% of stocks are above yesterday’s close. (81.1% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.8% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20160324 10:02 am ET)
2-day: >=95:0.6%…>=90:1.6%…>=80:2.8%…>=50:11.3%…<=20:63.2%…<=10:37.1%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:58.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:72.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160324 10:02 am ET)
1.8% above previous 1 highs, 60.3% below previous 1 lows
1.3% above previous 2 highs, 52.1% below previous 2 lows
1.1% above previous 3 highs, 49.4% below previous 3 lows
1.1% above previous 4 highs, 44.0% below previous 4 lows
0.9% above previous 5 highs, 28.5% below previous 5 lows
0.8% above previous 6 highs, 17.0% below previous 6 lows
0.7% above previous 7 highs, 13.0% below previous 7 lows
0.7% above previous 8 highs, 12.4% below previous 8 lows
0.7% above previous 9 highs, 11.7% below previous 9 lows
0.7% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160324 10:02 am ET)
18.9% are above or equal to 3/23 close (1 days ago), 81.1% are below.
8.3% are above or equal to 3/22 close (2 days ago), 91.7% are below.
13.3% are above or equal to 3/21 close (3 days ago), 86.7% are below.
14.9% are above or equal to 3/18 close (4 days ago), 85.1% are below.
24.9% are above or equal to 3/17 close (5 days ago), 75.1% are below.
41.2% are above or equal to 3/16 close (6 days ago), 58.8% are below.
57.0% are above or equal to 3/15 close (7 days ago), 43.0% are below.
47.9% are above or equal to 3/14 close (8 days ago), 52.1% are below.
44.0% are above or equal to 3/11 close (9 days ago), 56.0% are below.
67.9% are above or equal to 3/10 close (10 days ago), 32.1% are below.
67.1% are above or equal to 3/9 close (11 days ago), 32.9% are below.
71.0% are above or equal to 3/8 close (12 days ago), 29.0% are below.
51.7% are above or equal to 3/7 close (13 days ago), 48.3% are below.
56.8% are above or equal to 3/4 close (14 days ago), 43.2% are below.
59.6% are above or equal to 3/3 close (15 days ago), 40.4% are below.
68.2% are above or equal to 3/2 close (16 days ago), 31.8% are below.
73.3% are above or equal to 3/1 close (17 days ago), 26.7% are below.
82.0% are above or equal to 2/29 close (18 days ago), 18.0% are below.
81.0% are above or equal to 2/26 close (19 days ago), 19.0% are below.
81.0% are above or equal to 2/25 close (20 days ago), 19.0% are below.
85.4% are above or equal to 2/24 close (21 days ago), 14.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160324 10:02 am ET)
20d: 0.8% new highs, 3.7% new lows
21d: 0.8% new highs, 2.5% new lows
42d: 0.7% new highs, 0.3% new lows
63d: 0.5% new highs, 0.1% new lows
126d: 0.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160324 10:02 am ET)
2-day: 17.5% above, 82.5% below
3-day: 9.1% above, 90.9% below
4-day: 9.4% above, 90.6% below
5-day: 11.1% above, 88.9% below
8-day: 20.9% above, 79.1% below
10-day: 26.4% above, 73.6% below
20-day: 58.5% above, 41.5% below
50-day: 85.8% above, 14.2% below
200-day: 43.0% above, 57.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160324 10:02 am ET)
RETA(70): -0.19% Top=SIG SPLS CAB FRAN LL W TLRD OUTR ….. GES JCP WSM FIVE KMX GME BID FINL=Bottom (Retail & Specialty Retail)
MATE(32): -0.25% Top=KBH TREX OC TOL RSG BECN TPH CAA ….. MLM FLR MTZ RYN USCR CVA USG EXP=Bottom (Materials & Construction)
COSW(106): -0.28% Top=DBD ACN GWRE SHOP CTSH BITA ELLI RAX ….. IHS PAYC JD HPE FFIV WUBA NTES DWRE=Bottom (Computer Software/Internet)
HEAL(59): -0.31% Top=HTWR KND CNC INCR AMSG ADPT HOLX IRWD ….. GMED BAX THC GB DXCM ABMD XRAY CYH=Bottom (Health)
LEIS(37): -0.41% Top=BWLD CCL BYD RCL LQ GPRO MAR H ….. DNKN MGM QSR EXPE PNRA CMG LVS TVPT=Bottom (Leisure)
CONS(63): -0.46% Top=PVH VRA SCSS KS NWL TSE JAH LULU ….. HAR BERY GIL WWW TUP OI ICON SCS=Bottom (Consumer)
META(24): -0.49% Top=SWC CMC TAHO PAAS FNV AG GG BVN ….. SCCO NEM CENX CCJ X CNX FCX TCK=Bottom (Metals & Mining)
ENER(98): -0.67% Top=PSXP SEMG HFC TSO DO PBF ATW RDC ….. PAGP APC MRD CPG ETE RRC WMB PAA=Bottom (Energy)
DISV(57): -0.72% Top=WTW IILG YY SERV MMS CTAS SBAC ULTA ….. AHS R MCO AL AAN TMH CAR PRAA=Bottom (Diversified Services)
ELEC(50): -0.81% Top=AMBA MSCC HIMX SCTY RSTI MLNX SNPS BRKR ….. LRCX CY GRMN AMAT CSIQ IDTI LSCC MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): -0.87% Top=TREE GPT RLGY CONE WRI O EQC STOR ….. VTR SLG HPT DRH SNH CBG RLJ SC=Bottom (Real Estate)
COHW(43): -0.88% Top=PSTG UBNT LITE FNSR PANW ANET CRAY VRSN ….. SSYS SYNA HPQ BBRY BRCD WDC TDS STX=Bottom (Computer Hardware/Telecom)
MANU(46): -0.89% Top=TEX WOR CAT ZBRA BWXT MWA AOS CRS ….. ATI FLS TKR CFX JKS BDC JOY DDD=Bottom (Manufacturing)
TRAN(36): -0.99% Top=TK XPO EXPD CHRW JBHT UPS CNI WAB ….. SWFT KSU LUV DAL BRS TDW AAL UAL=Bottom (Transportation)
INSU(35): -1.27% Top=FAF FNF CINF BRO RE ORI AXS AON ….. RDN CNO LNC MTG MET UNM PRU AEL=Bottom (Insurance)
CHEM(30): -1.36% Top=CC GRA SHW IFF MON ASH ALB HUN ….. WLK EMN CE OLN MOS POT CF MEOH=Bottom (Chemicals/Fertilizers)
FINA(104): -1.48% Top=PSEC BOFI ACAS ARCC FNGN CBOE CIT ICE ….. VOYA PFG MS OMF KKR SF APO PYPL=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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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