daytrend

03/24/2016

Filed under: Market Stats — daytrend @ 9:57 am

Market Stats at 10:56 am ET
by daytrend on 20160324. 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 (20160324 10:56 am ET)
2.3% of stocks are above yesterday’s high.
13.3% are above yesterday’s midpoint. (86.7% are below.)
51.6% are below yesterday’s low.
46.1% are inside yesterday’s range.
6.3% of stocks with today’s high > yesterday’s high. (93.7% less than).
87.5% of stocks with today’s low < yesterday’s low. (12.5% greater than).

EVIDENCE OF INTRADAY TREND (20160324 10:56 am ET)
54.8% of stocks are above today’s open. (43.2% are below).
25.4% of stocks are above today’s open and yesterday’s close.
41.8% are below both.
1.0% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (91.9% opened below yesterday’s close).
64.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160324 10:56 am ET)
20.0% of stocks are in the top 10% of today’s range.
37.8% are in the top 20%.
67.5% are in the top half. 32.5% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160324 10:56 am ET)
28.2% of stocks are above yesterday’s close. (71.8% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.2% are up 3.5% or more. 0.9% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20160324 10:56 am ET)
2-day: >=95:0.8%…>=90:1.4%…>=80:2.5%…>=50:14.5%…<=20:56.5%…<=10:29.2%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:61.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160324 10:56 am ET)
2.3% above previous 1 highs, 51.6% below previous 1 lows
1.5% above previous 2 highs, 43.4% below previous 2 lows
1.3% above previous 3 highs, 40.8% below previous 3 lows
1.2% above previous 4 highs, 36.4% below previous 4 lows
1.1% above previous 5 highs, 22.8% below previous 5 lows
1.0% above previous 6 highs, 14.3% below previous 6 lows
1.0% above previous 7 highs, 11.1% below previous 7 lows
1.0% above previous 8 highs, 10.7% below previous 8 lows
1.0% above previous 9 highs, 9.7% below previous 9 lows
1.0% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160324 10:56 am ET)
28.2% are above or equal to 3/23 close (1 days ago), 71.8% are below.
8.6% are above or equal to 3/22 close (2 days ago), 91.4% are below.
13.3% are above or equal to 3/21 close (3 days ago), 86.7% are below.
15.9% are above or equal to 3/18 close (4 days ago), 84.1% are below.
26.7% are above or equal to 3/17 close (5 days ago), 73.3% are below.
45.4% are above or equal to 3/16 close (6 days ago), 54.6% are below.
60.3% are above or equal to 3/15 close (7 days ago), 39.7% are below.
51.2% are above or equal to 3/14 close (8 days ago), 48.8% are below.
45.2% are above or equal to 3/11 close (9 days ago), 54.8% are below.
71.3% are above or equal to 3/10 close (10 days ago), 28.7% are below.
69.8% are above or equal to 3/9 close (11 days ago), 30.2% are below.
71.1% are above or equal to 3/8 close (12 days ago), 28.9% are below.
53.4% are above or equal to 3/7 close (13 days ago), 46.6% are below.
58.2% are above or equal to 3/4 close (14 days ago), 41.8% are below.
60.2% are above or equal to 3/3 close (15 days ago), 39.8% are below.
69.3% are above or equal to 3/2 close (16 days ago), 30.7% are below.
74.5% are above or equal to 3/1 close (17 days ago), 25.5% are below.
82.7% are above or equal to 2/29 close (18 days ago), 17.3% are below.
82.1% are above or equal to 2/26 close (19 days ago), 17.9% are below.
82.0% are above or equal to 2/25 close (20 days ago), 18.0% are below.
86.1% are above or equal to 2/24 close (21 days ago), 13.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160324 10:56 am ET)
20d: 1.5% new highs, 3.9% new lows
21d: 1.5% new highs, 2.5% new lows
42d: 1.4% new highs, 0.3% new lows
63d: 1.2% new highs, 0.1% new lows
126d: 0.7% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160324 10:56 am ET)
2-day: 26.6% above, 73.4% below
3-day: 12.1% above, 87.9% below
4-day: 11.4% above, 88.6% below
5-day: 11.2% above, 88.8% below
8-day: 25.3% above, 74.7% below
10-day: 31.2% above, 68.8% below
20-day: 61.8% above, 38.2% below
50-day: 86.4% above, 13.6% below
200-day: 43.8% above, 56.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160324 10:56 am ET)
META(24): 1.11% Top=SWC AG TAHO PAAS SLCA GG CMC FNV ….. SCCO NUE NEM CENX CCJ TCK CNX FCX=Bottom (Metals & Mining)
COSW(106): -0.12% Top=DBD ACN GWRE CTSH ELLI SQ SHOP BITA ….. VMW N JD RNG NOW PFPT PAYC DWRE=Bottom (Computer Software/Internet)
MATE(32): -0.19% Top=KBH OC TREX RSG BECN TPH VMC FAST ….. DY WY RYN USG MLM CVA USCR EXP=Bottom (Materials & Construction)
RETA(70): -0.23% Top=SPLS SIG FRAN CAB W AMZN TLRD LL ….. GME TIF GES JCP WSM KSS FINL FIVE=Bottom (Retail & Specialty Retail)
HEAL(59): -0.25% Top=INCR IRWD KND CNC CPHD HOLX BKD HTWR ….. BSX ABMD ACHC HLS XRAY DXCM THC CYH=Bottom (Health)
ENER(98): -0.30% Top=SEMG PSXP MPLX TSO WPX RICE PBF WNR ….. SPN CPG MRD RRC WPZ PAA ETE WMB=Bottom (Energy)
MANU(46): -0.32% Top=TEX WOR CRS CAT KMT BWXT MRC MWA ….. TKR ETN FLS JKS PNR BDC ROK DDD=Bottom (Manufacturing)
LEIS(37): -0.39% Top=BWLD RCL BYD DRII CCL WYNN LQ GPRO ….. TVPT PNRA DNKN EAT QSR EXPE CMG PZZA=Bottom (Leisure)
ELEC(49): -0.46% Top=AMBA SCTY MLNX BRKR MSCC TRMB CREE IPHI ….. CY MU GRMN CRUS FIT FLEX IDTI MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): -0.49% Top=TK GBX XPO NAT SAVE CHRW CSX AIRM ….. KEX KSU LUV BRS DAL UAL VA AAL=Bottom (Transportation)
CONS(63): -0.55% Top=PVH VRA SCSS GEF KS ICON BC LULU ….. UA WRK TUP NKE WWW KATE DECK SCS=Bottom (Consumer)
REAL(98): -0.57% Top=GPT TREE DOC ALLY ARI MFA PSA RLGY ….. SHO DEI KRC OFC SLG SNH CBL CBG=Bottom (Real Estate)
COHW(43): -0.66% Top=INFN CRAY UBNT FNSR CIEN CSCO VRSN LITE ….. TDC SYNA BBRY BRCD GOGO WDC TDS STX=Bottom (Computer Hardware/Telecom)
DISV(57): -0.67% Top=WTW YY CTAS WEX IILG MYGN KBR MMS ….. AHS RBA AAN VNTV MCO PRAA CAR TMH=Bottom (Diversified Services)
CHEM(30): -0.98% Top=GRA CC AXLL HUN ALB CBT LXU POL ….. CE FMC AGU WLK POT MOS CF MEOH=Bottom (Chemicals/Fertilizers)
FINA(104): -1.03% Top=FNGN PSEC ACAS ARCC SYF SBNY PACW WU ….. TCBI PFG VOYA NSAM MS KKR APO PYPL=Bottom (Banks/Financials)
INSU(35): -1.09% Top=FNF FAF AON MMC BRO AFSI CINF TRV ….. MBI CNO MTG MET UNM LNC AEL PRU=Bottom (Insurance)

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 10:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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