daytrend

03/28/2016

Filed under: Market Stats — daytrend @ 9:19 am

Market Stats at 10:18 am ET
by daytrend on 20160328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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

COMPARED TO YESTERDAY’S RANGE (20160328 10:18 am ET)
24.4% of stocks are above yesterday’s high.
76.4% are above yesterday’s midpoint. (23.6% are below.)
4.6% are below yesterday’s low.
71.0% are inside yesterday’s range.
67.2% of stocks with today’s high > yesterday’s high. (32.8% less than).
10.0% of stocks with today’s low < yesterday’s low. (90.0% greater than).

EVIDENCE OF INTRADAY TREND (20160328 10:18 am ET)
34.9% of stocks are above today’s open. (63.6% are below).
32.7% of stocks are above today’s open and yesterday’s close.
50.6% are below both.
31.1% of stocks opened above yesterday’s high.
74.9% of stocks opened above yesterday’s close. (16.6% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160328 10:18 am ET)
6.7% of stocks are in the top 10% of today’s range.
14.8% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
25.7% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20160328 10:18 am ET)
47.6% of stocks are above yesterday’s close. (52.4% are below.)
0.3% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 1.8% are down 3.5% or more.
71.0% are between +1% and -1%.

RSI on DAILY (20160328 10:18 am ET)
2-day: >=95:0.8%…>=90:2.3%…>=80:7.2%…>=50:33.3%…<=20:28.9%…<=10:13.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:67.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160328 10:18 am ET)
24.4% above previous 1 highs, 4.6% below previous 1 lows
6.7% above previous 2 highs, 4.0% below previous 2 lows
3.8% above previous 3 highs, 3.7% below previous 3 lows
2.2% above previous 4 highs, 3.7% below previous 4 lows
1.6% above previous 5 highs, 3.3% below previous 5 lows
1.5% above previous 6 highs, 2.7% below previous 6 lows
1.4% above previous 7 highs, 1.8% below previous 7 lows
1.4% above previous 8 highs, 1.5% below previous 8 lows
1.3% above previous 9 highs, 1.5% below previous 9 lows
1.3% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160328 10:18 am ET)
47.6% are above or equal to 3/24 close (1 days ago), 52.4% are below.
49.3% are above or equal to 3/23 close (2 days ago), 50.7% are below.
21.3% are above or equal to 3/22 close (3 days ago), 78.7% are below.
22.6% are above or equal to 3/21 close (4 days ago), 77.4% are below.
22.3% are above or equal to 3/18 close (5 days ago), 77.7% are below.
34.0% are above or equal to 3/17 close (6 days ago), 66.0% are below.
53.6% are above or equal to 3/16 close (7 days ago), 46.4% are below.
65.8% are above or equal to 3/15 close (8 days ago), 34.2% are below.
55.7% are above or equal to 3/14 close (9 days ago), 44.3% are below.
50.5% are above or equal to 3/11 close (10 days ago), 49.5% are below.
73.7% are above or equal to 3/10 close (11 days ago), 26.3% are below.
71.5% are above or equal to 3/9 close (12 days ago), 28.5% are below.
74.9% are above or equal to 3/8 close (13 days ago), 25.1% are below.
56.5% are above or equal to 3/7 close (14 days ago), 43.5% are below.
60.7% are above or equal to 3/4 close (15 days ago), 39.3% are below.
65.2% are above or equal to 3/3 close (16 days ago), 34.8% are below.
72.4% are above or equal to 3/2 close (17 days ago), 27.6% are below.
77.5% are above or equal to 3/1 close (18 days ago), 22.5% are below.
85.2% are above or equal to 2/29 close (19 days ago), 14.8% are below.
83.5% are above or equal to 2/26 close (20 days ago), 16.5% are below.
84.0% are above or equal to 2/25 close (21 days ago), 16.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160328 10:18 am ET)
20d: 4.7% new highs, 1.4% new lows
21d: 4.7% new highs, 1.2% new lows
42d: 4.1% new highs, 0.2% new lows
63d: 3.1% new highs, 0.2% new lows
126d: 1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160328 10:18 am ET)
2-day: 45.3% above, 54.7% below
3-day: 45.9% above, 54.1% below
4-day: 30.1% above, 69.9% below
5-day: 25.9% above, 74.1% below
8-day: 30.9% above, 69.1% below
10-day: 39.8% above, 60.2% below
20-day: 64.5% above, 35.5% below
50-day: 87.6% above, 12.4% below
200-day: 45.4% above, 54.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160328 10:18 am ET)
RETA(70): 0.70% Top=FINL FIVE NFLX DLTR HIBB RH DDS BURL ….. ORLY GES CASY AAP AN ASNA FRAN LL=Bottom (Retail & Specialty Retail)
LEIS(38): 0.46% Top=MAR BWLD SIX SONC SBUX DRI CMG H ….. BYD JACK TVPT MGM EXPE LVS WYNN GPRO=Bottom (Leisure)
INSU(33): 0.42% Top=PRU LNC MET AEL SLF UNM HIG AFL ….. AXS FNF BRO MMC AFSI AJG WLTW AWH=Bottom (Insurance)
CONS(62): 0.27% Top=MFRM FL GIII SKX CRI TUP TPX WWW ….. VRA CCK OI TSE GEF ICON GPK KS=Bottom (Consumer)
HEAL(57): 0.18% Top=PRAH UHS ABMD OPK XRAY THC ESRX CPHD ….. VWR NUVA GB DXCM WCG CNC NVRO HTWR=Bottom (Health)
MATE(32): 0.13% Top=USG USCR EXP PHM OC DHI CAA MAS ….. RYN KBH BIN FAST WCN DY BECN DAR=Bottom (Materials & Construction)
REAL(100): -0.00% Top=FR NRZ AMH CBG MPW STWD CLI EQC ….. DFT SUI MAC HTS SLG SC JLL CBL=Bottom (Real Estate)
ELEC(51): -0.12% Top=MXL HIMX GLW FSLR GRMN AMBA RSTI XLNX ….. SNPS SIMO CSIQ TRMB NXPI MU IPHI FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(105): -0.18% Top=QLIK DATA DWRE SQ EPAM SHOP IHS JCOM ….. CMCM PFPT BITA WUBA ATHM LC MANH UIS=Bottom (Computer Software/Internet)
COHW(42): -0.18% Top=STX LITE ANET SSYS TDS MSI NTAP COMM ….. OLED CIEN QCOM GOGO FNSR PSTG WIN SYNA=Bottom (Computer Hardware/Telecom)
FINA(104): -0.23% Top=SEIC WU GS VOYA PFG ICE NDAQ ACAS ….. TCBI OZRK SLM BOFI LPLA OMF WETF CIT=Bottom (Banks/Financials)
DISV(57): -0.23% Top=SERV RCII WTW ABCO CTAS AHS CXW MRKT ….. HRB PRAA R AL HMHC GMT XRS CAR=Bottom (Diversified Services)
CHEM(30): -0.30% Top=FMC DOW DD APD MON SHW PX GRA ….. POT MOS HUN CC MEOH CF PAH LXU=Bottom (Chemicals/Fertilizers)
MANU(45): -0.38% Top=SEDG DDD MHK ROP GE ROK BDC DHR ….. FLS GNRC CFX ITT ATI JOY KMT TKR=Bottom (Manufacturing)
ENER(98): -1.16% Top=RICE DO RRC DK ETE HFC RES WMB ….. WPX SEMG CRR HOS LPI OAS NBL UNT=Bottom (Energy)
TRAN(35): -1.19% Top=VA AIRM AAL DAL EXPD LUV JBLU UAL ….. WERN KNX UNP SWFT GBX TRN TK GWR=Bottom (Transportation)
META(24): -1.91% Top=NEM AA NUE ABX SLW STLD CENX CCJ ….. CNX TCK X SLCA BVN AG CMC SWC=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 10:18 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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