daytrend

03/29/2016

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:08 am ET
by daytrend on 20160329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

COMPARED TO YESTERDAY’S RANGE (20160329 11:08 am ET)
17.3% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
21.5% are below yesterday’s low.
61.3% are inside yesterday’s range.
33.4% of stocks with today’s high > yesterday’s high. (66.6% less than).
49.4% of stocks with today’s low < yesterday’s low. (50.6% greater than).

EVIDENCE OF INTRADAY TREND (20160329 11:08 am ET)
57.9% of stocks are above today’s open. (41.2% are below).
43.0% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
3.0% of stocks opened above yesterday’s high.
23.1% of stocks opened above yesterday’s close. (73.7% opened below yesterday’s close).
16.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160329 11:08 am ET)
11.8% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
60.2% are in the top half. 39.8% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20160329 11:08 am ET)
46.6% of stocks are above yesterday’s close. (53.4% are below.)
0.5% are up 4.5% or more. 1.7% are down 4.5% or more.
0.7% are up 3.5% or more. 3.6% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20160329 11:08 am ET)
2-day: >=95:3.3%…>=90:7.2%…>=80:18.0%…>=50:45.4%…<=20:30.1%…<=10:18.2%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:63.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:73.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160329 11:08 am ET)
17.3% above previous 1 highs, 21.5% below previous 1 lows
15.9% above previous 2 highs, 10.8% below previous 2 lows
10.1% above previous 3 highs, 10.8% below previous 3 lows
8.5% above previous 4 highs, 10.5% below previous 4 lows
6.6% above previous 5 highs, 10.4% below previous 5 lows
5.5% above previous 6 highs, 9.9% below previous 6 lows
5.3% above previous 7 highs, 7.2% below previous 7 lows
5.3% above previous 8 highs, 5.4% below previous 8 lows
5.3% above previous 9 highs, 4.4% below previous 9 lows
5.3% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160329 11:08 am ET)
46.6% are above or equal to 3/28 close (1 days ago), 53.4% are below.
50.5% are above or equal to 3/24 close (2 days ago), 49.5% are below.
50.7% are above or equal to 3/23 close (3 days ago), 49.3% are below.
30.5% are above or equal to 3/22 close (4 days ago), 69.5% are below.
30.4% are above or equal to 3/21 close (5 days ago), 69.6% are below.
28.2% are above or equal to 3/18 close (6 days ago), 71.8% are below.
35.2% are above or equal to 3/17 close (7 days ago), 64.8% are below.
51.5% are above or equal to 3/16 close (8 days ago), 48.5% are below.
64.2% are above or equal to 3/15 close (9 days ago), 35.8% are below.
55.7% are above or equal to 3/14 close (10 days ago), 44.3% are below.
51.7% are above or equal to 3/11 close (11 days ago), 48.3% are below.
71.3% are above or equal to 3/10 close (12 days ago), 28.7% are below.
70.9% are above or equal to 3/9 close (13 days ago), 29.1% are below.
73.5% are above or equal to 3/8 close (14 days ago), 26.5% are below.
55.5% are above or equal to 3/7 close (15 days ago), 44.5% are below.
60.7% are above or equal to 3/4 close (16 days ago), 39.3% are below.
62.3% are above or equal to 3/3 close (17 days ago), 37.7% are below.
69.8% are above or equal to 3/2 close (18 days ago), 30.2% are below.
76.3% are above or equal to 3/1 close (19 days ago), 23.7% are below.
85.3% are above or equal to 2/29 close (20 days ago), 14.7% are below.
83.2% are above or equal to 2/26 close (21 days ago), 16.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160329 11:08 am ET)
20d: 8.0% new highs, 2.6% new lows
21d: 7.7% new highs, 2.4% new lows
42d: 6.9% new highs, 0.2% new lows
63d: 4.2% new highs, 0.2% new lows
126d: 3.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160329 11:08 am ET)
2-day: 45.5% above, 54.5% below
3-day: 48.5% above, 51.5% below
4-day: 49.4% above, 50.6% below
5-day: 41.4% above, 58.6% below
8-day: 36.0% above, 64.0% below
10-day: 41.4% above, 58.6% below
20-day: 59.1% above, 40.9% below
50-day: 86.3% above, 13.7% below
200-day: 45.5% above, 54.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160329 11:08 am ET)
HEAL(58): 0.56% Top=CYH AMSG UHS KANG HLS CNC THC PRAH ….. A LH MD DGX ANTM RMD NVRO OPK=Bottom (Health)
MATE(31): 0.52% Top=LEN TOL DHI USG TREX CAA WCN BIN ….. PWR DAR WY MLM FLR USCR KBH MTZ=Bottom (Materials & Construction)
ELEC(50): 0.49% Top=HIMX AMBA SIMO SCTY LRCX IDTI MTSI TRMB ….. ON FLEX TEL NXPI MU CY SPWR SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): 0.37% Top=OLED ANET TMUS ZAYO CCOI SYNA AAPL CRAY ….. CTL WIN LVLT BBRY STX TDC WDC PSTG=Bottom (Computer Hardware/Telecom)
LEIS(38): 0.24% Top=BWLD PLAY BYD TXRH CAKE PZZA EAT SEAS ….. HLT QSR EXPE SIX RCL SONC GPRO CMG=Bottom (Leisure)
COSW(101): 0.21% Top=UIS SQ TRIP TTWO ROVI ATVI WBMD EA ….. IMPV HPE QLIK LNKD AKAM SYMC RHT NTES=Bottom (Computer Software/Internet)
RETA(70): 0.21% Top=GME FINL FRAN DSW ABG LL SBH NFLX ….. KORS WMT WBA SFM BID EBAY WFM OUTR=Bottom (Retail & Specialty Retail)
CONS(61): 0.15% Top=KS GIII SCSS DECK CSL PKG SHOO TUP ….. COTY SKX WHR RL MFRM WRK OI FOSL=Bottom (Consumer)
DISV(55): 0.11% Top=XRS WTW BAH GPN ABCO FDC MCO G ….. YY AHS AAN AL HMHC PRAA CAR RCII=Bottom (Diversified Services)
TRAN(34): -0.01% Top=SWFT TRN ODFL WERN GBX SAVE KNX HA ….. NSC FDX KSU CSX JBHT XPO BRS TK=Bottom (Transportation)
REAL(99): -0.17% Top=HIW DRE CLI CBL CONE RPAI OHI BDN ….. CLNY BXMT CIM NLY TWO STWD ARI TREE=Bottom (Real Estate)
MANU(43): -0.37% Top=SEDG KMT MHK GNRC XYL TKR AGCO SWK ….. JOY ZBRA ETN CRS CFX MRC DDD ATI=Bottom (Manufacturing)
INSU(32): -0.63% Top=FNF CINF PGR TRV FAF RDN ALL AWH ….. WLTW TMK AEL UNM LNC MET MBI PRU=Bottom (Insurance)
META(24): -0.84% Top=SWC CMC FNV PAAS RGLD NEM GG BVN ….. SLCA AG CCJ AA CENX TCK CNX FCX=Bottom (Metals & Mining)
CHEM(30): -1.08% Top=APD POL RPM ALB PPG ASH PX GRA ….. CC FMC AGU DOW WLK CF MOS LXU=Bottom (Chemicals/Fertilizers)
FINA(103): -1.31% Top=NDAQ HAWK WDR PYPL JNS WU NYCB CBOE ….. OZRK OMF PB BOKF ZION TCBI CFR HBHC=Bottom (Banks/Financials)
ENER(98): -2.10% Top=SHLX RICE INT GPOR PSXP MDU CPGX RRC ….. NOV DVN PAA UNT RDC RIG SM DO=Bottom (Energy)

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 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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