daytrend

03/29/2016

Filed under: Market Stats — daytrend @ 12:07 pm

Market Stats at 1:07 pm 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 1:07 pm ET)
36.4% of stocks are above yesterday’s high.
70.1% are above yesterday’s midpoint. (29.9% are below.)
11.5% are below yesterday’s low.
52.2% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
50.5% of stocks with today’s low < yesterday’s low. (49.5% greater than).

EVIDENCE OF INTRADAY TREND (20160329 1:07 pm ET)
79.6% of stocks are above today’s open. (19.5% are below).
65.3% of stocks are above today’s open and yesterday’s close.
17.7% 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 1:07 pm ET)
11.9% of stocks are in the top 10% of today’s range.
37.0% are in the top 20%.
84.5% are in the top half. 15.5% of stocks are in the bottom half of today’s range.
3.1% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN (20160329 1:07 pm ET)
68.0% of stocks are above yesterday’s close. (32.0% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
1.9% are up 3.5% or more. 1.4% are down 3.5% or more.
54.1% are between +1% and -1%.

RSI on DAILY (20160329 1:07 pm ET)
2-day: >=95:4.5%…>=90:12.2%…>=80:30.5%…>=50:63.2%…<=20:19.3%…<=10:11.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:71.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:78.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160329 1:07 pm ET)
36.4% above previous 1 highs, 11.5% below previous 1 lows
33.6% above previous 2 highs, 6.2% below previous 2 lows
21.2% above previous 3 highs, 6.1% below previous 3 lows
16.6% above previous 4 highs, 5.9% below previous 4 lows
13.1% above previous 5 highs, 5.6% below previous 5 lows
11.2% above previous 6 highs, 5.4% below previous 6 lows
10.4% above previous 7 highs, 3.8% below previous 7 lows
10.2% above previous 8 highs, 3.2% below previous 8 lows
10.1% above previous 9 highs, 2.9% below previous 9 lows
9.9% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160329 1:07 pm ET)
68.0% are above or equal to 3/28 close (1 days ago), 32.0% are below.
65.4% are above or equal to 3/24 close (2 days ago), 34.6% are below.
63.8% are above or equal to 3/23 close (3 days ago), 36.2% are below.
38.9% are above or equal to 3/22 close (4 days ago), 61.1% are below.
38.2% are above or equal to 3/21 close (5 days ago), 61.8% are below.
35.0% are above or equal to 3/18 close (6 days ago), 65.0% are below.
44.2% are above or equal to 3/17 close (7 days ago), 55.8% are below.
59.9% are above or equal to 3/16 close (8 days ago), 40.1% are below.
70.9% are above or equal to 3/15 close (9 days ago), 29.1% are below.
61.7% are above or equal to 3/14 close (10 days ago), 38.3% are below.
57.2% are above or equal to 3/11 close (11 days ago), 42.8% are below.
75.9% are above or equal to 3/10 close (12 days ago), 24.1% are below.
75.0% are above or equal to 3/9 close (13 days ago), 25.0% are below.
76.4% are above or equal to 3/8 close (14 days ago), 23.6% are below.
60.7% are above or equal to 3/7 close (15 days ago), 39.3% are below.
65.0% are above or equal to 3/4 close (16 days ago), 35.0% are below.
67.4% are above or equal to 3/3 close (17 days ago), 32.6% are below.
74.5% are above or equal to 3/2 close (18 days ago), 25.5% are below.
79.8% are above or equal to 3/1 close (19 days ago), 20.2% are below.
87.1% are above or equal to 2/29 close (20 days ago), 12.9% are below.
86.0% are above or equal to 2/26 close (21 days ago), 14.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160329 1:07 pm ET)
20d: 13.7% new highs, 2.7% new lows
21d: 13.3% new highs, 2.5% new lows
42d: 12.0% new highs, 0.2% new lows
63d: 8.3% new highs, 0.2% new lows
126d: 5.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160329 1:07 pm ET)
2-day: 67.1% above, 32.9% below
3-day: 66.7% above, 33.3% below
4-day: 66.5% above, 33.5% below
5-day: 57.3% above, 42.7% below
8-day: 47.5% above, 52.5% below
10-day: 53.7% above, 46.3% below
20-day: 67.1% above, 32.9% below
50-day: 88.2% above, 11.8% below
200-day: 46.7% above, 53.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160329 1:07 pm ET)
HEAL(58): 1.46% Top=CYH AMSG DXCM HTWR KANG KND BKD THC ….. DGX INCR ANTM HNT RMD MD EVHC OPK=Bottom (Health)
META(24): 1.31% Top=BVN SWC PAAS FNV TAHO AG GG RGLD ….. STLD NUE CCJ CENX AA TCK CNX FCX=Bottom (Metals & Mining)
COHW(41): 1.27% Top=TMUS SYNA ANET CRAY CCOI SSYS WIN OLED ….. COMM TDC CSCO HRS ARRS STX WDC PSTG=Bottom (Computer Hardware/Telecom)
MATE(31): 1.03% Top=DAR DY TREX TOL CAA DHI RYN BECN ….. VMC MAS CVA USCR MTZ OC FLR KBH=Bottom (Materials & Construction)
COSW(101): 1.03% Top=UIS TTWO TRIP MDRX ROVI DWRE WBMD MANH ….. QLIK IMPV VNET ATHM LNKD VRNT SYMC NTES=Bottom (Computer Software/Internet)
ELEC(50): 0.98% Top=HIMX AMBA MTSI SCTY LRCX IDTI JBL CRUS ….. MLNX AYI FLEX NXPI CY TEL MU SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): 0.94% Top=BWLD TXRH BYD PLAY SHAK DRII BLMN MGM ….. WYNN YUM DRI MAR SIX GPRO SONC CMG=Bottom (Leisure)
DISV(55): 0.86% Top=XRS ABCO GPN G WTW FDC ZG MCO ….. MAN PAYX KFY YY HMHC AL AAN RCII=Bottom (Diversified Services)
CONS(61): 0.63% Top=KS GIII SHOO SCSS KATE MFRM SCS DECK ….. HAS TSE RL WRK SKX WHR OI FOSL=Bottom (Consumer)
RETA(70): 0.60% Top=GME FRAN W FINL DSW ABG AMZN NFLX ….. AAP CST DDS WMT KSS OUTR EBAY WFM=Bottom (Retail & Specialty Retail)
TRAN(34): 0.55% Top=AIRM SWFT GBX TRN WERN KNX ODFL GWR ….. UAL ALK CSX FDX JBHT XPO TK BRS=Bottom (Transportation)
REAL(99): 0.50% Top=CBL CLI HIW DRE DOC BDN PDM CYS ….. TREE BXMT CLNY CIM NLY ARI TWO STWD=Bottom (Real Estate)
MANU(43): 0.28% Top=SEDG KMT SWK XYL AGCO MHK TKR GNRC ….. FLS ITW AME GE EMR ETN DCI ATI=Bottom (Manufacturing)
CHEM(30): 0.09% Top=PAH APD POT POL CC HUN ALB OLN ….. FMC MON DD WLK MEOH AGU DOW MOS=Bottom (Chemicals/Fertilizers)
INSU(32): -0.22% Top=FAF CNO RDN AFSI FNF CINF AON BRO ….. AXS TMK AIZ WLTW PRU UNM LNC MET=Bottom (Insurance)
FINA(103): -0.77% Top=BX JNS SEIC HAWK WDR PYPL WETF EV ….. ASB RF FITB TCBI ZION BOKF HBHC CFR=Bottom (Banks/Financials)
ENER(98): -0.95% Top=RRC GPOR MDU SHLX WPZ SXL RICE CPE ….. HOS PAA HES DK SM RDC RIG 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 1:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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