daytrend

03/30/2016

Filed under: Market Stats — daytrend @ 11:34 am

Market Stats at 12:34 pm ET
by daytrend on 20160330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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

COMPARED TO YESTERDAY’S RANGE (20160330 12:34 pm ET)
56.3% of stocks are above yesterday’s high.
93.4% are above yesterday’s midpoint. (6.6% are below.)
1.6% are below yesterday’s low.
42.2% are inside yesterday’s range.
93.2% of stocks with today’s high > yesterday’s high. (6.8% less than).
4.0% of stocks with today’s low < yesterday’s low. (96.0% greater than).

EVIDENCE OF INTRADAY TREND (20160330 12:34 pm ET)
46.4% of stocks are above today’s open. (52.2% are below).
44.9% of stocks are above today’s open and yesterday’s close.
30.5% are below both.
70.8% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.5% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160330 12:34 pm ET)
6.0% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
16.5% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160330 12:34 pm ET)
68.0% of stocks are above yesterday’s close. (32.0% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 0.8% are down 3.5% or more.
61.5% are between +1% and -1%.

RSI on DAILY (20160330 12:34 pm ET)
2-day: >=95:13.0%…>=90:29.3%…>=80:51.9%…>=50:86.3%…<=20:2.9%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.1%…>=50:87.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:89.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160330 12:34 pm ET)
56.3% above previous 1 highs, 1.6% below previous 1 lows
48.2% above previous 2 highs, 1.0% below previous 2 lows
46.6% above previous 3 highs, 0.8% below previous 3 lows
34.4% above previous 4 highs, 0.7% below previous 4 lows
29.0% above previous 5 highs, 0.7% below previous 5 lows
25.2% above previous 6 highs, 0.7% below previous 6 lows
21.0% above previous 7 highs, 0.7% below previous 7 lows
20.4% above previous 8 highs, 0.4% below previous 8 lows
20.3% above previous 9 highs, 0.2% below previous 9 lows
19.9% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160330 12:34 pm ET)
68.0% are above or equal to 3/29 close (1 days ago), 32.0% are below.
90.5% are above or equal to 3/28 close (2 days ago), 9.5% are below.
86.9% are above or equal to 3/24 close (3 days ago), 13.1% are below.
84.5% are above or equal to 3/23 close (4 days ago), 15.5% are below.
60.4% are above or equal to 3/22 close (5 days ago), 39.6% are below.
59.1% are above or equal to 3/21 close (6 days ago), 40.9% are below.
56.7% are above or equal to 3/18 close (7 days ago), 43.3% are below.
64.1% are above or equal to 3/17 close (8 days ago), 35.9% are below.
77.1% are above or equal to 3/16 close (9 days ago), 22.9% are below.
84.7% are above or equal to 3/15 close (10 days ago), 15.3% are below.
77.1% are above or equal to 3/14 close (11 days ago), 22.9% are below.
72.2% are above or equal to 3/11 close (12 days ago), 27.8% are below.
87.1% are above or equal to 3/10 close (13 days ago), 12.9% are below.
84.9% are above or equal to 3/9 close (14 days ago), 15.1% are below.
85.8% are above or equal to 3/8 close (15 days ago), 14.2% are below.
71.5% are above or equal to 3/7 close (16 days ago), 28.5% are below.
76.7% are above or equal to 3/4 close (17 days ago), 23.3% are below.
78.5% are above or equal to 3/3 close (18 days ago), 21.5% are below.
84.4% are above or equal to 3/2 close (19 days ago), 15.6% are below.
86.5% are above or equal to 3/1 close (20 days ago), 13.5% are below.
91.3% are above or equal to 2/29 close (21 days ago), 8.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160330 12:34 pm ET)
20d: 34.1% new highs, 0.1% new lows
21d: 34.1% new highs, 0.1% new lows
42d: 30.2% new highs, 0.0% new lows
63d: 20.4% new highs, 0.0% new lows
126d: 11.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160330 12:34 pm ET)
2-day: 67.7% above, 32.3% below
3-day: 86.8% above, 13.2% below
4-day: 89.3% above, 10.7% below
5-day: 89.4% above, 10.6% below
8-day: 74.6% above, 25.4% below
10-day: 74.5% above, 25.5% below
20-day: 81.9% above, 18.1% below
50-day: 92.8% above, 7.2% below
200-day: 51.4% above, 48.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160330 12:34 pm ET)
INSU(32): 1.25% Top=MET AGO MTG PRU RDN MBI AEL AIG ….. HIG BRO XL AFSI MMC CINF PGR AWH=Bottom (Insurance)
ENER(95): 1.11% Top=OKS MPLX RES ETE WES MRD PAGP CLR ….. RRC HFC EOG ATW WNR OII TSO UNT=Bottom (Energy)
FINA(103): 1.03% Top=WAL FNGN AMG LPLA LAZ APAM SIVB SF ….. CBOE NAVI PYPL NDAQ ICE NSAM HAWK WETF=Bottom (Banks/Financials)
LEIS(38): 0.79% Top=SONC GPRO RCL CCL SHAK SEAS QSR BLMN ….. BYD JACK DRI LVS PZZA BWLD WYNN DRII=Bottom (Leisure)
TRAN(34): 0.76% Top=TDW NSC CP TK UAL CNI VA XPO ….. SAVE KSU TRN JBHT FDX WERN SWFT KNX=Bottom (Transportation)
CHEM(29): 0.65% Top=OLN FMC PX ASH WLK AGU AXLL HUN ….. APD CBT CF RPM AXTA MEOH IFF SHW=Bottom (Chemicals/Fertilizers)
COSW(99): 0.64% Top=DWRE JD ATHM VIPS YELP LNKD CRM CSRA ….. JCOM FB CMCM CDNS ROVI IMPV QLIK VRNT=Bottom (Computer Software/Internet)
ELEC(50): 0.53% Top=SIMO SCTY CY CREE AMAT MU BRKR IDTI ….. MSCC MXL KEYS ON JBL AYI HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): 0.40% Top=BID RH CASY WSM DLTR CAB GNC PAG ….. KSS W MELI FINL NFLX SIG JCP STMP=Bottom (Retail & Specialty Retail)
COHW(40): 0.35% Top=BBRY OLED COMM PANW LVLT AAPL ZAYO CSCO ….. CIEN CDW HRS INFN TDC FNSR NTAP WDC=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.34% Top=DXCM ZLTQ LH HTWR IRWD VWR HRC DGX ….. TFX WCG NVRO EVHC BKD MOH CNC OPK=Bottom (Health)
CONS(60): 0.30% Top=LULU MAT GIII UA SKX COH UFS NKE ….. VRA SEE SCS OI GPK PKG KS WRK=Bottom (Consumer)
MANU(42): 0.26% Top=ATI TKR GNRC SEDG GE AME PNR ROK ….. MHK FLS AOS JOY WOR CMI ATU TEX=Bottom (Manufacturing)
DISV(56): 0.25% Top=RBA SERV AL AHS V MAN SCI ADS ….. RCII GPN LDOS HRB CXW ABCO PAYX FDC=Bottom (Diversified Services)
REAL(100): 0.14% Top=GLPI CONE SUI CLNY BAM DRH NRF CUZ ….. HCP SNH STOR HTA DOC TREE MPW HTS=Bottom (Real Estate)
META(24): -0.07% Top=TCK CENX SLCA NUE CNX CCJ STLD X ….. BVN PAAS FNV AEM ABX AG SWC TAHO=Bottom (Metals & Mining)
MATE(31): -0.49% Top=DAR AWI WY PHM SRCL MAS LEN FLR ….. USG EXP BECN BIN DHI WCN DY USCR=Bottom (Materials & Construction)

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 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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