daytrend

03/30/2016

Filed under: Market Stats — daytrend @ 2:43 pm

Market Stats at 3:42 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 3:42 pm ET)
55.9% of stocks are above yesterday’s high.
92.8% are above yesterday’s midpoint. (7.2% are below.)
1.7% are below yesterday’s low.
42.4% are inside yesterday’s range.
94.0% of stocks with today’s high > yesterday’s high. (6.0% less than).
4.8% of stocks with today’s low < yesterday’s low. (95.2% greater than).

EVIDENCE OF INTRADAY TREND (20160330 3:42 pm ET)
45.0% of stocks are above today’s open. (53.6% are below).
44.2% of stocks are above today’s open and yesterday’s close.
29.9% 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 3:42 pm ET)
4.5% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20160330 3:42 pm ET)
69.2% of stocks are above yesterday’s close. (30.8% are below.)
1.6% are up 4.5% or more. 0.5% are down 4.5% or more.
2.9% are up 3.5% or more. 1.0% are down 3.5% or more.
61.0% are between +1% and -1%.

RSI on DAILY (20160330 3:42 pm ET)
2-day: >=95:13.3%…>=90:29.6%…>=80:51.7%…>=50:84.3%…<=20:2.7%…<=10:0.8%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.6%…>=50:86.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:88.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160330 3:42 pm ET)
55.9% above previous 1 highs, 1.7% below previous 1 lows
48.0% above previous 2 highs, 1.4% below previous 2 lows
46.1% above previous 3 highs, 1.0% below previous 3 lows
34.6% above previous 4 highs, 1.0% below previous 4 lows
29.2% above previous 5 highs, 1.0% below previous 5 lows
25.3% above previous 6 highs, 1.0% below previous 6 lows
21.5% above previous 7 highs, 0.7% below previous 7 lows
20.8% above previous 8 highs, 0.4% below previous 8 lows
20.8% above previous 9 highs, 0.2% below previous 9 lows
20.4% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160330 3:42 pm ET)
69.2% are above or equal to 3/29 close (1 days ago), 30.8% are below.
90.9% are above or equal to 3/28 close (2 days ago), 9.1% are below.
86.7% are above or equal to 3/24 close (3 days ago), 13.3% are below.
84.4% are above or equal to 3/23 close (4 days ago), 15.6% are below.
61.6% are above or equal to 3/22 close (5 days ago), 38.4% are below.
58.5% are above or equal to 3/21 close (6 days ago), 41.5% are below.
55.6% are above or equal to 3/18 close (7 days ago), 44.4% are below.
63.6% are above or equal to 3/17 close (8 days ago), 36.4% are below.
76.8% are above or equal to 3/16 close (9 days ago), 23.2% are below.
83.8% are above or equal to 3/15 close (10 days ago), 16.3% are below.
77.1% are above or equal to 3/14 close (11 days ago), 22.9% are below.
71.5% are above or equal to 3/11 close (12 days ago), 28.5% are below.
85.0% are above or equal to 3/10 close (13 days ago), 15.0% are below.
83.6% are above or equal to 3/9 close (14 days ago), 16.4% are below.
86.3% are above or equal to 3/8 close (15 days ago), 13.8% are below.
71.6% are above or equal to 3/7 close (16 days ago), 28.4% are below.
75.9% are above or equal to 3/4 close (17 days ago), 24.1% are below.
77.8% are above or equal to 3/3 close (18 days ago), 22.2% are below.
84.2% are above or equal to 3/2 close (19 days ago), 15.8% are below.
86.8% are above or equal to 3/1 close (20 days ago), 13.2% 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 3:42 pm ET)
20d: 35.4% new highs, 0.1% new lows
21d: 35.4% new highs, 0.1% new lows
42d: 31.5% new highs, 0.0% new lows
63d: 21.5% new highs, 0.0% new lows
126d: 12.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160330 3:42 pm ET)
2-day: 67.8% above, 32.2% below
3-day: 85.3% above, 14.7% below
4-day: 88.3% above, 11.7% below
5-day: 88.5% above, 11.5% below
8-day: 74.4% above, 25.6% below
10-day: 74.1% above, 25.9% below
20-day: 81.6% above, 18.4% below
50-day: 92.7% above, 7.3% below
200-day: 51.0% above, 49.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160330 3:42 pm ET)
LEIS(38): 1.18% Top=SONC RCL CCL GPRO SEAS SHAK SIX WYN ….. LQ EAT PNRA PLAY LVS PZZA BWLD DRII=Bottom (Leisure)
INSU(32): 1.01% Top=MET AEL RDN AIG AGO PRU MTG AIZ ….. AJG CINF CNO BRO PGR XL AFSI AWH=Bottom (Insurance)
COSW(99): 0.88% Top=SQ YELP ATHM DWRE LNKD VIPS JD CHKP ….. SHOP CDNS FB ROVI CMCM WUBA QLIK VRNT=Bottom (Computer Software/Internet)
FINA(103): 0.83% Top=WAL FNGN WDR TCBI SIVB LAZ TD APAM ….. CBOE ICE SLM NDAQ NSAM HAWK PYPL WETF=Bottom (Banks/Financials)
ENER(95): 0.78% Top=WPZ RES MPLX OKS ETP WES ENLK SHLX ….. OII RRC EOG PBF HFC WNR TSO UNT=Bottom (Energy)
CHEM(29): 0.67% Top=OLN PX ASH ALB AGU WLK PPG CC ….. CF RPM PAH SHW IFF POT AXTA MEOH=Bottom (Chemicals/Fertilizers)
ELEC(50): 0.56% Top=SIMO CREE AMAT IPHI AVGO BRKR CY SWKS ….. AYI MXL MSCC KEYS JBL ON HIMX FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): 0.52% Top=NSC CP KEX UAL CNI CSX TDW VA ….. WERN JBHT AIRM SWFT FDX NAT KNX TRN=Bottom (Transportation)
COHW(40): 0.45% Top=OLED LITE PANW COMM BBRY AAPL CSCO STX ….. JNPR ARRS CIEN WIN TDC FNSR NTAP WDC=Bottom (Computer Hardware/Telecom)
CONS(60): 0.45% Top=LULU GIII UA COH MAT SKX BERY UFS ….. IP DECK JAH SCS PKG NWL WRK KS=Bottom (Consumer)
RETA(70): 0.44% Top=BID RH CASY WSM CAB DLTR GNC LB ….. CST KSS JCP NFLX FINL SIG STMP W=Bottom (Retail & Specialty Retail)
DISV(56): 0.36% Top=AHS RBA SCI AL V YY ADS TRU ….. GDOT HRB LDOS CAR FDC PAYX PRAA CXW=Bottom (Diversified Services)
META(24): 0.29% Top=TCK BVN CNX CENX CCJ X NUE SLCA ….. NEM SLW PAAS AEM FNV AG ABX TAHO=Bottom (Metals & Mining)
MANU(42): 0.27% Top=ATI GNRC ROK TKR GE ITW PNR AME ….. MHK DE SWK DOV CMI ZBRA ATU TEX=Bottom (Manufacturing)
HEAL(57): 0.21% Top=DXCM ZLTQ LH HTWR NUVA BSX UHS RMD ….. PRAH THC WCG NVRO MOH TFX BKD OPK=Bottom (Health)
REAL(100): 0.04% Top=GLPI SUI CONE BAM NRF CUZ DRH CLNY ….. GPT SNH HCP OHI JLL MPW DOC HTS=Bottom (Real Estate)
MATE(31): -0.47% Top=AWI DAR MAS FLR MLM WY SRCL MTZ ….. BECN WCN DY KBH BIN TOL DHI 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 3:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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