daytrend

03/31/2016

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:42 pm ET
by daytrend on 20160331. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160331 2:42 pm ET)
13.9% of stocks are above yesterday’s high.
43.5% are above yesterday’s midpoint. (56.5% are below.)
21.5% are below yesterday’s low.
64.6% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
47.7% of stocks with today’s low < yesterday’s low. (52.3% greater than).

EVIDENCE OF INTRADAY TREND (20160331 2:42 pm ET)
50.2% of stocks are above today’s open. (48.3% are below).
44.6% of stocks are above today’s open and yesterday’s close.
44.8% are below both.
1.9% of stocks opened above yesterday’s high.
30.9% of stocks opened above yesterday’s close. (60.1% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160331 2:42 pm ET)
6.1% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
45.1% are in the top half. 54.9% of stocks are in the bottom half of today’s range.
27.5% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20160331 2:42 pm ET)
49.2% of stocks are above yesterday’s close. (50.8% are below.)
1.5% are up 4.5% or more. 0.3% are down 4.5% or more.
3.3% are up 3.5% or more. 1.3% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20160331 2:42 pm ET)
2-day: >=95:10.5%…>=90:20.5%…>=80:33.5%…>=50:66.4%…<=20:6.6%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:83.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:87.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160331 2:42 pm ET)
13.9% above previous 1 highs, 21.5% below previous 1 lows
13.4% above previous 2 highs, 2.4% below previous 2 lows
12.3% above previous 3 highs, 1.9% below previous 3 lows
12.3% above previous 4 highs, 1.6% below previous 4 lows
10.2% above previous 5 highs, 1.5% below previous 5 lows
8.7% above previous 6 highs, 1.4% below previous 6 lows
7.4% above previous 7 highs, 1.4% below previous 7 lows
6.5% above previous 8 highs, 1.4% below previous 8 lows
6.5% above previous 9 highs, 1.4% below previous 9 lows
6.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160331 2:42 pm ET)
49.2% are above or equal to 3/30 close (1 days ago), 50.8% are below.
58.6% are above or equal to 3/29 close (2 days ago), 41.4% are below.
83.1% are above or equal to 3/28 close (3 days ago), 16.9% are below.
81.3% are above or equal to 3/24 close (4 days ago), 18.7% are below.
79.8% are above or equal to 3/23 close (5 days ago), 20.2% are below.
59.5% are above or equal to 3/22 close (6 days ago), 40.5% are below.
58.0% are above or equal to 3/21 close (7 days ago), 42.0% are below.
54.5% are above or equal to 3/18 close (8 days ago), 45.5% are below.
60.7% are above or equal to 3/17 close (9 days ago), 39.3% are below.
73.9% are above or equal to 3/16 close (10 days ago), 26.1% are below.
81.6% are above or equal to 3/15 close (11 days ago), 18.4% are below.
76.5% are above or equal to 3/14 close (12 days ago), 23.5% are below.
70.3% are above or equal to 3/11 close (13 days ago), 29.7% are below.
83.9% are above or equal to 3/10 close (14 days ago), 16.1% are below.
83.8% are above or equal to 3/9 close (15 days ago), 16.2% are below.
85.7% are above or equal to 3/8 close (16 days ago), 14.3% are below.
69.6% are above or equal to 3/7 close (17 days ago), 30.4% are below.
74.8% are above or equal to 3/4 close (18 days ago), 25.2% are below.
77.5% are above or equal to 3/3 close (19 days ago), 22.5% are below.
82.5% are above or equal to 3/2 close (20 days ago), 17.5% are below.
85.4% are above or equal to 3/1 close (21 days ago), 14.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160331 2:42 pm ET)
20d: 18.7% new highs, 1.1% new lows
21d: 18.7% new highs, 0.9% new lows
42d: 17.4% new highs, 0.0% new lows
63d: 12.6% new highs, 0.0% new lows
126d: 7.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160331 2:42 pm ET)
2-day: 48.1% above, 51.9% below
3-day: 54.0% above, 46.0% below
4-day: 70.7% above, 29.3% below
5-day: 76.4% above, 23.6% below
8-day: 70.6% above, 29.4% below
10-day: 67.1% above, 32.9% below
20-day: 77.1% above, 22.9% below
50-day: 92.1% above, 7.9% below
200-day: 51.6% above, 48.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160331 2:42 pm ET)
ENER(94): 1.36% Top=MRO MPLX EGN DVN SM PAGP PBF WPX ….. XOM SLB MUSA CXO HAL EOG RES FANG=Bottom (Energy)
REAL(97): 0.64% Top=SC TREE OHI ALLY SHO RLJ STWD DOC ….. BDN BAM OFC FR EDR GLPI DFT NRZ=Bottom (Real Estate)
COSW(96): 0.51% Top=WBMD FTNT RNG GRUB SQ XRX ELLI VIPS ….. DBD TRIP GOOG CSRA BOX JD UIS YELP=Bottom (Computer Software/Internet)
MATE(31): 0.49% Top=KBH MLM CAA TOL DAR USG PHM DY ….. PWR BECN OC MAS WM USCR RSG FLR=Bottom (Materials & Construction)
DISV(57): 0.48% Top=RCII GPN FDC CAR SNX PRAA ZG HMHC ….. AHS ROL JEC ACM SCOR URI RBA PCLN=Bottom (Diversified Services)
COHW(41): 0.26% Top=PSTG INFN SYNA SSYS COMM LXK WDC NTAP ….. BCE LITE T OLED VRSN WIN HRS NSR=Bottom (Computer Hardware/Telecom)
HEAL(56): 0.22% Top=IRWD DXCM OPK BKD KND ZLTQ CPHD NVRO ….. EVHC EW LH A DGX STE MD CNC=Bottom (Health)
CONS(60): 0.20% Top=DECK UFS VRA HAR TSE HAS GIL WHR ….. BERY ECL NKE COH BMS CLX FL SKX=Bottom (Consumer)
RETA(70): 0.05% Top=W OUTR CHS ASNA RH BBY SIG FRAN ….. WSM TGT AAP WFM CPRT AN ABG PAG=Bottom (Retail & Specialty Retail)
ELEC(50): -0.05% Top=FIT SCTY MXL AMBA TEL MTSI AMAT CGNX ….. BRKR QRVO CY TXN IPHI HIMX CREE SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(34): -0.09% Top=TDW TK UAL VA FDX AIRM SWFT KNX ….. XPO SAVE CP UNP KEX GWR CSX NSC=Bottom (Transportation)
LEIS(38): -0.18% Top=DRII SHAK LQ RCL H SONC TVPT CMG ….. YUM SIX QSR JACK SEAS GPRO BWLD PZZA=Bottom (Leisure)
MANU(42): -0.52% Top=SEDG JKS ZBRA FLS LECO DDD ATU CMI ….. AME WOR RS BWXT CRS AGCO DE ATI=Bottom (Manufacturing)
FINA(99): -0.63% Top=OMF BANC ARCC PSEC AXP DFS NDAQ ACAS ….. ZION IVZ LAZ SIVB SLM VOYA CIT NPBC=Bottom (Banks/Financials)
INSU(32): -0.64% Top=MTG MBI BRO RDN AON PGR AXS MMC ….. UNM PRU TMK AWH AIZ MET CNO LNC=Bottom (Insurance)
CHEM(29): -1.28% Top=AXTA AXLL HUN PX RPM ALB SHW PPG ….. MEOH CC AGU POT FMC CF MON MOS=Bottom (Chemicals/Fertilizers)
META(24): -1.90% Top=SLCA ABX CNX FCX GG NEM BVN PAAS ….. FNV CMC SWC X CENX TAHO AG SLW=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 2:42 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: