daytrend

04/01/2016

Filed under: Market Stats — daytrend @ 8:35 am

Market Stats at 9:34 am ET
by daytrend on 20160401. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 937.

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 (20160401 9:34 am ET)
0.7% of stocks are above yesterday’s high.
16.3% are above yesterday’s midpoint. (83.7% are below.)
44.7% are below yesterday’s low.
54.5% are inside yesterday’s range.
2.8% of stocks with today’s high > yesterday’s high. (97.2% less than).
58.6% of stocks with today’s low < yesterday’s low. (41.4% greater than).

EVIDENCE OF INTRADAY TREND (20160401 9:34 am ET)
38.5% of stocks are above today’s open. (57.3% are below).
5.1% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
0.5% of stocks opened above yesterday’s high.
3.2% of stocks opened above yesterday’s close. (95.8% opened below yesterday’s close).
37.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160401 9:34 am ET)
12.8% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
40.8% are in the top half. 59.2% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
21.1% are in the bottom 10%.

GAIN (20160401 9:34 am ET)
6.2% of stocks are above yesterday’s close. (93.8% are below.)
0.0% are up 4.5% or more. 1.7% are down 4.5% or more.
0.1% are up 3.5% or more. 3.3% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY (20160401 9:34 am ET)
2-day: >=95:1.1%…>=90:2.1%…>=80:4.5%…>=50:25.7%…<=20:25.4%…<=10:8.3%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:71.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:79.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160401 9:34 am ET)
0.7% above previous 1 highs, 44.7% below previous 1 lows
0.4% above previous 2 highs, 34.3% below previous 2 lows
0.4% above previous 3 highs, 8.6% below previous 3 lows
0.4% above previous 4 highs, 6.5% below previous 4 lows
0.4% above previous 5 highs, 4.8% below previous 5 lows
0.3% above previous 6 highs, 4.7% below previous 6 lows
0.2% above previous 7 highs, 4.4% below previous 7 lows
0.2% above previous 8 highs, 4.4% below previous 8 lows
0.2% above previous 9 highs, 4.3% below previous 9 lows
0.2% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160401 9:34 am ET)
6.2% are above or equal to 3/31 close (1 days ago), 93.8% are below.
27.5% are above or equal to 3/30 close (2 days ago), 72.5% are below.
37.2% are above or equal to 3/29 close (3 days ago), 62.8% are below.
69.4% are above or equal to 3/28 close (4 days ago), 30.6% are below.
68.3% are above or equal to 3/24 close (5 days ago), 31.7% are below.
68.5% are above or equal to 3/23 close (6 days ago), 31.5% are below.
49.2% are above or equal to 3/22 close (7 days ago), 50.8% are below.
47.8% are above or equal to 3/21 close (8 days ago), 52.2% are below.
44.9% are above or equal to 3/18 close (9 days ago), 55.1% are below.
52.5% are above or equal to 3/17 close (10 days ago), 47.5% are below.
65.5% are above or equal to 3/16 close (11 days ago), 34.5% are below.
74.4% are above or equal to 3/15 close (12 days ago), 25.6% are below.
68.3% are above or equal to 3/14 close (13 days ago), 31.7% are below.
63.8% are above or equal to 3/11 close (14 days ago), 36.2% are below.
78.3% are above or equal to 3/10 close (15 days ago), 21.7% are below.
78.8% are above or equal to 3/9 close (16 days ago), 21.2% are below.
81.2% are above or equal to 3/8 close (17 days ago), 18.8% are below.
65.2% are above or equal to 3/7 close (18 days ago), 34.8% are below.
70.5% are above or equal to 3/4 close (19 days ago), 29.5% are below.
73.1% are above or equal to 3/3 close (20 days ago), 26.9% are below.
78.4% are above or equal to 3/2 close (21 days ago), 21.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160401 9:34 am ET)
20d: 0.9% new highs, 1.9% new lows
21d: 0.9% new highs, 1.7% new lows
42d: 0.9% new highs, 0.3% new lows
63d: 0.6% new highs, 0.2% new lows
126d: 0.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160401 9:34 am ET)
2-day: 6.0% above, 94.0% below
3-day: 15.4% above, 84.6% below
4-day: 23.3% above, 76.7% below
5-day: 40.8% above, 59.2% below
8-day: 53.6% above, 46.4% below
10-day: 51.7% above, 48.3% below
20-day: 66.8% above, 33.2% below
50-day: 89.8% above, 10.2% below
200-day: 49.4% above, 50.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160401 9:34 am ET)
RETA(70): -0.42% Top=URBN NFLX DSW BURL JCP JWN AEO AAP ….. LL WFM STMP FINL AN FRAN PAG GPI=Bottom (Retail & Specialty Retail)
INSU(32): -0.49% Top=CINF AXS MMC XL ORI AIG CNO AFL ….. UNM MET AEL FNF FAF AGO LNC PRU=Bottom (Insurance)
MATE(30): -0.68% Top=BECN USCR MAS WCN BIN RSG VMC SRCL ….. LEN CVA DY FLR MLM TPH KBH FAST=Bottom (Materials & Construction)
REAL(94): -0.71% Top=GLPI ALLY ARE SUI NLY AMT DLR GGP ….. JLL DRH TREE HCN BRX SHO RLJ HST=Bottom (Real Estate)
CONS(60): -0.75% Top=SHOO CRI CHD WHR FL COH SEE SKX ….. UFS TUP PAY OI KS BC UA HAR=Bottom (Consumer)
HEAL(56): -0.75% Top=NVRO CPHD ALGN STJ UNH KANG ESRX VAR ….. INCR ACHC EW GB KND BKD EVHC VWR=Bottom (Health)
ELEC(51): -0.87% Top=SCTY CGNX RSTI INTC TXN CREE CRUS QRVO ….. JBL AVGO CSIQ AMBA FIT SPWR CAVM MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): -0.90% Top=COF ICE SEIC SYF CME PYPL WAL EFX ….. ASB LM PB SF CFR HBHC NAVI TCBI=Bottom (Banks/Financials)
CHEM(29): -1.03% Top=CC GRA IFF MON APD EMN PPG AXLL ….. OLN WLK PAH POT MOS HUN MEOH CF=Bottom (Chemicals/Fertilizers)
COSW(99): -1.12% Top=FIS JCOM ATHM BITA RAX ATVI CYBR CERN ….. SQ SHOP LC IMPV RNG PFPT ADSK ROVI=Bottom (Computer Software/Internet)
LEIS(38): -1.12% Top=SIX MCD PZZA TXRH DRI BWLD DNKN EAT ….. WYN WYNN CMG LVS H DRII HLT MAR=Bottom (Leisure)
DISV(56): -1.13% Top=SCOR GDOT TRU ABCO ULTA RHI VRSK MYGN ….. ZG VNTV HMHC WTW FDC RCII URI IILG=Bottom (Diversified Services)
COHW(40): -1.28% Top=NSR AAPL JNPR CCI TMUS COMM FNSR VRSN ….. HPQ PANW STX WDC CCOI SYNA WIN BBRY=Bottom (Computer Hardware/Telecom)
MANU(40): -1.47% Top=MHK LECO HON XYL SWK ITW GE BWXT ….. FLS AGCO DCI ATI CRS TEX JKS JOY=Bottom (Manufacturing)
TRAN(31): -1.89% Top=AIRM JBHT FDX UPS EXPD WAB ODFL NSC ….. LUV KSU SWFT HA XPO AAL DAL UAL=Bottom (Transportation)
ENER(90): -2.30% Top=CPGX MDU NFG TSO AR MUSA XOM SHLX ….. MTDR SM CPG LPI DVN MRO OAS UNT=Bottom (Energy)
META(24): -2.91% Top=STLD NUE X CENX AEM CMC RGLD SCCO ….. ABX TCK BVN PAAS CNX FCX AG SWC=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 9:34 am 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

Create a free website or blog at WordPress.com.

%d bloggers like this: