daytrend

04/01/2016

Filed under: Market Stats — daytrend @ 10:06 am

Market Stats at 11:06 am ET
by daytrend on 20160401. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20160401 11:06 am ET)
12.6% of stocks are above yesterday’s high.
45.2% are above yesterday’s midpoint. (54.8% are below.)
25.0% are below yesterday’s low.
62.4% are inside yesterday’s range.
20.5% of stocks with today’s high > yesterday’s high. (79.5% less than).
72.2% of stocks with today’s low < yesterday’s low. (27.8% greater than).

EVIDENCE OF INTRADAY TREND (20160401 11:06 am ET)
72.5% of stocks are above today’s open. (26.3% are below).
41.4% of stocks are above today’s open and yesterday’s close.
26.0% are below both.
0.5% of stocks opened above yesterday’s high.
3.2% of stocks opened above yesterday’s close. (95.9% opened below yesterday’s close).
37.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160401 11:06 am ET)
36.0% of stocks are in the top 10% of today’s range.
56.1% are in the top 20%.
82.1% are in the top half. 17.9% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20160401 11:06 am ET)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.4% are up 4.5% or more. 1.6% are down 4.5% or more.
0.6% are up 3.5% or more. 4.1% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20160401 11:06 am ET)
2-day: >=95:9.1%…>=90:16.9%…>=80:25.9%…>=50:53.1%…<=20:13.4%…<=10:4.3%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:84.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160401 11:06 am ET)
12.6% above previous 1 highs, 25.0% below previous 1 lows
8.5% above previous 2 highs, 19.4% below previous 2 lows
8.5% above previous 3 highs, 5.6% below previous 3 lows
8.5% above previous 4 highs, 4.2% below previous 4 lows
8.3% above previous 5 highs, 3.4% below previous 5 lows
7.2% above previous 6 highs, 3.2% below previous 6 lows
7.2% above previous 7 highs, 3.1% below previous 7 lows
6.9% above previous 8 highs, 3.0% below previous 8 lows
6.6% above previous 9 highs, 3.0% below previous 9 lows
6.6% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160401 11:06 am ET)
44.0% are above or equal to 3/31 close (1 days ago), 56.0% are below.
46.7% are above or equal to 3/30 close (2 days ago), 53.3% are below.
56.3% are above or equal to 3/29 close (3 days ago), 43.7% are below.
79.6% are above or equal to 3/28 close (4 days ago), 20.4% are below.
76.4% are above or equal to 3/24 close (5 days ago), 23.6% are below.
75.3% are above or equal to 3/23 close (6 days ago), 24.7% are below.
56.5% are above or equal to 3/22 close (7 days ago), 43.5% are below.
54.7% are above or equal to 3/21 close (8 days ago), 45.3% are below.
52.4% are above or equal to 3/18 close (9 days ago), 47.6% are below.
56.6% are above or equal to 3/17 close (10 days ago), 43.4% are below.
70.4% are above or equal to 3/16 close (11 days ago), 29.6% are below.
79.5% are above or equal to 3/15 close (12 days ago), 20.5% are below.
72.7% are above or equal to 3/14 close (13 days ago), 27.3% are below.
68.1% are above or equal to 3/11 close (14 days ago), 31.9% are below.
82.0% are above or equal to 3/10 close (15 days ago), 18.0% are below.
81.3% are above or equal to 3/9 close (16 days ago), 18.7% are below.
84.1% are above or equal to 3/8 close (17 days ago), 15.9% are below.
68.1% are above or equal to 3/7 close (18 days ago), 31.9% are below.
73.7% are above or equal to 3/4 close (19 days ago), 26.3% are below.
76.6% are above or equal to 3/3 close (20 days ago), 23.4% are below.
82.1% are above or equal to 3/2 close (21 days ago), 17.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160401 11:06 am ET)
20d: 8.6% new highs, 3.4% new lows
21d: 8.6% new highs, 2.8% new lows
42d: 7.8% new highs, 0.3% new lows
63d: 5.3% new highs, 0.2% new lows
126d: 3.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160401 11:06 am ET)
2-day: 41.8% above, 58.2% below
3-day: 45.1% above, 54.9% below
4-day: 48.0% above, 52.0% below
5-day: 61.1% above, 38.9% below
8-day: 67.6% above, 32.4% below
10-day: 63.4% above, 36.6% below
20-day: 72.6% above, 27.4% below
50-day: 91.7% above, 8.3% below
200-day: 50.9% above, 49.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160401 11:06 am ET)
HEAL(56): 0.53% Top=NVRO CPHD IRWD ABMD KND PKI ZLTQ PRAH ….. GB UHS HLS MD GMED EVHC BKD VWR=Bottom (Health)
INSU(33): 0.47% Top=AFSI AGO MTG LNC AXS AFL PRU PGR ….. ORI UNM RDN AON L FAF BRO FNF=Bottom (Insurance)
ELEC(51): 0.17% Top=BRKR MU MTSI CAVM CRUS IPHI CREE AVGO ….. SCTY CSIQ DLB JBL SIMO VSH GRMN MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): 0.12% Top=SYF SLM COF PYPL WAL MS ACAS NSAM ….. SF ASB WDR WETF CFR NAVI TCBI KKR=Bottom (Banks/Financials)
LEIS(38): 0.00% Top=SIX PZZA BWLD PNRA DPZ SBUX MCD TXRH ….. GPRO DRII SEAS LQ H LVS HLT MAR=Bottom (Leisure)
MATE(30): -0.08% Top=USCR VMC MLM MAS OC EXP DY BECN ….. TPH FAST KBH AWI CVA LEN MTZ DAR=Bottom (Materials & Construction)
RETA(70): -0.14% Top=RH URBN NFLX WBA FRAN BURL PLCE DLTR ….. GME GNC PAG ABG ASNA OUTR STMP GPI=Bottom (Retail & Specialty Retail)
COSW(99): -0.22% Top=BITA HPE FIS WDAY MDRX CRM JD ADBE ….. FEYE LC RNG DWRE ADSK TWTR TEAM ROVI=Bottom (Computer Software/Internet)
CHEM(29): -0.28% Top=CC EMN GRA CE PPG IFF SHW RPM ….. FMC CBT MON CF MEOH POT PAH MOS=Bottom (Chemicals/Fertilizers)
CONS(60): -0.29% Top=COTY HBI GIL MAT KATE GPK PG SEE ….. KS TUP MFRM DECK GT MLHR HAR FOSL=Bottom (Consumer)
MANU(41): -0.47% Top=CFX AOS WOR RS GE ETN MRC CRS ….. ATI JOY PNR JKS TEX DDD ZBRA SEDG=Bottom (Manufacturing)
DISV(57): -0.52% Top=SCOR MYGN LDOS V AHS MA GDOT ALLE ….. RBA R WTW KBR URI ZG RCII IILG=Bottom (Diversified Services)
REAL(95): -0.58% Top=SC GLPI DFT NRZ AMT CONE RPAI FRT ….. DRH CBL HST SNH SHO LHO RLJ PEB=Bottom (Real Estate)
COHW(40): -0.64% Top=PSTG TMUS LXK OLED NSR AAPL CDW JNPR ….. QCOM SSYS STX TDC ANET WIN SYNA BBRY=Bottom (Computer Hardware/Telecom)
TRAN(33): -1.30% Top=JBLU WAB AIRM FDX NAT JBHT KSU UPS ….. SAVE XPO HA GBX TK AAL DAL UAL=Bottom (Transportation)
META(24): -1.39% Top=TAHO CENX X STLD AA TCK NUE CMC ….. CCJ NEM RGLD CNX SLW AG GG FCX=Bottom (Metals & Mining)
ENER(92): -2.21% Top=FTI PDCE NFG MUSA CPGX WMB OXY PE ….. OAS CPG DK UNT MRO DVN MRD RIG=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 11:06 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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