daytrend

04/01/2016

Filed under: Market Stats — daytrend @ 11:53 am

Market Stats at 12:52 pm 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 12:52 pm ET)
12.5% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
29.6% are below yesterday’s low.
57.9% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
73.1% of stocks with today’s low < yesterday’s low. (26.9% greater than).

EVIDENCE OF INTRADAY TREND (20160401 12:52 pm ET)
65.4% of stocks are above today’s open. (34.1% are below).
37.0% of stocks are above today’s open and yesterday’s close.
33.9% 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 12:52 pm ET)
15.3% of stocks are in the top 10% of today’s range.
30.5% are in the top 20%.
69.3% are in the top half. 30.7% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160401 12:52 pm ET)
38.4% of stocks are above yesterday’s close. (61.6% are below.)
0.2% are up 4.5% or more. 3.9% are down 4.5% or more.
0.7% are up 3.5% or more. 6.2% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20160401 12:52 pm ET)
2-day: >=95:7.6%…>=90:14.5%…>=80:23.6%…>=50:48.1%…<=20:17.2%…<=10:5.9%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.9%…>=50:75.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:82.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160401 12:52 pm ET)
12.5% above previous 1 highs, 29.6% below previous 1 lows
9.1% above previous 2 highs, 22.5% below previous 2 lows
9.1% above previous 3 highs, 6.6% below previous 3 lows
8.9% above previous 4 highs, 4.9% below previous 4 lows
8.9% above previous 5 highs, 4.2% below previous 5 lows
8.3% above previous 6 highs, 4.1% below previous 6 lows
7.8% above previous 7 highs, 3.9% below previous 7 lows
7.2% above previous 8 highs, 3.9% below previous 8 lows
6.9% above previous 9 highs, 3.9% below previous 9 lows
6.9% above previous 10 highs, 3.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160401 12:52 pm ET)
38.4% are above or equal to 3/31 close (1 days ago), 61.6% are below.
43.3% are above or equal to 3/30 close (2 days ago), 56.7% are below.
52.1% are above or equal to 3/29 close (3 days ago), 47.9% are below.
76.1% are above or equal to 3/28 close (4 days ago), 23.9% are below.
73.8% are above or equal to 3/24 close (5 days ago), 26.2% are below.
72.5% are above or equal to 3/23 close (6 days ago), 27.5% are below.
54.3% are above or equal to 3/22 close (7 days ago), 45.7% are below.
53.7% are above or equal to 3/21 close (8 days ago), 46.3% are below.
51.7% are above or equal to 3/18 close (9 days ago), 48.3% are below.
56.4% are above or equal to 3/17 close (10 days ago), 43.6% are below.
68.9% are above or equal to 3/16 close (11 days ago), 31.1% are below.
77.4% are above or equal to 3/15 close (12 days ago), 22.6% are below.
71.4% are above or equal to 3/14 close (13 days ago), 28.6% are below.
67.7% are above or equal to 3/11 close (14 days ago), 32.3% are below.
81.6% are above or equal to 3/10 close (15 days ago), 18.4% are below.
81.2% are above or equal to 3/9 close (16 days ago), 18.8% are below.
83.3% are above or equal to 3/8 close (17 days ago), 16.7% are below.
68.0% are above or equal to 3/7 close (18 days ago), 32.0% are below.
72.3% are above or equal to 3/4 close (19 days ago), 27.7% are below.
75.6% are above or equal to 3/3 close (20 days ago), 24.4% are below.
81.3% are above or equal to 3/2 close (21 days ago), 18.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160401 12:52 pm ET)
20d: 11.7% new highs, 3.7% new lows
21d: 11.7% new highs, 2.9% new lows
42d: 10.6% new highs, 0.3% new lows
63d: 7.3% new highs, 0.2% new lows
126d: 5.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160401 12:52 pm ET)
2-day: 37.1% above, 62.9% below
3-day: 40.4% above, 59.6% below
4-day: 45.1% above, 54.9% below
5-day: 56.9% above, 43.1% below
8-day: 64.3% above, 35.7% below
10-day: 60.0% above, 40.0% below
20-day: 72.1% above, 27.9% below
50-day: 90.7% above, 9.3% below
200-day: 50.6% above, 49.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160401 12:52 pm ET)
INSU(33): 0.52% Top=AFSI AGO CNO WLTW MTG AXS AFL HIG ….. MBI MMC FNF WRB L AON RDN BRO=Bottom (Insurance)
HEAL(56): 0.17% Top=NVRO CPHD ABMD IRWD PRAH HRC PKI NUVA ….. CNC OPK MD GMED GB BKD EVHC VWR=Bottom (Health)
LEIS(38): 0.11% Top=SIX PNRA TXRH MGM BLMN SBUX BYD DNKN ….. GPRO SEAS H CMG DRII LQ HLT MAR=Bottom (Leisure)
MATE(30): 0.00% Top=USCR VMC OC MAS MLM DY WY DHI ….. DAR FAST KBH PHM TPH LEN PWR MTZ=Bottom (Materials & Construction)
ELEC(51): -0.03% Top=CAVM BRKR IPHI MU MTSI AYI CRUS CREE ….. SCTY SPWR GRMN CSIQ JBL SIMO VSH MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): -0.13% Top=NSAM SYF MS COF VOYA PYPL ACAS C ….. PB KKR HBHC ASB WETF CFR NAVI TCBI=Bottom (Banks/Financials)
CHEM(29): -0.13% Top=CC GRA EMN IFF CE ALB PPG CF ….. DD AXTA POT MOS PAH HUN FMC MEOH=Bottom (Chemicals/Fertilizers)
CONS(60): -0.36% Top=WHR COTY TSE GIL MAT NWL EL PG ….. GT IP DECK GIII MLHR KS HAR FOSL=Bottom (Consumer)
RETA(70): -0.46% Top=URBN WBA RH NFLX W CST CASY CPRT ….. KSS OUTR M JCP PAG STMP ABG GPI=Bottom (Retail & Specialty Retail)
COSW(99): -0.49% Top=BITA HPE FIS MDRX JD ATHM WDAY ATVI ….. CYBR DWRE FEYE ELLI TWTR TEAM SQ ROVI=Bottom (Computer Software/Internet)
DISV(57): -0.57% Top=SCOR LDOS SBAC ALLE MYGN V SERV AHS ….. R CAR KBR URI WTW ZG IILG RCII=Bottom (Diversified Services)
MANU(41): -0.63% Top=CFX AOS WOR ETN MHK GE HON BWXT ….. FLS JKS JOY ATI ZBRA TEX SEDG DDD=Bottom (Manufacturing)
REAL(95): -0.64% Top=SC GLPI AMT DFT NRZ FRT JLL CBG ….. SNH DRH CBL HST SHO LHO PEB RLJ=Bottom (Real Estate)
COHW(40): -0.92% Top=PSTG TMUS NSR OLED LXK AAPL TDS FNSR ….. NTAP STX ANET SSYS WIN TDC SYNA BBRY=Bottom (Computer Hardware/Telecom)
META(24): -1.26% Top=X TAHO BVN CENX SWC STLD TCK AA ….. FNV NEM CCJ SLW AG GG CNX FCX=Bottom (Metals & Mining)
TRAN(33): -1.45% Top=JBLU AIRM WAB FDX JBHT KSU ALK VA ….. SWFT HA AAL DAL GBX TK XPO UAL=Bottom (Transportation)
ENER(92): -2.93% Top=CPGX EGN NFG MUSA RRC MTDR PE COG ….. SPN PTEN UNT OAS MRO WPX RIG ATW=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 12:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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