daytrend

04/04/2016

Filed under: Market Stats — daytrend @ 11:47 am

Market Stats at 12:46 pm ET
by daytrend on 20160404. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 941.

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

COMPARED TO YESTERDAY’S RANGE (20160404 12:46 pm ET)
20.3% of stocks are above yesterday’s high.
64.8% are above yesterday’s midpoint. (35.2% are below.)
9.8% are below yesterday’s low.
69.9% are inside yesterday’s range.
60.5% of stocks with today’s high > yesterday’s high. (39.5% less than).
22.4% of stocks with today’s low < yesterday’s low. (77.6% greater than).

EVIDENCE OF INTRADAY TREND (20160404 12:46 pm ET)
34.9% of stocks are above today’s open. (63.4% are below).
30.6% of stocks are above today’s open and yesterday’s close.
58.9% are below both.
11.7% of stocks opened above yesterday’s high.
46.8% of stocks opened above yesterday’s close. (47.8% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160404 12:46 pm ET)
7.3% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
40.7% are in the top half. 59.3% of stocks are in the bottom half of today’s range.
21.1% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20160404 12:46 pm ET)
36.6% of stocks are above yesterday’s close. (63.4% are below.)
1.3% are up 4.5% or more. 1.0% are down 4.5% or more.
2.2% are up 3.5% or more. 1.5% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20160404 12:46 pm ET)
2-day: >=95:8.6%…>=90:13.6%…>=80:21.8%…>=50:47.6%…<=20:15.6%…<=10:6.3%…<=5:2.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:4.0%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:82.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160404 12:46 pm ET)
20.3% above previous 1 highs, 9.8% below previous 1 lows
12.5% above previous 2 highs, 7.7% below previous 2 lows
10.4% above previous 3 highs, 6.7% below previous 3 lows
10.4% above previous 4 highs, 3.8% below previous 4 lows
10.2% above previous 5 highs, 3.0% below previous 5 lows
10.2% above previous 6 highs, 2.6% below previous 6 lows
9.8% above previous 7 highs, 2.4% below previous 7 lows
8.8% above previous 8 highs, 2.4% below previous 8 lows
8.5% above previous 9 highs, 2.4% below previous 9 lows
8.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160404 12:46 pm ET)
36.6% are above or equal to 4/1 close (1 days ago), 63.4% are below.
48.1% are above or equal to 3/31 close (2 days ago), 51.9% are below.
51.5% are above or equal to 3/30 close (3 days ago), 48.5% are below.
59.2% are above or equal to 3/29 close (4 days ago), 40.8% are below.
77.2% are above or equal to 3/28 close (5 days ago), 22.8% are below.
75.2% are above or equal to 3/24 close (6 days ago), 24.8% are below.
73.9% are above or equal to 3/23 close (7 days ago), 26.1% are below.
56.2% are above or equal to 3/22 close (8 days ago), 43.8% are below.
54.8% are above or equal to 3/21 close (9 days ago), 45.2% are below.
54.2% are above or equal to 3/18 close (10 days ago), 45.8% are below.
58.8% are above or equal to 3/17 close (11 days ago), 41.2% are below.
71.1% are above or equal to 3/16 close (12 days ago), 28.9% are below.
78.1% are above or equal to 3/15 close (13 days ago), 21.9% are below.
73.4% are above or equal to 3/14 close (14 days ago), 26.6% are below.
69.1% are above or equal to 3/11 close (15 days ago), 30.9% are below.
82.4% are above or equal to 3/10 close (16 days ago), 17.6% are below.
81.5% are above or equal to 3/9 close (17 days ago), 18.5% are below.
84.6% are above or equal to 3/8 close (18 days ago), 15.4% are below.
69.4% are above or equal to 3/7 close (19 days ago), 30.6% are below.
73.0% are above or equal to 3/4 close (20 days ago), 27.0% are below.
75.8% are above or equal to 3/3 close (21 days ago), 24.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160404 12:46 pm ET)
20d: 21.4% new highs, 2.4% new lows
21d: 21.1% new highs, 2.3% new lows
42d: 19.1% new highs, 0.0% new lows
63d: 14.2% new highs, 0.0% new lows
126d: 9.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160404 12:46 pm ET)
2-day: 35.1% above, 64.9% below
3-day: 42.1% above, 57.9% below
4-day: 45.6% above, 54.4% below
5-day: 48.0% above, 52.0% below
8-day: 68.0% above, 32.0% below
10-day: 64.1% above, 35.9% below
20-day: 73.1% above, 26.9% below
50-day: 91.1% above, 8.9% below
200-day: 52.5% above, 47.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160404 12:46 pm ET)
TRAN(33): 1.27% Top=VA SAVE HA XPO DAL SWFT GBX NSC ….. WAB CSX AIRM NAT TRN EXPD JBLU ALK=Bottom (Transportation)
HEAL(54): 1.10% Top=EW ZLTQ DXCM BKD NVRO PRAH STJ ANTM ….. TFX CYH HLS KANG AMSG MD STE WCG=Bottom (Health)
COSW(99): 0.39% Top=TWTR QLIK SHOP RNG WUBA LC NOW FEYE ….. NUAN BSFT VRNT HPE CTSH NTES TRIP FB=Bottom (Computer Software/Internet)
COHW(40): -0.14% Top=SSYS WIN ANET AAPL CCOI CTL ARRS COMM ….. FNSR JNPR INFN CSCO BBRY LXK PSTG BRCD=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.14% Top=GPRO RCL DRI CMG SONC HLT EAT CCL ….. MGM PNRA BWLD LVS DRII BLMN SHAK EXPE=Bottom (Leisure)
FINA(97): -0.20% Top=BOFI CMA CIT NAVI FHN OZRK FRC BANC ….. AMP SEIC IBKR PYPL AMG OMF WDR LM=Bottom (Banks/Financials)
ENER(93): -0.24% Top=PBF RRC RICE COG AR TSO HFC DPM ….. NFG MPLX DRQ ETE MUSA EGN ETP OIS=Bottom (Energy)
REAL(93): -0.29% Top=TREE SC QTS DOC HCP CBG RPAI HCN ….. STWD IVR RLJ MAC HST CBL ALLY BAM=Bottom (Real Estate)
DISV(57): -0.33% Top=FDC WTW PRAA HRB YY AHS V BLOX ….. SCOR CXW PCLN IILG KBR HMHC TMH ZG=Bottom (Diversified Services)
ELEC(51): -0.44% Top=FIT SCTY MXL CY GRMN BRKR FSLR GLW ….. CAVM MRVL HIMX MTSI VSH CGNX CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(70): -0.67% Top=STMP ANF OUTR BURL EBAY SFM MELI KORS ….. GNC PAG CASY ABG DDS GPI RH W=Bottom (Retail & Specialty Retail)
CONS(59): -0.71% Top=HAS GPK COTY SCS WHR MFRM TSE KS ….. WRK HAR FBHS NKE KATE RL GT SKX=Bottom (Consumer)
MANU(41): -0.73% Top=SEDG DDD LECO KMT MRC TKR CMI PNR ….. GNRC ATU JKS CRS GE ITT FLS ATI=Bottom (Manufacturing)
CHEM(29): -0.80% Top=AXLL OLN ASH RPM SHW ALB DD MON ….. APD FMC MEOH MOS POT CC HUN WLK=Bottom (Chemicals/Fertilizers)
INSU(33): -0.91% Top=AON BRO LNC TRV MMC AWH AIZ UNM ….. AEL MTG CNO AGO WLTW RDN MBI AFSI=Bottom (Insurance)
MATE(30): -1.58% Top=USCR OC DAR SRCL BIN WY USG WCN ….. DHI KBH MTZ DY FAST RSG PHM AWI=Bottom (Materials & Construction)
META(24): -1.86% Top=CNX TAHO X ABX STLD NEM AA GG ….. RGLD AG SLCA PAAS SLW TCK CENX BVN=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 12:46 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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