daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 8:51 am

Market Stats at 9:51 am ET
by daytrend on 20160405. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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 (20160405 9:51 am ET)
0.7% of stocks are above yesterday’s high.
8.7% are above yesterday’s midpoint. (91.3% are below.)
62.1% are below yesterday’s low.
37.2% are inside yesterday’s range.
3.3% of stocks with today’s high > yesterday’s high. (96.7% less than).
80.3% of stocks with today’s low < yesterday’s low. (19.7% greater than).

EVIDENCE OF INTRADAY TREND (20160405 9:51 am ET)
39.3% of stocks are above today’s open. (58.3% are below).
8.3% of stocks are above today’s open and yesterday’s close.
56.2% are below both.
1.2% of stocks opened above yesterday’s high.
3.6% of stocks opened above yesterday’s close. (95.6% opened below yesterday’s close).
60.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160405 9:51 am ET)
7.7% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
26.1% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20160405 9:51 am ET)
11.2% of stocks are above yesterday’s close. (88.8% are below.)
0.2% are up 4.5% or more. 1.2% are down 4.5% or more.
0.2% are up 3.5% or more. 2.0% are down 3.5% or more.
51.9% are between +1% and -1%.

RSI on DAILY (20160405 9:51 am ET)
2-day: >=95:0.7%…>=90:1.5%…>=80:2.7%…>=50:12.0%…<=20:52.5%…<=10:23.1%…<=5:8.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:68.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160405 9:51 am ET)
0.7% above previous 1 highs, 62.1% below previous 1 lows
0.6% above previous 2 highs, 35.7% below previous 2 lows
0.4% above previous 3 highs, 33.2% below previous 3 lows
0.3% above previous 4 highs, 31.1% below previous 4 lows
0.2% above previous 5 highs, 15.7% below previous 5 lows
0.2% above previous 6 highs, 13.8% below previous 6 lows
0.2% above previous 7 highs, 11.4% below previous 7 lows
0.1% above previous 8 highs, 11.2% below previous 8 lows
0.1% above previous 9 highs, 10.6% below previous 9 lows
0.1% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 9:51 am ET)
11.2% are above or equal to 4/4 close (1 days ago), 88.8% are below.
10.4% are above or equal to 4/1 close (2 days ago), 89.6% are below.
20.7% are above or equal to 3/31 close (3 days ago), 79.3% are below.
26.5% are above or equal to 3/30 close (4 days ago), 73.5% are below.
31.8% are above or equal to 3/29 close (5 days ago), 68.2% are below.
56.3% are above or equal to 3/28 close (6 days ago), 43.7% are below.
57.6% are above or equal to 3/24 close (7 days ago), 42.4% are below.
57.9% are above or equal to 3/23 close (8 days ago), 42.1% are below.
40.6% are above or equal to 3/22 close (9 days ago), 59.4% are below.
42.7% are above or equal to 3/21 close (10 days ago), 57.3% are below.
41.9% are above or equal to 3/18 close (11 days ago), 58.1% are below.
46.9% are above or equal to 3/17 close (12 days ago), 53.1% are below.
58.4% are above or equal to 3/16 close (13 days ago), 41.6% are below.
66.5% are above or equal to 3/15 close (14 days ago), 33.5% are below.
60.5% are above or equal to 3/14 close (15 days ago), 39.5% are below.
58.0% are above or equal to 3/11 close (16 days ago), 42.0% are below.
73.9% are above or equal to 3/10 close (17 days ago), 26.1% are below.
73.3% are above or equal to 3/9 close (18 days ago), 26.7% are below.
76.3% are above or equal to 3/8 close (19 days ago), 23.7% are below.
60.5% are above or equal to 3/7 close (20 days ago), 39.5% are below.
64.3% are above or equal to 3/4 close (21 days ago), 35.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 9:51 am ET)
20d: 1.0% new highs, 6.1% new lows
21d: 1.0% new highs, 6.0% new lows
42d: 0.9% new highs, 0.1% new lows
63d: 0.5% new highs, 0.1% new lows
126d: 0.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 9:51 am ET)
2-day: 10.1% above, 89.9% below
3-day: 8.0% above, 92.0% below
4-day: 11.9% above, 88.1% below
5-day: 15.0% above, 85.0% below
8-day: 32.5% above, 67.5% below
10-day: 37.8% above, 62.2% below
20-day: 53.9% above, 46.1% below
50-day: 85.7% above, 14.3% below
200-day: 48.9% above, 51.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 9:51 am ET)
META(24): 0.09% Top=BVN X NEM SLW RGLD ABX PAAS AEM ….. CENX SCCO FCX AA CCJ CNX TCK SWC=Bottom (Metals & Mining)
RETA(70): -0.41% Top=LL RH EBAY AN SPLS WSM STMP FIVE ….. MELI TLRD URBN BABA MIK DLTR WBA ASNA=Bottom (Retail & Specialty Retail)
ELEC(51): -0.42% Top=MRVL SCTY SPWR CSIQ CREE IPHI LLTC MCHP ….. MU CGNX FIT KEYS TER FSLR MXL BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(32): -0.67% Top=ALK HA KEX CHRW DAL JBLU NAT EXPD ….. CNI KNX CSX AIRM CP GBX SWFT TK=Bottom (Transportation)
REAL(92): -0.76% Top=SRC OFC VER DLR NNN HCN TREE O ….. DRH BAM RLJ SHO PEB HST LHO SC=Bottom (Real Estate)
CONS(59): -0.76% Top=CLX CHD TUP CL KMB RL TSE PG ….. MAT HAR LULU CRI WRK OI TPX HBI=Bottom (Consumer)
DISV(57): -0.95% Top=WTW ABCO GPN PRAA ULTA PAYX YY MYGN ….. R RCII CAR MRKT MCO AL ADS ZG=Bottom (Diversified Services)
LEIS(38): -1.03% Top=WEN CMG SIX PZZA MCD YUM BLMN PNRA ….. QSR BWLD EXPE RCL EAT CCL DNKN DRI=Bottom (Leisure)
CHEM(29): -1.06% Top=HUN DOW DD APD IFF SHW CE CC ….. WLK MOS ALB OLN PAH POT MEOH CF=Bottom (Chemicals/Fertilizers)
COSW(100): -1.07% Top=BSFT TWTR CMCM BITA YELP RNG ATHM CSGS ….. PFPT TEAM BIDU AKAM UIS LC HUBS GDDY=Bottom (Computer Software/Internet)
HEAL(55): -1.08% Top=CPHD PRAH KANG GMED TFX LH DGX BDX ….. CNC PKI EVHC STE DXCM ANTM AET BABY=Bottom (Health)
INSU(33): -1.09% Top=AFSI AIZ AFL AWH RDN AXS ORI BRO ….. PRU AEL MET AON WLTW LNC MTG MBI=Bottom (Insurance)
ENER(90): -1.10% Top=LPI PDCE HFC AR WPZ WNR SEP CPGX ….. NBR CRZO SM PSXP SE EGN PE RRC=Bottom (Energy)
MANU(41): -1.25% Top=JKS XYL DE MRC RS AOS AGCO HON ….. ZBRA JOY IR PNR ETN ATU SEDG CFX=Bottom (Manufacturing)
MATE(31): -1.33% Top=CVA OC PWR DAR RSG BECN FLR DY ….. TOL USG CAA PHM CLH AWI WCN BIN=Bottom (Materials & Construction)
COHW(40): -1.39% Top=BRCD JNPR NSR INFN VRSN T CCI VZ ….. WIN CSCO LVLT WDC OLED PSTG SSYS PANW=Bottom (Computer Hardware/Telecom)
FINA(97): -1.71% Top=NPBC ACAS WU NDAQ PSEC BEN SLM BANC ….. SF MS WDR ETFC LAZ LPLA OMF WETF=Bottom (Banks/Financials)

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 9:51 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

Blog at WordPress.com.

%d bloggers like this: