daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 9:10 am

Market Stats at 10:10 am ET
by daytrend on 20160405. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20160405 10:10 am ET)
1.6% of stocks are above yesterday’s high.
16.2% are above yesterday’s midpoint. (83.8% are below.)
43.0% are below yesterday’s low.
55.4% are inside yesterday’s range.
4.6% of stocks with today’s high > yesterday’s high. (95.4% less than).
81.8% of stocks with today’s low < yesterday’s low. (18.2% greater than).

EVIDENCE OF INTRADAY TREND (20160405 10:10 am ET)
64.6% of stocks are above today’s open. (33.1% are below).
21.1% of stocks are above today’s open and yesterday’s close.
31.4% 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 10:10 am ET)
21.9% of stocks are in the top 10% of today’s range.
41.0% are in the top 20%.
73.2% are in the top half. 26.8% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160405 10:10 am ET)
24.2% of stocks are above yesterday’s close. (75.8% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.3% are up 3.5% or more. 1.4% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY (20160405 10:10 am ET)
2-day: >=95:1.5%…>=90:3.0%…>=80:5.9%…>=50:21.0%…<=20:39.7%…<=10:16.6%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160405 10:10 am ET)
1.6% above previous 1 highs, 43.0% below previous 1 lows
1.1% above previous 2 highs, 23.1% below previous 2 lows
0.9% above previous 3 highs, 21.8% below previous 3 lows
0.6% above previous 4 highs, 19.7% below previous 4 lows
0.6% above previous 5 highs, 10.1% below previous 5 lows
0.6% above previous 6 highs, 8.8% below previous 6 lows
0.6% above previous 7 highs, 7.2% below previous 7 lows
0.5% above previous 8 highs, 7.0% below previous 8 lows
0.5% above previous 9 highs, 6.9% below previous 9 lows
0.5% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 10:10 am ET)
24.2% are above or equal to 4/4 close (1 days ago), 75.8% are below.
15.9% are above or equal to 4/1 close (2 days ago), 84.1% are below.
26.3% are above or equal to 3/31 close (3 days ago), 73.7% are below.
31.5% are above or equal to 3/30 close (4 days ago), 68.5% are below.
38.6% are above or equal to 3/29 close (5 days ago), 61.4% are below.
62.0% are above or equal to 3/28 close (6 days ago), 38.0% are below.
61.4% are above or equal to 3/24 close (7 days ago), 38.6% are below.
61.4% are above or equal to 3/23 close (8 days ago), 38.6% are below.
47.0% are above or equal to 3/22 close (9 days ago), 53.0% are below.
46.5% are above or equal to 3/21 close (10 days ago), 53.5% are below.
45.3% are above or equal to 3/18 close (11 days ago), 54.7% are below.
49.3% are above or equal to 3/17 close (12 days ago), 50.7% are below.
62.1% are above or equal to 3/16 close (13 days ago), 37.9% are below.
70.0% are above or equal to 3/15 close (14 days ago), 30.0% are below.
63.9% are above or equal to 3/14 close (15 days ago), 36.1% are below.
61.1% are above or equal to 3/11 close (16 days ago), 38.9% are below.
75.2% are above or equal to 3/10 close (17 days ago), 24.8% are below.
76.6% are above or equal to 3/9 close (18 days ago), 23.4% are below.
78.4% are above or equal to 3/8 close (19 days ago), 21.6% are below.
62.7% are above or equal to 3/7 close (20 days ago), 37.3% are below.
66.0% are above or equal to 3/4 close (21 days ago), 34.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 10:10 am ET)
20d: 1.8% new highs, 6.4% new lows
21d: 1.8% new highs, 6.2% new lows
42d: 1.6% new highs, 0.1% new lows
63d: 1.3% new highs, 0.1% new lows
126d: 1.1% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 10:10 am ET)
2-day: 22.9% above, 77.1% below
3-day: 15.9% above, 84.1% below
4-day: 19.9% above, 80.1% below
5-day: 22.7% above, 77.3% below
8-day: 40.8% above, 59.2% below
10-day: 46.0% above, 54.0% below
20-day: 59.2% above, 40.8% below
50-day: 87.3% above, 12.7% below
200-day: 49.7% above, 50.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 10:10 am ET)
META(24): 0.45% Top=CENX X NEM RGLD BVN SLW SLCA ABX ….. NUE STLD SCCO AG CNX SWC CCJ TCK=Bottom (Metals & Mining)
ELEC(51): 0.11% Top=MRVL SCTY SPWR CSIQ MCHP AMBA AYI ON ….. MU WAT CGNX KEYS TER MXL BRKR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(32): -0.00% Top=ALK GBX HA DAL JBLU KEX CHRW TRN ….. FDX NSC SAVE CSX GWR SWFT XPO TK=Bottom (Transportation)
RETA(70): -0.17% Top=LL RH STMP OUTR AN EBAY WSM SPLS ….. MIK BABA TLRD URBN BURL DLTR WBA ASNA=Bottom (Retail & Specialty Retail)
ENER(90): -0.26% Top=PDCE OAS WPX AR DK BWP SEP HFC ….. MDU ATW PE RRC PSXP SE EGN BPL=Bottom (Energy)
CHEM(29): -0.48% Top=HUN CE DD APD IFF DOW MOS FMC ….. EMN ASH OLN POT WLK MEOH PAH CF=Bottom (Chemicals/Fertilizers)
REAL(92): -0.49% Top=OFC VER SRC NRZ QTS CUZ MPW CYS ….. DRH RLJ CONE HST SHO PEB LHO SC=Bottom (Real Estate)
CONS(59): -0.51% Top=CLX CHD TUP CL KMB KATE WHR PG ….. PKG OI MAT BERY CRI TPX HBI WRK=Bottom (Consumer)
HEAL(55): -0.57% Top=CPHD PRAH BDX GMED KANG DGX ZBH TFX ….. ZLTQ ANTM ESRX EVHC PKI AET STE DXCM=Bottom (Health)
DISV(57): -0.57% Top=PRAA WTW ULTA GPN MYGN SERV MA ABCO ….. TRU TMH ACM MCO AL ADS MRKT ZG=Bottom (Diversified Services)
INSU(33): -0.64% Top=AFSI RDN AIZ AFL TRV AWH AXS BRO ….. PRU CNO LNC AON MET MBI MTG WLTW=Bottom (Insurance)
MANU(41): -0.65% Top=JKS XYL AGCO WOR DE DDD CRS AOS ….. LECO ZBRA IR CFX ETN ATI PNR ATU=Bottom (Manufacturing)
COSW(100): -0.71% Top=BITA BSFT RAX NUAN CMCM CSGS RNG JCOM ….. GRUB BIDU TEAM UIS AKAM HUBS LC GDDY=Bottom (Computer Software/Internet)
COHW(40): -0.75% Top=BRCD JNPR NSR TMUS VRSN INFN HPQ TDS ….. ANET LXK CSCO OLED ARRS LVLT WDC PANW=Bottom (Computer Hardware/Telecom)
MATE(31): -0.78% Top=DY PWR FAST OC BECN KBH RSG TPH ….. CVA USG MLM VMC AWI CLH WCN BIN=Bottom (Materials & Construction)
LEIS(38): -0.78% Top=WEN PZZA CMG BLMN SIX BYD SHAK PNRA ….. GPRO EXPE HLT LQ RCL CCL DNKN DRI=Bottom (Leisure)
FINA(97): -1.30% Top=ACAS PSEC WU NPBC DFS HBHC NDAQ BANC ….. SF KKR ETFC STT LAZ OMF WETF LPLA=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 10:10 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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