daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 10:19 am

Market Stats at 11:19 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 11:19 am ET)
2.8% of stocks are above yesterday’s high.
12.5% are above yesterday’s midpoint. (87.5% are below.)
54.7% are below yesterday’s low.
42.5% are inside yesterday’s range.
6.8% of stocks with today’s high > yesterday’s high. (93.2% less than).
83.7% of stocks with today’s low < yesterday’s low. (16.3% greater than).

EVIDENCE OF INTRADAY TREND (20160405 11:19 am ET)
52.2% of stocks are above today’s open. (46.1% are below).
19.3% of stocks are above today’s open and yesterday’s close.
45.4% 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 11:19 am ET)
7.2% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
51.5% are in the top half. 48.5% of stocks are in the bottom half of today’s range.
18.3% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20160405 11:19 am ET)
21.0% of stocks are above yesterday’s close. (79.0% are below.)
0.3% are up 4.5% or more. 1.1% are down 4.5% or more.
0.7% are up 3.5% or more. 2.3% are down 3.5% or more.
53.8% are between +1% and -1%.

RSI on DAILY (20160405 11:19 am ET)
2-day: >=95:1.4%…>=90:2.6%…>=80:4.8%…>=50:17.4%…<=20:46.5%…<=10:20.1%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:55.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160405 11:19 am ET)
2.8% above previous 1 highs, 54.7% below previous 1 lows
1.8% above previous 2 highs, 30.4% below previous 2 lows
1.3% above previous 3 highs, 28.5% below previous 3 lows
1.1% above previous 4 highs, 26.4% below previous 4 lows
1.1% above previous 5 highs, 14.2% below previous 5 lows
1.1% above previous 6 highs, 12.8% below previous 6 lows
1.1% above previous 7 highs, 10.5% below previous 7 lows
1.0% above previous 8 highs, 10.4% below previous 8 lows
0.7% above previous 9 highs, 10.0% below previous 9 lows
0.7% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 11:19 am ET)
21.0% are above or equal to 4/4 close (1 days ago), 79.0% are below.
14.7% are above or equal to 4/1 close (2 days ago), 85.3% are below.
23.3% are above or equal to 3/31 close (3 days ago), 76.7% are below.
29.6% are above or equal to 3/30 close (4 days ago), 70.4% are below.
35.4% are above or equal to 3/29 close (5 days ago), 64.6% are below.
59.0% are above or equal to 3/28 close (6 days ago), 41.0% are below.
59.5% are above or equal to 3/24 close (7 days ago), 40.5% are below.
60.3% are above or equal to 3/23 close (8 days ago), 39.7% are below.
43.9% are above or equal to 3/22 close (9 days ago), 56.1% are below.
44.5% are above or equal to 3/21 close (10 days ago), 55.5% are below.
43.0% are above or equal to 3/18 close (11 days ago), 57.0% are below.
48.7% are above or equal to 3/17 close (12 days ago), 51.3% are below.
59.9% are above or equal to 3/16 close (13 days ago), 40.1% are below.
68.6% are above or equal to 3/15 close (14 days ago), 31.4% are below.
61.6% are above or equal to 3/14 close (15 days ago), 38.4% are below.
59.5% are above or equal to 3/11 close (16 days ago), 40.5% are below.
74.1% are above or equal to 3/10 close (17 days ago), 25.9% are below.
74.5% are above or equal to 3/9 close (18 days ago), 25.5% are below.
76.6% are above or equal to 3/8 close (19 days ago), 23.4% are below.
61.3% are above or equal to 3/7 close (20 days ago), 38.7% are below.
64.9% are above or equal to 3/4 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 11:19 am ET)
20d: 3.0% new highs, 7.5% new lows
21d: 2.9% new highs, 7.1% new lows
42d: 2.6% new highs, 0.2% new lows
63d: 2.0% new highs, 0.2% new lows
126d: 1.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 11:19 am ET)
2-day: 19.9% above, 80.1% below
3-day: 13.8% above, 86.2% below
4-day: 15.3% above, 84.7% below
5-day: 19.4% above, 80.6% below
8-day: 36.2% above, 63.8% below
10-day: 41.3% above, 58.7% below
20-day: 55.8% above, 44.2% below
50-day: 86.2% above, 13.8% below
200-day: 49.6% above, 50.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 11:19 am ET)
META(24): 1.87% Top=BVN PAAS SLW TAHO ABX NEM RGLD X ….. TCK CENX AA CMC STLD NUE FCX CCJ=Bottom (Metals & Mining)
ELEC(51): -0.33% Top=MRVL SCTY AYI SPWR MCHP LLTC DLB TXN ….. CGNX HIMX MLNX MU TER MXL BRKR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.38% Top=UNT QEP WPX OAS APA RDC MRO DO ….. EGN PE SHLX RRC WMB PBF SE PSXP=Bottom (Energy)
REAL(92): -0.46% Top=SRC TREE QTS VER CUZ OFC O MPW ….. ALLY SHO DRH HST CONE PEB SC LHO=Bottom (Real Estate)
TRAN(32): -0.46% Top=GBX ALK KEX HA TRN NAT KSU DAL ….. KNX AAL WERN NSC GWR SWFT TK SAVE=Bottom (Transportation)
CHEM(29): -0.50% Top=CC AXLL MEOH DOW HUN AXTA APD ALB ….. ASH PX GRA CBT MOS FMC POT CF=Bottom (Chemicals/Fertilizers)
RETA(70): -0.55% Top=LL RH OUTR STMP ABG WSM AN EBAY ….. MIK GPS BABA GES BURL TLRD URBN WBA=Bottom (Retail & Specialty Retail)
MATE(31): -0.64% Top=KBH DY CAA PWR TOL OC LEN FAST ….. WM USCR AWI DAR CVA CLH WCN BIN=Bottom (Materials & Construction)
MANU(41): -0.68% Top=JKS XYL CRS WOR DDD MRC RS DE ….. BWXT IR ZBRA ETN ATI PNR ATU CFX=Bottom (Manufacturing)
INSU(33): -0.91% Top=AFSI AFL AIZ FNF RDN AXS L UNM ….. XL MET LNC MTG FAF AON MBI WLTW=Bottom (Insurance)
COHW(40): -0.94% Top=BRCD PSTG CTL JNPR T HPQ VRSN MSI ….. HRS ANET TDS CSCO LVLT LXK WDC PANW=Bottom (Computer Hardware/Telecom)
CONS(59): -0.97% Top=CHD GIII CLX TUP KMB KATE SCSS SCS ….. GPK GEF CRI HBI PKG BERY WRK KS=Bottom (Consumer)
DISV(57): -1.00% Top=ULTA SERV PRAA WTW ABCO GPN ALLE PAYX ….. LDOS RHI RCII MRKT AL HRB ZG ADS=Bottom (Diversified Services)
LEIS(38): -1.04% Top=WEN SIX PZZA SHAK CMG PNRA BYD BLMN ….. QSR RCL GPRO CCL EXPE DRII DNKN DRI=Bottom (Leisure)
HEAL(55): -1.05% Top=KANG CPHD LH CYH BSX VWR DGX PRAH ….. ANTM HLS AET IRWD STE PKI DXCM BABY=Bottom (Health)
COSW(100): -1.09% Top=BITA CMCM RAX BSFT NUAN RNG VNET FB ….. SQ UIS LC BIDU HUBS AKAM TEAM GDDY=Bottom (Computer Software/Internet)
FINA(97): -1.51% Top=ICE DFS PSEC NPBC WU EFX BANC TCBI ….. CFG PVTB SF OMF LPLA LAZ KKR 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 11:19 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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