daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm 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 2:15 pm ET)
3.4% of stocks are above yesterday’s high.
11.4% are above yesterday’s midpoint. (88.6% are below.)
57.5% are below yesterday’s low.
39.1% are inside yesterday’s range.
8.4% of stocks with today’s high > yesterday’s high. (91.6% less than).
86.7% of stocks with today’s low < yesterday’s low. (13.3% greater than).

EVIDENCE OF INTRADAY TREND (20160405 2:15 pm ET)
47.8% of stocks are above today’s open. (50.7% are below).
16.8% of stocks are above today’s open and yesterday’s close.
50.2% 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 2:15 pm ET)
5.8% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
44.0% are in the top half. 56.0% of stocks are in the bottom half of today’s range.
20.6% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20160405 2:15 pm ET)
19.0% of stocks are above yesterday’s close. (81.0% are below.)
0.5% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 2.6% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20160405 2:15 pm ET)
2-day: >=95:1.3%…>=90:2.0%…>=80:3.8%…>=50:15.0%…<=20:48.3%…<=10:20.9%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:69.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160405 2:15 pm ET)
3.4% above previous 1 highs, 57.5% below previous 1 lows
2.7% above previous 2 highs, 32.5% below previous 2 lows
2.0% above previous 3 highs, 30.5% below previous 3 lows
1.6% above previous 4 highs, 28.3% below previous 4 lows
1.6% above previous 5 highs, 15.0% below previous 5 lows
1.5% above previous 6 highs, 13.7% below previous 6 lows
1.5% above previous 7 highs, 10.5% below previous 7 lows
1.4% above previous 8 highs, 10.2% below previous 8 lows
1.2% above previous 9 highs, 10.0% below previous 9 lows
1.1% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 2:15 pm ET)
19.0% are above or equal to 4/4 close (1 days ago), 81.0% are below.
12.5% are above or equal to 4/1 close (2 days ago), 87.5% are below.
22.2% are above or equal to 3/31 close (3 days ago), 77.8% are below.
27.1% are above or equal to 3/30 close (4 days ago), 72.9% are below.
33.9% are above or equal to 3/29 close (5 days ago), 66.1% are below.
58.1% are above or equal to 3/28 close (6 days ago), 41.9% are below.
58.0% are above or equal to 3/24 close (7 days ago), 42.0% are below.
58.6% are above or equal to 3/23 close (8 days ago), 41.4% are below.
43.8% are above or equal to 3/22 close (9 days ago), 56.2% are below.
44.2% are above or equal to 3/21 close (10 days ago), 55.8% are below.
42.1% are above or equal to 3/18 close (11 days ago), 57.9% are below.
47.1% are above or equal to 3/17 close (12 days ago), 52.9% are below.
58.9% are above or equal to 3/16 close (13 days ago), 41.1% are below.
67.5% are above or equal to 3/15 close (14 days ago), 32.5% are below.
61.0% are above or equal to 3/14 close (15 days ago), 39.0% are below.
59.3% are above or equal to 3/11 close (16 days ago), 40.7% are below.
73.5% are above or equal to 3/10 close (17 days ago), 26.5% are below.
74.2% are above or equal to 3/9 close (18 days ago), 25.8% are below.
76.6% are above or equal to 3/8 close (19 days ago), 23.4% are below.
60.7% are above or equal to 3/7 close (20 days ago), 39.3% are below.
64.1% are above or equal to 3/4 close (21 days ago), 35.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 2:15 pm ET)
20d: 3.4% new highs, 8.0% new lows
21d: 3.3% new highs, 7.7% new lows
42d: 2.9% new highs, 0.3% new lows
63d: 2.3% new highs, 0.2% new lows
126d: 1.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 2:15 pm ET)
2-day: 17.5% above, 82.5% below
3-day: 11.9% above, 88.1% below
4-day: 13.6% above, 86.4% below
5-day: 17.3% above, 82.7% below
8-day: 34.4% above, 65.6% below
10-day: 39.6% above, 60.4% below
20-day: 55.1% above, 44.9% below
50-day: 85.7% above, 14.3% below
200-day: 48.8% above, 51.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 2:15 pm ET)
META(24): 1.41% Top=BVN TAHO NEM ABX PAAS FNV RGLD SLW ….. STLD TCK NUE SCCO CMC FCX CCJ CENX=Bottom (Metals & Mining)
RETA(70): -0.31% Top=LL RH WSM OUTR STMP ABG GPI EBAY ….. BABA DLTR ASNA BURL ANF WBA URBN TLRD=Bottom (Retail & Specialty Retail)
TRAN(32): -0.33% Top=GBX ALK KEX NAT HA KSU TRN UNP ….. KNX NSC GWR WERN AIRM SWFT SAVE TK=Bottom (Transportation)
ELEC(51): -0.40% Top=MRVL SCTY AYI SPWR MCHP DLB AMBA GRMN ….. TER CY CGNX HIMX BRKR MU MXL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(92): -0.60% Top=MPW O SRC OUT CYS STOR VER OFC ….. HST TCO DRH TREE CONE ALLY LHO SC=Bottom (Real Estate)
MANU(41): -0.70% Top=JKS XYL WOR DDD CRS DE MRC RS ….. TEX JOY IR ATI ATU PNR ETN CFX=Bottom (Manufacturing)
MATE(31): -0.71% Top=DY PHM KBH OC TPH FAST CAA LEN ….. USCR AWI EXP CVA DAR CLH WCN BIN=Bottom (Materials & Construction)
CONS(59): -0.88% Top=CHD GIII RL SCSS CLX PAY UA SCS ….. PKG FOSL HAR GEF BERY HBI KS WRK=Bottom (Consumer)
CHEM(29): -0.89% Top=SHW PAH AXLL APD HUN RPM MON DOW ….. OLN PX WLK MEOH POT MOS FMC CF=Bottom (Chemicals/Fertilizers)
ENER(90): -0.90% Top=DO PXD RICE HAL RDC APA RIG UNT ….. SE LPI WNR GPOR PE WMB PBF RRC=Bottom (Energy)
LEIS(38): -1.02% Top=SHAK WEN TVPT SONC BYD PZZA MCD SIX ….. QSR DNKN BWLD RCL CCL WYNN DRI GPRO=Bottom (Leisure)
DISV(57): -1.09% Top=PRAA SERV GPN ULTA SNX ABCO YY ALLE ….. IILG ACM ADS TMH MRKT ZG HRB RCII=Bottom (Diversified Services)
INSU(33): -1.09% Top=AFL AFSI RDN AIZ L AGO AWH FNF ….. XL LNC MTG MET FAF MBI WLTW AON=Bottom (Insurance)
COSW(100): -1.11% Top=RAX BITA BSFT NUAN CMCM VIPS RNG DWRE ….. WUBA PFPT UIS PAYC BIDU CSRA AKAM GDDY=Bottom (Computer Software/Internet)
COHW(40): -1.15% Top=PSTG BRCD LITE NTAP WIN CDW JNPR MSI ….. HRS STX LXK ARRS LVLT TDS WDC PANW=Bottom (Computer Hardware/Telecom)
FINA(97): -1.40% Top=ICE DFS PSEC HBHC BX NPBC HBAN SLM ….. SF CFG PVTB KKR LAZ LPLA OMF WETF=Bottom (Banks/Financials)
HEAL(55): -1.51% Top=CPHD KANG PRAH CYH VWR AMSG HCA TFX ….. BKD ANTM AET HLS IRWD PKI DXCM BABY=Bottom (Health)

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 2:15 pm 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: