daytrend

04/05/2016

Filed under: Market Stats — daytrend @ 2:07 pm

Market Stats at 3:06 pm 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 3:06 pm ET)
3.6% of stocks are above yesterday’s high.
14.9% are above yesterday’s midpoint. (85.1% are below.)
52.4% are below yesterday’s low.
44.0% are inside yesterday’s range.
9.4% of stocks with today’s high > yesterday’s high. (90.6% less than).
86.8% of stocks with today’s low < yesterday’s low. (13.2% greater than).

EVIDENCE OF INTRADAY TREND (20160405 3:06 pm ET)
53.5% of stocks are above today’s open. (45.2% are below).
21.9% of stocks are above today’s open and yesterday’s close.
44.5% 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 3:06 pm ET)
8.5% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
54.0% are in the top half. 46.0% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20160405 3:06 pm ET)
24.2% of stocks are above yesterday’s close. (75.8% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 2.1% are down 3.5% or more.
54.2% are between +1% and -1%.

RSI on DAILY (20160405 3:06 pm ET)
2-day: >=95:1.5%…>=90:2.8%…>=80:5.3%…>=50:19.0%…<=20:44.3%…<=10:18.7%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:57.7%…<=20:0.1%…<=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 3:06 pm ET)
3.6% above previous 1 highs, 52.4% below previous 1 lows
2.8% above previous 2 highs, 27.4% below previous 2 lows
2.3% above previous 3 highs, 25.9% below previous 3 lows
1.8% above previous 4 highs, 24.0% below previous 4 lows
1.8% above previous 5 highs, 13.0% below previous 5 lows
1.7% above previous 6 highs, 11.4% below previous 6 lows
1.7% above previous 7 highs, 9.2% below previous 7 lows
1.6% above previous 8 highs, 8.9% below previous 8 lows
1.4% above previous 9 highs, 8.7% below previous 9 lows
1.2% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160405 3:06 pm ET)
24.2% are above or equal to 4/4 close (1 days ago), 75.8% are below.
15.0% are above or equal to 4/1 close (2 days ago), 85.0% are below.
25.2% are above or equal to 3/31 close (3 days ago), 74.8% are below.
30.4% are above or equal to 3/30 close (4 days ago), 69.6% are below.
35.9% are above or equal to 3/29 close (5 days ago), 64.1% are below.
60.7% are above or equal to 3/28 close (6 days ago), 39.3% are below.
60.0% are above or equal to 3/24 close (7 days ago), 40.0% are below.
60.4% are above or equal to 3/23 close (8 days ago), 39.6% are below.
45.9% are above or equal to 3/22 close (9 days ago), 54.1% are below.
45.4% are above or equal to 3/21 close (10 days ago), 54.6% are below.
43.2% are above or equal to 3/18 close (11 days ago), 56.8% are below.
49.0% are above or equal to 3/17 close (12 days ago), 51.0% are below.
60.0% are above or equal to 3/16 close (13 days ago), 40.0% are below.
68.8% are above or equal to 3/15 close (14 days ago), 31.2% are below.
62.3% are above or equal to 3/14 close (15 days ago), 37.7% are below.
60.4% are above or equal to 3/11 close (16 days ago), 39.6% are below.
74.3% are above or equal to 3/10 close (17 days ago), 25.7% are below.
75.2% are above or equal to 3/9 close (18 days ago), 24.8% are below.
77.6% are above or equal to 3/8 close (19 days ago), 22.4% are below.
62.0% are above or equal to 3/7 close (20 days ago), 38.0% are below.
65.6% are above or equal to 3/4 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160405 3:06 pm ET)
20d: 3.7% new highs, 8.3% new lows
21d: 3.6% new highs, 8.0% new lows
42d: 3.2% new highs, 0.3% new lows
63d: 2.6% new highs, 0.2% new lows
126d: 2.0% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160405 3:06 pm ET)
2-day: 22.7% above, 77.3% below
3-day: 14.8% above, 85.2% below
4-day: 16.0% above, 84.0% below
5-day: 20.2% above, 79.8% below
8-day: 37.7% above, 62.3% below
10-day: 42.2% above, 57.8% below
20-day: 56.3% above, 43.7% below
50-day: 87.0% above, 13.0% below
200-day: 49.0% above, 51.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160405 3:06 pm ET)
META(24): 2.25% Top=BVN TAHO ABX NEM PAAS FNV RGLD SLW ….. STLD SCCO AA NUE CMC FCX CENX CCJ=Bottom (Metals & Mining)
RETA(70): -0.21% Top=LL WSM OUTR RH STMP ABG GPI EBAY ….. BABA GPS BURL DLTR ASNA ANF URBN WBA=Bottom (Retail & Specialty Retail)
ELEC(51): -0.22% Top=MRVL SCTY AYI SPWR DLB MCHP AMBA IPHI ….. CY CGNX FIT MU BRKR HIMX MXL FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.28% Top=UNT RICE MRD DVN PXD APA RDC NBL ….. SHLX OII RRC GPOR PSXP PBF SE PE=Bottom (Energy)
TRAN(32): -0.29% Top=GBX NAT ALK KSU HA UNP KEX TRN ….. KNX WERN NSC GWR AIRM SWFT SAVE TK=Bottom (Transportation)
MATE(31): -0.32% Top=DY PHM KBH OC TPH FAST TOL RSG ….. AWI FLR WY DAR CVA WCN CLH BIN=Bottom (Materials & Construction)
REAL(92): -0.40% Top=MPW SRC OUT O VER OFC CBL IVR ….. HST TCO DRH CONE LHO ALLY TREE SC=Bottom (Real Estate)
MANU(41): -0.67% Top=JKS DDD CRS XYL WOR DE MRC RS ….. LECO IR JOY ATI ATU PNR ETN CFX=Bottom (Manufacturing)
CHEM(29): -0.68% Top=SHW HUN APD AXLL AXTA PAH RPM IFF ….. PX WLK OLN POT MOS MEOH FMC CF=Bottom (Chemicals/Fertilizers)
CONS(59): -0.78% Top=CHD GIII UA RL TUP SCSS SCS CLX ….. GPK PKG GEF BERY HAR HBI WRK KS=Bottom (Consumer)
LEIS(38): -0.86% Top=SHAK WEN TVPT SONC DRII CMG SBUX BYD ….. QSR H BWLD RCL CCL WYNN GPRO DRI=Bottom (Leisure)
COSW(100): -0.88% Top=RAX BSFT BITA NUAN SQ CMCM VIPS RNG ….. INXN TEAM WUBA UIS BIDU PAYC AKAM GDDY=Bottom (Computer Software/Internet)
COHW(40): -1.01% Top=BRCD PSTG JNPR NTAP LITE MSI WIN CDW ….. HRS BBRY LXK LVLT ARRS TDS PANW WDC=Bottom (Computer Hardware/Telecom)
DISV(57): -1.01% Top=PRAA GPN SERV ULTA SNX PCLN AHS ABCO ….. FLT ACM IILG MRKT TMH ZG HRB RCII=Bottom (Diversified Services)
INSU(33): -1.18% Top=AFL AFSI AIZ AGO L TMK AWH ORI ….. XL MET LNC MBI FAF MTG AON WLTW=Bottom (Insurance)
HEAL(55): -1.30% Top=CPHD PRAH VWR KANG AMSG ABMD ZLTQ TFX ….. WCG AET BKD PKI IRWD HLS DXCM BABY=Bottom (Health)
FINA(97): -1.42% Top=DFS ICE PSEC WU BX NPBC SLM EFX ….. SF CFG PVTB LAZ KKR LPLA WETF OMF=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 3:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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