daytrend

04/06/2016

Filed under: Market Stats — daytrend @ 1:32 pm

Market Stats at 2:32 pm ET
by daytrend on 20160406. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160406 2:32 pm ET)
25.7% of stocks are above yesterday’s high.
56.2% are above yesterday’s midpoint. (43.8% are below.)
12.7% are below yesterday’s low.
61.6% are inside yesterday’s range.
46.7% of stocks with today’s high > yesterday’s high. (53.3% less than).
53.0% of stocks with today’s low < yesterday’s low. (47.0% greater than).

EVIDENCE OF INTRADAY TREND (20160406 2:32 pm ET)
66.3% of stocks are above today’s open. (32.2% are below).
61.8% of stocks are above today’s open and yesterday’s close.
27.2% are below both.
4.3% of stocks opened above yesterday’s high.
52.8% of stocks opened above yesterday’s close. (41.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160406 2:32 pm ET)
8.8% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
71.9% are in the top half. 28.1% of stocks are in the bottom half of today’s range.
6.9% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20160406 2:32 pm ET)
69.2% of stocks are above yesterday’s close. (30.8% are below.)
2.0% are up 4.5% or more. 0.4% are down 4.5% or more.
5.2% are up 3.5% or more. 0.6% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY (20160406 2:32 pm ET)
2-day: >=95:2.0%…>=90:3.4%…>=80:10.2%…>=50:43.3%…<=20:28.0%…<=10:14.9%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:71.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160406 2:32 pm ET)
25.7% above previous 1 highs, 12.7% below previous 1 lows
8.6% above previous 2 highs, 12.4% below previous 2 lows
7.1% above previous 3 highs, 10.2% below previous 3 lows
6.3% above previous 4 highs, 9.6% below previous 4 lows
6.0% above previous 5 highs, 9.1% below previous 5 lows
6.0% above previous 6 highs, 6.2% below previous 6 lows
6.0% above previous 7 highs, 6.0% below previous 7 lows
6.0% above previous 8 highs, 4.8% below previous 8 lows
5.7% above previous 9 highs, 4.5% below previous 9 lows
5.2% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160406 2:32 pm ET)
69.2% are above or equal to 4/5 close (1 days ago), 30.8% are below.
35.0% are above or equal to 4/4 close (2 days ago), 65.0% are below.
23.3% are above or equal to 4/1 close (3 days ago), 76.7% are below.
30.0% are above or equal to 3/31 close (4 days ago), 70.0% are below.
34.8% are above or equal to 3/30 close (5 days ago), 65.2% are below.
39.9% are above or equal to 3/29 close (6 days ago), 60.1% are below.
61.2% are above or equal to 3/28 close (7 days ago), 38.8% are below.
62.6% are above or equal to 3/24 close (8 days ago), 37.4% are below.
62.2% are above or equal to 3/23 close (9 days ago), 37.8% are below.
46.9% are above or equal to 3/22 close (10 days ago), 53.1% are below.
46.6% are above or equal to 3/21 close (11 days ago), 53.4% are below.
44.8% are above or equal to 3/18 close (12 days ago), 55.2% are below.
48.9% are above or equal to 3/17 close (13 days ago), 51.1% are below.
60.6% are above or equal to 3/16 close (14 days ago), 39.4% are below.
69.4% are above or equal to 3/15 close (15 days ago), 30.6% are below.
62.9% are above or equal to 3/14 close (16 days ago), 37.1% are below.
61.2% are above or equal to 3/11 close (17 days ago), 38.8% are below.
75.1% are above or equal to 3/10 close (18 days ago), 24.9% are below.
76.0% are above or equal to 3/9 close (19 days ago), 24.0% are below.
77.7% are above or equal to 3/8 close (20 days ago), 22.3% are below.
62.7% are above or equal to 3/7 close (21 days ago), 37.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160406 2:32 pm ET)
20d: 7.6% new highs, 8.1% new lows
21d: 7.5% new highs, 8.0% new lows
42d: 6.3% new highs, 0.2% new lows
63d: 4.7% new highs, 0.0% new lows
126d: 2.8% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160406 2:32 pm ET)
2-day: 67.2% above, 32.8% below
3-day: 45.7% above, 54.3% below
4-day: 35.3% above, 64.7% below
5-day: 33.4% above, 66.6% below
8-day: 40.6% above, 59.4% below
10-day: 47.9% above, 52.1% below
20-day: 56.0% above, 44.0% below
50-day: 86.8% above, 13.2% below
200-day: 50.3% above, 49.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160406 2:32 pm ET)
ENER(89): 2.19% Top=LPI OAS ETE DPM SM HAL PE CRZO ….. MPC ATW RDC PBF TSO WNR DK VLO=Bottom (Energy)
HEAL(54): 1.76% Top=IRWD EVHC ZLTQ BKD BABY INCR EW NVRO ….. DXCM ANTM HCA AET VWR HLS XRAY GMED=Bottom (Health)
COSW(99): 1.14% Top=DWRE RAX SQ FEYE ATHM BITA UIS YELP ….. XRX EQIX IBM NOW ZEN VIPS DBD CDNS=Bottom (Computer Software/Internet)
MATE(31): 0.80% Top=CAA MLM DHI PHM TPH USG KBH LEN ….. AWI DY CVA WY RSG FLR WM FAST=Bottom (Materials & Construction)
CONS(60): 0.69% Top=OI UA SEE RL CCK WRK COTY HAS ….. NWL TPX MAT SKX MFRM FOSL UFS LULU=Bottom (Consumer)
COHW(40): 0.58% Top=PANW ANET PSTG HPQ TDC CDW CIEN WIN ….. BCE SSYS ARRS CCOI NTAP BBRY T VZ=Bottom (Computer Hardware/Telecom)
LEIS(38): 0.58% Top=GPRO DPZ SIX SONC DNKN EXPE LQ JACK ….. BYD H LVS EAT CMG TVPT DRII WYNN=Bottom (Leisure)
FINA(97): 0.55% Top=SF LPLA NSAM WETF SEIC RJF PFG WBS ….. BEN ICE NDAQ COF CIT AXP BANC TD=Bottom (Banks/Financials)
RETA(70): 0.45% Top=GNC EBAY KMX SFM KR AMZN OUTR MIK ….. GES GME BBY ANF AAP LL STMP TLRD=Bottom (Retail & Specialty Retail)
DISV(57): 0.44% Top=GPN SERV MYGN ALLE VNTV CXW SCOR YY ….. SNX JEC GEO FDC IILG KBR R BLOX=Bottom (Diversified Services)
CHEM(28): 0.27% Top=IFF CC PAH ALB CE GRA RPM MEOH ….. PX MON ASH EMN AXLL HUN FMC CF=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.12% Top=AYI SCTY BRKR HIMX SIMO FIT MLNX WAT ….. MCHP MU JBL MTSI CSIQ MRVL CY CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(93): 0.09% Top=QTS OUT TREE RLGY HCP CBL CONE NRZ ….. SNH SUI BRX ARE KRC FR HTA VTR=Bottom (Real Estate)
META(24): 0.04% Top=X TCK CCJ FCX STLD SLCA NEM CNX ….. AEM CMC ABX SCCO AG GG RGLD BVN=Bottom (Metals & Mining)
TRAN(32): -0.16% Top=GBX TK TRN AIRM SWFT UPS FDX DAL ….. CP WERN UNP UAL CSX KSU GWR KEX=Bottom (Transportation)
MANU(42): -0.18% Top=SEDG JKS MHK SWK HON TEX DOV ZBRA ….. GE EMR ATI CRS WOR CMI ETN JOY=Bottom (Manufacturing)
INSU(33): -0.88% Top=CINF AJG WLTW AIZ PRU UNM ALL MMC ….. L AWH XL AFSI ORI AGO MBI AEL=Bottom (Insurance)

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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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