daytrend

04/11/2016

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:57 am ET
by daytrend on 20160411. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.

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

COMPARED TO YESTERDAY’S RANGE (20160411 9:57 am ET)
30.9% of stocks are above yesterday’s high.
73.7% are above yesterday’s midpoint. (26.3% are below.)
4.3% are below yesterday’s low.
64.8% are inside yesterday’s range.
47.3% of stocks with today’s high > yesterday’s high. (52.7% less than).
9.4% of stocks with today’s low < yesterday’s low. (90.6% greater than).

EVIDENCE OF INTRADAY TREND (20160411 9:57 am ET)
68.0% of stocks are above today’s open. (30.0% are below).
67.0% of stocks are above today’s open and yesterday’s close.
16.6% are below both.
12.2% of stocks opened above yesterday’s high.
90.4% of stocks opened above yesterday’s close. (8.7% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160411 9:57 am ET)
19.7% of stocks are in the top 10% of today’s range.
40.1% are in the top 20%.
68.7% are in the top half. 31.3% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
7.6% are in the bottom 10%.

GAIN (20160411 9:57 am ET)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
1.5% are up 4.5% or more. 0.1% are down 4.5% or more.
3.5% are up 3.5% or more. 0.4% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20160411 9:57 am ET)
2-day: >=95:5.7%…>=90:13.0%…>=80:29.4%…>=50:77.0%…<=20:7.0%…<=10:3.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:67.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:73.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160411 9:57 am ET)
30.9% above previous 1 highs, 4.3% below previous 1 lows
24.6% above previous 2 highs, 3.3% below previous 2 lows
19.8% above previous 3 highs, 2.4% below previous 3 lows
16.5% above previous 4 highs, 2.2% below previous 4 lows
11.9% above previous 5 highs, 2.1% below previous 5 lows
11.7% above previous 6 highs, 2.1% below previous 6 lows
9.5% above previous 7 highs, 2.1% below previous 7 lows
9.1% above previous 8 highs, 2.1% below previous 8 lows
9.0% above previous 9 highs, 1.8% below previous 9 lows
8.9% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160411 9:57 am ET)
82.0% are above or equal to 4/8 close (1 days ago), 18.0% are below.
81.7% are above or equal to 4/7 close (2 days ago), 18.3% are below.
52.5% are above or equal to 4/6 close (3 days ago), 47.5% are below.
69.0% are above or equal to 4/5 close (4 days ago), 31.0% are below.
47.1% are above or equal to 4/4 close (5 days ago), 52.9% are below.
38.1% are above or equal to 4/1 close (6 days ago), 61.9% are below.
44.2% are above or equal to 3/31 close (7 days ago), 55.8% are below.
45.6% are above or equal to 3/30 close (8 days ago), 54.4% are below.
50.3% are above or equal to 3/29 close (9 days ago), 49.7% are below.
63.9% are above or equal to 3/28 close (10 days ago), 36.1% are below.
65.3% are above or equal to 3/24 close (11 days ago), 34.7% are below.
64.1% are above or equal to 3/23 close (12 days ago), 35.9% are below.
54.0% are above or equal to 3/22 close (13 days ago), 46.0% are below.
53.3% are above or equal to 3/21 close (14 days ago), 46.7% are below.
51.6% are above or equal to 3/18 close (15 days ago), 48.4% are below.
54.9% are above or equal to 3/17 close (16 days ago), 45.1% are below.
65.5% are above or equal to 3/16 close (17 days ago), 34.5% are below.
71.7% are above or equal to 3/15 close (18 days ago), 28.3% are below.
67.4% are above or equal to 3/14 close (19 days ago), 32.6% are below.
64.6% are above or equal to 3/11 close (20 days ago), 35.4% are below.
77.4% are above or equal to 3/10 close (21 days ago), 22.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160411 9:57 am ET)
20d: 10.2% new highs, 1.6% new lows
21d: 10.2% new highs, 1.5% new lows
42d: 9.0% new highs, 0.1% new lows
63d: 8.0% new highs, 0.0% new lows
126d: 3.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160411 9:57 am ET)
2-day: 81.3% above, 18.7% below
3-day: 82.7% above, 17.3% below
4-day: 73.3% above, 26.7% below
5-day: 73.1% above, 26.9% below
8-day: 55.3% above, 44.7% below
10-day: 53.6% above, 46.4% below
20-day: 60.6% above, 39.4% below
50-day: 85.9% above, 14.1% below
200-day: 52.8% above, 47.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160411 9:57 am ET)
META(25): 3.47% Top=BVN TCK ABX TAHO CENX AG FCX RGLD ….. GG X CNX CMC STLD NUE SLCA CCJ=Bottom (Metals & Mining)
TRAN(31): 1.84% Top=TK CP UAL DAL GBX AAL TRN KEX ….. UPS CHRW HA WAB FDX KNX CSX NSC=Bottom (Transportation)
FINA(97): 1.63% Top=NAVI TCBI OZRK LPLA WDR HBHC CFR SF ….. DFS PYPL BANC AXP PSEC ICE NPBC EFX=Bottom (Banks/Financials)
ENER(87): 1.30% Top=ETE ECA WMB WPZ PAGP ATW MUR RIG ….. COG TSO CVI HFC PBF VLO WNR NOV=Bottom (Energy)
MATE(30): 1.25% Top=DY DAR TOL CVA USG TPH CAA OC ….. BIN FAST MTZ MAS RYN RSG SRCL WM=Bottom (Materials & Construction)
MANU(40): 1.07% Top=JOY ATI KMT CRS DDD TKR TEX CAT ….. AME HON DHR SNA ROP AOS XYL SEDG=Bottom (Manufacturing)
COHW(41): 1.07% Top=STX WDC HPQ NTAP MRCY WIN BRCD BBRY ….. MSI VZ COMM PANW TMUS ZAYO SYNA ANET=Bottom (Computer Hardware/Telecom)
ELEC(51): 0.90% Top=FIT SCTY VSH FLEX MRVL CY GRMN AMBA ….. AFOP BRKR MXL CREE QRVO FSLR HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(33): 0.90% Top=LNC AEL PRU WLTW UNM PRI MET CNO ….. WRB AWH ORI PGR FAF RDN FNF MTG=Bottom (Insurance)
LEIS(37): 0.89% Top=QSR EAT BLMN LQ DRI DRII WYN DNKN ….. ARMK MCD SBUX MGM PNRA JACK YUM SIX=Bottom (Leisure)
CHEM(28): 0.86% Top=CC HUN MEOH PAH WLK OLN CE AXLL ….. SHW MON CF RPM IFF AGU MOS POT=Bottom (Chemicals/Fertilizers)
DISV(55): 0.72% Top=GEO ACM R RCII RRD GPN URI RBA ….. MYGN ADS AHS G TMH SERV WOOF CAR=Bottom (Diversified Services)
CONS(59): 0.56% Top=OI TSE TUP MAT HAR KATE TPX KS ….. GIII SON COH NKE COTY LULU FL UA=Bottom (Consumer)
RETA(71): 0.54% Top=CHS GME LL BID ABG MELI BBY KMX ….. NFLX FRAN URBN SIG FIVE SFM JCP ANF=Bottom (Retail & Specialty Retail)
COSW(95): 0.50% Top=VIPS WB RAX TSS JD IAC MANH FFIV ….. VMW ELLI DATA TRIP CYBR FB MKTO QLIK=Bottom (Computer Software/Internet)
REAL(89): 0.46% Top=ALLY DRH RLJ HST NRF LHO PEB TREE ….. EXR AIV MAA PPS NLY AVB UDR EQR=Bottom (Real Estate)
HEAL(54): -0.12% Top=OPK EW VWR STJ A PKI VAR HCA ….. ESRX EVHC BSX THC CPHD CYH MOH ADPT=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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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