daytrend

04/12/2016

Filed under: Market Stats — daytrend @ 8:52 am

Market Stats at 9:52 am ET
by daytrend on 20160412. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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

COMPARED TO YESTERDAY’S RANGE (20160412 9:52 am ET)
7.8% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
19.1% are below yesterday’s low.
73.1% are inside yesterday’s range.
17.2% of stocks with today’s high > yesterday’s high. (82.8% less than).
40.3% of stocks with today’s low < yesterday’s low. (59.7% greater than).

EVIDENCE OF INTRADAY TREND (20160412 9:52 am ET)
55.7% of stocks are above today’s open. (42.2% are below).
53.3% of stocks are above today’s open and yesterday’s close.
29.3% are below both.
3.3% of stocks opened above yesterday’s high.
70.3% of stocks opened above yesterday’s close. (23.2% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160412 9:52 am ET)
7.7% of stocks are in the top 10% of today’s range.
21.8% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20160412 9:52 am ET)
68.1% of stocks are above yesterday’s close. (31.9% are below.)
0.3% are up 4.5% or more. 0.1% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
73.6% are between +1% and -1%.

RSI on DAILY (20160412 9:52 am ET)
2-day: >=95:5.6%…>=90:12.6%…>=80:30.0%…>=50:61.7%…<=20:18.2%…<=10:10.2%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:60.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:67.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160412 9:52 am ET)
7.8% above previous 1 highs, 19.1% below previous 1 lows
7.0% above previous 2 highs, 14.5% below previous 2 lows
6.5% above previous 3 highs, 11.9% below previous 3 lows
5.6% above previous 4 highs, 9.9% below previous 4 lows
5.3% above previous 5 highs, 9.3% below previous 5 lows
4.0% above previous 6 highs, 8.9% below previous 6 lows
4.0% above previous 7 highs, 8.5% below previous 7 lows
3.7% above previous 8 highs, 8.2% below previous 8 lows
3.4% above previous 9 highs, 7.8% below previous 9 lows
3.4% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160412 9:52 am ET)
68.1% are above or equal to 4/11 close (1 days ago), 31.9% are below.
58.5% are above or equal to 4/8 close (2 days ago), 41.5% are below.
66.4% are above or equal to 4/7 close (3 days ago), 33.6% are below.
42.3% are above or equal to 4/6 close (4 days ago), 57.7% are below.
57.1% are above or equal to 4/5 close (5 days ago), 42.9% are below.
40.8% are above or equal to 4/4 close (6 days ago), 59.2% are below.
33.2% are above or equal to 4/1 close (7 days ago), 66.8% are below.
38.8% are above or equal to 3/31 close (8 days ago), 61.2% are below.
40.2% are above or equal to 3/30 close (9 days ago), 59.8% are below.
45.9% are above or equal to 3/29 close (10 days ago), 54.1% are below.
59.4% are above or equal to 3/28 close (11 days ago), 40.6% are below.
60.5% are above or equal to 3/24 close (12 days ago), 39.5% are below.
61.3% are above or equal to 3/23 close (13 days ago), 38.7% are below.
49.9% are above or equal to 3/22 close (14 days ago), 50.1% are below.
48.0% are above or equal to 3/21 close (15 days ago), 52.0% are below.
46.2% are above or equal to 3/18 close (16 days ago), 53.8% are below.
50.4% are above or equal to 3/17 close (17 days ago), 49.6% are below.
61.1% are above or equal to 3/16 close (18 days ago), 38.9% are below.
69.0% are above or equal to 3/15 close (19 days ago), 31.0% are below.
63.0% are above or equal to 3/14 close (20 days ago), 37.0% are below.
61.2% are above or equal to 3/11 close (21 days ago), 38.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160412 9:52 am ET)
20d: 5.2% new highs, 7.5% new lows
21d: 5.2% new highs, 7.1% new lows
42d: 4.9% new highs, 0.8% new lows
63d: 4.1% new highs, 0.4% new lows
126d: 2.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160412 9:52 am ET)
2-day: 66.7% above, 33.3% below
3-day: 61.5% above, 38.5% below
4-day: 64.8% above, 35.2% below
5-day: 58.3% above, 41.7% below
8-day: 48.9% above, 51.1% below
10-day: 44.4% above, 55.6% below
20-day: 55.1% above, 44.9% below
50-day: 81.8% above, 18.2% below
200-day: 51.7% above, 48.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160412 9:52 am ET)
ENER(88): 1.16% Top=SM ECA MRO RRC DVN MUR OAS WPX ….. RES HFC DK SHLX VLO WNR CVI PBF=Bottom (Energy)
TRAN(31): 0.93% Top=TK XPO NAT TRN CP GBX AAL ALK ….. WAB CNI KNX KSU EXPD SWFT SAVE NSC=Bottom (Transportation)
META(25): 0.85% Top=TCK CNX FCX CCJ AG NUE SLW CENX ….. FNV BVN AEM CDE ABX GG NEM AA=Bottom (Metals & Mining)
CHEM(28): 0.68% Top=HUN CC OLN MEOH AXLL WLK EMN MOS ….. POL SHW AXTA PX AGU POT CF PAH=Bottom (Chemicals/Fertilizers)
MANU(40): 0.64% Top=JOY DOV ITT PH DCI FLS CFX IR ….. BWXT JKS MRC GE SEDG ZBRA DDD CRS=Bottom (Manufacturing)
FINA(96): 0.56% Top=LPLA VOYA MS LAZ RF CFG CIT PB ….. WETF PYPL ACAS ICE BOFI NDAQ OMF OZRK=Bottom (Banks/Financials)
INSU(33): 0.49% Top=AEL CNO RDN LNC MBI MET PRU UNM ….. AIG PGR WRB AIZ MTG AFSI FAF FNF=Bottom (Insurance)
REAL(90): 0.33% Top=BRX OFC PEB BDN DRH STWD HST OHI ….. PLD WPG AMT SC FR DRE DOC SRC=Bottom (Real Estate)
LEIS(37): 0.23% Top=HLT BWLD GPRO PLAY BLMN H LQ DRI ….. SONC CMG DNKN WYNN DPZ JACK DRII SBUX=Bottom (Leisure)
MATE(29): 0.20% Top=MTZ DY PWR FLR CLH EXP BECN MAS ….. VMC KBH DAR LEN PHM MLM TPH FAST=Bottom (Materials & Construction)
HEAL(53): 0.16% Top=INCR IRWD STJ ZBH ANTM UHS MD CPHD ….. LH KANG EW BABY CNC NVRO DXCM ADPT=Bottom (Health)
CONS(59): 0.08% Top=SCS TSE UFS CCK GT GEF MAT MLHR ….. COH DECK PAY NKE UA CRI GIII FL=Bottom (Consumer)
DISV(53): 0.04% Top=RRD TMH SBAC MCO RBA AL CXW JEC ….. SERV SCOR HMHC GPN VNTV FDC BAH CAR=Bottom (Diversified Services)
RETA(71): -0.05% Top=OUTR ABG GNC BID GPI OLLI KMX SPLS ….. JWN DSW BBY W DDS GPS URBN LB=Bottom (Retail & Specialty Retail)
COSW(94): -0.32% Top=VIPS WB XRX JD BIDU FB SINA TRI ….. MANH WBMD PFPT FFIV GDDY FTNT NTCT LC=Bottom (Computer Software/Internet)
COHW(40): -0.33% Top=WIN LXK TDS CTL CCOI BBRY VZ LVLT ….. CSCO MRCY FNSR ANET BRCD CIEN COMM JNPR=Bottom (Computer Hardware/Telecom)
ELEC(51): -0.39% Top=SCTY GLW GRMN CSIQ FIT BRKR TEL AYI ….. MLNX IPHI CAVM SWKS AMBA MXL MSCC HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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