daytrend

04/13/2016

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

Market Stats at 3:07 pm ET
by daytrend on 20160413. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20160413 3:07 pm ET)
70.3% of stocks are above yesterday’s high.
88.4% are above yesterday’s midpoint. (11.6% are below.)
4.1% are below yesterday’s low.
25.7% are inside yesterday’s range.
88.2% of stocks with today’s high > yesterday’s high. (11.8% less than).
10.3% of stocks with today’s low < yesterday’s low. (89.7% greater than).

EVIDENCE OF INTRADAY TREND (20160413 3:07 pm ET)
76.1% of stocks are above today’s open. (23.7% are below).
75.0% of stocks are above today’s open and yesterday’s close.
15.7% are below both.
46.6% of stocks opened above yesterday’s high.
90.1% of stocks opened above yesterday’s close. (8.1% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160413 3:07 pm ET)
29.3% of stocks are in the top 10% of today’s range.
48.2% are in the top 20%.
79.6% are in the top half. 20.4% of stocks are in the bottom half of today’s range.
6.1% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20160413 3:07 pm ET)
83.3% of stocks are above yesterday’s close. (16.7% are below.)
9.1% are up 4.5% or more. 0.1% are down 4.5% or more.
16.4% are up 3.5% or more. 0.5% are down 3.5% or more.
30.0% are between +1% and -1%.

RSI on DAILY (20160413 3:07 pm ET)
2-day: >=95:23.8%…>=90:46.1%…>=80:64.7%…>=50:90.0%…<=20:3.3%…<=10:1.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:83.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:86.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160413 3:07 pm ET)
70.3% above previous 1 highs, 4.1% below previous 1 lows
55.0% above previous 2 highs, 3.6% below previous 2 lows
50.2% above previous 3 highs, 2.7% below previous 3 lows
46.1% above previous 4 highs, 2.1% below previous 4 lows
43.1% above previous 5 highs, 2.0% below previous 5 lows
40.7% above previous 6 highs, 1.9% below previous 6 lows
32.8% above previous 7 highs, 1.8% below previous 7 lows
31.5% above previous 8 highs, 1.5% below previous 8 lows
28.7% above previous 9 highs, 1.5% below previous 9 lows
26.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160413 3:07 pm ET)
83.3% are above or equal to 4/12 close (1 days ago), 16.7% are below.
90.5% are above or equal to 4/11 close (2 days ago), 9.5% are below.
84.4% are above or equal to 4/8 close (3 days ago), 15.6% are below.
85.9% are above or equal to 4/7 close (4 days ago), 14.1% are below.
72.7% are above or equal to 4/6 close (5 days ago), 27.3% are below.
81.1% are above or equal to 4/5 close (6 days ago), 18.9% are below.
70.2% are above or equal to 4/4 close (7 days ago), 29.8% are below.
62.4% are above or equal to 4/1 close (8 days ago), 37.6% are below.
65.1% are above or equal to 3/31 close (9 days ago), 34.9% are below.
65.8% are above or equal to 3/30 close (10 days ago), 34.2% are below.
68.4% are above or equal to 3/29 close (11 days ago), 31.6% are below.
78.6% are above or equal to 3/28 close (12 days ago), 21.4% are below.
80.5% are above or equal to 3/24 close (13 days ago), 19.5% are below.
79.4% are above or equal to 3/23 close (14 days ago), 20.6% are below.
70.3% are above or equal to 3/22 close (15 days ago), 29.7% are below.
68.1% are above or equal to 3/21 close (16 days ago), 31.9% are below.
68.1% are above or equal to 3/18 close (17 days ago), 31.9% are below.
71.1% are above or equal to 3/17 close (18 days ago), 28.9% are below.
78.4% are above or equal to 3/16 close (19 days ago), 21.6% are below.
82.8% are above or equal to 3/15 close (20 days ago), 17.2% are below.
78.2% are above or equal to 3/14 close (21 days ago), 21.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160413 3:07 pm ET)
20d: 30.0% new highs, 1.3% new lows
21d: 29.6% new highs, 1.2% new lows
42d: 26.9% new highs, 0.0% new lows
63d: 22.7% new highs, 0.0% new lows
126d: 8.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160413 3:07 pm ET)
2-day: 82.6% above, 17.4% below
3-day: 89.4% above, 10.6% below
4-day: 89.9% above, 10.1% below
5-day: 89.9% above, 10.1% below
8-day: 84.8% above, 15.2% below
10-day: 79.3% above, 20.7% below
20-day: 78.5% above, 21.5% below
50-day: 91.4% above, 8.6% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160413 3:07 pm ET)
FINA(97): 3.46% Top=WETF OMF SF LAZ SIVB BOFI TCBI SLM ….. EFX ISBC BMO ARCC WU CME TD PSEC=Bottom (Banks/Financials)
TRAN(30): 3.29% Top=TK GWR XPO SAVE KNX SWFT KEX WERN ….. WAB AAL CNI ODFL FDX EXPD CHRW UPS=Bottom (Transportation)
MANU(39): 2.63% Top=JOY ATI CFX CMI CRS AGCO ZBRA RS ….. DCI DHR GE PH ITW XYL ROP DDD=Bottom (Manufacturing)
ELEC(51): 2.57% Top=FIT AMBA MU CSIQ CY QRVO GRMN TRMB ….. TXN TEL SNPS LLTC AFOP RSTI SCTY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(53): 2.37% Top=CAR RCII TMH XRS ADS FDC WTW AAN ….. GMT RRD BAH YY FISV GEO PAYX MYGN=Bottom (Diversified Services)
RETA(70): 2.23% Top=LL BID FRAN ABG GPI PAG RH GME ….. OUTR M DLTR SPLS ORLY CVS WBA HD=Bottom (Retail & Specialty Retail)
COSW(92): 1.97% Top=DATA FEYE GRUB JD PFPT WB YELP ATVI ….. IMS CSC EQIX SSNC TRI SABR FB SQ=Bottom (Computer Software/Internet)
HEAL(52): 1.94% Top=THC NVRO ADPT ZLTQ CYH BABY EVHC A ….. ANTM DVA TFX IRWD VWR SYK XRAY ALGN=Bottom (Health)
CONS(56): 1.68% Top=FOSL KATE HAR SKX UA UFS FL TPX ….. LEG CHD EL ENR CL PG CLX KMB=Bottom (Consumer)
MATE(29): 1.63% Top=USG KBH TOL TPH CAA CLH PHM DHI ….. MLM FLR SRCL RSG CVA VMC DY WM=Bottom (Materials & Construction)
INSU(33): 1.63% Top=MTG LNC RDN AEL PRU CNO PRI MET ….. FNF TRV CINF WRB ALL XL PGR AWH=Bottom (Insurance)
CHEM(28): 1.51% Top=PAH FMC MOS CC POL HUN POT MON ….. PPG CE AXTA SHW APD ALB OLN AGU=Bottom (Chemicals/Fertilizers)
COHW(40): 1.45% Top=SYNA ANET COMM TDC ARRS JNPR HPQ INFN ….. ZAYO BCE CCI RCI T MRCY VZ STX=Bottom (Computer Hardware/Telecom)
LEIS(36): 1.18% Top=GPRO RCL DRII LVS H EXPE SEAS MGM ….. CMG QSR CAKE DRI MCD SONC DNKN TXRH=Bottom (Leisure)
META(26): 0.96% Top=X CENX FCX CMC AA NUE SSRI CCJ ….. RGLD PAAS TCK ABX GG FNV BVN NEM=Bottom (Metals & Mining)
ENER(90): 0.00% Top=ETE ATW DK NOV RIG WMB OII CVI ….. OAS WPX CRZO RICE PE QEP UNT PDCE=Bottom (Energy)
REAL(90): -0.09% Top=SC TREE CBG ALLY OUT NRF NRZ REXR ….. PSA DLR UDR AIV EQR MAA ACC EDR=Bottom (Real Estate)

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 3:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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