daytrend

04/18/2016

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 11:39 am ET
by daytrend on 20160418. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160418 11:39 am ET)
31.0% of stocks are above yesterday’s high.
68.5% are above yesterday’s midpoint. (31.5% are below.)
8.0% are below yesterday’s low.
61.1% are inside yesterday’s range.
47.9% of stocks with today’s high > yesterday’s high. (52.1% less than).
50.9% of stocks with today’s low < yesterday’s low. (49.1% greater than).

EVIDENCE OF INTRADAY TREND (20160418 11:39 am ET)
78.8% of stocks are above today’s open. (20.5% are below).
63.0% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
1.9% of stocks opened above yesterday’s high.
11.4% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
26.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160418 11:39 am ET)
29.8% of stocks are in the top 10% of today’s range.
45.8% are in the top 20%.
77.5% are in the top half. 22.5% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20160418 11:39 am ET)
66.0% of stocks are above yesterday’s close. (34.0% are below.)
0.5% are up 4.5% or more. 0.0% are down 4.5% or more.
1.9% are up 3.5% or more. 0.2% are down 3.5% or more.
70.9% are between +1% and -1%.

RSI on DAILY (20160418 11:39 am ET)
2-day: >=95:12.3%…>=90:20.7%…>=80:35.7%…>=50:71.7%…<=20:5.0%…<=10:0.8%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:81.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160418 11:39 am ET)
31.0% above previous 1 highs, 8.0% below previous 1 lows
19.6% above previous 2 highs, 5.8% below previous 2 lows
16.7% above previous 3 highs, 3.1% below previous 3 lows
16.1% above previous 4 highs, 1.9% below previous 4 lows
15.1% above previous 5 highs, 1.6% below previous 5 lows
14.7% above previous 6 highs, 1.3% below previous 6 lows
13.7% above previous 7 highs, 1.2% below previous 7 lows
12.9% above previous 8 highs, 1.2% below previous 8 lows
12.8% above previous 9 highs, 1.2% below previous 9 lows
10.6% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160418 11:39 am ET)
66.0% are above or equal to 4/15 close (1 days ago), 34.0% are below.
62.6% are above or equal to 4/14 close (2 days ago), 37.4% are below.
54.2% are above or equal to 4/13 close (3 days ago), 45.8% are below.
77.6% are above or equal to 4/12 close (4 days ago), 22.4% are below.
84.8% are above or equal to 4/11 close (5 days ago), 15.2% are below.
81.6% are above or equal to 4/8 close (6 days ago), 18.4% are below.
82.8% are above or equal to 4/7 close (7 days ago), 17.2% are below.
72.8% are above or equal to 4/6 close (8 days ago), 27.2% are below.
78.8% are above or equal to 4/5 close (9 days ago), 21.2% are below.
70.7% are above or equal to 4/4 close (10 days ago), 29.3% are below.
63.3% are above or equal to 4/1 close (11 days ago), 36.7% are below.
66.3% are above or equal to 3/31 close (12 days ago), 33.7% are below.
66.1% are above or equal to 3/30 close (13 days ago), 33.9% are below.
67.6% are above or equal to 3/29 close (14 days ago), 32.4% are below.
77.1% are above or equal to 3/28 close (15 days ago), 22.9% are below.
79.5% are above or equal to 3/24 close (16 days ago), 20.5% are below.
78.8% are above or equal to 3/23 close (17 days ago), 21.2% are below.
70.6% are above or equal to 3/22 close (18 days ago), 29.4% are below.
69.9% are above or equal to 3/21 close (19 days ago), 30.1% are below.
67.2% are above or equal to 3/18 close (20 days ago), 32.8% are below.
70.8% are above or equal to 3/17 close (21 days ago), 29.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160418 11:39 am ET)
20d: 14.4% new highs, 2.4% new lows
21d: 14.4% new highs, 2.4% new lows
42d: 13.7% new highs, 0.7% new lows
63d: 12.1% new highs, 0.1% new lows
126d: 5.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160418 11:39 am ET)
2-day: 64.4% above, 35.6% below
3-day: 63.9% above, 36.1% below
4-day: 60.8% above, 39.2% below
5-day: 70.9% above, 29.1% below
8-day: 80.9% above, 19.1% below
10-day: 80.6% above, 19.4% below
20-day: 77.2% above, 22.8% below
50-day: 89.6% above, 10.4% below
200-day: 60.2% above, 39.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160418 11:39 am ET)
ENER(91): 1.70% Top=WES CPE HES GEL EGN MPLX CLR MMP ….. PAA CVI OAS SN DK MDU NFG ATW=Bottom (Energy)
META(26): 1.46% Top=TCK AG SLCA CENX CNX SWC CDE PAAS ….. NUE GG STLD AA CMC NEM SLW AEM=Bottom (Metals & Mining)
FINA(98): 0.60% Top=BOFI KKR FHN PYPL SNV PB BAC LPLA ….. TD OMF MS NDAQ AMTD SEIC JNS RJF=Bottom (Banks/Financials)
HEAL(49): 0.53% Top=OPK CYH CNC IRWD STE DXCM ACHC ESRX ….. VWR BSX ALGN ANTM EVHC AMSG ZBH INCR=Bottom (Health)
CONS(56): 0.49% Top=HAS BLL BERY TSE SKX NWL WHR FL ….. WRK CL TUP ECL CLX CHD COTY KS=Bottom (Consumer)
MANU(38): 0.39% Top=SEDG JOY CMI KMT DOV DE CRS MRC ….. PH EMR BWXT AME TEX AOS ZBRA TILE=Bottom (Manufacturing)
CHEM(27): 0.38% Top=POL POT CF CC HUN MOS WLK OLN ….. IFF RPM AXTA PX SHW DOW ALB DD=Bottom (Chemicals/Fertilizers)
DISV(52): 0.35% Top=SCOR CAR BLOX URI GPN ZG GEO V ….. RHI MYGN SCI RCII IILG WTW ABCO WOOF=Bottom (Diversified Services)
COSW(93): 0.34% Top=BITA PFPT DWRE LC TRIP RAX FTNT NOW ….. INXN VEEV GDDY TWTR EA JD VIPS ATHM=Bottom (Computer Software/Internet)
MATE(30): 0.24% Top=EXP MLM SUM VMC AWI OC USG WM ….. CVA BECN LEN KBH BIN WCN TPH CLH=Bottom (Materials & Construction)
TRAN(33): 0.23% Top=WERN TDW SWFT KNX JBHT NAT CSX CHRW ….. JBLU UAL AAL SAVE ALK GBX HA DAL=Bottom (Transportation)
RETA(72): 0.19% Top=FIVE PLCE BID RH OUTR OLLI SIG GME ….. URBN WFM TLRD LB SFM NFLX W DSW=Bottom (Retail & Specialty Retail)
INSU(32): 0.11% Top=WLTW AWH MBI AON MET UNM BRO AJG ….. AGO AFSI AIZ CINF TRV FAF CNO RDN=Bottom (Insurance)
COHW(41): 0.10% Top=OLED HPQ PSTG VRSN CSCO CDW TDC SMCI ….. INFN TDS WIN MRCY ARRS AAPL NTAP MITL=Bottom (Computer Hardware/Telecom)
ELEC(49): -0.07% Top=SCTY CSIQ MU JBL SPWR AYI WAT FSLR ….. NVDA AMBA CRUS QRVO MXL MRVL CAVM IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(90): -0.26% Top=TREE WPG QTS CONE OUT CBL GGP ALLY ….. REXR DEI RLJ PEB DRH HST SHO LHO=Bottom (Real Estate)
LEIS(37): -0.62% Top=BLMN EXPE QSR DRI SEAS BWLD MCD DNKN ….. CMG TVPT MAR SHAK H RCL GPRO DRII=Bottom (Leisure)

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 11:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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