daytrend

04/18/2016

Filed under: Market Stats — daytrend @ 11:11 am

Market Stats at 12:10 pm 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 12:10 pm ET)
34.0% of stocks are above yesterday’s high.
71.2% are above yesterday’s midpoint. (28.8% are below.)
6.8% are below yesterday’s low.
59.2% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
51.5% of stocks with today’s low < yesterday’s low. (48.5% greater than).

EVIDENCE OF INTRADAY TREND (20160418 12:10 pm ET)
79.9% of stocks are above today’s open. (18.7% are below).
66.4% of stocks are above today’s open and yesterday’s close.
17.3% 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 12:10 pm ET)
25.6% of stocks are in the top 10% of today’s range.
45.6% are in the top 20%.
79.0% are in the top half. 21.0% of stocks are in the bottom half of today’s range.
6.2% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20160418 12:10 pm ET)
69.6% of stocks are above yesterday’s close. (30.4% are below.)
0.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.4% are up 3.5% or more. 0.3% are down 3.5% or more.
71.1% are between +1% and -1%.

RSI on DAILY (20160418 12:10 pm ET)
2-day: >=95:12.8%…>=90:21.6%…>=80:39.2%…>=50:73.1%…<=20:5.7%…<=10:0.8%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:82.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160418 12:10 pm ET)
34.0% above previous 1 highs, 6.8% below previous 1 lows
20.8% above previous 2 highs, 4.4% below previous 2 lows
18.6% above previous 3 highs, 2.6% below previous 3 lows
18.3% above previous 4 highs, 1.6% below previous 4 lows
17.3% above previous 5 highs, 1.3% below previous 5 lows
17.0% above previous 6 highs, 1.0% below previous 6 lows
15.5% above previous 7 highs, 0.9% below previous 7 lows
15.0% above previous 8 highs, 0.9% below previous 8 lows
14.7% above previous 9 highs, 0.9% below previous 9 lows
11.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160418 12:10 pm ET)
69.6% are above or equal to 4/15 close (1 days ago), 30.4% are below.
64.7% are above or equal to 4/14 close (2 days ago), 35.3% are below.
55.4% are above or equal to 4/13 close (3 days ago), 44.6% are below.
78.0% are above or equal to 4/12 close (4 days ago), 22.0% are below.
84.7% are above or equal to 4/11 close (5 days ago), 15.3% are below.
82.2% are above or equal to 4/8 close (6 days ago), 17.8% are below.
83.7% are above or equal to 4/7 close (7 days ago), 16.3% are below.
74.1% are above or equal to 4/6 close (8 days ago), 25.9% are below.
80.2% are above or equal to 4/5 close (9 days ago), 19.8% are below.
71.2% are above or equal to 4/4 close (10 days ago), 28.8% are below.
64.0% are above or equal to 4/1 close (11 days ago), 36.0% are below.
66.4% are above or equal to 3/31 close (12 days ago), 33.6% are below.
67.0% are above or equal to 3/30 close (13 days ago), 33.0% are below.
68.3% are above or equal to 3/29 close (14 days ago), 31.7% are below.
78.9% are above or equal to 3/28 close (15 days ago), 21.1% are below.
79.6% are above or equal to 3/24 close (16 days ago), 20.4% are below.
79.9% are above or equal to 3/23 close (17 days ago), 20.1% are below.
71.4% are above or equal to 3/22 close (18 days ago), 28.6% are below.
70.2% are above or equal to 3/21 close (19 days ago), 29.8% are below.
68.6% are above or equal to 3/18 close (20 days ago), 31.4% are below.
71.4% are above or equal to 3/17 close (21 days ago), 28.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160418 12:10 pm ET)
20d: 16.5% new highs, 2.4% new lows
21d: 16.5% new highs, 2.4% new lows
42d: 15.8% new highs, 0.7% new lows
63d: 14.0% new highs, 0.1% new lows
126d: 6.6% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160418 12:10 pm ET)
2-day: 67.9% above, 32.1% below
3-day: 66.0% above, 34.0% below
4-day: 64.2% above, 35.8% below
5-day: 72.1% above, 27.9% below
8-day: 81.9% above, 18.1% below
10-day: 81.1% above, 18.9% below
20-day: 77.8% above, 22.2% below
50-day: 89.9% above, 10.1% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160418 12:10 pm ET)
ENER(91): 1.59% Top=HES WES CLR DPM EGN MPLX PSXP EEP ….. PAA NBL OAS CVI MDU DK NFG ATW=Bottom (Energy)
META(26): 1.18% Top=TCK CENX SLCA CNX SWC AG FCX X ….. STLD FNV TAHO CMC GG SLW NEM AEM=Bottom (Metals & Mining)
FINA(98): 0.76% Top=BOFI PYPL PB HBHC FHN SNV CFR IBKR ….. EFX EV MS SEIC JNS RJF AMTD NDAQ=Bottom (Banks/Financials)
CONS(56): 0.63% Top=HAS BLL SKX BERY WHR HBI TSE NWL ….. CL JAH TUP CLX ECL CHD COTY KS=Bottom (Consumer)
MANU(38): 0.51% Top=SEDG DDD JOY CRS CMI ATI DE DOV ….. BWXT AME EMR ETN TEX AOS ZBRA TILE=Bottom (Manufacturing)
CHEM(27): 0.46% Top=POL POT CF MOS HUN WLK APD MON ….. AXTA AXLL DOW PAH PX SHW ALB DD=Bottom (Chemicals/Fertilizers)
DISV(52): 0.42% Top=SCOR CAR IILG GEO URI RRD BLOX FDC ….. SCI TMH RHI ADS ABCO MYGN WOOF WTW=Bottom (Diversified Services)
COSW(93): 0.38% Top=BITA DWRE LC PFPT TRIP RAX NCR YELP ….. GDDY CSC INXN VIPS EA TWTR JD ATHM=Bottom (Computer Software/Internet)
INSU(32): 0.36% Top=AWH MBI WLTW MET UNM AEL AON PRU ….. RDN AIZ AFSI FNF TRV CINF FAF CNO=Bottom (Insurance)
RETA(72): 0.34% Top=FIVE PLCE BID DDS GME JWN ROST HIBB ….. BABA KR CST LB SFM NFLX W DSW=Bottom (Retail & Specialty Retail)
HEAL(49): 0.31% Top=CYH IRWD CNC OPK STE XRAY A ESRX ….. BKD EVHC AMSG LH CPHD ANTM ZBH INCR=Bottom (Health)
COHW(41): 0.30% Top=OLED HPQ WDC SSYS SMCI PSTG CSCO VRSN ….. TDS COMM ARRS MITL INFN AAPL MRCY NTAP=Bottom (Computer Hardware/Telecom)
TRAN(33): 0.23% Top=WERN TDW JBHT KNX CSX SWFT NAT STNG ….. AAL SAVE UAL GBX ALK TK HA DAL=Bottom (Transportation)
MATE(30): 0.23% Top=MLM EXP SUM VMC AWI OC MTZ WM ….. BECN PHM DHI LEN TPH KBH CLH DAR=Bottom (Materials & Construction)
ELEC(49): 0.03% Top=SCTY CSIQ MU JBL SPWR AYI WAT FLEX ….. TRMB NVDA MXL CRUS QRVO MRVL CAVM IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(90): -0.15% Top=TREE CONE WPG QTS OUT CBL SC BAM ….. RLJ ESRT DEI RLGY DRH LHO SHO HST=Bottom (Real Estate)
LEIS(37): -0.60% Top=BLMN QSR EXPE DRI BWLD YUM SEAS MCD ….. CCL MAR H TVPT SHAK GPRO RCL 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 12:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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