daytrend

04/18/2016

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 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 3:30 pm ET)
37.6% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
6.9% are below yesterday’s low.
55.5% are inside yesterday’s range.
62.4% of stocks with today’s high > yesterday’s high. (37.6% less than).
52.3% of stocks with today’s low < yesterday’s low. (47.7% greater than).

EVIDENCE OF INTRADAY TREND (20160418 3:30 pm ET)
85.7% of stocks are above today’s open. (13.5% are below).
70.6% of stocks are above today’s open and yesterday’s close.
12.1% 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 3:30 pm ET)
17.6% of stocks are in the top 10% of today’s range.
39.7% are in the top 20%.
82.5% are in the top half. 17.5% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20160418 3:30 pm ET)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.1% are up 3.5% or more. 0.5% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20160418 3:30 pm ET)
2-day: >=95:13.2%…>=90:24.0%…>=80:42.0%…>=50:78.2%…<=20:4.2%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:83.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:84.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160418 3:30 pm ET)
37.6% above previous 1 highs, 6.9% below previous 1 lows
25.3% above previous 2 highs, 5.1% below previous 2 lows
20.8% above previous 3 highs, 3.4% below previous 3 lows
20.6% above previous 4 highs, 1.6% below previous 4 lows
19.1% above previous 5 highs, 1.4% below previous 5 lows
18.7% above previous 6 highs, 1.2% below previous 6 lows
17.4% above previous 7 highs, 1.2% below previous 7 lows
17.2% above previous 8 highs, 1.2% below previous 8 lows
16.6% above previous 9 highs, 1.1% below previous 9 lows
13.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160418 3:30 pm ET)
74.2% are above or equal to 4/15 close (1 days ago), 25.8% are below.
68.5% are above or equal to 4/14 close (2 days ago), 31.5% are below.
59.3% are above or equal to 4/13 close (3 days ago), 40.7% are below.
79.8% are above or equal to 4/12 close (4 days ago), 20.2% are below.
87.2% are above or equal to 4/11 close (5 days ago), 12.8% are below.
83.2% are above or equal to 4/8 close (6 days ago), 16.8% are below.
84.7% are above or equal to 4/7 close (7 days ago), 15.3% are below.
75.7% are above or equal to 4/6 close (8 days ago), 24.3% are below.
81.1% are above or equal to 4/5 close (9 days ago), 18.9% are below.
73.5% are above or equal to 4/4 close (10 days ago), 26.5% are below.
65.9% are above or equal to 4/1 close (11 days ago), 34.1% are below.
66.7% are above or equal to 3/31 close (12 days ago), 33.3% are below.
68.2% are above or equal to 3/30 close (13 days ago), 31.8% are below.
70.0% are above or equal to 3/29 close (14 days ago), 30.0% are below.
78.2% are above or equal to 3/28 close (15 days ago), 21.8% are below.
80.6% are above or equal to 3/24 close (16 days ago), 19.4% are below.
79.1% are above or equal to 3/23 close (17 days ago), 20.9% are below.
71.8% are above or equal to 3/22 close (18 days ago), 28.2% are below.
71.3% are above or equal to 3/21 close (19 days ago), 28.7% are below.
69.9% are above or equal to 3/18 close (20 days ago), 30.1% are below.
72.0% are above or equal to 3/17 close (21 days ago), 28.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160418 3:30 pm ET)
20d: 21.0% new highs, 2.4% new lows
21d: 21.0% new highs, 2.4% new lows
42d: 20.0% new highs, 0.7% new lows
63d: 17.8% new highs, 0.1% new lows
126d: 8.4% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160418 3:30 pm ET)
2-day: 71.6% above, 28.4% below
3-day: 70.7% above, 29.3% below
4-day: 67.4% above, 32.6% below
5-day: 76.7% above, 23.3% below
8-day: 84.1% above, 15.9% below
10-day: 82.9% above, 17.1% below
20-day: 79.0% above, 21.0% below
50-day: 90.2% above, 9.8% below
200-day: 60.2% above, 39.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160418 3:30 pm ET)
ENER(91): 1.89% Top=ETE DPM MPLX PDCE OKS CLR EEP ETP ….. RIG OIS MDU LPI NFG WPZ ATW WMB=Bottom (Energy)
META(26): 1.34% Top=TCK SLCA AG TAHO CENX SWC CDE CNX ….. AA NEM GG STLD CCJ BVN SLW AEM=Bottom (Metals & Mining)
HEAL(49): 0.75% Top=IRWD ABMD OPK STE CPHD ZLTQ HOLX CYH ….. BKD MD STJ ANTM ZBH LH EVHC ADPT=Bottom (Health)
CONS(56): 0.75% Top=HAS BLL BERY TSE WHR SKX BC FL ….. JAH NKE TPX GT TUP CHD COTY KS=Bottom (Consumer)
COSW(93): 0.66% Top=BITA DWRE TRIP PFPT TTWO ATVI LC SHOP ….. SABR EA INXN VIPS TWTR FEYE JD ATHM=Bottom (Computer Software/Internet)
FINA(98): 0.63% Top=BOFI PYPL BANC IBKR SNV KKR LPLA PSEC ….. TD EV RJF JNS NDAQ WETF WDR MS=Bottom (Banks/Financials)
DISV(52): 0.51% Top=SCOR GEO CAR BLOX V FDC GPN AHS ….. WOOF ZG AAN MYGN IILG XRS ABCO WTW=Bottom (Diversified Services)
INSU(32): 0.42% Top=WLTW AWH BRO AON MTG ALL MMC UNM ….. FNF HIG L AFSI ORI CINF TRV CNO=Bottom (Insurance)
CHEM(27): 0.41% Top=POL POT WLK MOS IFF CF APD MON ….. SHW OLN PAH PX AXLL HUN DD MEOH=Bottom (Chemicals/Fertilizers)
COHW(41): 0.36% Top=OLED SSYS WIN ZAYO SMCI SYNA VRSN PSTG ….. ARRS BRCD COMM MITL MRCY NTAP INFN AAPL=Bottom (Computer Hardware/Telecom)
MATE(30): 0.27% Top=MLM MTZ DY VMC SUM OC EXP RSG ….. CAA BECN FAST DAR LEN CLH KBH PHM=Bottom (Materials & Construction)
RETA(72): 0.27% Top=PLCE BID FIVE OLLI DDS STMP OUTR DKS ….. SFM WSM URBN LB WFM NFLX W DSW=Bottom (Retail & Specialty Retail)
MANU(38): 0.24% Top=SEDG DDD CMI CRS DE DOV XYL MRC ….. PH ETN ATI JOY CFX TKR ZBRA TEX=Bottom (Manufacturing)
TRAN(33): 0.21% Top=TDW WERN JBHT XPO SWFT NAT STNG JBLU ….. UNP GWR HA TK WAB TRN DAL GBX=Bottom (Transportation)
REAL(90): 0.20% Top=TREE QTS CONE OUT PSA WPG CBL CLI ….. NRF PEB RLJ RLGY LHO SHO HST DRH=Bottom (Real Estate)
ELEC(49): 0.06% Top=SCTY CSIQ MU SPWR WAT JBL FSLR SNPS ….. TRMB FIT CRUS QRVO CREE MRVL CAVM IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.22% Top=SGMS QSR EXPE SIX BLMN DRI EAT YUM ….. HLT WYNN H CMG RCL SHAK DRII GPRO=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 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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