daytrend

04/18/2016

Filed under: Market Stats — daytrend @ 2:33 pm

Market Stats at 3:33 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 3:33 pm ET)
39.4% of stocks are above yesterday’s high.
75.3% are above yesterday’s midpoint. (24.7% are below.)
6.5% are below yesterday’s low.
54.2% 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 3:33 pm ET)
85.9% of stocks are above today’s open. (13.3% are below).
73.0% of stocks are above today’s open and yesterday’s close.
12.3% 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 3:33 pm ET)
21.3% of stocks are in the top 10% of today’s range.
43.1% are in the top 20%.
84.4% are in the top half. 15.6% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20160418 3:33 pm ET)
75.3% of stocks are above yesterday’s close. (24.7% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
3.1% are up 3.5% or more. 0.5% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY (20160418 3:33 pm ET)
2-day: >=95:13.3%…>=90:24.4%…>=80:43.7%…>=50:78.9%…<=20:4.0%…<=10:0.9%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:83.3%…<=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 3:33 pm ET)
39.4% above previous 1 highs, 6.5% below previous 1 lows
26.6% above previous 2 highs, 4.9% below previous 2 lows
21.7% above previous 3 highs, 3.0% below previous 3 lows
21.3% above previous 4 highs, 1.4% below previous 4 lows
19.8% above previous 5 highs, 1.2% below previous 5 lows
19.4% above previous 6 highs, 1.0% below previous 6 lows
18.1% above previous 7 highs, 1.0% below previous 7 lows
17.7% above previous 8 highs, 1.0% below previous 8 lows
17.2% above previous 9 highs, 1.0% below previous 9 lows
14.7% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160418 3:33 pm ET)
75.3% are above or equal to 4/15 close (1 days ago), 24.7% are below.
69.0% are above or equal to 4/14 close (2 days ago), 31.0% are below.
60.2% are above or equal to 4/13 close (3 days ago), 39.8% are below.
80.7% are above or equal to 4/12 close (4 days ago), 19.3% are below.
87.6% are above or equal to 4/11 close (5 days ago), 12.4% are below.
83.5% are above or equal to 4/8 close (6 days ago), 16.5% are below.
84.9% are above or equal to 4/7 close (7 days ago), 15.1% are below.
75.8% are above or equal to 4/6 close (8 days ago), 24.2% are below.
81.4% are above or equal to 4/5 close (9 days ago), 18.6% are below.
73.6% are above or equal to 4/4 close (10 days ago), 26.4% are below.
66.0% are above or equal to 4/1 close (11 days ago), 34.0% are below.
66.7% are above or equal to 3/31 close (12 days ago), 33.3% are below.
68.4% are above or equal to 3/30 close (13 days ago), 31.6% are below.
70.2% are above or equal to 3/29 close (14 days ago), 29.8% are below.
78.4% are above or equal to 3/28 close (15 days ago), 21.6% are below.
80.9% are above or equal to 3/24 close (16 days ago), 19.1% are below.
79.1% are above or equal to 3/23 close (17 days ago), 20.9% are below.
72.1% are above or equal to 3/22 close (18 days ago), 27.9% are below.
71.4% are above or equal to 3/21 close (19 days ago), 28.6% are below.
70.4% are above or equal to 3/18 close (20 days ago), 29.6% are below.
72.1% are above or equal to 3/17 close (21 days ago), 27.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160418 3:33 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 3:33 pm ET)
2-day: 73.9% above, 26.1% below
3-day: 73.0% above, 27.0% below
4-day: 68.5% above, 31.5% below
5-day: 77.5% above, 22.5% below
8-day: 84.0% above, 16.0% below
10-day: 83.5% above, 16.5% 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 3:33 pm ET)
ENER(91): 1.94% Top=ETE PDCE DPM MPLX CLR OKS EEP HES ….. OIS CVI LPI MDU NFG WPZ WMB ATW=Bottom (Energy)
META(26): 1.43% Top=TCK SLCA AG CENX SWC TAHO CDE FCX ….. AA NEM GG STLD CCJ BVN SLW AEM=Bottom (Metals & Mining)
HEAL(49): 0.80% Top=ABMD IRWD STE OPK CPHD CYH HOLX ESRX ….. STJ BKD MD ANTM ZBH EVHC LH ADPT=Bottom (Health)
CONS(56): 0.78% Top=HAS BLL BERY TSE WHR SKX BC FL ….. NKE JAH TPX GT TUP CHD COTY KS=Bottom (Consumer)
COSW(93): 0.71% Top=BITA DWRE TRIP PFPT TTWO LC ATVI TSS ….. EA SABR INXN VIPS TWTR FEYE JD ATHM=Bottom (Computer Software/Internet)
FINA(98): 0.71% Top=BOFI PYPL BANC SNV IBKR KKR LPLA PB ….. RJF ARCC TD WETF JNS WDR NDAQ MS=Bottom (Banks/Financials)
DISV(52): 0.55% Top=SCOR GEO BLOX CAR V GPN FDC AHS ….. WOOF MYGN ZG AAN IILG XRS ABCO WTW=Bottom (Diversified Services)
INSU(32): 0.47% Top=WLTW AWH BRO AON MMC UNM ALL MTG ….. AFSI HIG L FNF ORI CINF TRV CNO=Bottom (Insurance)
CHEM(27): 0.45% Top=POL POT WLK MOS CF IFF APD MON ….. SHW EMN HUN PAH AXLL PX DD MEOH=Bottom (Chemicals/Fertilizers)
COHW(41): 0.39% Top=OLED SSYS WIN ZAYO SMCI SYNA VRSN HPQ ….. ARRS BRCD MITL COMM NTAP MRCY INFN AAPL=Bottom (Computer Hardware/Telecom)
MATE(30): 0.32% Top=MLM MTZ DY SUM VMC OC EXP RSG ….. CVA BECN FAST DAR LEN CLH KBH PHM=Bottom (Materials & Construction)
RETA(72): 0.30% Top=BID PLCE FIVE OLLI OUTR DDS STMP DKS ….. SFM WSM URBN LB WFM NFLX DSW W=Bottom (Retail & Specialty Retail)
MANU(38): 0.27% Top=SEDG DDD CMI CRS DE DOV MRC XYL ….. AME ETN PH JOY CFX TKR ZBRA TEX=Bottom (Manufacturing)
TRAN(33): 0.26% Top=TDW WERN JBHT XPO SWFT NAT STNG JBLU ….. UNP HA GWR TK WAB TRN DAL GBX=Bottom (Transportation)
REAL(90): 0.23% Top=TREE QTS CONE OUT WPG PSA CBL CLI ….. NRF PEB RLJ RLGY LHO HST SHO DRH=Bottom (Real Estate)
ELEC(49): 0.09% Top=SCTY CSIQ MU WAT SPWR JBL FSLR SNPS ….. FIT TRMB CRUS QRVO CREE MRVL IDTI CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.19% Top=SGMS QSR EXPE SIX BLMN DRI YUM MCD ….. PLAY WYNN CMG H 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 3:33 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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