daytrend

04/19/2016

Filed under: Market Stats — daytrend @ 9:25 am

Market Stats at 10:25 am ET
by daytrend on 20160419. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160419 10:25 am ET)
57.5% of stocks are above yesterday’s high.
85.9% are above yesterday’s midpoint. (14.1% are below.)
4.8% are below yesterday’s low.
37.7% are inside yesterday’s range.
78.6% of stocks with today’s high > yesterday’s high. (21.4% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND (20160419 10:25 am ET)
62.6% of stocks are above today’s open. (36.1% are below).
61.2% of stocks are above today’s open and yesterday’s close.
22.0% are below both.
42.3% of stocks opened above yesterday’s high.
85.1% of stocks opened above yesterday’s close. (12.1% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160419 10:25 am ET)
14.6% of stocks are in the top 10% of today’s range.
29.8% are in the top 20%.
67.6% are in the top half. 32.4% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20160419 10:25 am ET)
76.9% of stocks are above yesterday’s close. (23.1% are below.)
4.4% are up 4.5% or more. 0.7% are down 4.5% or more.
6.7% are up 3.5% or more. 1.0% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20160419 10:25 am ET)
2-day: >=95:22.2%…>=90:39.0%…>=80:58.5%…>=50:84.6%…<=20:5.2%…<=10:2.0%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.8%…>=50:85.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:86.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160419 10:25 am ET)
57.5% above previous 1 highs, 4.8% below previous 1 lows
50.2% above previous 2 highs, 4.3% below previous 2 lows
39.9% above previous 3 highs, 3.6% below previous 3 lows
37.3% above previous 4 highs, 3.0% below previous 4 lows
36.6% above previous 5 highs, 1.9% below previous 5 lows
35.9% above previous 6 highs, 1.9% below previous 6 lows
35.7% above previous 7 highs, 1.8% below previous 7 lows
34.6% above previous 8 highs, 1.7% below previous 8 lows
34.0% above previous 9 highs, 1.5% below previous 9 lows
33.0% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160419 10:25 am ET)
76.9% are above or equal to 4/18 close (1 days ago), 23.1% are below.
84.0% are above or equal to 4/15 close (2 days ago), 16.0% are below.
78.7% are above or equal to 4/14 close (3 days ago), 21.3% are below.
72.4% are above or equal to 4/13 close (4 days ago), 27.6% are below.
86.1% are above or equal to 4/12 close (5 days ago), 13.9% are below.
88.8% are above or equal to 4/11 close (6 days ago), 11.2% are below.
84.9% are above or equal to 4/8 close (7 days ago), 15.1% are below.
85.6% are above or equal to 4/7 close (8 days ago), 14.4% are below.
77.6% are above or equal to 4/6 close (9 days ago), 22.4% are below.
82.9% are above or equal to 4/5 close (10 days ago), 17.1% are below.
76.8% are above or equal to 4/4 close (11 days ago), 23.2% are below.
70.4% are above or equal to 4/1 close (12 days ago), 29.6% are below.
71.1% are above or equal to 3/31 close (13 days ago), 28.9% are below.
73.1% are above or equal to 3/30 close (14 days ago), 26.9% are below.
74.2% are above or equal to 3/29 close (15 days ago), 25.8% are below.
81.7% are above or equal to 3/28 close (16 days ago), 18.3% are below.
83.3% are above or equal to 3/24 close (17 days ago), 16.7% are below.
81.9% are above or equal to 3/23 close (18 days ago), 18.1% are below.
76.3% are above or equal to 3/22 close (19 days ago), 23.7% are below.
75.2% are above or equal to 3/21 close (20 days ago), 24.8% are below.
74.1% are above or equal to 3/18 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160419 10:25 am ET)
20d: 37.9% new highs, 1.2% new lows
21d: 36.2% new highs, 1.2% new lows
42d: 34.4% new highs, 0.3% new lows
63d: 32.2% new highs, 0.1% new lows
126d: 15.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160419 10:25 am ET)
2-day: 75.7% above, 24.3% below
3-day: 82.6% above, 17.4% below
4-day: 83.4% above, 16.6% below
5-day: 81.5% above, 18.5% below
8-day: 86.2% above, 13.8% below
10-day: 85.7% above, 14.3% below
20-day: 83.0% above, 17.0% below
50-day: 90.9% above, 9.1% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160419 10:25 am ET)
META(26): 4.78% Top=CENX AG PAAS FCX SLW CDE SSRI TCK ….. FNV SCCO AA STLD NUE CCJ CMC SLCA=Bottom (Metals & Mining)
ENER(90): 2.95% Top=ETE LPI RIG UNT ECA QEP SXL ATW ….. INT SHLX CVX SE XOM CPGX PBF WNR=Bottom (Energy)
TRAN(34): 2.13% Top=TDW SAVE TK KSU XPO KEX SWFT KNX ….. GBX WAB UPS LUV GWR ALK AIRM TRN=Bottom (Transportation)
CHEM(27): 1.79% Top=CC PAH MON MOS CE HUN POT MEOH ….. AXTA AXLL IFF DOW PPG SHW RPM ALB=Bottom (Chemicals/Fertilizers)
MANU(40): 1.59% Top=JOY LECO ATI DDD DE FLS MRC TKR ….. ITW SWK ROK GE MHK BWXT TILE AOS=Bottom (Manufacturing)
FINA(97): 1.04% Top=NTRS NAVI MS GS PB JNS OMF WDR ….. EV ISBC PYPL IBKR SCHW ETFC AMTD WBS=Bottom (Banks/Financials)
CONS(55): 0.69% Top=WRK IP KS KATE DECK PAY FOSL LULU ….. HAS VFC LEG FL GIII HAR FBHS MAT=Bottom (Consumer)
MATE(29): 0.54% Top=MTZ PWR FLR DAR PHM EXP KBH TPH ….. SRCL WY VMC MLM DY AWI SUM BECN=Bottom (Materials & Construction)
COHW(40): 0.52% Top=SMCI SSYS PSTG WDC TDS COMM CTL LXK ….. VRSN OLED AAPL JNPR SYNA ANET INFN FNSR=Bottom (Computer Hardware/Telecom)
INSU(32): 0.50% Top=AEL PRI MBI PRU MET LNC UNM AIG ….. WLTW AON CINF RDN FAF FNF BRO MTG=Bottom (Insurance)
RETA(71): 0.43% Top=CAB OLLI GNC GES SBH SPLS ASNA AN ….. AMZN HD FIVE CHS KR LB EBAY NFLX=Bottom (Retail & Specialty Retail)
DISV(51): 0.33% Top=CAR XRS KBR MMS R IILG RCII SCOR ….. V ULTA AHS LDOS BAH TMH ABCO MYGN=Bottom (Diversified Services)
REAL(90): 0.31% Top=TREE ELS GPT STWD AMH HCP CBL SNH ….. ESRT CUZ KRC CLI SHO CUBE EXR PSA=Bottom (Real Estate)
HEAL(49): 0.08% Top=BKD UNH ABMD MOH HLS AET VWR BAX ….. CPHD RMD DXCM IRWD OPK EVHC EW ZLTQ=Bottom (Health)
COSW(92): 0.01% Top=LC GRUB SHOP RAX DBD IMS TRI NTCT ….. NTES WDAY SINA QLIK DATA VIPS WUBA IBM=Bottom (Computer Software/Internet)
LEIS(36): -0.27% Top=LVS DRII WYNN SGMS MAR LQ BYD WYN ….. CMG TXRH PLAY SHAK DRI EXPE BWLD EAT=Bottom (Leisure)
ELEC(49): -0.39% Top=FSLR FIT CREE ON HIMX SNPS CY FLEX ….. AVGO MLNX BRKR CAVM MXL SWKS QRVO IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: