daytrend

04/19/2016

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:56 pm ET
by daytrend on 20160419. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20160419 12:56 pm ET)
38.6% of stocks are above yesterday’s high.
67.8% are above yesterday’s midpoint. (32.2% are below.)
13.3% are below yesterday’s low.
48.1% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
19.3% of stocks with today’s low < yesterday’s low. (80.7% greater than).

EVIDENCE OF INTRADAY TREND (20160419 12:56 pm ET)
39.8% of stocks are above today’s open. (58.2% are below).
39.4% of stocks are above today’s open and yesterday’s close.
44.7% 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 12:56 pm ET)
5.1% of stocks are in the top 10% of today’s range.
9.9% are in the top 20%.
32.7% are in the top half. 67.3% of stocks are in the bottom half of today’s range.
33.6% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20160419 12:56 pm ET)
54.9% of stocks are above yesterday’s close. (45.1% are below.)
4.6% are up 4.5% or more. 1.2% are down 4.5% or more.
7.3% are up 3.5% or more. 2.8% are down 3.5% or more.
56.2% are between +1% and -1%.

RSI on DAILY (20160419 12:56 pm ET)
2-day: >=95:15.4%…>=90:28.7%…>=80:44.7%…>=50:65.2%…<=20:11.9%…<=10:5.7%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:79.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:82.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160419 12:56 pm ET)
38.6% above previous 1 highs, 13.3% below previous 1 lows
34.8% above previous 2 highs, 10.8% below previous 2 lows
28.6% above previous 3 highs, 9.4% below previous 3 lows
25.7% above previous 4 highs, 7.2% below previous 4 lows
24.8% above previous 5 highs, 4.1% below previous 5 lows
24.7% above previous 6 highs, 3.6% below previous 6 lows
24.4% above previous 7 highs, 3.6% below previous 7 lows
23.6% above previous 8 highs, 3.6% below previous 8 lows
23.0% above previous 9 highs, 3.4% below previous 9 lows
22.4% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160419 12:56 pm ET)
54.9% are above or equal to 4/18 close (1 days ago), 45.1% are below.
68.5% are above or equal to 4/15 close (2 days ago), 31.5% are below.
69.6% are above or equal to 4/14 close (3 days ago), 30.4% are below.
63.7% are above or equal to 4/13 close (4 days ago), 36.3% are below.
80.8% are above or equal to 4/12 close (5 days ago), 19.2% are below.
83.6% are above or equal to 4/11 close (6 days ago), 16.4% are below.
80.8% are above or equal to 4/8 close (7 days ago), 19.2% are below.
82.1% are above or equal to 4/7 close (8 days ago), 17.9% are below.
73.9% are above or equal to 4/6 close (9 days ago), 26.1% are below.
78.6% are above or equal to 4/5 close (10 days ago), 21.4% are below.
71.1% are above or equal to 4/4 close (11 days ago), 28.9% are below.
65.6% are above or equal to 4/1 close (12 days ago), 34.4% are below.
67.1% are above or equal to 3/31 close (13 days ago), 32.9% are below.
68.2% are above or equal to 3/30 close (14 days ago), 31.8% are below.
69.9% are above or equal to 3/29 close (15 days ago), 30.1% are below.
79.3% are above or equal to 3/28 close (16 days ago), 20.7% are below.
80.6% are above or equal to 3/24 close (17 days ago), 19.4% are below.
79.7% are above or equal to 3/23 close (18 days ago), 20.3% are below.
72.1% are above or equal to 3/22 close (19 days ago), 27.9% are below.
70.9% are above or equal to 3/21 close (20 days ago), 29.1% are below.
69.9% are above or equal to 3/18 close (21 days ago), 30.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160419 12:56 pm ET)
20d: 41.0% new highs, 2.6% new lows
21d: 39.3% new highs, 2.5% new lows
42d: 37.0% new highs, 0.4% new lows
63d: 34.6% new highs, 0.1% new lows
126d: 16.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160419 12:56 pm ET)
2-day: 54.2% above, 45.8% below
3-day: 61.1% above, 38.9% below
4-day: 65.5% above, 34.5% below
5-day: 64.9% above, 35.1% below
8-day: 77.3% above, 22.7% below
10-day: 78.4% above, 21.6% below
20-day: 77.0% above, 23.0% below
50-day: 88.9% above, 11.1% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160419 12:56 pm ET)
META(26): 4.74% Top=AG CENX SSRI SLW PAAS CDE FCX TAHO ….. GG FNV SCCO CCJ BVN STLD NUE CMC=Bottom (Metals & Mining)
ENER(90): 3.06% Top=RIG LPI CPG RDC UNT WPX ATW SXL ….. PSXP MRD HFC MPC VLO CVI PBF WNR=Bottom (Energy)
CHEM(27): 1.74% Top=CC POT CF MOS MON FMC PAH AGU ….. DOW HUN PPG RPM CE SHW ALB AXLL=Bottom (Chemicals/Fertilizers)
TRAN(34): 1.15% Top=TDW SAVE TK KSU CP XPO KEX SWFT ….. FDX WAB LUV GBX ALK AIRM GWR TRN=Bottom (Transportation)
MANU(40): 0.84% Top=JOY ATI DE FLS AGCO CFX TKR DOV ….. ZBRA SNA RS SWK MHK ROK AOS TILE=Bottom (Manufacturing)
FINA(97): 0.64% Top=NTRS CMA KKR CFG JNS PB RF GS ….. SNV SCHW SLM PYPL IBKR ETFC AMTD WBS=Bottom (Banks/Financials)
INSU(32): 0.16% Top=AEL PRI MBI MET LNC XL UNM L ….. AGO AWH RDN AON FNF FAF BRO MTG=Bottom (Insurance)
CONS(55): 0.03% Top=PAY WRK TSE IP KATE CHD DECK EL ….. WHR FBHS FL PVH MAT HAR LEG BC=Bottom (Consumer)
REAL(90): -0.01% Top=TREE ELS GPT SNH CBL STWD AMH ESS ….. MPW RLGY SHO CLI DRH PSA EXR CUBE=Bottom (Real Estate)
COHW(40): -0.23% Top=SMCI PSTG LXK MRCY COMM TDS HRS CTL ….. STX SYNA PANW CIEN ANET FNSR OLED INFN=Bottom (Computer Hardware/Telecom)
RETA(71): -0.46% Top=CAB GES OLLI OUTR HIBB GNC ANF SBH ….. JCP LL LB BID CHS FRAN EBAY NFLX=Bottom (Retail & Specialty Retail)
MATE(29): -0.55% Top=MTZ FLR PWR DAR CLH BIN WCN WM ….. DHI KBH TOL LEN USG BECN TPH CAA=Bottom (Materials & Construction)
DISV(51): -0.60% Top=XRS KBR ZG IILG R MCO MMS JEC ….. LDOS ABCO ULTA FDC BAH GEO ADS MYGN=Bottom (Diversified Services)
HEAL(49): -0.61% Top=UNH MOH ANTM BSX VWR AET XRAY BAX ….. AMSG NVRO EVHC EW HCA ADPT CYH IRWD=Bottom (Health)
COSW(91): -0.97% Top=LC IMS WB SHOP DBD GRUB TRI CSGS ….. QLIK SPLK ATHM VIPS DATA YELP WUBA IBM=Bottom (Computer Software/Internet)
LEIS(36): -0.99% Top=WYNN LVS DRII MAR MGM BYD ARMK MCD ….. GPRO SEAS BLMN DRI EXPE PLAY BWLD EAT=Bottom (Leisure)
ELEC(49): -1.36% Top=CREE SIMO GRMN LRCX KEYS AYI AFOP FSLR ….. AVGO SWKS MTSI MLNX CAVM QRVO IPHI MXL=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 12:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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