daytrend

04/20/2016

Filed under: Market Stats — daytrend @ 11:38 am

Market Stats at 12:38 pm ET
by daytrend on 20160420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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

COMPARED TO YESTERDAY’S RANGE (20160420 12:38 pm ET)
27.5% of stocks are above yesterday’s high.
60.0% are above yesterday’s midpoint. (40.0% are below.)
12.9% are below yesterday’s low.
59.6% are inside yesterday’s range.
49.6% of stocks with today’s high > yesterday’s high. (50.4% less than).
37.5% of stocks with today’s low < yesterday’s low. (62.5% greater than).

EVIDENCE OF INTRADAY TREND (20160420 12:38 pm ET)
58.6% of stocks are above today’s open. (40.1% are below).
51.7% of stocks are above today’s open and yesterday’s close.
33.2% are below both.
9.5% of stocks opened above yesterday’s high.
50.9% of stocks opened above yesterday’s close. (44.0% opened below yesterday’s close).
4.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160420 12:38 pm ET)
14.9% of stocks are in the top 10% of today’s range.
28.7% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20160420 12:38 pm ET)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
2.8% are up 4.5% or more. 0.1% are down 4.5% or more.
4.1% are up 3.5% or more. 0.6% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20160420 12:38 pm ET)
2-day: >=95:20.5%…>=90:33.4%…>=80:44.8%…>=50:67.6%…<=20:8.5%…<=10:3.1%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.8%…>=50:82.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:85.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160420 12:38 pm ET)
27.5% above previous 1 highs, 12.9% below previous 1 lows
26.2% above previous 2 highs, 5.8% below previous 2 lows
25.2% above previous 3 highs, 4.7% below previous 3 lows
23.1% above previous 4 highs, 3.6% below previous 4 lows
22.2% above previous 5 highs, 2.6% below previous 5 lows
22.2% above previous 6 highs, 1.9% below previous 6 lows
21.8% above previous 7 highs, 1.8% below previous 7 lows
21.0% above previous 8 highs, 1.6% below previous 8 lows
20.4% above previous 9 highs, 1.1% below previous 9 lows
20.2% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160420 12:38 pm ET)
60.2% are above or equal to 4/19 close (1 days ago), 39.8% are below.
63.8% are above or equal to 4/18 close (2 days ago), 36.2% are below.
73.3% are above or equal to 4/15 close (3 days ago), 26.7% are below.
74.4% are above or equal to 4/14 close (4 days ago), 25.6% are below.
68.1% are above or equal to 4/13 close (5 days ago), 31.9% are below.
82.9% are above or equal to 4/12 close (6 days ago), 17.1% are below.
85.7% are above or equal to 4/11 close (7 days ago), 14.3% are below.
83.1% are above or equal to 4/8 close (8 days ago), 16.9% are below.
84.1% are above or equal to 4/7 close (9 days ago), 15.9% are below.
75.5% are above or equal to 4/6 close (10 days ago), 24.5% are below.
81.5% are above or equal to 4/5 close (11 days ago), 18.5% are below.
73.4% are above or equal to 4/4 close (12 days ago), 26.6% are below.
67.7% are above or equal to 4/1 close (13 days ago), 32.3% are below.
67.8% are above or equal to 3/31 close (14 days ago), 32.2% are below.
70.5% are above or equal to 3/30 close (15 days ago), 29.5% are below.
71.5% are above or equal to 3/29 close (16 days ago), 28.5% are below.
81.2% are above or equal to 3/28 close (17 days ago), 18.8% are below.
81.7% are above or equal to 3/24 close (18 days ago), 18.3% are below.
81.8% are above or equal to 3/23 close (19 days ago), 18.2% are below.
75.4% are above or equal to 3/22 close (20 days ago), 24.6% are below.
74.9% are above or equal to 3/21 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160420 12:38 pm ET)
20d: 29.4% new highs, 2.3% new lows
21d: 29.1% new highs, 2.3% new lows
42d: 27.1% new highs, 0.1% new lows
63d: 25.2% new highs, 0.0% new lows
126d: 10.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160420 12:38 pm ET)
2-day: 58.2% above, 41.8% below
3-day: 62.8% above, 37.2% below
4-day: 67.4% above, 32.6% below
5-day: 69.1% above, 30.9% below
8-day: 78.9% above, 21.1% below
10-day: 80.9% above, 19.1% below
20-day: 79.4% above, 20.6% below
50-day: 89.1% above, 10.9% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160420 12:38 pm ET)
META(26): 2.21% Top=TCK CNX SSRI SLW AG BVN FCX TAHO ….. CCJ STLD X CMC AA SCCO NUE SLCA=Bottom (Metals & Mining)
ELEC(48): 1.54% Top=SCTY MXL CAVM LLTC CSIQ SPWR FSLR HIMX ….. MU FLEX WAT LRCX TRMB SNPS APH TEL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 1.32% Top=CPE SN SM WPZ WMB OKS GEL PAGP ….. FTI OII ATW NFG MTDR RES CVI NOV=Bottom (Energy)
COHW(40): 0.83% Top=LXK WDC SSYS BRCD BBRY TMUS SMCI STX ….. OLED WIN CCI MSI NTAP CDW CIEN PSTG=Bottom (Computer Hardware/Telecom)
COSW(90): 0.73% Top=MANH VMW WB YHOO SPLK WUBA TWTR LC ….. NUAN SHOP IHS BR CSRA FEYE SQ CHKP=Bottom (Computer Software/Internet)
MATE(29): 0.56% Top=SUM USG EXP PHM VMC MTZ DAR KBH ….. WY RSG OC CLH CAA FLR TOL DY=Bottom (Materials & Construction)
HEAL(49): 0.49% Top=ADPT STJ EVHC UNH BABY MOH HOLX ABMD ….. STE BSX ABT HCA NVRO CPHD ZLTQ IRWD=Bottom (Health)
LEIS(37): 0.49% Top=GPRO WEN DPZ SHAK BWLD PLAY LQ TVPT ….. WYNN SIX SEAS LVS CCL MGM DRII HLT=Bottom (Leisure)
FINA(97): 0.48% Top=DFS OMF SEIC COF TCBI KKR NAVI PYPL ….. CATY HBHC UMPQ LPLA NYCB AMTD BKU SBNY=Bottom (Banks/Financials)
RETA(70): 0.36% Top=SFM CHS ASNA KR W ANF WFM EBAY ….. OUTR SPLS CAB DKS FRAN LB MIK OLLI=Bottom (Retail & Specialty Retail)
INSU(31): 0.27% Top=MTG MBI AGO RDN LNC AEL PRU UNM ….. TRV AJG AFSI CINF AON MMC PGR ALL=Bottom (Insurance)
MANU(39): 0.19% Top=DDD SEDG JOY DE TEX LECO AGCO FLS ….. CMI ETN CAT XYL ITW RS CFX LII=Bottom (Manufacturing)
CONS(56): 0.14% Top=FOSL BC FBHS SEE LULU KATE DECK HAR ….. IP ECL PG CL GIII UFS KS TUP=Bottom (Consumer)
DISV(51): 0.09% Top=ZG BLOX RRD TMH GMT MYGN SBAC JEC ….. KBR CXW G MRKT IILG CAR GEO XRS=Bottom (Diversified Services)
TRAN(34): -0.02% Top=STNG TK KEX UNP CNI NAT WERN UAL ….. AIRM GWR JBLU TDW SWFT CP XPO SAVE=Bottom (Transportation)
CHEM(27): -0.08% Top=CF FMC CE HUN PAH MOS PX AGU ….. APD EMN MON DD WLK DOW IFF AXLL=Bottom (Chemicals/Fertilizers)
REAL(88): -0.72% Top=SC ALLY RLGY NRF REXR BAM NRZ PGRE ….. LHO CPT GLPI EQR VTR UDR ESS RPAI=Bottom (Real Estate)

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 12:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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