daytrend

04/20/2016

Filed under: Market Stats — daytrend @ 2:27 pm

Market Stats at 3:27 pm ET
by daytrend on 20160420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

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 (20160420 3:27 pm ET)
37.8% of stocks are above yesterday’s high.
65.7% are above yesterday’s midpoint. (34.3% are below.)
13.1% are below yesterday’s low.
49.1% are inside yesterday’s range.
58.0% of stocks with today’s high > yesterday’s high. (42.0% less than).
39.2% of stocks with today’s low < yesterday’s low. (60.8% greater than).

EVIDENCE OF INTRADAY TREND (20160420 3:27 pm ET)
66.4% of stocks are above today’s open. (32.7% are below).
62.6% of stocks are above today’s open and yesterday’s close.
28.9% 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 3:27 pm ET)
19.4% of stocks are in the top 10% of today’s range.
40.2% are in the top 20%.
71.1% are in the top half. 28.9% of stocks are in the bottom half of today’s range.
13.7% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20160420 3:27 pm ET)
67.1% of stocks are above yesterday’s close. (32.9% are below.)
3.4% are up 4.5% or more. 0.1% are down 4.5% or more.
6.0% are up 3.5% or more. 0.6% are down 3.5% or more.
47.9% are between +1% and -1%.

RSI on DAILY (20160420 3:27 pm ET)
2-day: >=95:25.5%…>=90:36.6%…>=80:49.7%…>=50:73.1%…<=20:8.2%…<=10:2.9%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:6.5%…>=50:82.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:84.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160420 3:27 pm ET)
37.8% above previous 1 highs, 13.1% below previous 1 lows
35.8% above previous 2 highs, 7.4% below previous 2 lows
35.0% above previous 3 highs, 5.7% below previous 3 lows
32.2% above previous 4 highs, 4.3% below previous 4 lows
30.9% above previous 5 highs, 3.8% below previous 5 lows
30.7% above previous 6 highs, 2.7% below previous 6 lows
30.3% above previous 7 highs, 2.3% below previous 7 lows
29.6% above previous 8 highs, 1.9% below previous 8 lows
29.0% above previous 9 highs, 1.6% below previous 9 lows
28.4% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160420 3:27 pm ET)
67.1% are above or equal to 4/19 close (1 days ago), 32.9% are below.
68.7% are above or equal to 4/18 close (2 days ago), 31.3% are below.
76.1% are above or equal to 4/15 close (3 days ago), 23.9% are below.
75.9% are above or equal to 4/14 close (4 days ago), 24.1% are below.
70.8% are above or equal to 4/13 close (5 days ago), 29.2% are below.
83.4% are above or equal to 4/12 close (6 days ago), 16.6% are below.
85.3% are above or equal to 4/11 close (7 days ago), 14.7% are below.
83.1% are above or equal to 4/8 close (8 days ago), 16.9% are below.
84.6% are above or equal to 4/7 close (9 days ago), 15.4% are below.
77.2% are above or equal to 4/6 close (10 days ago), 22.8% are below.
81.4% are above or equal to 4/5 close (11 days ago), 18.6% are below.
75.4% are above or equal to 4/4 close (12 days ago), 24.6% are below.
68.7% are above or equal to 4/1 close (13 days ago), 31.3% are below.
69.1% are above or equal to 3/31 close (14 days ago), 30.9% are below.
71.7% are above or equal to 3/30 close (15 days ago), 28.3% are below.
73.3% are above or equal to 3/29 close (16 days ago), 26.7% are below.
81.2% are above or equal to 3/28 close (17 days ago), 18.8% are below.
82.8% are above or equal to 3/24 close (18 days ago), 17.2% are below.
83.1% are above or equal to 3/23 close (19 days ago), 16.9% are below.
76.0% are above or equal to 3/22 close (20 days ago), 24.0% are below.
75.2% are above or equal to 3/21 close (21 days ago), 24.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160420 3:27 pm ET)
20d: 35.1% new highs, 2.6% new lows
21d: 34.9% new highs, 2.6% new lows
42d: 32.6% new highs, 0.1% new lows
63d: 30.5% new highs, 0.0% new lows
126d: 12.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160420 3:27 pm ET)
2-day: 66.6% above, 33.4% below
3-day: 68.6% above, 31.4% below
4-day: 72.3% above, 27.7% below
5-day: 73.8% above, 26.2% below
8-day: 80.6% above, 19.4% below
10-day: 82.4% above, 17.6% below
20-day: 80.2% above, 19.8% below
50-day: 89.1% above, 10.9% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160420 3:27 pm ET)
FINA(97): 1.81% Top=DFS OMF TCBI SEIC WETF COF MS HBHC ….. PSEC ACAS ICE BKU NDAQ ISBC NYCB SBNY=Bottom (Banks/Financials)
ELEC(48): 1.58% Top=SCTY MXL CAVM LLTC CSIQ IPHI ON NXPI ….. WAT KEYS FLEX LRCX AYI APH SNPS TEL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): 1.51% Top=ADPT CYH BABY EVHC STJ UNH ACHC MOH ….. STE DVA BAX CPHD NUVA NVRO IRWD ZLTQ=Bottom (Health)
ENER(89): 1.51% Top=CPE SN SM WPZ WMB PAGP CLR SXL ….. APA FTI NFG RES SU MDU NOV MTDR=Bottom (Energy)
INSU(31): 1.13% Top=MBI MTG LNC AEL RDN AGO CNO PRU ….. AWH AFSI TRV CINF MMC AON PGR ALL=Bottom (Insurance)
COSW(90): 0.95% Top=MANH VMW WB YHOO N LC TWTR WUBA ….. NUAN NTES ROVI SHOP CSRA FEYE SQ CHKP=Bottom (Computer Software/Internet)
MATE(29): 0.85% Top=SUM PHM EXP MLM LEN KBH USG DAR ….. BECN OC RSG WM FLR CLH TOL DY=Bottom (Materials & Construction)
COHW(40): 0.82% Top=LXK WDC BRCD SSYS BBRY STX TDC ZAYO ….. VZ NTAP FNSR CIEN CDW TDS WIN PSTG=Bottom (Computer Hardware/Telecom)
CHEM(27): 0.72% Top=CF PAH CC HUN FMC CE OLN MOS ….. PPG APD WLK AXTA DD IFF DOW AXLL=Bottom (Chemicals/Fertilizers)
LEIS(37): 0.64% Top=GPRO SHAK BWLD DPZ WEN TVPT PLAY QSR ….. DNKN WYNN LVS SIX SONC MGM CCL HLT=Bottom (Leisure)
RETA(70): 0.62% Top=STMP SFM ASNA CHS W KSS FIVE KR ….. SPLS LB DKS SBH MIK OUTR OLLI FRAN=Bottom (Retail & Specialty Retail)
DISV(51): 0.55% Top=ZG BLOX GMT TMH ADS RRD AHS RHI ….. FISV URI WTW GEO CXW MRKT IILG XRS=Bottom (Diversified Services)
MANU(39): 0.30% Top=DDD DE TEX SEDG FLS AGCO MHK JOY ….. SWK CMI ETN LII XYL ITW EMR RS=Bottom (Manufacturing)
CONS(56): 0.29% Top=BC FOSL KATE HAR TPX SKX SEE CCK ….. CHD GIII CL PG UFS KS MAT TUP=Bottom (Consumer)
TRAN(34): 0.28% Top=UNP STNG TK KEX UAL GBX NAT CNI ….. CHRW ALK SWFT EXPD CP JBLU TDW SAVE=Bottom (Transportation)
META(26): -0.54% Top=CNX TCK FCX SLW CMC SSRI AA STLD ….. NEM GG PAAS AEM AG SWC ABX CDE=Bottom (Metals & Mining)
REAL(88): -1.06% Top=SC ALLY NRF RLGY NRZ TWO BAM CBG ….. STOR DOC HCP ELS ESS RPAI SRC HCN=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 3:27 pm 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

Create a free website or blog at WordPress.com.

%d bloggers like this: