daytrend

04/22/2016

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20160422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE (20160422 9:53 am ET)
19.8% of stocks are above yesterday’s high.
58.4% are above yesterday’s midpoint. (41.6% are below.)
7.5% are below yesterday’s low.
72.7% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
25.8% of stocks with today’s low < yesterday’s low. (74.2% greater than).

EVIDENCE OF INTRADAY TREND (20160422 9:53 am ET)
82.6% of stocks are above today’s open. (16.5% are below).
75.8% of stocks are above today’s open and yesterday’s close.
11.6% are below both.
2.2% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
14.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160422 9:53 am ET)
32.2% of stocks are in the top 10% of today’s range.
52.4% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20160422 9:53 am ET)
81.4% of stocks are above yesterday’s close. (18.6% are below.)
2.1% are up 4.5% or more. 0.7% are down 4.5% or more.
4.5% are up 3.5% or more. 1.0% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20160422 9:53 am ET)
2-day: >=95:15.1%…>=90:22.0%…>=80:34.8%…>=50:66.2%…<=20:10.0%…<=10:5.5%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:6.7%…>=50:73.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160422 9:53 am ET)
19.8% above previous 1 highs, 7.5% below previous 1 lows
14.8% above previous 2 highs, 5.4% below previous 2 lows
13.2% above previous 3 highs, 4.7% below previous 3 lows
12.7% above previous 4 highs, 4.2% below previous 4 lows
12.2% above previous 5 highs, 4.0% below previous 5 lows
11.9% above previous 6 highs, 3.7% below previous 6 lows
11.5% above previous 7 highs, 3.0% below previous 7 lows
11.5% above previous 8 highs, 2.5% below previous 8 lows
11.3% above previous 9 highs, 2.5% below previous 9 lows
10.8% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160422 9:53 am ET)
81.4% are above or equal to 4/21 close (1 days ago), 18.6% are below.
53.3% are above or equal to 4/20 close (2 days ago), 46.7% are below.
58.1% are above or equal to 4/19 close (3 days ago), 41.9% are below.
59.2% are above or equal to 4/18 close (4 days ago), 40.8% are below.
65.6% are above or equal to 4/15 close (5 days ago), 34.4% are below.
67.4% are above or equal to 4/14 close (6 days ago), 32.6% are below.
62.5% are above or equal to 4/13 close (7 days ago), 37.5% are below.
75.5% are above or equal to 4/12 close (8 days ago), 24.5% are below.
78.0% are above or equal to 4/11 close (9 days ago), 22.0% are below.
76.5% are above or equal to 4/8 close (10 days ago), 23.5% are below.
77.8% are above or equal to 4/7 close (11 days ago), 22.2% are below.
70.8% are above or equal to 4/6 close (12 days ago), 29.2% are below.
75.7% are above or equal to 4/5 close (13 days ago), 24.3% are below.
69.1% are above or equal to 4/4 close (14 days ago), 30.9% are below.
63.9% are above or equal to 4/1 close (15 days ago), 36.1% are below.
65.4% are above or equal to 3/31 close (16 days ago), 34.6% are below.
68.6% are above or equal to 3/30 close (17 days ago), 31.4% are below.
68.7% are above or equal to 3/29 close (18 days ago), 31.3% are below.
76.7% are above or equal to 3/28 close (19 days ago), 23.3% are below.
77.5% are above or equal to 3/24 close (20 days ago), 22.5% are below.
77.6% are above or equal to 3/23 close (21 days ago), 22.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160422 9:53 am ET)
20d: 13.2% new highs, 3.2% new lows
21d: 12.9% new highs, 3.2% new lows
42d: 11.3% new highs, 0.9% new lows
63d: 10.1% new highs, 0.1% new lows
126d: 3.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160422 9:53 am ET)
2-day: 80.7% above, 19.3% below
3-day: 65.8% above, 34.2% below
4-day: 61.1% above, 38.9% below
5-day: 61.2% above, 38.8% below
8-day: 63.9% above, 36.1% below
10-day: 69.6% above, 30.4% below
20-day: 71.3% above, 28.7% below
50-day: 83.6% above, 16.4% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160422 9:53 am ET)
ENER(90): 2.60% Top=LPI RRC ATW RIG OAS RDC SPN ECA ….. SHLX BPL PSXP MMP SLB EPD CPGX MPLX=Bottom (Energy)
ELEC(48): 1.11% Top=MRVL CY CSIQ SPWR AMBA IDTI CREE SCTY ….. WAT SNPS AYI FIT BRKR CRUS INTC SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(41): 1.00% Top=WDC SMCI NTAP SYNA PANW QCOM CIEN ADTN ….. CAMP BCE CDW INFN AAPL VRSN CTL PSTG=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.98% Top=PAH HUN OLN GRA CE WLK MEOH PPG ….. APD AGU AXTA CF IFF MON SHW CC=Bottom (Chemicals/Fertilizers)
INSU(33): 0.95% Top=MBI CLGX AEL LNC L PRU RDN MET ….. XL HIG PGR AIZ ALL AON MMC AWH=Bottom (Insurance)
FINA(96): 0.92% Top=ETFC STI WETF LPLA TCBI NAVI PFG AMTD ….. FITB FRC NYCB EFX UMPQ WAL ACAS SIVB=Bottom (Banks/Financials)
REAL(88): 0.82% Top=AMT MPW OHI RLGY WRI CBG HCP REXR ….. PSA HTS AGNC CONE NLY NRZ TWO CUBE=Bottom (Real Estate)
META(26): 0.74% Top=FCX CNX CCJ TCK SCCO SLCA AA STLD ….. SLW RGLD GG AEM ABX NEM FNV AG=Bottom (Metals & Mining)
MANU(38): 0.64% Top=MRC JOY ATI DCI DOV DDD CFX TKR ….. ROK DHR BWXT CAT RS GGG HON GE=Bottom (Manufacturing)
CONS(56): 0.61% Top=SKX HBI FOSL WWW WRK KATE BERY CCK ….. CHD CL PG NKE ENR EL TPX KMB=Bottom (Consumer)
MATE(28): 0.52% Top=USG MTZ PWR DAR WY DY TTS TPH ….. OC WM CAA TOL LEN KBH FAST DHI=Bottom (Materials & Construction)
DISV(51): 0.51% Top=CAR MAN ABCO R TMH BLOX RRD ACM ….. ULTA FLT GPN PCLN AHS MYGN URI V=Bottom (Diversified Services)
HEAL(48): 0.48% Top=ACHC THC CYH DXCM BKD MOH HLS EVHC ….. A VWR NUVA TMO ABMD INCR DGX CPHD=Bottom (Health)
TRAN(33): 0.41% Top=NSC TDW SWFT TRN TK XPO UNP GWR ….. NAT GBX JBLU ALK DAL UAL AAL HA=Bottom (Transportation)
RETA(69): 0.23% Top=PIR ASNA OUTR GME CHS DSW JCP TLRD ….. DLTR WFM AAP PAG AMZN STMP KR AN=Bottom (Retail & Specialty Retail)
COSW(90): 0.17% Top=FEYE PFPT LC IMPV RAX GRUB FFIV WUBA ….. WDAY WB CTXS NTES NOW FB GOOG MSFT=Bottom (Computer Software/Internet)
LEIS(36): 0.05% Top=GPRO DRII LVS MGM BLMN SEAS MCD DNKN ….. PNRA JACK QSR PLAY RCL BYD DPZ SBUX=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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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