daytrend

04/22/2016

Filed under: Market Stats — daytrend @ 2:47 pm

Market Stats at 3:47 pm 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 3:47 pm ET)
22.3% of stocks are above yesterday’s high.
54.2% are above yesterday’s midpoint. (45.8% are below.)
13.3% are below yesterday’s low.
64.4% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND (20160422 3:47 pm ET)
73.7% of stocks are above today’s open. (25.3% are below).
67.8% of stocks are above today’s open and yesterday’s close.
21.4% 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 3:47 pm ET)
10.4% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
64.3% are in the top half. 35.7% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20160422 3:47 pm ET)
73.2% of stocks are above yesterday’s close. (26.8% are below.)
2.7% are up 4.5% or more. 1.0% are down 4.5% or more.
5.0% are up 3.5% or more. 2.2% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY (20160422 3:47 pm ET)
2-day: >=95:13.7%…>=90:20.8%…>=80:32.8%…>=50:61.8%…<=20:13.9%…<=10:6.8%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.8%…>=50:71.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:76.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160422 3:47 pm ET)
22.3% above previous 1 highs, 13.3% below previous 1 lows
16.9% above previous 2 highs, 9.7% below previous 2 lows
14.9% above previous 3 highs, 8.4% below previous 3 lows
14.6% above previous 4 highs, 6.4% below previous 4 lows
13.9% above previous 5 highs, 5.6% below previous 5 lows
13.6% above previous 6 highs, 5.5% below previous 6 lows
13.4% above previous 7 highs, 4.5% below previous 7 lows
13.3% above previous 8 highs, 3.8% below previous 8 lows
13.0% above previous 9 highs, 3.5% below previous 9 lows
12.6% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160422 3:47 pm ET)
73.2% are above or equal to 4/21 close (1 days ago), 26.8% are below.
51.4% are above or equal to 4/20 close (2 days ago), 48.6% are below.
55.2% are above or equal to 4/19 close (3 days ago), 44.8% are below.
57.5% are above or equal to 4/18 close (4 days ago), 42.5% are below.
63.2% are above or equal to 4/15 close (5 days ago), 36.8% are below.
66.8% are above or equal to 4/14 close (6 days ago), 33.2% are below.
62.2% are above or equal to 4/13 close (7 days ago), 37.8% are below.
74.6% are above or equal to 4/12 close (8 days ago), 25.4% are below.
76.6% are above or equal to 4/11 close (9 days ago), 23.4% are below.
75.5% are above or equal to 4/8 close (10 days ago), 24.5% are below.
76.8% are above or equal to 4/7 close (11 days ago), 23.2% are below.
69.9% are above or equal to 4/6 close (12 days ago), 30.1% are below.
74.6% are above or equal to 4/5 close (13 days ago), 25.4% are below.
68.7% are above or equal to 4/4 close (14 days ago), 31.3% are below.
63.4% are above or equal to 4/1 close (15 days ago), 36.6% are below.
65.4% are above or equal to 3/31 close (16 days ago), 34.6% are below.
67.9% are above or equal to 3/30 close (17 days ago), 32.1% are below.
68.5% are above or equal to 3/29 close (18 days ago), 31.5% are below.
75.8% are above or equal to 3/28 close (19 days ago), 24.2% are below.
76.9% are above or equal to 3/24 close (20 days ago), 23.1% are below.
77.8% are above or equal to 3/23 close (21 days ago), 22.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160422 3:47 pm ET)
20d: 22.7% new highs, 6.0% new lows
21d: 22.4% new highs, 5.9% new lows
42d: 20.0% new highs, 1.2% new lows
63d: 18.4% new highs, 0.3% new lows
126d: 5.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160422 3:47 pm ET)
2-day: 71.8% above, 28.2% below
3-day: 58.4% above, 41.6% below
4-day: 57.0% above, 43.0% below
5-day: 56.7% above, 43.3% below
8-day: 61.2% above, 38.8% below
10-day: 67.2% above, 32.8% below
20-day: 70.0% above, 30.0% below
50-day: 83.9% above, 16.1% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160422 3:47 pm ET)
ENER(90): 2.50% Top=RRC SN MUR RDC OII HES OAS SM ….. BPL CPGX HFC HP SXL PAA GEL SLB=Bottom (Energy)
COHW(41): 1.13% Top=ADTN ANET EFII TDC FNSR PSTG SMCI CIEN ….. BCE CAMP CSCO CDW INFN AAPL STX SSYS=Bottom (Computer Hardware/Telecom)
INSU(33): 0.99% Top=AFSI CLGX TRV L LNC AEL MET TMK ….. ALL WLTW MTG FNF AON MMC AWH MBI=Bottom (Insurance)
HEAL(48): 0.95% Top=BABY ACHC ADPT CNC THC ZLTQ CYH MOH ….. HOLX IRWD INCR STE A TMO OPK ABMD=Bottom (Health)
FINA(96): 0.92% Top=STI WETF CMA ETFC BOFI NAVI SBNY KEY ….. EFX OZRK TROW JNS FRC SLM LAZ SIVB=Bottom (Banks/Financials)
REAL(88): 0.82% Top=MPW SRC HCN HCP OHI ESRT BAM PPS ….. NLY HTS SHO DRH CBL LHO HST TREE=Bottom (Real Estate)
TRAN(33): 0.70% Top=NSC SWFT TRN TDW TK XPO UNP CSX ….. LUV NAT SAVE AIRM ALK UAL AAL HA=Bottom (Transportation)
CONS(56): 0.67% Top=SKX KS WRK BERY GPK HAR PKG MAT ….. GIII SHOO NKE COTY ENR FBHS KMB TPX=Bottom (Consumer)
MANU(38): 0.61% Top=MRC TKR ITT ETN PNR IR XYL KMT ….. TEX ITW GE SWK CAT HON JOY RS=Bottom (Manufacturing)
DISV(51): 0.60% Top=ZG CAR MAN TMH R GMT URI ABCO ….. SCOR MCO XRS GPN WTW IILG MYGN V=Bottom (Diversified Services)
MATE(28): 0.57% Top=DAR USG PWR SUM MTZ WY MLM FLR ….. AWI FAST PHM TOL CAA KBH LEN DHI=Bottom (Materials & Construction)
CHEM(26): 0.55% Top=OLN PPG PAH GRA MEOH CE POL RPM ….. HUN AGU MON APD MOS POT CF CC=Bottom (Chemicals/Fertilizers)
ELEC(48): 0.28% Top=MRVL CY IDTI AMBA KEYS GRMN GLW HIMX ….. BRKR ADI AVGO FSLR MXL INTC SCTY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 0.27% Top=OUTR LAD AN FIVE ASNA CHS PIR KMX ….. DLTR EBAY BABA M AMZN KR JWN STMP=Bottom (Retail & Specialty Retail)
COSW(90): -0.17% Top=FEYE PFPT IMPV WUBA DBD FFIV MENT SSNC ….. ADBE JD NTES MANH FB NUAN GOOG MSFT=Bottom (Computer Software/Internet)
LEIS(36): -0.78% Top=GPRO BWLD DNKN SHAK CAKE WEN DRI TXRH ….. HLT QSR LQ MAR RCL DPZ BYD SBUX=Bottom (Leisure)
META(26): -1.39% Top=CCJ CNX FCX SCCO NUE AA STLD SLCA ….. GG BVN CMC CENX NEM SLW CDE AG=Bottom (Metals & Mining)

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 3:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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