daytrend

04/25/2016

Filed under: Market Stats — daytrend @ 11:12 am

Market Stats at 12:12 pm ET
by daytrend on 20160425. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 902.

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

COMPARED TO YESTERDAY’S RANGE (20160425 12:12 pm ET)
9.1% of stocks are above yesterday’s high.
30.5% are above yesterday’s midpoint. (69.5% are below.)
35.3% are below yesterday’s low.
55.7% are inside yesterday’s range.
25.9% of stocks with today’s high > yesterday’s high. (74.1% less than).
48.1% of stocks with today’s low < yesterday’s low. (51.9% greater than).

EVIDENCE OF INTRADAY TREND (20160425 12:12 pm ET)
28.7% of stocks are above today’s open. (70.2% are below).
19.8% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
1.7% of stocks opened above yesterday’s high.
16.2% of stocks opened above yesterday’s close. (79.0% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160425 12:12 pm ET)
4.1% of stocks are in the top 10% of today’s range.
8.2% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
43.9% are in the bottom 20%.
27.7% are in the bottom 10%.

GAIN (20160425 12:12 pm ET)
22.1% of stocks are above yesterday’s close. (77.9% are below.)
0.1% are up 4.5% or more. 2.3% are down 4.5% or more.
0.2% are up 3.5% or more. 5.9% are down 3.5% or more.
50.6% are between +1% and -1%.

RSI on DAILY (20160425 12:12 pm ET)
2-day: >=95:2.1%…>=90:3.9%…>=80:7.2%…>=50:28.5%…<=20:23.3%…<=10:11.0%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:61.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:70.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160425 12:12 pm ET)
9.1% above previous 1 highs, 35.3% below previous 1 lows
3.9% above previous 2 highs, 25.9% below previous 2 lows
2.7% above previous 3 highs, 16.4% below previous 3 lows
2.0% above previous 4 highs, 12.7% below previous 4 lows
2.0% above previous 5 highs, 9.3% below previous 5 lows
2.0% above previous 6 highs, 8.0% below previous 6 lows
2.0% above previous 7 highs, 6.8% below previous 7 lows
2.0% above previous 8 highs, 5.4% below previous 8 lows
2.0% above previous 9 highs, 3.5% below previous 9 lows
2.0% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160425 12:12 pm ET)
22.1% are above or equal to 4/22 close (1 days ago), 77.9% are below.
42.6% are above or equal to 4/21 close (2 days ago), 57.4% are below.
31.0% are above or equal to 4/20 close (3 days ago), 69.0% are below.
40.1% are above or equal to 4/19 close (4 days ago), 59.9% are below.
48.4% are above or equal to 4/18 close (5 days ago), 51.6% are below.
54.0% are above or equal to 4/15 close (6 days ago), 46.0% are below.
57.4% are above or equal to 4/14 close (7 days ago), 42.6% are below.
52.2% are above or equal to 4/13 close (8 days ago), 47.8% are below.
67.6% are above or equal to 4/12 close (9 days ago), 32.4% are below.
73.1% are above or equal to 4/11 close (10 days ago), 26.9% are below.
72.1% are above or equal to 4/8 close (11 days ago), 27.9% are below.
72.9% are above or equal to 4/7 close (12 days ago), 27.1% are below.
65.5% are above or equal to 4/6 close (13 days ago), 34.5% are below.
71.1% are above or equal to 4/5 close (14 days ago), 28.9% are below.
63.6% are above or equal to 4/4 close (15 days ago), 36.4% are below.
59.0% are above or equal to 4/1 close (16 days ago), 41.0% are below.
60.9% are above or equal to 3/31 close (17 days ago), 39.1% are below.
62.6% are above or equal to 3/30 close (18 days ago), 37.4% are below.
64.5% are above or equal to 3/29 close (19 days ago), 35.5% are below.
72.2% are above or equal to 3/28 close (20 days ago), 27.8% are below.
73.2% are above or equal to 3/24 close (21 days ago), 26.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160425 12:12 pm ET)
20d: 6.9% new highs, 3.5% new lows
21d: 6.9% new highs, 3.2% new lows
42d: 6.3% new highs, 0.2% new lows
63d: 5.4% new highs, 0.0% new lows
126d: 2.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160425 12:12 pm ET)
2-day: 21.2% above, 78.8% below
3-day: 30.7% above, 69.3% below
4-day: 28.5% above, 71.5% below
5-day: 31.4% above, 68.6% below
8-day: 45.3% above, 54.7% below
10-day: 51.8% above, 48.2% below
20-day: 62.5% above, 37.5% below
50-day: 80.7% above, 19.3% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160425 12:12 pm ET)
REAL(87): 0.21% Top=ACC RPAI BDN SNH NNN O SC PLD ….. SKT KRC ALLY RLGY OUT CBG NRF TREE=Bottom (Real Estate)
LEIS(38): -0.43% Top=PLAY RCL SONC MCD CCL HLT BWLD DPZ ….. CHUY LQ LVS DNKN MGM SHAK WYNN GPRO=Bottom (Leisure)
HEAL(48): -0.48% Top=NVRO ADPT LH INCR DXCM HOLX CPHD MOH ….. EVHC UHS HLS AMSG ACHC THC BKD CYH=Bottom (Health)
DISV(49): -0.50% Top=BLOX IILG FDC HRB BAH FISV ULTA G ….. RRD KBR URI AAN AL TMH R CAR=Bottom (Diversified Services)
COSW(91): -0.64% Top=SQ WB PFPT N FEYE WBMD TSS ADBE ….. VIPS JD PAYC HPE SHOP JCOM RAX XRX=Bottom (Computer Software/Internet)
CHEM(26): -0.82% Top=CC POT ALB AGU CF MON MOS SHW ….. RPM EMN HUN POL MEOH WLK CE PAH=Bottom (Chemicals/Fertilizers)
COHW(42): -0.83% Top=STX TMUS PANW NTAP ADTN INFN EFII PSTG ….. BBRY SSYS CIEN COMM HRS OLED CDW KN=Bottom (Computer Hardware/Telecom)
RETA(69): -1.05% Top=STMP SFM LB AN KR GNC BIG SBH ….. ANF NFLX TLRD PLCE AEO FRAN PIR ASNA=Bottom (Retail & Specialty Retail)
CONS(56): -1.14% Top=SKX TUP CLX GIII FBHS EL LEG CHD ….. SHOO WRK HBI UFS GPK OI TSE KS=Bottom (Consumer)
MATE(28): -1.18% Top=OC SUM RSG FAST WM VMC DAR WCN ….. CAA USG PHM PWR KBH DY MTZ TTS=Bottom (Materials & Construction)
INSU(33): -1.18% Top=BRO FAF FNF MMC ORI CLGX AON PGR ….. PRU AGO CNO MET LNC AEL AFSI MBI=Bottom (Insurance)
MANU(41): -1.25% Top=BGG SWK ROK SNA EMR ITW WWD DHR ….. CRS SEDG CAT ITT KMT ZBRA ATI MRC=Bottom (Manufacturing)
ELEC(48): -1.25% Top=IPHI TXN NVDA AFOP MLNX MXL BRKR GLW ….. MTSI ON KEYS NXPI CSIQ FIT AMBA SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(97): -1.29% Top=SLM DFS EFX ACAS NDAQ GWB ICE ISBC ….. SF PFG WETF NAVI NSAM LAZ KKR BOFI=Bottom (Banks/Financials)
META(26): -1.71% Top=AG BVN SLW PAAS ABX NEM CMC RGLD ….. SSRI AA SWC CCJ FCX CNX SLCA X=Bottom (Metals & Mining)
ENER(90): -2.17% Top=SN EEP FANG PSXP CPGX NFG BWP EPD ….. CRZO COG PAGP WMB QEP RIG ETE SEMG=Bottom (Energy)
TRAN(33): -2.24% Top=NAT HA CHRW SAVE EXPD LUV UPS JBLU ….. AIRM CP GBX KNX SWFT TDW TK XPO=Bottom (Transportation)

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

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