daytrend

04/26/2016

Filed under: Market Stats — daytrend @ 8:58 am

Market Stats at 9:57 am ET
by daytrend on 20160426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20160426 9:57 am ET)
36.6% of stocks are above yesterday’s high.
70.2% are above yesterday’s midpoint. (29.8% are below.)
6.9% are below yesterday’s low.
56.5% are inside yesterday’s range.
51.7% of stocks with today’s high > yesterday’s high. (48.3% less than).
17.1% of stocks with today’s low < yesterday’s low. (82.9% greater than).

EVIDENCE OF INTRADAY TREND (20160426 9:57 am ET)
63.8% of stocks are above today’s open. (34.5% are below).
61.8% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
21.5% of stocks opened above yesterday’s high.
79.1% of stocks opened above yesterday’s close. (16.7% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160426 9:57 am ET)
26.5% of stocks are in the top 10% of today’s range.
42.6% are in the top 20%.
67.1% are in the top half. 32.9% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160426 9:57 am ET)
78.5% of stocks are above yesterday’s close. (21.5% are below.)
1.1% are up 4.5% or more. 1.1% are down 4.5% or more.
1.5% are up 3.5% or more. 2.0% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20160426 9:57 am ET)
2-day: >=95:4.1%…>=90:8.6%…>=80:25.0%…>=50:68.0%…<=20:9.7%…<=10:4.5%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:75.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:78.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160426 9:57 am ET)
36.6% above previous 1 highs, 6.9% below previous 1 lows
22.7% above previous 2 highs, 5.5% below previous 2 lows
15.6% above previous 3 highs, 5.1% below previous 3 lows
10.2% above previous 4 highs, 4.8% below previous 4 lows
8.5% above previous 5 highs, 4.0% below previous 5 lows
8.2% above previous 6 highs, 2.5% below previous 6 lows
7.9% above previous 7 highs, 2.2% below previous 7 lows
7.6% above previous 8 highs, 2.2% below previous 8 lows
7.1% above previous 9 highs, 2.2% below previous 9 lows
7.0% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160426 9:57 am ET)
78.5% are above or equal to 4/25 close (1 days ago), 21.5% are below.
52.9% are above or equal to 4/22 close (2 days ago), 47.1% are below.
66.2% are above or equal to 4/21 close (3 days ago), 33.8% are below.
52.2% are above or equal to 4/20 close (4 days ago), 47.8% are below.
55.5% are above or equal to 4/19 close (5 days ago), 44.5% are below.
59.8% are above or equal to 4/18 close (6 days ago), 40.2% are below.
67.1% are above or equal to 4/15 close (7 days ago), 32.9% are below.
69.9% are above or equal to 4/14 close (8 days ago), 30.1% are below.
64.8% are above or equal to 4/13 close (9 days ago), 35.2% are below.
75.0% are above or equal to 4/12 close (10 days ago), 25.0% are below.
80.0% are above or equal to 4/11 close (11 days ago), 20.0% are below.
77.3% are above or equal to 4/8 close (12 days ago), 22.7% are below.
79.3% are above or equal to 4/7 close (13 days ago), 20.7% are below.
72.0% are above or equal to 4/6 close (14 days ago), 28.0% are below.
76.9% are above or equal to 4/5 close (15 days ago), 23.1% are below.
69.4% are above or equal to 4/4 close (16 days ago), 30.6% are below.
65.3% are above or equal to 4/1 close (17 days ago), 34.7% are below.
66.5% are above or equal to 3/31 close (18 days ago), 33.5% are below.
68.3% are above or equal to 3/30 close (19 days ago), 31.7% are below.
69.1% are above or equal to 3/29 close (20 days ago), 30.9% are below.
77.0% are above or equal to 3/28 close (21 days ago), 23.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160426 9:57 am ET)
20d: 9.5% new highs, 2.2% new lows
21d: 9.5% new highs, 2.2% new lows
42d: 8.5% new highs, 0.6% new lows
63d: 8.3% new highs, 0.0% new lows
126d: 3.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160426 9:57 am ET)
2-day: 77.0% above, 23.0% below
3-day: 63.8% above, 36.2% below
4-day: 65.0% above, 35.0% below
5-day: 62.6% above, 37.4% below
8-day: 64.6% above, 35.4% below
10-day: 66.2% above, 33.8% below
20-day: 72.7% above, 27.3% below
50-day: 83.7% above, 16.3% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160426 9:57 am ET)
ELEC(48): 1.65% Top=MU HIMX NXPI SIMO IDTI QRVO AVGO MSCC ….. AYI AFOP GRMN CSIQ MTSI FIT WAT GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 1.08% Top=KN INFN CIEN PSTG CTL WDC COMM SYNA ….. BCE AAPL EFII BBRY TDC FNSR TMUS SSYS=Bottom (Computer Hardware/Telecom)
INSU(34): 0.71% Top=AFSI FAF L AFL PRI CLGX RDN AIZ ….. TMK TRV AJG BRO MTG AWH XL PGR=Bottom (Insurance)
RETA(69): 0.71% Top=PAG PIR RH FIVE KMX LAD KORS AN ….. PLCE AMZN ANF AEO OUTR NFLX OLLI JCP=Bottom (Retail & Specialty Retail)
REAL(86): 0.66% Top=GLPI HST DRH HTA EDR SHO ACC LHO ….. NLY GPT PGRE SPG HTS NRF AGNC TREE=Bottom (Real Estate)
CONS(56): 0.64% Top=GIL TPX KS PVH UFS PKG KATE FL ….. JAH FBHS BLL PG CRI COTY KMB WHR=Bottom (Consumer)
MATE(28): 0.61% Top=DHI KBH SUM FAST PHM CAA TOL PWR ….. VMC MTZ AWI SRCL EXP USG OC MAS=Bottom (Materials & Construction)
HEAL(48): 0.60% Top=CNC ACHC UHS CYH BABY THC CPHD BAX ….. ANTM ABMD TMO RMD ESRX INCR ZLTQ IRWD=Bottom (Health)
TRAN(33): 0.60% Top=SAVE JBLU HA KNX WAB ODFL ALK CHRW ….. KSU TK SWFT XPO GWR CP TDW CNI=Bottom (Transportation)
FINA(96): 0.55% Top=BOFI KKR AMG CFR IVZ TROW TCBI BK ….. FRC GS BAC IBKR LPLA DFS JNS WDR=Bottom (Banks/Financials)
CHEM(26): 0.52% Top=POL DD DOW ALB PPG OLN AXTA IFF ….. CF PX HUN POT AGU MON CC MOS=Bottom (Chemicals/Fertilizers)
DISV(49): 0.48% Top=ZG URI AAN WTW R TMH DV JEC ….. YY HRB PCLN GMT CAR AHS IILG FDC=Bottom (Diversified Services)
COSW(91): 0.35% Top=TRI SQ CA INTU EQIX SINA CSC TRIP ….. CERN VEEV FTNT NUAN XRX CDNS JD MDSO=Bottom (Computer Software/Internet)
LEIS(38): 0.26% Top=BLMN SONC QSR SBUX RCL EAT KKD YUM ….. DRII PNRA WYNN LVS GPRO HLT PLAY WYN=Bottom (Leisure)
ENER(91): -0.02% Top=PXD CXO XEC CPG RSPP QEP WMB FANG ….. EEP ETP ATW RIG DRQ HLX OII NBR=Bottom (Energy)
MANU(43): -0.03% Top=IR LII ETN XYL DE BWXT EMR ROK ….. RS MRC DOV ROP JOY CRS DDD ATI=Bottom (Manufacturing)
META(26): -1.07% Top=TCK AA AG NEM BVN GG SLW AEM ….. SLCA CMC SWC CDE CNX X FCX CENX=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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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