daytrend

04/26/2016

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:27 am ET
by daytrend on 20160426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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 (20160426 10:27 am ET)
28.7% of stocks are above yesterday’s high.
60.3% are above yesterday’s midpoint. (39.7% are below.)
10.2% are below yesterday’s low.
61.2% are inside yesterday’s range.
55.6% of stocks with today’s high > yesterday’s high. (44.4% less than).
20.5% of stocks with today’s low < yesterday’s low. (79.5% greater than).

EVIDENCE OF INTRADAY TREND (20160426 10:27 am ET)
50.2% of stocks are above today’s open. (48.5% are below).
47.6% of stocks are above today’s open and yesterday’s close.
32.0% 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 10:27 am ET)
1.8% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
25.0% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN (20160426 10:27 am ET)
65.8% of stocks are above yesterday’s close. (34.2% are below.)
1.2% are up 4.5% or more. 1.5% are down 4.5% or more.
1.8% are up 3.5% or more. 2.0% are down 3.5% or more.
71.0% are between +1% and -1%.

RSI on DAILY (20160426 10:27 am ET)
2-day: >=95:3.4%…>=90:6.2%…>=80:17.9%…>=50:57.5%…<=20:15.4%…<=10:7.6%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:70.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:75.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160426 10:27 am ET)
28.7% above previous 1 highs, 10.2% below previous 1 lows
17.0% above previous 2 highs, 7.7% below previous 2 lows
11.5% above previous 3 highs, 6.6% below previous 3 lows
7.2% above previous 4 highs, 5.4% below previous 4 lows
6.3% above previous 5 highs, 4.4% below previous 5 lows
6.1% above previous 6 highs, 3.3% below previous 6 lows
6.0% above previous 7 highs, 3.1% below previous 7 lows
5.9% above previous 8 highs, 3.1% below previous 8 lows
5.5% above previous 9 highs, 2.8% below previous 9 lows
5.5% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160426 10:27 am ET)
65.8% are above or equal to 4/25 close (1 days ago), 34.2% are below.
42.8% are above or equal to 4/22 close (2 days ago), 57.2% are below.
60.3% are above or equal to 4/21 close (3 days ago), 39.7% are below.
46.7% are above or equal to 4/20 close (4 days ago), 53.3% are below.
51.1% are above or equal to 4/19 close (5 days ago), 48.9% are below.
56.3% are above or equal to 4/18 close (6 days ago), 43.7% are below.
63.6% are above or equal to 4/15 close (7 days ago), 36.4% are below.
66.4% are above or equal to 4/14 close (8 days ago), 33.6% are below.
61.1% are above or equal to 4/13 close (9 days ago), 38.9% are below.
73.2% are above or equal to 4/12 close (10 days ago), 26.8% are below.
77.8% are above or equal to 4/11 close (11 days ago), 22.2% are below.
75.8% are above or equal to 4/8 close (12 days ago), 24.2% are below.
77.2% are above or equal to 4/7 close (13 days ago), 22.8% are below.
69.9% are above or equal to 4/6 close (14 days ago), 30.1% are below.
75.1% are above or equal to 4/5 close (15 days ago), 24.9% are below.
67.3% are above or equal to 4/4 close (16 days ago), 32.7% are below.
62.6% are above or equal to 4/1 close (17 days ago), 37.4% are below.
64.3% are above or equal to 3/31 close (18 days ago), 35.7% are below.
65.9% are above or equal to 3/30 close (19 days ago), 34.1% are below.
67.0% are above or equal to 3/29 close (20 days ago), 33.0% are below.
75.6% are above or equal to 3/28 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160426 10:27 am ET)
20d: 10.8% new highs, 2.5% new lows
21d: 10.8% new highs, 2.5% new lows
42d: 9.6% new highs, 0.9% new lows
63d: 9.3% new highs, 0.0% new lows
126d: 4.5% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160426 10:27 am ET)
2-day: 63.7% above, 36.3% below
3-day: 50.9% above, 49.1% below
4-day: 56.3% above, 43.7% below
5-day: 52.8% above, 47.2% below
8-day: 58.6% above, 41.4% below
10-day: 60.4% above, 39.6% below
20-day: 68.3% above, 31.7% below
50-day: 82.4% above, 17.6% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160426 10:27 am ET)
ELEC(48): 1.08% Top=MU SIMO NXPI SCTY HIMX IDTI CAVM QRVO ….. APH CSIQ MTSI AMBA SNPS FIT WAT GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.62% Top=KN MITL INFN CIEN CTL STX SYNA COMM ….. VRSN BBRY BRCD TDC FNSR EFII SSYS TMUS=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.60% Top=POL DOW DD CC FMC PAH OLN ALB ….. RPM WLK GRA AGU APD PX MON MOS=Bottom (Chemicals/Fertilizers)
REAL(86): 0.58% Top=HTA DRH QTS EDR PEB VTR HST EXR ….. STWD SPG NLY ALLY HTS SC AGNC TREE=Bottom (Real Estate)
RETA(69): 0.50% Top=PAG PIR AN LAD RH KMX LL FIVE ….. ASNA TSCO ANF GPS AMZN JCP AEO NFLX=Bottom (Retail & Specialty Retail)
HEAL(48): 0.46% Top=CNC CYH ACHC UHS THC BABY CPHD BAX ….. RMD ABMD PKI ESRX TMO ADPT INCR IRWD=Bottom (Health)
INSU(34): 0.44% Top=AFSI MBI PRI RDN SLF L UNM AEL ….. TMK ORI AJG FNF MTG TRV AWH PGR=Bottom (Insurance)
FINA(96): 0.33% Top=KKR TCBI IVZ BX BOFI WBS SYF GWB ….. HBHC PYPL BAC JNS IBKR SIVB FRC WDR=Bottom (Banks/Financials)
CONS(56): 0.28% Top=KS WRK GIL TPX OI KATE PKG UFS ….. GPK CRI MAT COTY FBHS PG KMB WHR=Bottom (Consumer)
ENER(91): 0.28% Top=PXD CXO QEP CPE CPG SM MRO XEC ….. RIG SXL GEL SHLX ETP OII DRQ NBR=Bottom (Energy)
MATE(28): 0.21% Top=SUM PWR TTS MLM FLR WY MTZ RSG ….. EXP TPH TOL KBH AWI USG OC MAS=Bottom (Materials & Construction)
DISV(49): 0.08% Top=ZG URI AAN TMH ACM R JEC DV ….. WOOF WTW ADS MYGN PCLN CAR FDC IILG=Bottom (Diversified Services)
TRAN(33): 0.04% Top=SAVE KNX GBX NSC CHRW CSX NAT ODFL ….. LUV DAL GWR CP AAL ALK JBLU CNI=Bottom (Transportation)
LEIS(38): -0.02% Top=BLMN SONC BYD GPRO QSR SBUX DRI RCL ….. H LVS CHUY PNRA HLT DRII PLAY WYN=Bottom (Leisure)
COSW(91): -0.07% Top=TRI SINA SQ EQIX NTCT INTU CA TWTR ….. WBMD MDRX CERN NUAN FTNT CDNS MDSO JD=Bottom (Computer Software/Internet)
META(26): -0.24% Top=TCK BVN NEM GG AA AG SCCO SLW ….. STLD SWC TAHO CDE CMC CNX FCX CENX=Bottom (Metals & Mining)
MANU(43): -0.29% Top=IR DE LII TKR XYL ETN GE PNR ….. ROP PH JOY MRC SEDG ATI CRS DDD=Bottom (Manufacturing)

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 10:27 am 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

Blog at WordPress.com.

%d bloggers like this: