daytrend

04/27/2016

Filed under: Market Stats — daytrend @ 2:18 pm

Market Stats at 3:18 pm ET
by daytrend on 20160427. 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 (20160427 3:18 pm ET)
46.0% of stocks are above yesterday’s high.
77.9% are above yesterday’s midpoint. (22.1% are below.)
7.6% are below yesterday’s low.
46.3% are inside yesterday’s range.
68.0% of stocks with today’s high > yesterday’s high. (32.0% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20160427 3:18 pm ET)
72.6% of stocks are above today’s open. (26.4% are below).
65.9% of stocks are above today’s open and yesterday’s close.
21.8% are below both.
16.2% of stocks opened above yesterday’s high.
43.9% of stocks opened above yesterday’s close. (50.8% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160427 3:18 pm ET)
29.3% of stocks are in the top 10% of today’s range.
43.8% are in the top 20%.
76.3% are in the top half. 23.7% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20160427 3:18 pm ET)
71.5% of stocks are above yesterday’s close. (28.5% are below.)
4.4% are up 4.5% or more. 1.3% are down 4.5% or more.
6.5% are up 3.5% or more. 1.8% are down 3.5% or more.
56.5% are between +1% and -1%.

RSI on DAILY (20160427 3:18 pm ET)
2-day: >=95:9.1%…>=90:21.0%…>=80:48.9%…>=50:76.3%…<=20:8.0%…<=10:4.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:6.1%…>=50:78.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:81.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160427 3:18 pm ET)
46.0% above previous 1 highs, 7.6% below previous 1 lows
41.6% above previous 2 highs, 4.8% below previous 2 lows
34.1% above previous 3 highs, 3.9% below previous 3 lows
28.4% above previous 4 highs, 3.7% below previous 4 lows
25.1% above previous 5 highs, 3.3% below previous 5 lows
22.8% above previous 6 highs, 3.1% below previous 6 lows
22.7% above previous 7 highs, 2.9% below previous 7 lows
22.7% above previous 8 highs, 2.9% below previous 8 lows
22.3% above previous 9 highs, 2.9% below previous 9 lows
21.9% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160427 3:18 pm ET)
71.5% are above or equal to 4/26 close (1 days ago), 28.5% are below.
81.0% are above or equal to 4/25 close (2 days ago), 19.0% are below.
71.2% are above or equal to 4/22 close (3 days ago), 28.8% are below.
76.5% are above or equal to 4/21 close (4 days ago), 23.5% are below.
66.2% are above or equal to 4/20 close (5 days ago), 33.8% are below.
65.8% are above or equal to 4/19 close (6 days ago), 34.2% are below.
67.6% are above or equal to 4/18 close (7 days ago), 32.4% are below.
73.3% are above or equal to 4/15 close (8 days ago), 26.7% are below.
73.2% are above or equal to 4/14 close (9 days ago), 26.8% are below.
70.2% are above or equal to 4/13 close (10 days ago), 29.8% are below.
78.7% are above or equal to 4/12 close (11 days ago), 21.3% are below.
81.0% are above or equal to 4/11 close (12 days ago), 19.0% are below.
80.2% are above or equal to 4/8 close (13 days ago), 19.8% are below.
81.3% are above or equal to 4/7 close (14 days ago), 18.7% are below.
75.4% are above or equal to 4/6 close (15 days ago), 24.6% are below.
78.8% are above or equal to 4/5 close (16 days ago), 21.2% are below.
71.6% are above or equal to 4/4 close (17 days ago), 28.4% are below.
68.5% are above or equal to 4/1 close (18 days ago), 31.5% are below.
68.5% are above or equal to 3/31 close (19 days ago), 31.5% are below.
70.7% are above or equal to 3/30 close (20 days ago), 29.3% are below.
71.8% are above or equal to 3/29 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160427 3:18 pm ET)
20d: 28.7% new highs, 4.4% new lows
21d: 28.5% new highs, 4.2% new lows
42d: 26.0% new highs, 1.9% new lows
63d: 25.1% new highs, 0.4% new lows
126d: 11.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160427 3:18 pm ET)
2-day: 70.5% above, 29.5% below
3-day: 78.7% above, 21.3% below
4-day: 75.3% above, 24.7% below
5-day: 77.7% above, 22.3% below
8-day: 73.7% above, 26.3% below
10-day: 74.0% above, 26.0% below
20-day: 76.5% above, 23.5% below
50-day: 84.0% above, 16.0% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160427 3:18 pm ET)
ENER(92): 2.69% Top=ETE SM NOV RIG ATW SEMG FTI OII ….. EPD CPE RSPP SU CPGX GEL HES PAA=Bottom (Energy)
META(26): 2.05% Top=CNX FCX CENX AA SLCA TCK CCJ AG ….. SWC NEM CDE SSRI FNV PAAS TAHO X=Bottom (Metals & Mining)
ELEC(48): 1.32% Top=CRUS CREE IPHI GRMN MRVL MTSI FIT NXPI ….. AFOP APH ON WAT KEYS TRMB SANM JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.95% Top=MTZ SUM DY PWR FLR FAST VMC KBH ….. MAS AWI CAA TOL USG WM TTS OC=Bottom (Materials & Construction)
MANU(44): 0.90% Top=MRC DDD MWA CRS SEDG PH BWXT PNR ….. ROK GGG MHK ZBRA AOS BGG TKR ATI=Bottom (Manufacturing)
CHEM(26): 0.80% Top=POL PAH GRA FMC MEOH OLN POT WLK ….. IFF DD CF PPG SHW AXTA PX CC=Bottom (Chemicals/Fertilizers)
INSU(33): 0.73% Top=AIZ RDN CINF TMK AFL FAF AGO UNM ….. AON TRV BRO ALL ORI CNO FNF PRI=Bottom (Insurance)
COHW(40): 0.67% Top=SSYS BRCD PANW WDC INFN VZ T TMUS ….. LVLT CDW MITL COMM ZAYO PSTG OLED AAPL=Bottom (Computer Hardware/Telecom)
RETA(71): 0.66% Top=GPI TLRD KORS EBAY FIVE BBBY DDS STMP ….. WFM KAR BABA NFLX AMZN OUTR ANF AEO=Bottom (Retail & Specialty Retail)
HEAL(48): 0.65% Top=BSX HLS NUVA STJ IRWD ESRX CYNO CYH ….. ANTM AET INCR CNC DXCM OPK MOH RMD=Bottom (Health)
TRAN(33): 0.62% Top=TDW ODFL WAB GBX WERN EXPD JBLU KNX ….. NSC AAL XPO ALK LUV TK SAVE CHRW=Bottom (Transportation)
REAL(86): 0.26% Top=SC EQC TREE QTS HST SRC NRF CBG ….. LHO PPS CUBE OHI UDR EQR PSA ALLY=Bottom (Real Estate)
COSW(91): 0.23% Top=LC FTNT SQ IMPV AKAM SPLK CYBR PAYC ….. TTWO ATVI LNKD EA SINA WB NCR TWTR=Bottom (Computer Software/Internet)
DISV(48): 0.21% Top=WOOF VNTV CAR R ACM GPN IILG ULTA ….. TMH ZG WTW FDC TBI MAN RHI HRB=Bottom (Diversified Services)
CONS(54): 0.15% Top=KATE AVY WRK KMB IP SEE UFS COTY ….. KS SKX LULU GIII FOSL WWW UA GT=Bottom (Consumer)
LEIS(38): 0.10% Top=SIX WYN DRII HLT MAR RCL H QSR ….. PLAY CHUY SBUX TXRH SHAK BYD CMG BWLD=Bottom (Leisure)
FINA(98): 0.05% Top=LM STT NAVI JNS RF WU WETF FII ….. OZRK LPLA SIVB PSEC GWB COF PBCT VLY=Bottom (Banks/Financials)

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 3:18 pm 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

Create a free website or blog at WordPress.com.

%d bloggers like this: