daytrend

04/27/2016

Filed under: Market Stats — daytrend @ 2:29 pm

Market Stats at 3:28 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 3:28 pm ET)
46.8% of stocks are above yesterday’s high.
77.2% are above yesterday’s midpoint. (22.8% are below.)
7.4% are below yesterday’s low.
45.8% are inside yesterday’s range.
68.7% of stocks with today’s high > yesterday’s high. (31.3% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20160427 3:28 pm ET)
72.2% of stocks are above today’s open. (26.4% are below).
65.6% of stocks are above today’s open and yesterday’s close.
22.0% 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 3:28 pm ET)
25.4% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
76.1% are in the top half. 23.9% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN (20160427 3:28 pm ET)
71.0% of stocks are above yesterday’s close. (29.0% are below.)
4.5% are up 4.5% or more. 1.3% are down 4.5% or more.
7.0% are up 3.5% or more. 1.9% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20160427 3:28 pm ET)
2-day: >=95:9.1%…>=90:21.1%…>=80:47.8%…>=50:76.1%…<=20:7.9%…<=10:4.2%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.9%…>=50:78.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:81.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160427 3:28 pm ET)
46.8% above previous 1 highs, 7.4% below previous 1 lows
41.8% above previous 2 highs, 4.8% below previous 2 lows
34.3% above previous 3 highs, 3.9% below previous 3 lows
28.2% above previous 4 highs, 3.5% below previous 4 lows
24.8% above previous 5 highs, 3.2% below previous 5 lows
22.8% above previous 6 highs, 3.1% below previous 6 lows
22.6% above previous 7 highs, 2.9% below previous 7 lows
22.3% above previous 8 highs, 2.9% below previous 8 lows
22.0% above previous 9 highs, 2.9% below previous 9 lows
21.6% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160427 3:28 pm ET)
71.0% are above or equal to 4/26 close (1 days ago), 29.0% are below.
80.8% are above or equal to 4/25 close (2 days ago), 19.2% are below.
70.7% are above or equal to 4/22 close (3 days ago), 29.3% are below.
77.1% are above or equal to 4/21 close (4 days ago), 22.9% are below.
65.5% are above or equal to 4/20 close (5 days ago), 34.5% are below.
65.8% are above or equal to 4/19 close (6 days ago), 34.2% are below.
67.1% are above or equal to 4/18 close (7 days ago), 32.9% are below.
72.7% are above or equal to 4/15 close (8 days ago), 27.3% are below.
73.2% are above or equal to 4/14 close (9 days ago), 26.8% are below.
70.7% are above or equal to 4/13 close (10 days ago), 29.3% are below.
78.9% are above or equal to 4/12 close (11 days ago), 21.1% are below.
81.4% are above or equal to 4/11 close (12 days ago), 18.6% are below.
80.3% are above or equal to 4/8 close (13 days ago), 19.7% are below.
81.1% are above or equal to 4/7 close (14 days ago), 18.9% are below.
75.1% are above or equal to 4/6 close (15 days ago), 24.9% are below.
79.0% are above or equal to 4/5 close (16 days ago), 21.0% are below.
72.2% are above or equal to 4/4 close (17 days ago), 27.8% are below.
68.1% are above or equal to 4/1 close (18 days ago), 31.9% are below.
68.1% are above or equal to 3/31 close (19 days ago), 31.9% are below.
70.6% are above or equal to 3/30 close (20 days ago), 29.4% 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 3:28 pm ET)
20d: 29.0% new highs, 4.4% new lows
21d: 29.0% new highs, 4.2% new lows
42d: 26.3% new highs, 1.9% new lows
63d: 25.4% new highs, 0.4% new lows
126d: 11.4% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160427 3:28 pm ET)
2-day: 70.4% above, 29.6% below
3-day: 78.2% above, 21.8% below
4-day: 75.6% above, 24.4% below
5-day: 77.1% above, 22.9% below
8-day: 72.9% above, 27.1% below
10-day: 73.8% above, 26.2% below
20-day: 76.5% above, 23.5% below
50-day: 84.1% above, 15.9% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160427 3:28 pm ET)
ENER(92): 2.66% Top=ETE SM RIG NOV ATW SEMG OII FTI ….. CPE EPD RSPP SU GEL CPGX HES PAA=Bottom (Energy)
META(26): 2.25% Top=CNX FCX CENX AA SLCA TCK CCJ AG ….. NEM SWC CDE SSRI PAAS FNV X TAHO=Bottom (Metals & Mining)
ELEC(48): 1.33% Top=CRUS CREE IPHI GRMN MRVL MTSI FIT NVDA ….. APH AFOP ON JBL WAT TRMB SANM KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.97% Top=MTZ SUM DY PWR FLR FAST MLM KBH ….. CAA USG TOL MAS WM AWI TTS OC=Bottom (Materials & Construction)
MANU(44): 0.86% Top=MRC DDD SEDG CRS PNR MWA PH BWXT ….. ROK GGG MHK ZBRA AOS BGG TKR ATI=Bottom (Manufacturing)
CHEM(26): 0.77% Top=POL PAH MEOH POT FMC OLN GRA WLK ….. DOW CF DD PPG SHW AXTA PX CC=Bottom (Chemicals/Fertilizers)
TRAN(33): 0.67% Top=TDW ODFL WAB GBX WERN KNX EXPD JBLU ….. UAL AAL XPO ALK LUV TK SAVE CHRW=Bottom (Transportation)
COHW(40): 0.67% Top=SSYS WDC BRCD PANW INFN VZ T EFII ….. CDW MITL LVLT COMM ZAYO OLED PSTG AAPL=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.67% Top=BSX HLS NUVA STJ IRWD CYNO ESRX CYH ….. INCR ANTM AET CNC DXCM OPK MOH RMD=Bottom (Health)
INSU(33): 0.66% Top=AIZ RDN CINF TMK AFL FAF AGO UNM ….. MMC AON BRO ALL CNO FNF ORI PRI=Bottom (Insurance)
RETA(71): 0.64% Top=GPI TLRD KORS EBAY FIVE BBBY DDS MIK ….. DSW KAR BABA NFLX OUTR AMZN ANF AEO=Bottom (Retail & Specialty Retail)
REAL(86): 0.30% Top=SC EQC QTS HST TREE SRC LPT NRF ….. EXR CUBE PPS OHI UDR EQR PSA ALLY=Bottom (Real Estate)
COSW(91): 0.28% Top=LC FTNT SQ AKAM SPLK CYBR IMPV PAYC ….. MSFT ATVI EA LNKD SINA WB NCR TWTR=Bottom (Computer Software/Internet)
DISV(48): 0.22% Top=WOOF CAR VNTV R ACM IILG ULTA GPN ….. ZG TMH WTW TBI MAN FDC RHI HRB=Bottom (Diversified Services)
CONS(54): 0.13% Top=KATE AVY WRK KMB IP UFS SEE BMS ….. SKX KS GIII LULU FOSL WWW UA GT=Bottom (Consumer)
LEIS(38): 0.08% Top=SIX DRII HLT WYN MAR RCL H QSR ….. PLAY CHUY SBUX TXRH SHAK BYD CMG BWLD=Bottom (Leisure)
FINA(98): -0.04% Top=NAVI LM STT RF WU JNS FII CIT ….. NYCB LPLA SIVB GWB PSEC 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 3:28 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

Blog at WordPress.com.

%d bloggers like this: