daytrend

04/28/2016

Filed under: Market Stats — daytrend @ 9:29 am

Market Stats at 10:28 am ET
by daytrend on 20160428. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 920.

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

COMPARED TO YESTERDAY’S RANGE (20160428 10:28 am ET)
17.6% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
12.6% are below yesterday’s low.
69.8% are inside yesterday’s range.
32.0% of stocks with today’s high > yesterday’s high. (68.0% less than).
38.7% of stocks with today’s low < yesterday’s low. (61.3% greater than).

EVIDENCE OF INTRADAY TREND (20160428 10:28 am ET)
72.0% of stocks are above today’s open. (24.9% are below).
39.3% of stocks are above today’s open and yesterday’s close.
23.4% are below both.
4.0% of stocks opened above yesterday’s high.
12.3% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
16.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160428 10:28 am ET)
22.5% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
73.0% are in the top half. 27.0% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20160428 10:28 am ET)
44.6% of stocks are above yesterday’s close. (55.4% are below.)
1.6% are up 4.5% or more. 2.4% are down 4.5% or more.
2.5% are up 3.5% or more. 3.2% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20160428 10:28 am ET)
2-day: >=95:8.8%…>=90:18.8%…>=80:32.1%…>=50:60.3%…<=20:12.6%…<=10:4.9%…<=5:2.7%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.3%…>=50:73.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:77.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160428 10:28 am ET)
17.6% above previous 1 highs, 12.6% below previous 1 lows
16.1% above previous 2 highs, 7.6% below previous 2 lows
15.1% above previous 3 highs, 5.3% below previous 3 lows
13.4% above previous 4 highs, 4.6% below previous 4 lows
12.5% above previous 5 highs, 4.2% below previous 5 lows
11.4% above previous 6 highs, 3.9% below previous 6 lows
10.8% above previous 7 highs, 3.6% below previous 7 lows
10.5% above previous 8 highs, 3.2% below previous 8 lows
10.3% above previous 9 highs, 2.7% below previous 9 lows
9.8% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160428 10:28 am ET)
44.6% are above or equal to 4/27 close (1 days ago), 55.4% are below.
59.6% are above or equal to 4/26 close (2 days ago), 40.4% are below.
73.0% are above or equal to 4/25 close (3 days ago), 27.0% are below.
62.4% are above or equal to 4/22 close (4 days ago), 37.6% are below.
71.3% are above or equal to 4/21 close (5 days ago), 28.7% are below.
60.4% are above or equal to 4/20 close (6 days ago), 39.6% are below.
61.3% are above or equal to 4/19 close (7 days ago), 38.7% are below.
62.8% are above or equal to 4/18 close (8 days ago), 37.2% are below.
67.9% are above or equal to 4/15 close (9 days ago), 32.1% are below.
69.6% are above or equal to 4/14 close (10 days ago), 30.4% are below.
66.8% are above or equal to 4/13 close (11 days ago), 33.2% are below.
76.5% are above or equal to 4/12 close (12 days ago), 23.5% are below.
78.5% are above or equal to 4/11 close (13 days ago), 21.5% are below.
77.7% are above or equal to 4/8 close (14 days ago), 22.3% are below.
78.9% are above or equal to 4/7 close (15 days ago), 21.1% are below.
72.3% are above or equal to 4/6 close (16 days ago), 27.7% are below.
77.1% are above or equal to 4/5 close (17 days ago), 22.9% are below.
71.2% are above or equal to 4/4 close (18 days ago), 28.8% are below.
67.8% are above or equal to 4/1 close (19 days ago), 32.2% are below.
66.5% are above or equal to 3/31 close (20 days ago), 33.5% are below.
69.8% are above or equal to 3/30 close (21 days ago), 30.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160428 10:28 am ET)
20d: 14.5% new highs, 3.8% new lows
21d: 14.0% new highs, 3.8% new lows
42d: 12.8% new highs, 1.8% new lows
63d: 12.5% new highs, 0.5% new lows
126d: 7.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160428 10:28 am ET)
2-day: 41.0% above, 59.0% below
3-day: 53.8% above, 46.2% below
4-day: 62.7% above, 37.3% below
5-day: 63.4% above, 36.6% below
8-day: 66.2% above, 33.8% below
10-day: 66.6% above, 33.4% below
20-day: 73.2% above, 26.8% below
50-day: 82.4% above, 17.6% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160428 10:28 am ET)
META(26): 1.92% Top=X CDE FCX GG TAHO ABX CNX SWC ….. SCCO NUE STLD CCJ CMC AG CENX AA=Bottom (Metals & Mining)
LEIS(38): 0.54% Top=LQ BWLD WYNN CMG MAR QSR EXPE H ….. MGM DRII BYD TXRH CCL GPRO PLAY DPZ=Bottom (Leisure)
CHEM(26): 0.51% Top=HUN MEOH CC APD CF PAH EMN MOS ….. FMC SHW ALB MON DOW DD POT AXTA=Bottom (Chemicals/Fertilizers)
COSW(91): 0.41% Top=FB DWRE SABR WB LNKD ZEN SQ LC ….. XRX INTU MDRX FTNT ROVI DBD MANH SYMC=Bottom (Computer Software/Internet)
DISV(50): 0.27% Top=SCI HRB XRS DV CAR SERV RHI ABCO ….. VNTV WOOF ULTA WTW MYGN AAN ALLE IILG=Bottom (Diversified Services)
HEAL(51): 0.24% Top=STJ UHS THC CYH HLS HCA BSX AET ….. CPHD DXCM NUVA VAR CYNO MD ABT HOLX=Bottom (Health)
REAL(88): -0.05% Top=SC CBG EQY CBL DRH HST DRE PSA ….. NRZ MPW HCP VNO QTS OHI PEB KIM=Bottom (Real Estate)
ENER(90): -0.06% Top=WPX QEP MPC ATW ETE HLX SN MUR ….. PBF NFX INT MMP MRD SHLX PAA OKS=Bottom (Energy)
MANU(44): -0.06% Top=TKR JOY CRS ATI MWA ZBRA SNA IR ….. AGCO DCI ROK MRC EMR SEDG BGG AME=Bottom (Manufacturing)
MATE(30): -0.08% Top=WM DY BIN MTZ WCN FAST AWI RSG ….. WY DHI LEN PHM TOL KBH TPH CAA=Bottom (Materials & Construction)
FINA(99): -0.32% Top=GWB PYPL BOFI CFR EFX TCBI OMF PB ….. NSAM BMO BX CME JNS BEN IVZ WETF=Bottom (Banks/Financials)
COHW(41): -0.41% Top=COMM PSTG WDC VRSN LVLT BRCD BCE PANW ….. CSCO CTL VZ WIN SYNA CIEN KN INFN=Bottom (Computer Hardware/Telecom)
TRAN(36): -0.46% Top=TRN TK GBX HA TDW CNI NAT FDX ….. AAL KEX SWFT KNX JBLU LUV XPO ODFL=Bottom (Transportation)
CONS(57): -0.71% Top=HBI KS UA CL NKE GIII SHOO EL ….. TPX BLL UFS BERY BC SEE BMS HAR=Bottom (Consumer)
INSU(34): -0.78% Top=UNM ORI RDN MMC CLGX TMK AFL AFSI ….. MET AJG FAF HIG FNF CNO AEL XL=Bottom (Insurance)
RETA(71): -0.83% Top=AMZN GPI PAG CAB LL JCP W NFLX ….. PIR OLLI TLRD OUTR ASNA ORLY STMP GNC=Bottom (Retail & Specialty Retail)
ELEC(48): -0.99% Top=MU FIT CY MRVL SCTY HIMX AMBA NXPI ….. CRUS SPWR IPHI SIMO FSLR CAVM TER XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:28 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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