daytrend

04/28/2016

Filed under: Market Stats — daytrend @ 10:40 am

Market Stats at 11:39 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 11:39 am ET)
24.2% of stocks are above yesterday’s high.
64.0% are above yesterday’s midpoint. (36.0% are below.)
11.5% are below yesterday’s low.
64.2% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND (20160428 11:39 am ET)
74.5% of stocks are above today’s open. (22.2% are below).
47.6% of stocks are above today’s open and yesterday’s close.
20.3% 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 11:39 am ET)
24.8% of stocks are in the top 10% of today’s range.
41.0% 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.
7.0% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20160428 11:39 am ET)
52.4% of stocks are above yesterday’s close. (47.6% are below.)
2.8% are up 4.5% or more. 2.4% are down 4.5% or more.
4.5% are up 3.5% or more. 3.3% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20160428 11:39 am ET)
2-day: >=95:10.7%…>=90:23.2%…>=80:37.7%…>=50:64.2%…<=20:11.0%…<=10:4.2%…<=5:2.6%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.9%…>=50:76.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:78.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160428 11:39 am ET)
24.2% above previous 1 highs, 11.5% below previous 1 lows
20.4% above previous 2 highs, 7.4% below previous 2 lows
19.0% above previous 3 highs, 5.7% below previous 3 lows
17.3% above previous 4 highs, 4.9% below previous 4 lows
14.3% above previous 5 highs, 4.6% below previous 5 lows
13.4% above previous 6 highs, 3.9% below previous 6 lows
12.7% above previous 7 highs, 3.6% below previous 7 lows
12.6% above previous 8 highs, 3.3% below previous 8 lows
12.5% above previous 9 highs, 3.0% below previous 9 lows
12.2% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160428 11:39 am ET)
52.4% are above or equal to 4/27 close (1 days ago), 47.6% are below.
62.8% are above or equal to 4/26 close (2 days ago), 37.2% are below.
74.8% are above or equal to 4/25 close (3 days ago), 25.2% are below.
65.5% are above or equal to 4/22 close (4 days ago), 34.5% are below.
73.6% are above or equal to 4/21 close (5 days ago), 26.4% are below.
63.0% are above or equal to 4/20 close (6 days ago), 37.0% are below.
63.4% are above or equal to 4/19 close (7 days ago), 36.6% are below.
65.0% are above or equal to 4/18 close (8 days ago), 35.0% are below.
68.8% are above or equal to 4/15 close (9 days ago), 31.2% are below.
71.4% are above or equal to 4/14 close (10 days ago), 28.6% are below.
67.9% are above or equal to 4/13 close (11 days ago), 32.1% are below.
76.8% are above or equal to 4/12 close (12 days ago), 23.2% are below.
80.0% are above or equal to 4/11 close (13 days ago), 20.0% are below.
78.2% are above or equal to 4/8 close (14 days ago), 21.8% are below.
80.2% are above or equal to 4/7 close (15 days ago), 19.8% are below.
73.2% are above or equal to 4/6 close (16 days ago), 26.8% are below.
77.9% are above or equal to 4/5 close (17 days ago), 22.1% are below.
71.8% are above or equal to 4/4 close (18 days ago), 28.2% are below.
67.8% are above or equal to 4/1 close (19 days ago), 32.2% are below.
67.7% are above or equal to 3/31 close (20 days ago), 32.3% are below.
70.1% are above or equal to 3/30 close (21 days ago), 29.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160428 11:39 am ET)
20d: 17.1% new highs, 3.9% new lows
21d: 16.6% new highs, 3.9% new lows
42d: 15.5% new highs, 1.8% new lows
63d: 15.0% new highs, 0.5% new lows
126d: 8.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160428 11:39 am ET)
2-day: 49.1% above, 50.9% below
3-day: 58.6% above, 41.4% below
4-day: 67.2% above, 32.8% below
5-day: 67.2% above, 32.8% below
8-day: 69.5% above, 30.5% below
10-day: 69.8% above, 30.2% below
20-day: 75.4% above, 24.6% below
50-day: 82.9% above, 17.1% below
200-day: 66.2% above, 33.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160428 11:39 am ET)
META(26): 3.44% Top=CDE X GG ABX AEM PAAS SWC TAHO ….. CENX CNX NUE STLD CMC SCCO AA CCJ=Bottom (Metals & Mining)
CHEM(26): 0.77% Top=MEOH HUN CC CF APD MOS OLN PAH ….. IFF SHW ALB DD WLK GRA POT AXTA=Bottom (Chemicals/Fertilizers)
COSW(91): 0.76% Top=FB DWRE WB LNKD SABR SQ JD NTES ….. IBM FTNT XRX MDRX NCR MANH DBD SYMC=Bottom (Computer Software/Internet)
DISV(50): 0.40% Top=XRS SCI DV HRB ABCO CAR RHI URI ….. ADS GPN VNTV ULTA WOOF AAN ALLE IILG=Bottom (Diversified Services)
LEIS(38): 0.31% Top=LQ CMG WYNN QSR EXPE BWLD LVS H ….. CAKE SEAS DRI PLAY CCL TXRH DRII DPZ=Bottom (Leisure)
ENER(90): 0.22% Top=WPX QEP HLX SN CVE ATW MUR SU ….. NFX ETE AR DK PBF INT PAA OKS=Bottom (Energy)
HEAL(51): 0.14% Top=STJ UHS IRWD THC INCR HCA OPK EVHC ….. DXCM ADPT BABY VAR CYNO MD ABT HOLX=Bottom (Health)
MANU(44): 0.09% Top=JOY CRS ATI TKR MWA CMI GE RS ….. XYL DCI GGG CFX BGG DDD SEDG AME=Bottom (Manufacturing)
REAL(88): 0.01% Top=SC CBG EQY RLGY HIW FR EXR PSA ….. GPT SHO NRZ QTS KIM OHI PEB TREE=Bottom (Real Estate)
MATE(30): -0.14% Top=WM DY BIN WCN RSG TTS FAST MTZ ….. SUM DHI PHM LEN KBH TOL TPH CAA=Bottom (Materials & Construction)
FINA(99): -0.18% Top=GWB BOFI PYPL CFR OMF CIT EFX PB ….. FII PSEC BEN JNS WDR CME IVZ WETF=Bottom (Banks/Financials)
CONS(57): -0.21% Top=HBI KS CL UA GIII LULU KATE PKG ….. FOSL BERY UFS TPX BMS BC SEE HAR=Bottom (Consumer)
COHW(41): -0.33% Top=COMM PSTG WDC LVLT VRSN BCE ARRS MITL ….. CSCO VZ SSYS WIN SYNA CIEN KN INFN=Bottom (Computer Hardware/Telecom)
ELEC(48): -0.42% Top=MU MRVL CY FIT SWKS SCTY AMBA AVGO ….. SANM IPHI CRUS SIMO FSLR TER CAVM XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(36): -0.47% Top=HA CNI TRN CP TDW UNP UAL NAT ….. CHRW WAB LUV SWFT XPO KNX KEX ODFL=Bottom (Transportation)
RETA(71): -0.70% Top=WFM AMZN GPI PAG JCP DDS SFM W ….. KORS OLLI TLRD OUTR PIR ORLY STMP GNC=Bottom (Retail & Specialty Retail)
INSU(34): -0.85% Top=CLGX UNM ORI MMC CINF MTG TMK RDN ….. FNF MET HIG PRU AFSI CNO XL AEL=Bottom (Insurance)

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 11:39 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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