daytrend

04/28/2016

Filed under: Market Stats — daytrend @ 1:40 pm

Market Stats at 2:40 pm 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 2:40 pm ET)
19.1% of stocks are above yesterday’s high.
52.0% are above yesterday’s midpoint. (48.0% are below.)
19.1% are below yesterday’s low.
61.7% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
42.3% of stocks with today’s low < yesterday’s low. (57.7% greater than).

EVIDENCE OF INTRADAY TREND (20160428 2:40 pm ET)
59.3% of stocks are above today’s open. (37.0% are below).
34.0% of stocks are above today’s open and yesterday’s close.
35.7% 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 2:40 pm ET)
7.2% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
20.1% are in the bottom 20%.
12.2% are in the bottom 10%.

GAIN (20160428 2:40 pm ET)
38.2% of stocks are above yesterday’s close. (61.8% are below.)
3.4% are up 4.5% or more. 3.2% are down 4.5% or more.
4.5% are up 3.5% or more. 4.1% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY (20160428 2:40 pm ET)
2-day: >=95:7.0%…>=90:16.8%…>=80:29.9%…>=50:53.9%…<=20:16.1%…<=10:7.0%…<=5:3.2%…
9-day: >=95:0.1%…>=90:0.3%…>=80:4.3%…>=50:71.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:76.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160428 2:40 pm ET)
19.1% above previous 1 highs, 19.1% below previous 1 lows
17.0% above previous 2 highs, 11.8% below previous 2 lows
15.5% above previous 3 highs, 8.2% below previous 3 lows
14.3% above previous 4 highs, 7.2% below previous 4 lows
12.5% above previous 5 highs, 6.8% below previous 5 lows
11.3% above previous 6 highs, 5.8% below previous 6 lows
10.5% above previous 7 highs, 5.4% below previous 7 lows
10.5% above previous 8 highs, 5.0% below previous 8 lows
10.5% above previous 9 highs, 4.7% below previous 9 lows
10.1% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160428 2:40 pm ET)
38.2% are above or equal to 4/27 close (1 days ago), 61.8% are below.
54.0% are above or equal to 4/26 close (2 days ago), 46.0% are below.
70.0% are above or equal to 4/25 close (3 days ago), 30.0% are below.
60.1% are above or equal to 4/22 close (4 days ago), 39.9% are below.
69.0% are above or equal to 4/21 close (5 days ago), 31.0% are below.
59.7% are above or equal to 4/20 close (6 days ago), 40.3% are below.
60.7% are above or equal to 4/19 close (7 days ago), 39.3% are below.
61.8% are above or equal to 4/18 close (8 days ago), 38.2% are below.
65.5% are above or equal to 4/15 close (9 days ago), 34.5% are below.
68.0% are above or equal to 4/14 close (10 days ago), 32.0% are below.
65.0% are above or equal to 4/13 close (11 days ago), 35.0% are below.
75.1% are above or equal to 4/12 close (12 days ago), 24.9% are below.
77.4% are above or equal to 4/11 close (13 days ago), 22.6% are below.
75.7% are above or equal to 4/8 close (14 days ago), 24.3% are below.
77.5% are above or equal to 4/7 close (15 days ago), 22.5% are below.
70.9% are above or equal to 4/6 close (16 days ago), 29.1% are below.
75.2% are above or equal to 4/5 close (17 days ago), 24.8% are below.
68.4% are above or equal to 4/4 close (18 days ago), 31.6% are below.
65.2% are above or equal to 4/1 close (19 days ago), 34.8% are below.
65.2% are above or equal to 3/31 close (20 days ago), 34.8% are below.
68.2% are above or equal to 3/30 close (21 days ago), 31.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160428 2:40 pm ET)
20d: 19.7% new highs, 4.2% new lows
21d: 19.3% new highs, 4.2% new lows
42d: 17.8% new highs, 1.8% new lows
63d: 17.3% new highs, 0.7% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160428 2:40 pm ET)
2-day: 35.5% above, 64.5% below
3-day: 47.0% above, 53.0% below
4-day: 56.4% above, 43.6% below
5-day: 58.6% above, 41.4% below
8-day: 64.1% above, 35.9% below
10-day: 64.5% above, 35.5% below
20-day: 71.8% above, 28.2% below
50-day: 81.8% above, 18.2% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160428 2:40 pm ET)
META(26): 3.16% Top=CDE GG SLW ABX SWC PAAS X TAHO ….. AA CMC NUE STLD SCCO CNX CENX CCJ=Bottom (Metals & Mining)
ENER(90): 0.54% Top=WPX QEP NOV ATW NBR CVE OII SU ….. MRD NFX INT PAA PBF ETE OKS AR=Bottom (Energy)
CHEM(26): 0.51% Top=CC HUN CF MOS EMN AGU PAH MON ….. POT GRA DD ALB WLK AXTA POL SHW=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.04% Top=STJ IRWD UHS OPK HLS AET AMSG BAX ….. CNC CPHD ZLTQ DXCM MD CYNO ABT HOLX=Bottom (Health)
COSW(91): 0.03% Top=DWRE FB WB LNKD SABR QLIK SQ JD ….. FTNT NUAN IBM ROVI AKAM DBD MANH SYMC=Bottom (Computer Software/Internet)
DISV(50): 0.02% Top=XRS SCI ABCO HRB DV BAH CAR SERV ….. ZG WOOF ALLE VNTV GPN ULTA AAN FDC=Bottom (Diversified Services)
REAL(88): -0.05% Top=SC EQY CBG KRC HIW ESRT RPAI BDN ….. KIM SHO DFT NRZ QTS OUT PEB TREE=Bottom (Real Estate)
LEIS(38): -0.08% Top=LQ BWLD WYNN QSR MAR LVS EXPE CMG ….. SEAS BLMN BYD MGM TXRH PLAY DRII DPZ=Bottom (Leisure)
MANU(44): -0.39% Top=JOY ATI TKR CRS MWA CMI ZBRA GE ….. XYL MHK AOS EMR BGG CFX SEDG AME=Bottom (Manufacturing)
TRAN(36): -0.59% Top=TDW TK TRN CNI GWR CP NAT UNP ….. AIRM ALK SAVE KNX LUV SWFT XPO ODFL=Bottom (Transportation)
CONS(57): -0.60% Top=KS HBI CL GIII EL RL CHD UA ….. BLL MAT BERY BC UFS BMS SEE HAR=Bottom (Consumer)
FINA(99): -0.68% Top=GWB BOFI CFR PYPL EFX OMF SLM TD ….. AMTD LM SBNY BX OZRK IVZ JNS WETF=Bottom (Banks/Financials)
COHW(41): -0.79% Top=COMM PSTG BCE WDC LVLT TMUS VRSN ARRS ….. PANW SSYS CSCO AAPL CIEN SYNA KN INFN=Bottom (Computer Hardware/Telecom)
MATE(30): -0.86% Top=WM BIN WCN DY RSG MTZ TTS FAST ….. PHM OC DHI LEN TOL TPH CAA KBH=Bottom (Materials & Construction)
INSU(34): -0.96% Top=ORI UNM MMC MTG RDN CLGX CINF TMK ….. AJG PRU HIG FNF AFSI CNO XL AEL=Bottom (Insurance)
RETA(71): -1.32% Top=GPI WFM JCP CAB LB DDS PAG AMZN ….. PIR ASNA RH ORLY TLRD OUTR STMP GNC=Bottom (Retail & Specialty Retail)
ELEC(48): -1.38% Top=MU MRVL FIT CY BRKR SCTY SWKS HIMX ….. IDTI CRUS SIMO IPHI FSLR TER XLNX CAVM=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 2:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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