daytrend

04/28/2016

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 3:20 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 3:20 pm ET)
10.8% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
33.6% are below yesterday’s low.
55.7% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).

EVIDENCE OF INTRADAY TREND (20160428 3:20 pm ET)
35.0% of stocks are above today’s open. (62.0% are below).
18.0% of stocks are above today’s open and yesterday’s close.
60.0% 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 3:20 pm ET)
0.4% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
21.2% are in the top half. 78.8% of stocks are in the bottom half of today’s range.
51.0% are in the bottom 20%.
41.7% are in the bottom 10%.

GAIN (20160428 3:20 pm ET)
22.7% of stocks are above yesterday’s close. (77.3% are below.)
2.0% are up 4.5% or more. 3.8% are down 4.5% or more.
3.4% are up 3.5% or more. 6.8% are down 3.5% or more.
43.5% are between +1% and -1%.

RSI on DAILY (20160428 3:20 pm ET)
2-day: >=95:4.0%…>=90:9.7%…>=80:16.8%…>=50:34.8%…<=20:24.5%…<=10:10.1%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.5%…>=50:64.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:71.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160428 3:20 pm ET)
10.8% above previous 1 highs, 33.6% below previous 1 lows
9.9% above previous 2 highs, 22.7% below previous 2 lows
9.0% above previous 3 highs, 15.7% below previous 3 lows
7.8% above previous 4 highs, 13.8% below previous 4 lows
6.4% above previous 5 highs, 12.8% below previous 5 lows
5.9% above previous 6 highs, 11.2% below previous 6 lows
5.7% above previous 7 highs, 10.1% below previous 7 lows
5.7% above previous 8 highs, 8.7% below previous 8 lows
5.7% above previous 9 highs, 8.6% below previous 9 lows
5.2% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160428 3:20 pm ET)
22.7% are above or equal to 4/27 close (1 days ago), 77.3% are below.
41.2% are above or equal to 4/26 close (2 days ago), 58.8% are below.
57.6% are above or equal to 4/25 close (3 days ago), 42.4% are below.
49.8% are above or equal to 4/22 close (4 days ago), 50.2% are below.
60.2% are above or equal to 4/21 close (5 days ago), 39.8% are below.
50.3% are above or equal to 4/20 close (6 days ago), 49.7% are below.
54.7% are above or equal to 4/19 close (7 days ago), 45.3% are below.
55.3% are above or equal to 4/18 close (8 days ago), 44.7% are below.
60.5% are above or equal to 4/15 close (9 days ago), 39.5% are below.
63.5% are above or equal to 4/14 close (10 days ago), 36.5% are below.
60.4% are above or equal to 4/13 close (11 days ago), 39.6% are below.
71.5% are above or equal to 4/12 close (12 days ago), 28.5% are below.
74.3% are above or equal to 4/11 close (13 days ago), 25.7% are below.
72.4% are above or equal to 4/8 close (14 days ago), 27.6% are below.
74.2% are above or equal to 4/7 close (15 days ago), 25.8% are below.
66.7% are above or equal to 4/6 close (16 days ago), 33.3% are below.
71.8% are above or equal to 4/5 close (17 days ago), 28.2% are below.
65.0% are above or equal to 4/4 close (18 days ago), 35.0% are below.
61.8% are above or equal to 4/1 close (19 days ago), 38.2% are below.
62.9% are above or equal to 3/31 close (20 days ago), 37.1% are below.
65.1% are above or equal to 3/30 close (21 days ago), 34.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160428 3:20 pm ET)
20d: 19.7% new highs, 5.1% new lows
21d: 19.3% new highs, 5.1% new lows
42d: 17.8% new highs, 2.3% 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 3:20 pm ET)
2-day: 20.0% above, 80.0% below
3-day: 28.8% above, 71.2% below
4-day: 40.2% above, 59.8% below
5-day: 42.8% above, 57.2% below
8-day: 51.1% above, 48.9% below
10-day: 54.8% above, 45.2% below
20-day: 64.9% above, 35.1% below
50-day: 79.1% above, 20.9% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160428 3:20 pm ET)
META(26): 1.95% Top=CDE GG ABX SWC TAHO SLW PAAS AEM ….. AA CMC NUE SCCO STLD CCJ CENX CNX=Bottom (Metals & Mining)
HEAL(51): -0.44% Top=STJ IRWD UHS HLS AET BSX HCA OPK ….. VAR ADPT CNC DXCM MD CYNO ABT HOLX=Bottom (Health)
CHEM(26): -0.45% Top=CC HUN CF AGU MOS EMN MON PPG ….. GRA MEOH ALB POL AXTA POT SHW WLK=Bottom (Chemicals/Fertilizers)
REAL(88): -0.47% Top=SC EQY CBG KRC ESRT AMH HIW VER ….. REXR DFT NRZ QTS SHO OUT TREE PEB=Bottom (Real Estate)
COSW(91): -0.57% Top=DWRE FB WB LNKD SQ QLIK SABR VIPS ….. MSFT FTNT ROVI NUAN AKAM DBD MANH SYMC=Bottom (Computer Software/Internet)
DISV(50): -0.57% Top=XRS SCI HRB ABCO DV SERV BAH KBR ….. ZG VNTV WOOF ALLE GPN ULTA FDC AAN=Bottom (Diversified Services)
LEIS(38): -0.60% Top=LQ BWLD MAR CMG WYNN QSR LVS EXPE ….. RCL TXRH SEAS BYD MGM PLAY DRII DPZ=Bottom (Leisure)
ENER(90): -0.97% Top=ATW WPX QEP NOV CVE OII NBR SU ….. ETE PAA MRD NFX PBF OKS SM AR=Bottom (Energy)
MANU(44): -1.14% Top=JOY MWA TKR CRS ATI CMI GE WWD ….. AOS MHK EMR DDD BGG CFX SEDG AME=Bottom (Manufacturing)
CONS(57): -1.16% Top=KS HBI CL GIII EL CHD LULU KMB ….. MAT FOSL BERY BC UFS BMS SEE HAR=Bottom (Consumer)
FINA(99): -1.36% Top=BOFI GWB CFR EFX PYPL OMF TD SYF ….. OZRK AMTD BX BEN LM IVZ JNS WETF=Bottom (Banks/Financials)
MATE(30): -1.41% Top=WM BIN WCN RSG BECN CVA FAST DAR ….. OC PHM DHI LEN TOL TPH KBH CAA=Bottom (Materials & Construction)
TRAN(36): -1.46% Top=GWR CNI TRN HTLD STNG TK SAIA CP ….. WAB JBLU SAVE KNX LUV SWFT XPO ODFL=Bottom (Transportation)
INSU(34): -1.47% Top=ORI MMC UNM MTG RDN WRB CINF CLGX ….. PRU FNF HIG MBI AFSI CNO XL AEL=Bottom (Insurance)
COHW(41): -1.57% Top=COMM BCE PSTG TMUS VRSN LVLT UBNT EFII ….. CSCO PANW AAPL SSYS CIEN SYNA KN INFN=Bottom (Computer Hardware/Telecom)
RETA(71): -1.92% Top=GPI WFM JCP LB CAB DDS CPRT PAG ….. LL WSM RH KORS PIR OUTR STMP GNC=Bottom (Retail & Specialty Retail)
ELEC(48): -2.26% Top=MRVL MU CY FIT BRKR AFOP HIMX SWKS ….. SIMO IDTI CRUS IPHI FSLR XLNX TER 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 3:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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