daytrend

04/29/2016

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:27 am ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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

COMPARED TO YESTERDAY’S RANGE (20160429 10:27 am ET)
6.3% of stocks are above yesterday’s high.
17.8% are above yesterday’s midpoint. (82.2% are below.)
49.6% are below yesterday’s low.
44.1% are inside yesterday’s range.
12.4% of stocks with today’s high > yesterday’s high. (87.6% less than).
70.9% of stocks with today’s low < yesterday’s low. (29.1% greater than).

EVIDENCE OF INTRADAY TREND (20160429 10:27 am ET)
31.0% of stocks are above today’s open. (67.3% are below).
21.9% of stocks are above today’s open and yesterday’s close.
61.5% are below both.
3.3% of stocks opened above yesterday’s high.
31.0% of stocks opened above yesterday’s close. (66.1% opened below yesterday’s close).
26.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160429 10:27 am ET)
3.8% of stocks are in the top 10% of today’s range.
10.5% are in the top 20%.
33.6% are in the top half. 66.4% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
18.1% are in the bottom 10%.

GAIN (20160429 10:27 am ET)
28.6% of stocks are above yesterday’s close. (71.4% are below.)
2.4% are up 4.5% or more. 1.8% are down 4.5% or more.
3.2% are up 3.5% or more. 3.2% are down 3.5% or more.
50.4% are between +1% and -1%.

RSI on DAILY (20160429 10:27 am ET)
2-day: >=95:3.6%…>=90:7.3%…>=80:10.3%…>=50:26.4%…<=20:46.8%…<=10:25.3%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:51.2%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:59.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 10:27 am ET)
6.3% above previous 1 highs, 49.6% below previous 1 lows
6.0% above previous 2 highs, 42.4% below previous 2 lows
5.5% above previous 3 highs, 34.3% below previous 3 lows
5.3% above previous 4 highs, 28.3% below previous 4 lows
5.0% above previous 5 highs, 26.6% below previous 5 lows
4.8% above previous 6 highs, 24.7% below previous 6 lows
4.5% above previous 7 highs, 21.6% below previous 7 lows
4.4% above previous 8 highs, 20.0% below previous 8 lows
4.4% above previous 9 highs, 18.0% below previous 9 lows
4.4% above previous 10 highs, 17.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 10:27 am ET)
28.6% are above or equal to 4/28 close (1 days ago), 71.4% are below.
18.0% are above or equal to 4/27 close (2 days ago), 82.0% are below.
31.1% are above or equal to 4/26 close (3 days ago), 68.9% are below.
40.8% are above or equal to 4/25 close (4 days ago), 59.2% are below.
38.3% are above or equal to 4/22 close (5 days ago), 61.7% are below.
48.1% are above or equal to 4/21 close (6 days ago), 51.9% are below.
39.5% are above or equal to 4/20 close (7 days ago), 60.5% are below.
43.7% are above or equal to 4/19 close (8 days ago), 56.3% are below.
46.9% are above or equal to 4/18 close (9 days ago), 53.1% are below.
51.6% are above or equal to 4/15 close (10 days ago), 48.4% are below.
53.1% are above or equal to 4/14 close (11 days ago), 46.9% are below.
51.6% are above or equal to 4/13 close (12 days ago), 48.4% are below.
63.2% are above or equal to 4/12 close (13 days ago), 36.8% are below.
67.5% are above or equal to 4/11 close (14 days ago), 32.5% are below.
66.0% are above or equal to 4/8 close (15 days ago), 34.0% are below.
67.3% are above or equal to 4/7 close (16 days ago), 32.7% are below.
59.8% are above or equal to 4/6 close (17 days ago), 40.2% are below.
64.9% are above or equal to 4/5 close (18 days ago), 35.1% are below.
59.4% are above or equal to 4/4 close (19 days ago), 40.6% are below.
55.0% are above or equal to 4/1 close (20 days ago), 45.0% are below.
57.4% are above or equal to 3/31 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 10:27 am ET)
20d: 7.8% new highs, 13.2% new lows
21d: 7.7% new highs, 13.2% new lows
42d: 6.9% new highs, 5.7% new lows
63d: 6.7% new highs, 1.0% new lows
126d: 4.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 10:27 am ET)
2-day: 27.8% above, 72.2% below
3-day: 18.2% above, 81.8% below
4-day: 23.6% above, 76.4% below
5-day: 28.5% above, 71.5% below
8-day: 35.3% above, 64.7% below
10-day: 38.6% above, 61.4% below
20-day: 54.7% above, 45.3% below
50-day: 71.6% above, 28.4% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 10:27 am ET)
META(26): 3.29% Top=FCX CDE TCK BVN AEM AG ABX SSRI ….. SWC FNV CMC SCCO NUE STLD CCJ CENX=Bottom (Metals & Mining)
ENER(91): 0.87% Top=SPN NOV QEP RRC DRQ SM OIS PTEN ….. DK TSO WNR INT PBF PSXP MPC PSX=Bottom (Energy)
MANU(45): 0.01% Top=FLS MRC ATI TEX AGCO JOY CMI CAT ….. SNA AME MHK ROK DDD ETN MWA PRLB=Bottom (Manufacturing)
INSU(35): -0.12% Top=AJG VR AON AWH MMC WLTW TRV XL ….. CLGX AGO RDN LNC PRU CNO MET AEL=Bottom (Insurance)
LEIS(39): -0.22% Top=EXPE RCL LQ VAC EAT CCL MAR BWLD ….. SIX CHUY SBUX JACK DNKN DRII GPRO BYD=Bottom (Leisure)
CONS(57): -0.31% Top=SCSS NWL KS WRK IRBT CRI TPX TSE ….. HBI UA BC HAR COH GT FOSL SEE=Bottom (Consumer)
REAL(89): -0.54% Top=DLR TREE CONE AGNC NLY HTS CLI GLPI ….. DDR AVB CPT SC CUBE BRX CBG JLL=Bottom (Real Estate)
FINA(99): -0.68% Top=CFR BOFI TCBI PB GWB ACAS HBHC TD ….. IVZ OZRK AMTD PYPL SCHW WDR WETF LM=Bottom (Banks/Financials)
COSW(93): -0.69% Top=BIDU ROVI AZPN LNKD DATA NTES QLIK LOCK ….. ADSK MDSO AKAM CTSH CERN VRNT SQ ELLI=Bottom (Computer Software/Internet)
DISV(52): -0.70% Top=RCII PCLN KBR AAN FCN JEC ACM YY ….. VRSK HRB AL TBI MYGN WTW VNTV MCO=Bottom (Diversified Services)
TRAN(36): -0.76% Top=TDW TK GWR NAT GBX TRN CHRW STNG ….. SAVE ALK HA UAL AIRM WERN AAL SWFT=Bottom (Transportation)
CHEM(26): -1.18% Top=POT MON MEOH DD IFF ALB CE WLK ….. POL OLN MOS HUN CF AXTA CC EMN=Bottom (Chemicals/Fertilizers)
RETA(69): -1.26% Top=AMZN OUTR STMP GNC SBH HD CPRT LOW ….. URBN FRAN TLRD DDS WMT JWN KORS JCP=Bottom (Retail & Specialty Retail)
MATE(31): -1.38% Top=PWR FLR WM EXP MTH DY BIN WY ….. MAS AWI BECN TOL USG OC CVA SRCL=Bottom (Materials & Construction)
HEAL(51): -1.63% Top=SPNC ACHC ZBH PODD PRXL BAX ADPT BSX ….. CNC THC ANTM BABY ALGN CYH CPHD MOH=Bottom (Health)
ELEC(51): -2.04% Top=XLNX MTSI CRUS AFOP CY HIMX MXL SANM ….. CAVM MU SPWR TRMB IPHI SWKS FLEX MSCC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.18% Top=JNPR COMM ANET PSTG OLED INFN BCE T ….. LVLT QCOM CDW KN SMCI WDC SYNA STX=Bottom (Computer Hardware/Telecom)

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 10:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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