daytrend

04/29/2016

Filed under: Market Stats — daytrend @ 10:57 am

Market Stats at 11:56 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 11:56 am ET)
4.8% of stocks are above yesterday’s high.
13.7% are above yesterday’s midpoint. (86.3% are below.)
63.6% are below yesterday’s low.
31.5% are inside yesterday’s range.
13.1% of stocks with today’s high > yesterday’s high. (86.9% less than).
79.7% of stocks with today’s low < yesterday’s low. (20.3% greater than).

EVIDENCE OF INTRADAY TREND (20160429 11:56 am ET)
20.5% of stocks are above today’s open. (78.9% are below).
13.6% of stocks are above today’s open and yesterday’s close.
75.2% 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 11:56 am ET)
1.0% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
20.1% are in the top half. 79.9% of stocks are in the bottom half of today’s range.
33.7% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20160429 11:56 am ET)
17.5% of stocks are above yesterday’s close. (82.5% are below.)
1.7% are up 4.5% or more. 3.3% are down 4.5% or more.
2.6% are up 3.5% or more. 6.5% are down 3.5% or more.
42.3% are between +1% and -1%.

RSI on DAILY (20160429 11:56 am ET)
2-day: >=95:2.7%…>=90:4.8%…>=80:8.0%…>=50:16.7%…<=20:56.7%…<=10:29.6%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:47.3%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 11:56 am ET)
4.8% above previous 1 highs, 63.6% below previous 1 lows
4.3% above previous 2 highs, 53.6% below previous 2 lows
4.1% above previous 3 highs, 45.0% below previous 3 lows
4.0% above previous 4 highs, 36.7% below previous 4 lows
3.9% above previous 5 highs, 33.5% below previous 5 lows
3.6% above previous 6 highs, 31.3% below previous 6 lows
3.6% above previous 7 highs, 26.9% below previous 7 lows
3.4% above previous 8 highs, 24.8% below previous 8 lows
3.4% above previous 9 highs, 22.5% below previous 9 lows
3.4% above previous 10 highs, 21.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 11:56 am ET)
17.5% are above or equal to 4/28 close (1 days ago), 82.5% are below.
13.8% are above or equal to 4/27 close (2 days ago), 86.2% are below.
25.4% are above or equal to 4/26 close (3 days ago), 74.6% are below.
34.7% are above or equal to 4/25 close (4 days ago), 65.3% are below.
32.0% are above or equal to 4/22 close (5 days ago), 68.0% are below.
43.8% are above or equal to 4/21 close (6 days ago), 56.2% are below.
35.2% are above or equal to 4/20 close (7 days ago), 64.8% are below.
39.8% are above or equal to 4/19 close (8 days ago), 60.2% are below.
43.9% are above or equal to 4/18 close (9 days ago), 56.1% are below.
48.9% are above or equal to 4/15 close (10 days ago), 51.1% are below.
49.1% are above or equal to 4/14 close (11 days ago), 50.9% are below.
48.7% are above or equal to 4/13 close (12 days ago), 51.3% are below.
60.6% are above or equal to 4/12 close (13 days ago), 39.4% are below.
64.8% are above or equal to 4/11 close (14 days ago), 35.2% are below.
62.6% are above or equal to 4/8 close (15 days ago), 37.4% are below.
65.1% are above or equal to 4/7 close (16 days ago), 34.9% are below.
57.3% are above or equal to 4/6 close (17 days ago), 42.7% are below.
62.6% are above or equal to 4/5 close (18 days ago), 37.4% are below.
57.1% are above or equal to 4/4 close (19 days ago), 42.9% are below.
53.0% are above or equal to 4/1 close (20 days ago), 47.0% are below.
55.0% are above or equal to 3/31 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 11:56 am ET)
20d: 8.2% new highs, 15.9% new lows
21d: 8.0% new highs, 15.9% new lows
42d: 7.2% new highs, 6.5% new lows
63d: 7.0% new highs, 1.4% new lows
126d: 4.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 11:56 am ET)
2-day: 17.1% above, 82.9% below
3-day: 12.8% above, 87.2% below
4-day: 17.6% above, 82.4% below
5-day: 23.1% above, 76.9% below
8-day: 28.8% above, 71.2% below
10-day: 32.7% above, 67.3% below
20-day: 50.9% above, 49.1% below
50-day: 69.0% above, 31.0% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 11:56 am ET)
META(26): 2.39% Top=TCK FCX AEM ABX GG CDE BVN SSRI ….. CMC NUE SCCO CENX SLCA SWC CNX CCJ=Bottom (Metals & Mining)
INSU(35): -0.27% Top=AJG VR AON XL MMC BRO AWH WLTW ….. CLGX MTG ORI AGO MET CNO RDN AEL=Bottom (Insurance)
MANU(45): -0.27% Top=FLS TEX MRC AGCO CAT JOY BGG PH ….. XYL BWXT PNR SEDG DDD KMT MWA PRLB=Bottom (Manufacturing)
CONS(57): -0.45% Top=SCSS NWL KS TPX LEG IRBT CRI TSE ….. UA BLL SKX HAR COH HBI GT SEE=Bottom (Consumer)
LEIS(39): -0.65% Top=EXPE BWLD LQ EAT WYNN VAC QSR MAR ….. WEN WYN JACK SIX SONC SHAK DNKN BYD=Bottom (Leisure)
ENER(91): -0.80% Top=SPN RRC NOV DRQ QEP SXL OKS NS ….. PBF PSXP DK WNR TSO MPC PSX BBG=Bottom (Energy)
FINA(99): -0.83% Top=CFR ACAS PB LPLA NSAM PSEC HBHC GWB ….. AMTD AMG IVZ PYPL WDR KKR WETF LM=Bottom (Banks/Financials)
COSW(93): -1.04% Top=BIDU QLIK DATA NTES AZPN LNKD LOCK N ….. CTSH RAX AKAM CERN RNG SQ MDSO ELLI=Bottom (Computer Software/Internet)
DISV(52): -1.23% Top=RCII AAN PCLN KBR FCN YY ADS JEC ….. GEO TMH CXW AHS MYGN WTW MCO TBI=Bottom (Diversified Services)
CHEM(26): -1.26% Top=POT PX MON ALB RPM IFF SHW AGU ….. POL GRA MOS AXTA PAH EMN CC CF=Bottom (Chemicals/Fertilizers)
RETA(69): -1.34% Top=AMZN OUTR STMP SBH LOW CPRT HD CST ….. ASNA TLRD URBN KORS WMT JWN JCP LL=Bottom (Retail & Specialty Retail)
TRAN(36): -1.52% Top=TK GBX NAT TDW GWR UPS CHRW TRN ….. HA SAVE SAIA DAL AIRM SWFT UAL AAL=Bottom (Transportation)
REAL(89): -1.53% Top=TREE GLPI CONE AGNC HTS ALLY NLY DOC ….. CBL CPT CUZ BRX CXP CBG CUBE JLL=Bottom (Real Estate)
MATE(31): -1.89% Top=FLR WM PWR MTH TTS BIN DY WY ….. LEN SUM OC BECN MTZ USG CVA SRCL=Bottom (Materials & Construction)
HEAL(51): -2.32% Top=SPNC PRXL MD BAX ADPT BSX ZBH CYNO ….. THC CNC BABY DXCM ALGN CYH CPHD MOH=Bottom (Health)
ELEC(51): -2.38% Top=XLNX SANM AFOP MTSI MXL IPGP CRUS HIMX ….. TRMB CSIQ CAVM MU MSCC SCTY IPHI SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -2.52% Top=ANET PSTG T CIEN JNPR OLED VZ BCE ….. TDC QCOM SSYS CDW SMCI SYNA WDC 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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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