daytrend

04/29/2016

Filed under: Market Stats — daytrend @ 2:45 pm

Market Stats at 3:45 pm ET
by daytrend on 20160429. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160429 3:45 pm ET)
6.7% of stocks are above yesterday’s high.
18.0% are above yesterday’s midpoint. (82.0% are below.)
49.9% are below yesterday’s low.
43.5% are inside yesterday’s range.
13.8% of stocks with today’s high > yesterday’s high. (86.2% less than).
82.5% of stocks with today’s low < yesterday’s low. (17.5% greater than).

EVIDENCE OF INTRADAY TREND (20160429 3:45 pm ET)
35.2% of stocks are above today’s open. (63.6% are below).
23.1% of stocks are above today’s open and yesterday’s close.
58.9% 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 3:45 pm ET)
11.5% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
50.3% are in the top half. 49.7% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20160429 3:45 pm ET)
28.6% of stocks are above yesterday’s close. (71.4% are below.)
2.6% are up 4.5% or more. 3.2% are down 4.5% or more.
4.3% are up 3.5% or more. 5.7% are down 3.5% or more.
49.4% are between +1% and -1%.

RSI on DAILY (20160429 3:45 pm ET)
2-day: >=95:3.8%…>=90:6.3%…>=80:10.5%…>=50:25.6%…<=20:46.4%…<=10:23.6%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:52.6%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:60.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160429 3:45 pm ET)
6.7% above previous 1 highs, 49.9% below previous 1 lows
5.8% above previous 2 highs, 41.4% below previous 2 lows
5.5% above previous 3 highs, 33.5% below previous 3 lows
5.3% above previous 4 highs, 27.5% below previous 4 lows
5.3% above previous 5 highs, 25.2% below previous 5 lows
4.9% above previous 6 highs, 22.6% below previous 6 lows
4.7% above previous 7 highs, 20.0% below previous 7 lows
4.5% above previous 8 highs, 18.9% below previous 8 lows
4.5% above previous 9 highs, 16.8% below previous 9 lows
4.4% above previous 10 highs, 16.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160429 3:45 pm ET)
28.6% are above or equal to 4/28 close (1 days ago), 71.4% are below.
17.5% are above or equal to 4/27 close (2 days ago), 82.5% are below.
29.8% are above or equal to 4/26 close (3 days ago), 70.2% are below.
41.3% are above or equal to 4/25 close (4 days ago), 58.7% are below.
37.6% are above or equal to 4/22 close (5 days ago), 62.4% are below.
48.0% are above or equal to 4/21 close (6 days ago), 52.0% are below.
39.3% are above or equal to 4/20 close (7 days ago), 60.7% are below.
43.5% are above or equal to 4/19 close (8 days ago), 56.5% are below.
47.6% are above or equal to 4/18 close (9 days ago), 52.4% are below.
51.3% are above or equal to 4/15 close (10 days ago), 48.7% are below.
52.6% are above or equal to 4/14 close (11 days ago), 47.4% are below.
51.5% are above or equal to 4/13 close (12 days ago), 48.5% are below.
63.5% are above or equal to 4/12 close (13 days ago), 36.5% are below.
67.7% are above or equal to 4/11 close (14 days ago), 32.3% are below.
65.5% are above or equal to 4/8 close (15 days ago), 34.5% are below.
68.3% are above or equal to 4/7 close (16 days ago), 31.7% are below.
60.6% are above or equal to 4/6 close (17 days ago), 39.4% are below.
64.6% are above or equal to 4/5 close (18 days ago), 35.4% are below.
59.2% are above or equal to 4/4 close (19 days ago), 40.8% are below.
56.1% are above or equal to 4/1 close (20 days ago), 43.9% are below.
58.2% are above or equal to 3/31 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160429 3:45 pm ET)
20d: 8.4% new highs, 17.7% new lows
21d: 8.3% new highs, 17.7% new lows
42d: 7.6% new highs, 7.2% new lows
63d: 7.3% new highs, 1.5% new lows
126d: 4.5% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160429 3:45 pm ET)
2-day: 27.3% above, 72.7% below
3-day: 18.5% above, 81.5% below
4-day: 22.9% above, 77.1% below
5-day: 28.0% above, 72.0% below
8-day: 34.3% above, 65.7% below
10-day: 37.7% above, 62.3% below
20-day: 55.2% above, 44.8% below
50-day: 71.5% above, 28.5% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160429 3:45 pm ET)
META(26): 3.61% Top=FCX ABX TCK AEM CDE BVN GG AG ….. AA NUE CNX SCCO SWC CENX SLCA CCJ=Bottom (Metals & Mining)
ENER(91): 0.24% Top=NOV SPN RRC DRQ QEP OII LPI OIS ….. DVN PBF PSXP MPC WNR TSO PSX BBG=Bottom (Energy)
INSU(35): 0.06% Top=AJG VR AON HIG TRV MMC FNF WLTW ….. ORI LNC AGO CNO MTG RDN MET AEL=Bottom (Insurance)
CONS(57): 0.05% Top=SCSS NWL TPX LEG CRI KS COTY IRBT ….. FBHS PAY GIII HBI COH BLL GT SEE=Bottom (Consumer)
LEIS(39): -0.17% Top=EXPE CHUY LQ BWLD RCL MAR EAT KKD ….. JACK SIX WEN DNKN SONC SHAK GPRO BYD=Bottom (Leisure)
MANU(45): -0.28% Top=FLS MRC TEX RS JOY PH CMI DHR ….. SNA BGG CRS KMT DDD WWD MWA PRLB=Bottom (Manufacturing)
COSW(93): -0.30% Top=BIDU DATA NTES N CYBR QLIK LOCK PFPT ….. ADSK CERN AKAM XRX RNG MDSO DWRE ELLI=Bottom (Computer Software/Internet)
FINA(99): -0.57% Top=SIVB ACAS CFR PB NAVI NSAM LPLA GWB ….. WDR SCHW PYPL AMG AMP AMTD LM WETF=Bottom (Banks/Financials)
DISV(52): -0.82% Top=RCII AAN KBR PCLN IILG ADS FCN FLT ….. AHS AL MYGN MCO HRB FDC WTW TBI=Bottom (Diversified Services)
RETA(69): -0.97% Top=AMZN OUTR SBH HD PLCE LOW BABA BURL ….. ASNA LL KSS DDS WMT JWN JCP GNC=Bottom (Retail & Specialty Retail)
REAL(89): -1.07% Top=TREE AMT AGNC GLPI GPT NLY ALLY QTS ….. EQC GGP WRI DRH PEI CUZ CBG JLL=Bottom (Real Estate)
CHEM(26): -1.07% Top=POT IFF HUN CE RPM OLN POL ALB ….. APD PAH MOS GRA PPG EMN CC CF=Bottom (Chemicals/Fertilizers)
MATE(31): -1.34% Top=MTH TTS WM DY FLR PWR BIN WY ….. TPH MAS MTZ USG AWI OC CVA SRCL=Bottom (Materials & Construction)
TRAN(36): -1.53% Top=NAT TK LUV TDW GWR UPS CHRW KEX ….. DAL HA XPO WERN SAIA AAL UAL SWFT=Bottom (Transportation)
HEAL(51): -1.76% Top=SPNC ACHC CYNO PRXL MD ZBH ADPT BSX ….. DXCM ABMD BABY IRWD ABT CYH CPHD MOH=Bottom (Health)
COHW(42): -2.23% Top=PSTG ANET CIEN ARRS OLED T ZAYO BCE ….. FNSR LVLT CDW SMCI SSYS SYNA WDC STX=Bottom (Computer Hardware/Telecom)
ELEC(51): -2.30% Top=SANM FIT IPGP AFOP MTSI CY DLB XLNX ….. MRVL CAVM TRMB IPHI SCTY MSCC SWKS MU=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 3:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: