daytrend

05/03/2016

Filed under: Market Stats — daytrend @ 2:44 pm

Market Stats at 3:44 pm ET
by daytrend on 20160503. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 942.

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 (20160503 3:44 pm ET)
7.1% of stocks are above yesterday’s high.
22.3% are above yesterday’s midpoint. (77.7% are below.)
50.8% are below yesterday’s low.
42.0% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
73.6% of stocks with today’s low < yesterday’s low. (26.4% greater than).

EVIDENCE OF INTRADAY TREND (20160503 3:44 pm ET)
24.0% of stocks are above today’s open. (74.3% are below).
10.9% of stocks are above today’s open and yesterday’s close.
72.7% are below both.
2.7% of stocks opened above yesterday’s high.
6.4% of stocks opened above yesterday’s close. (92.6% opened below yesterday’s close).
22.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160503 3:44 pm ET)
3.3% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
36.9% are in the top half. 63.1% of stocks are in the bottom half of today’s range.
25.2% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20160503 3:44 pm ET)
12.6% of stocks are above yesterday’s close. (87.4% are below.)
0.6% are up 4.5% or more. 8.8% are down 4.5% or more.
1.2% are up 3.5% or more. 16.8% are down 3.5% or more.
27.5% are between +1% and -1%.

RSI on DAILY (20160503 3:44 pm ET)
2-day: >=95:1.3%…>=90:2.7%…>=80:6.5%…>=50:19.1%…<=20:46.4%…<=10:25.4%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:40.3%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160503 3:44 pm ET)
7.1% above previous 1 highs, 50.8% below previous 1 lows
6.1% above previous 2 highs, 37.9% below previous 2 lows
3.7% above previous 3 highs, 35.1% below previous 3 lows
3.4% above previous 4 highs, 33.3% below previous 4 lows
3.0% above previous 5 highs, 28.2% below previous 5 lows
3.0% above previous 6 highs, 26.6% below previous 6 lows
3.0% above previous 7 highs, 25.2% below previous 7 lows
2.9% above previous 8 highs, 23.6% below previous 8 lows
2.4% above previous 9 highs, 20.9% below previous 9 lows
2.2% above previous 10 highs, 18.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160503 3:44 pm ET)
12.6% are above or equal to 5/2 close (1 days ago), 87.4% are below.
33.4% are above or equal to 4/29 close (2 days ago), 66.6% are below.
26.2% are above or equal to 4/28 close (3 days ago), 73.8% are below.
19.2% are above or equal to 4/27 close (4 days ago), 80.8% are below.
26.1% are above or equal to 4/26 close (5 days ago), 73.9% are below.
34.0% are above or equal to 4/25 close (6 days ago), 66.0% are below.
31.8% are above or equal to 4/22 close (7 days ago), 68.2% are below.
38.1% are above or equal to 4/21 close (8 days ago), 61.9% are below.
34.1% are above or equal to 4/20 close (9 days ago), 65.9% are below.
36.4% are above or equal to 4/19 close (10 days ago), 63.6% are below.
42.4% are above or equal to 4/18 close (11 days ago), 57.6% are below.
46.5% are above or equal to 4/15 close (12 days ago), 53.5% are below.
48.1% are above or equal to 4/14 close (13 days ago), 51.9% are below.
46.8% are above or equal to 4/13 close (14 days ago), 53.2% are below.
55.6% are above or equal to 4/12 close (15 days ago), 44.4% are below.
63.5% are above or equal to 4/11 close (16 days ago), 36.5% are below.
61.4% are above or equal to 4/8 close (17 days ago), 38.6% are below.
64.5% are above or equal to 4/7 close (18 days ago), 35.5% are below.
57.5% are above or equal to 4/6 close (19 days ago), 42.5% are below.
62.4% are above or equal to 4/5 close (20 days ago), 37.6% are below.
57.3% are above or equal to 4/4 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160503 3:44 pm ET)
20d: 3.9% new highs, 14.1% new lows
21d: 3.5% new highs, 13.8% new lows
42d: 3.3% new highs, 6.9% new lows
63d: 3.3% new highs, 1.5% new lows
126d: 2.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160503 3:44 pm ET)
2-day: 12.5% above, 87.5% below
3-day: 21.9% above, 78.1% below
4-day: 22.7% above, 77.3% below
5-day: 20.8% above, 79.2% below
8-day: 25.7% above, 74.3% below
10-day: 27.8% above, 72.2% below
20-day: 45.8% above, 54.2% below
50-day: 65.9% above, 34.1% below
200-day: 56.2% above, 43.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160503 3:44 pm ET)
REAL(93): -0.60% Top=EXR HCN O PPS CUBE HCP SNH CIM ….. NRF CBG LPT VNO JLL RLGY ALLY TREE=Bottom (Real Estate)
LEIS(39): -0.84% Top=TXRH H CAKE CMG CHUY LQ MCD WYNN ….. PLAY SBUX RCL KKD LVS VAC BYD GPRO=Bottom (Leisure)
INSU(35): -0.88% Top=AFSI XL FNF AXS PGR WLTW ALL CINF ….. PRU UNM LNC MET RDN MBI MTG AEL=Bottom (Insurance)
MATE(30): -0.93% Top=VMC SUM CVA BECN MLM OC AWI MTZ ….. TOL PWR LEN DY USG CAA KBH TPH=Bottom (Materials & Construction)
RETA(66): -1.30% Top=CVS BID ORLY WBA FINL W COST AAP ….. PLCE KSS RH GME FRAN SFM OUTR LL=Bottom (Retail & Specialty Retail)
HEAL(56): -1.35% Top=WCG THC EVHC HOLX ANTM UNH AET DVA ….. DXCM ZLTQ MOH CPHD PRXL CYH INCR PODD=Bottom (Health)
ELEC(52): -1.46% Top=CGNX IDTI VSH SIMO QRVO JBL SANM KEYS ….. FSLR MLNX CAVM CSIQ AMBA SPWR FIT SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): -1.57% Top=FOSL OI CLX AVY WWW KMB WHR VFC ….. WRK TSE SKX EPC UFS EL COTY PBI=Bottom (Consumer)
DISV(53): -1.59% Top=RHI TMH SERV GEO JEC HRB IILG MAN ….. URI CAR FDC RRD WTW AHS RCII SBAC=Bottom (Diversified Services)
CHEM(26): -1.62% Top=FMC CC OLN CE SHW IFF AGU ALB ….. POL WLK MOS HUN POT CF MEOH PAH=Bottom (Chemicals/Fertilizers)
MANU(46): -1.80% Top=KMT CMI BWXT ZBRA HON ETN DCI IR ….. BGG TKR SEDG JOY CRS ATI DDD CFX=Bottom (Manufacturing)
COSW(93): -1.94% Top=FIS YELP ROVI TRIP SINA OPWR MDRX CERN ….. SPLK WDAY GDDY IMS DWRE WB GRUB LC=Bottom (Computer Software/Internet)
COHW(42): -1.99% Top=AAPL VSAT KN FNSR ZAYO ARRS CDW T ….. GIMO HPQ WDC ANET SSYS COMM STX HRS=Bottom (Computer Hardware/Telecom)
TRAN(36): -2.05% Top=SWFT DAL UAL JBLU JBHT AAL KEX ALK ….. NAT STNG TRN GBX GWR EXPD TK TDW=Bottom (Transportation)
FINA(99): -2.34% Top=KKR PSEC ACAS SYF ARCC CME EFX TROW ….. LM CIT PFG OZRK SF NAVI SIVB TCBI=Bottom (Banks/Financials)
ENER(91): -3.94% Top=WMB TEP NOV CPGX NFG MDU INT EEP ….. CRZO ATW WNR OAS HLX BBG WPX ECA=Bottom (Energy)
META(27): -3.99% Top=AGI NEM GG RGLD FNV AG SCCO PAAS ….. SWC CNX AA SLCA X CENX TCK FCX=Bottom (Metals & Mining)

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 3:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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