daytrend

06/01/2017

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:07 am ET
by daytrend on 20170601. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 (20170601 11:07 am ET)
41.0% of stocks are above yesterday’s high.
76.7% are above yesterday’s midpoint. (23.3% are below.)
4.3% are below yesterday’s low.
54.7% are inside yesterday’s range.
66.4% of stocks with today’s high > yesterday’s high. (33.6% less than).
13.5% of stocks with today’s low < yesterday’s low. (86.5% greater than).

EVIDENCE OF INTRADAY TREND (20170601 11:07 am ET)
62.1% of stocks are above today’s open. (36.6% are below).
59.4% of stocks are above today’s open and yesterday’s close.
21.3% are below both.
22.2% of stocks opened above yesterday’s high.
75.9% of stocks opened above yesterday’s close. (19.8% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170601 11:07 am ET)
10.9% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN (20170601 11:07 am ET)
76.2% of stocks are above yesterday’s close. (23.8% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.5% are up 3.5% or more. 0.1% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170601 11:07 am ET)
2-day: >=95:10.3%…>=90:16.0%…>=80:29.5%…>=50:66.5%…<=20:11.5%…<=10:6.6%…<=5:3.6%…
9-day: >=95:0.1%…>=90:0.2%…>=80:3.7%…>=50:56.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:56.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170601 11:07 am ET)
41.0% above previous 1 highs, 4.3% below previous 1 lows
26.4% above previous 2 highs, 3.0% below previous 2 lows
20.2% above previous 3 highs, 2.7% below previous 3 lows
16.0% above previous 4 highs, 2.5% below previous 4 lows
15.4% above previous 5 highs, 2.0% below previous 5 lows
14.0% above previous 6 highs, 2.0% below previous 6 lows
12.9% above previous 7 highs, 1.6% below previous 7 lows
12.7% above previous 8 highs, 1.3% below previous 8 lows
12.4% above previous 9 highs, 0.8% below previous 9 lows
11.9% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170601 11:07 am ET)
76.2% are above or equal to 5/31 close (1 days ago), 23.8% are below.
66.2% are above or equal to 5/30 close (2 days ago), 33.8% are below.
52.0% are above or equal to 5/26 close (3 days ago), 48.0% are below.
49.5% are above or equal to 5/25 close (4 days ago), 50.5% are below.
55.4% are above or equal to 5/24 close (5 days ago), 44.6% are below.
57.6% are above or equal to 5/23 close (6 days ago), 42.4% are below.
55.4% are above or equal to 5/22 close (7 days ago), 44.6% are below.
61.8% are above or equal to 5/19 close (8 days ago), 38.2% are below.
69.1% are above or equal to 5/18 close (9 days ago), 30.9% are below.
72.2% are above or equal to 5/17 close (10 days ago), 27.8% are below.
55.3% are above or equal to 5/16 close (11 days ago), 44.7% are below.
53.0% are above or equal to 5/15 close (12 days ago), 47.0% are below.
58.5% are above or equal to 5/12 close (13 days ago), 41.5% are below.
54.1% are above or equal to 5/11 close (14 days ago), 45.9% are below.
49.8% are above or equal to 5/10 close (15 days ago), 50.2% are below.
53.9% are above or equal to 5/9 close (16 days ago), 46.1% are below.
52.3% are above or equal to 5/8 close (17 days ago), 47.7% are below.
49.6% are above or equal to 5/5 close (18 days ago), 50.4% are below.
56.9% are above or equal to 5/4 close (19 days ago), 43.1% are below.
54.5% are above or equal to 5/3 close (20 days ago), 45.5% are below.
50.3% are above or equal to 5/2 close (21 days ago), 49.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170601 11:07 am ET)
20d: 15.5% new highs, 1.4% new lows
21d: 15.2% new highs, 1.4% new lows
42d: 11.9% new highs, 0.8% new lows
63d: 11.2% new highs, 0.7% new lows
126d: 10.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170601 11:07 am ET)
2-day: 74.3% above, 25.7% below
3-day: 70.0% above, 30.0% below
4-day: 62.2% above, 37.8% below
5-day: 57.8% above, 42.2% below
8-day: 57.8% above, 42.2% below
10-day: 61.1% above, 38.9% below
20-day: 56.3% above, 43.7% below
50-day: 55.0% above, 45.0% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170601 11:07 am ET)
COHW(38): 1.87% Top=PANW CIEN BBRY INFN CTL LVLT FNSR ARRS ….. HPQ ZAYO TMUS VZ ACIA NTAP STX ANET=Bottom (Computer Hardware/Telecom)
ENER(83): 1.33% Top=SN REN RDC MTDR DO QEP OII CPE ….. XEC SLB TSO FTI MDU BHI VVV NFG=Bottom (Energy)
LEIS(38): 1.04% Top=ZOES WYNN LVS YUMC MGM ARMK LQ EXPE ….. H MCD SONC WEN SBUX MTN DNKN QSR=Bottom (Leisure)
RETA(60): 1.03% Top=SIG SHLD GES BBBY DLTR GME W KSS ….. MELI AMZN COST NFLX KMX ROST RH KORS=Bottom (Retail & Specialty Retail)
CHEM(27): 0.83% Top=AXTA HUN CE PPG EMN RPM SHW CC ….. DOW FMC SMG CBT DD APD IFF ALB=Bottom (Chemicals/Fertilizers)
TRAN(26): 0.80% Top=BRS TK SAVE CNI AAL DAL FDX TRN ….. UNP XPO ALK LUV CSX ODFL SWFT SNDR=Bottom (Transportation)
CONS(52): 0.67% Top=GT UAA PBI RL HBI TPX WHR SKX ….. CL FL WWW NKE PG KMB CLX LEG=Bottom (Consumer)
MANU(36): 0.64% Top=JKS TEX DE GE ATI SNA RS CMI ….. HON AOS TTC PNR IEX LII IR DCI=Bottom (Manufacturing)
HEAL(42): 0.60% Top=ACHC CNC ANTM MOH ZBH UNH HCA THC ….. SYK RMD IART XRAY DXCM ALGN MZOR OPK=Bottom (Health)
ELEC(46): 0.57% Top=HIMX OCLR CRUS MRVL SIMO CY SPWR AYI ….. TER ICHR TXN AVGO CAVM AMD ADI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): 0.47% Top=AMG IVZ BX WU VOYA PYPL WDR LM ….. STI CMA EWBC HBAN RF PNC WAL SLM=Bottom (Banks/Financials)
COSW(80): 0.43% Top=VIPS TRIP MDRX MULE NCR ZEN CMCM FEYE ….. TSS SQ TTD CHKP MTCH SYMC JKHY HPE=Bottom (Computer Software/Internet)
INSU(29): 0.42% Top=AFSI AGO LNC RDN MET MTG FNF PRU ….. PGR CINF TRV XL ALL FAF AFG MMC=Bottom (Insurance)
DISV(46): 0.36% Top=FDC KBR ATHN URI WTW ACM YY AL ….. R MYGN TRU ILG BAH ADS CAR ROL=Bottom (Diversified Services)
MATE(25): 0.34% Top=SRCL FLR USG WY EXP FAST VMC TOL ….. DHI MAS OC TPH KBH MLM SUM CAA=Bottom (Materials & Construction)
REAL(98): 0.23% Top=PEI SRC SC WPG MAC KRG CBL KIM ….. AVB HCP OHI PSA TCO CCP CUBE EXR=Bottom (Real Estate)
META(25): 0.14% Top=CCJ STLD CENX SLCA CNX GG PAAS CMC ….. NEM FNV WPM RGLD X AKS ABX SSRI=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 11:07 am 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

Blog at WordPress.com.

%d bloggers like this: