daytrend

06/01/2017

Filed under: Market Stats — daytrend @ 10:42 am

Market Stats at 11:41 am ET
by daytrend on 20170601. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170601 11:41 am ET)
45.2% of stocks are above yesterday’s high.
79.0% are above yesterday’s midpoint. (21.0% are below.)
5.6% are below yesterday’s low.
49.2% are inside yesterday’s range.
68.9% of stocks with today’s high > yesterday’s high. (31.1% less than).
14.0% of stocks with today’s low < yesterday’s low. (86.0% greater than).

EVIDENCE OF INTRADAY TREND (20170601 11:41 am ET)
68.7% of stocks are above today’s open. (30.3% are below).
65.9% of stocks are above today’s open and yesterday’s close.
19.6% 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 11:41 am ET)
15.4% of stocks are in the top 10% of today’s range.
31.1% are in the top 20%.
67.9% are in the top half. 32.1% of stocks are in the bottom half of today’s range.
8.2% are in the bottom 20%.
3.5% are in the bottom 10%.

GAIN (20170601 11:41 am ET)
77.9% of stocks are above yesterday’s close. (22.1% are below.)
1.8% are up 4.5% or more. 0.1% are down 4.5% or more.
2.9% are up 3.5% or more. 0.1% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20170601 11:41 am ET)
2-day: >=95:11.1%…>=90:18.8%…>=80:32.7%…>=50:67.3%…<=20:10.9%…<=10:5.4%…<=5:3.5%…
9-day: >=95:0.1%…>=90:0.2%…>=80:4.1%…>=50:58.4%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:56.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170601 11:41 am ET)
45.2% above previous 1 highs, 5.6% below previous 1 lows
31.1% above previous 2 highs, 4.2% below previous 2 lows
25.4% above previous 3 highs, 3.6% below previous 3 lows
20.2% above previous 4 highs, 3.2% below previous 4 lows
19.0% above previous 5 highs, 2.7% below previous 5 lows
17.3% above previous 6 highs, 2.4% below previous 6 lows
16.4% above previous 7 highs, 2.0% below previous 7 lows
16.1% above previous 8 highs, 1.6% below previous 8 lows
15.8% above previous 9 highs, 1.0% below previous 9 lows
15.2% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170601 11:41 am ET)
77.9% are above or equal to 5/31 close (1 days ago), 22.1% are below.
66.1% are above or equal to 5/30 close (2 days ago), 33.9% are below.
53.9% are above or equal to 5/26 close (3 days ago), 46.1% are below.
50.8% are above or equal to 5/25 close (4 days ago), 49.2% are below.
56.6% are above or equal to 5/24 close (5 days ago), 43.4% are below.
57.7% are above or equal to 5/23 close (6 days ago), 42.3% are below.
57.2% are above or equal to 5/22 close (7 days ago), 42.8% are below.
63.6% are above or equal to 5/19 close (8 days ago), 36.4% are below.
70.6% are above or equal to 5/18 close (9 days ago), 29.4% are below.
72.4% are above or equal to 5/17 close (10 days ago), 27.6% are below.
55.9% are above or equal to 5/16 close (11 days ago), 44.1% are below.
53.9% are above or equal to 5/15 close (12 days ago), 46.1% are below.
58.9% are above or equal to 5/12 close (13 days ago), 41.1% are below.
54.8% are above or equal to 5/11 close (14 days ago), 45.2% are below.
50.7% are above or equal to 5/10 close (15 days ago), 49.3% are below.
55.2% are above or equal to 5/9 close (16 days ago), 44.8% are below.
53.6% are above or equal to 5/8 close (17 days ago), 46.4% are below.
50.9% are above or equal to 5/5 close (18 days ago), 49.1% are below.
57.8% are above or equal to 5/4 close (19 days ago), 42.2% are below.
55.3% are above or equal to 5/3 close (20 days ago), 44.7% are below.
51.5% are above or equal to 5/2 close (21 days ago), 48.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170601 11:41 am ET)
20d: 16.5% new highs, 1.4% new lows
21d: 16.1% new highs, 1.4% new lows
42d: 12.7% new highs, 0.8% new lows
63d: 11.9% new highs, 0.7% new lows
126d: 11.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170601 11:41 am ET)
2-day: 76.1% above, 23.9% below
3-day: 72.0% above, 28.0% below
4-day: 62.8% above, 37.2% below
5-day: 59.4% above, 40.6% below
8-day: 59.7% above, 40.3% below
10-day: 62.6% above, 37.4% below
20-day: 57.2% above, 42.8% below
50-day: 55.4% above, 44.6% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170601 11:41 am ET)
COHW(38): 1.94% Top=CIEN PANW BBRY INFN CTL LVLT FNSR SSYS ….. BCE ZAYO TMUS ACIA VZ STX NTAP ANET=Bottom (Computer Hardware/Telecom)
TRAN(26): 1.17% Top=BRS TK SAVE UPS TRN AAL CNI DAL ….. JBHT KSU UNP XPO CSX ODFL SWFT SNDR=Bottom (Transportation)
CHEM(27): 1.16% Top=AXTA HUN CC CE PPG EMN RPM WLK ….. ASH CBT PAH GRA TROX APD IFF ALB=Bottom (Chemicals/Fertilizers)
RETA(60): 1.15% Top=SIG SHLD GES URBN PAG W AN BBBY ….. KMX COST ROST WSM NFLX RH GNC KORS=Bottom (Retail & Specialty Retail)
ENER(83): 1.11% Top=SN REN RDC MTDR DO OII CPE ECA ….. CXO SLB TSO FTI GPOR MDU COG NFG=Bottom (Energy)
LEIS(38): 1.10% Top=ZOES WYNN LVS YUMC ARMK LQ MGM RCL ….. SONC H MCD JACK SBUX WEN DNKN QSR=Bottom (Leisure)
ELEC(46): 0.87% Top=HIMX OCLR CRUS MRVL PI MSCC SIMO CSIQ ….. ICHR INTC TXN AVGO AMBA CAVM AMD ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(36): 0.85% Top=JKS TEX DE ITT ATI CMI SNA CFX ….. IEX TTC HON PNR AOS LII IR DCI=Bottom (Manufacturing)
HEAL(42): 0.77% Top=ACHC CNC ANTM ZBH MOH THC UNH HOLX ….. IART VWR RMD XRAY ALGN DXCM OPK MZOR=Bottom (Health)
CONS(52): 0.70% Top=GT UAA PBI HBI OI SPB TPX RL ….. FL WWW NWL NKE PG CLX LEG KMB=Bottom (Consumer)
FINA(86): 0.62% Top=AMG IVZ WU VOYA BX WDR LM BEN ….. STI NDAQ RF HBAN EFX EWBC WAL SLM=Bottom (Banks/Financials)
MATE(25): 0.62% Top=FLR SRCL PWR USG VMC EXP MDR WY ….. OC MAS SUM DHI JELD KBH TPH CAA=Bottom (Materials & Construction)
INSU(29): 0.60% Top=AFSI LNC AGO MET RDN FNF UNM MTG ….. PGR XL CINF TRV ALL FAF AFG MMC=Bottom (Insurance)
DISV(46): 0.58% Top=KBR ATHN FDC URI ZTO AL YY ACM ….. V VNTV FISV ADS ILG BAH CAR ROL=Bottom (Diversified Services)
COSW(80): 0.58% Top=VIPS MULE MDRX NCR TRIP CMCM ZEN FEYE ….. CDNS TTD SYMC TWLO MTCH CHKP JKHY HPE=Bottom (Computer Software/Internet)
REAL(98): 0.12% Top=PEI SRC WPG SC NRZ OFC TWO GLPI ….. BDN OHI HCP PSA CCP TCO CUBE EXR=Bottom (Real Estate)
META(25): 0.05% Top=CCJ SLCA CENX STLD GG CNX CMC NUE ….. WPM FCX AG RGLD ABX AKS SSRI X=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 11:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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