daytrend

06/02/2017

Filed under: Market Stats — daytrend @ 9:31 am

Market Stats at 10:31 am ET
by daytrend on 20170602. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170602 10:31 am ET)
31.0% of stocks are above yesterday’s high.
74.8% are above yesterday’s midpoint. (25.2% are below.)
8.7% are below yesterday’s low.
60.3% are inside yesterday’s range.
54.5% of stocks with today’s high > yesterday’s high. (45.5% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% greater than).

EVIDENCE OF INTRADAY TREND (20170602 10:31 am ET)
46.5% of stocks are above today’s open. (51.1% are below).
38.4% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
26.4% of stocks opened above yesterday’s high.
53.7% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170602 10:31 am ET)
14.2% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
12.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20170602 10:31 am ET)
52.6% of stocks are above yesterday’s close. (47.4% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.6% are up 3.5% or more. 1.3% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY (20170602 10:31 am ET)
2-day: >=95:16.0%…>=90:25.3%…>=80:42.1%…>=50:71.4%…<=20:8.8%…<=10:4.7%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.2%…>=50:65.8%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:62.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170602 10:31 am ET)
31.0% above previous 1 highs, 8.7% below previous 1 lows
27.9% above previous 2 highs, 4.4% below previous 2 lows
25.3% above previous 3 highs, 4.3% below previous 3 lows
22.3% above previous 4 highs, 3.9% below previous 4 lows
20.0% above previous 5 highs, 3.7% below previous 5 lows
19.5% above previous 6 highs, 3.0% below previous 6 lows
18.0% above previous 7 highs, 2.9% below previous 7 lows
17.7% above previous 8 highs, 2.7% below previous 8 lows
17.5% above previous 9 highs, 2.4% below previous 9 lows
17.5% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170602 10:31 am ET)
52.6% are above or equal to 6/1 close (1 days ago), 47.4% are below.
82.1% are above or equal to 5/31 close (2 days ago), 17.9% are below.
74.8% are above or equal to 5/30 close (3 days ago), 25.2% are below.
66.6% are above or equal to 5/26 close (4 days ago), 33.4% are below.
63.7% are above or equal to 5/25 close (5 days ago), 36.3% are below.
65.6% are above or equal to 5/24 close (6 days ago), 34.4% are below.
66.7% are above or equal to 5/23 close (7 days ago), 33.3% are below.
64.9% are above or equal to 5/22 close (8 days ago), 35.1% are below.
69.0% are above or equal to 5/19 close (9 days ago), 31.0% are below.
74.2% are above or equal to 5/18 close (10 days ago), 25.8% are below.
75.8% are above or equal to 5/17 close (11 days ago), 24.2% are below.
60.5% are above or equal to 5/16 close (12 days ago), 39.5% are below.
59.2% are above or equal to 5/15 close (13 days ago), 40.8% are below.
63.4% are above or equal to 5/12 close (14 days ago), 36.6% are below.
59.8% are above or equal to 5/11 close (15 days ago), 40.2% are below.
56.1% are above or equal to 5/10 close (16 days ago), 43.9% are below.
59.3% are above or equal to 5/9 close (17 days ago), 40.7% are below.
58.2% are above or equal to 5/8 close (18 days ago), 41.8% are below.
55.0% are above or equal to 5/5 close (19 days ago), 45.0% are below.
60.0% are above or equal to 5/4 close (20 days ago), 40.0% are below.
58.6% are above or equal to 5/3 close (21 days ago), 41.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170602 10:31 am ET)
20d: 22.4% new highs, 3.6% new lows
21d: 22.1% new highs, 3.6% new lows
42d: 17.8% new highs, 3.1% new lows
63d: 16.9% new highs, 2.9% new lows
126d: 15.5% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170602 10:31 am ET)
2-day: 50.8% above, 49.2% below
3-day: 74.5% above, 25.5% below
4-day: 75.8% above, 24.2% below
5-day: 73.4% above, 26.6% below
8-day: 70.0% above, 30.0% below
10-day: 68.5% above, 31.5% below
20-day: 65.2% above, 34.8% below
50-day: 59.2% above, 40.8% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170602 10:31 am ET)
REAL(99): 0.80% Top=DFT RPT KRG BRX REXR SUI VER O ….. VNO SHO GGP CLDT LHO DRE RESI ALLY=Bottom (Real Estate)
LEIS(38): 0.49% Top=PK JACK CCL DRI TXRH MAR DPZ BLMN ….. GPRO ZOES RRR QSR SIX BYD EXPE YUMC=Bottom (Leisure)
MATE(26): 0.46% Top=FAST SUM USG KBH OC PHM TOL ADSW ….. MLM EXP PWR WCN VMC SRCL FLR MDR=Bottom (Materials & Construction)
CONS(52): 0.30% Top=LULU UAA VFC ELF ENR WWW HAS TUP ….. WRK PBI TPX PVH GT CSL FOSL FL=Bottom (Consumer)
ELEC(46): 0.29% Top=AVGO HIMX SPWR PI KEYS SNPS SIMO ICHR ….. MSCC CAVM CY ADI QRVO MRVL AMD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(42): 0.25% Top=ALGN OPK DXCM HOLX IART RMD HRC VAR ….. THC BKD UNH BAX UHS DVA MOH MZOR=Bottom (Health)
TRAN(25): 0.17% Top=DAL AAL FDX SAVE ALK UAL SWFT WAB ….. UNP JBHT CHRW KSU NSC CP TK BRS=Bottom (Transportation)
COHW(38): 0.13% Top=VSAT CIEN S ACIA ANET STX ZAYO CCI ….. WDC JNPR COMM LVLT TDC SSYS CTL BBRY=Bottom (Computer Hardware/Telecom)
MANU(37): 0.09% Top=AOS DCI IEX DHR AME MWA EMR CAT ….. PNR DDD DOV FLS RS TEX MRC JKS=Bottom (Manufacturing)
COSW(81): 0.04% Top=VIPS SHOP CHKP ZEN MDRX GRUB PTC TWLO ….. SINA NTNX SQ DNB VMW TRIP HPE ADP=Bottom (Computer Software/Internet)
DISV(46): -0.08% Top=TAL MYGN CXW SCI ROL ULTA SBAC AMN ….. VNTV CNDT RHI URI PAYX YY ADS CAR=Bottom (Diversified Services)
CHEM(26): -0.16% Top=SHW PX RPM APD AXTA IFF HUN SMG ….. OLN CE POT PAH MOS TROX CC CF=Bottom (Chemicals/Fertilizers)
INSU(29): -0.37% Top=FNF PGR AFL FAF MMC CNO AON WLTW ….. MET L UNM SLF AGO PRU LNC AFSI=Bottom (Insurance)
META(24): -0.40% Top=WPM SSRI TAHO ABX RGLD GG FNV AGI ….. CNX SCCO CCJ X FCX SLCA TECK CENX=Bottom (Metals & Mining)
FINA(87): -0.68% Top=BGCP BX CLNS TWNK HOMB PYPL SYF KKR ….. CFG ETFC ZION SCHW CIT KEY SIVB PACW=Bottom (Banks/Financials)
RETA(60): -0.94% Top=W BLDR BURL KR AMZN TIF BIG WBA ….. WSM AEO FINL ANF URBN LL SHLD RH=Bottom (Retail & Specialty Retail)
ENER(82): -1.57% Top=TSO SM ETE VLO MDU MPLX OKS EPD ….. ECA CLR SN RRC WLL CVE QEP PDCE=Bottom (Energy)

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 10:31 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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