daytrend

06/02/2017

Filed under: Market Stats — daytrend @ 10:55 am

Market Stats at 11:54 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 11:54 am ET)
44.3% of stocks are above yesterday’s high.
77.8% are above yesterday’s midpoint. (22.2% are below.)
9.1% are below yesterday’s low.
46.7% are inside yesterday’s range.
62.2% of stocks with today’s high > yesterday’s high. (37.8% less than).
18.4% of stocks with today’s low < yesterday’s low. (81.6% greater than).

EVIDENCE OF INTRADAY TREND (20170602 11:54 am ET)
60.7% of stocks are above today’s open. (37.9% are below).
52.4% of stocks are above today’s open and yesterday’s close.
30.7% 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 11:54 am ET)
27.8% of stocks are in the top 10% of today’s range.
41.8% are in the top 20%.
70.4% are in the top half. 29.6% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20170602 11:54 am ET)
61.2% of stocks are above yesterday’s close. (38.8% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
0.8% are up 3.5% or more. 1.8% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20170602 11:54 am ET)
2-day: >=95:19.3%…>=90:32.6%…>=80:51.2%…>=50:75.2%…<=20:8.7%…<=10:4.1%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.6%…>=80:7.5%…>=50:68.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:64.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170602 11:54 am ET)
44.3% above previous 1 highs, 9.1% below previous 1 lows
40.8% above previous 2 highs, 4.3% below previous 2 lows
36.9% above previous 3 highs, 3.8% below previous 3 lows
32.6% above previous 4 highs, 3.7% below previous 4 lows
29.5% above previous 5 highs, 3.6% below previous 5 lows
28.4% above previous 6 highs, 3.1% below previous 6 lows
26.8% above previous 7 highs, 3.1% below previous 7 lows
25.8% above previous 8 highs, 3.0% below previous 8 lows
25.5% above previous 9 highs, 2.7% below previous 9 lows
25.4% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170602 11:54 am ET)
61.2% are above or equal to 6/1 close (1 days ago), 38.8% are below.
83.9% are above or equal to 5/31 close (2 days ago), 16.1% are below.
77.8% are above or equal to 5/30 close (3 days ago), 22.2% are below.
69.9% are above or equal to 5/26 close (4 days ago), 30.1% are below.
66.3% are above or equal to 5/25 close (5 days ago), 33.7% are below.
69.0% are above or equal to 5/24 close (6 days ago), 31.0% are below.
69.5% are above or equal to 5/23 close (7 days ago), 30.5% are below.
68.3% are above or equal to 5/22 close (8 days ago), 31.7% are below.
72.3% are above or equal to 5/19 close (9 days ago), 27.7% are below.
76.7% are above or equal to 5/18 close (10 days ago), 23.3% are below.
77.3% are above or equal to 5/17 close (11 days ago), 22.7% are below.
62.4% are above or equal to 5/16 close (12 days ago), 37.6% are below.
60.9% are above or equal to 5/15 close (13 days ago), 39.1% are below.
64.7% are above or equal to 5/12 close (14 days ago), 35.3% are below.
60.9% are above or equal to 5/11 close (15 days ago), 39.1% are below.
57.2% are above or equal to 5/10 close (16 days ago), 42.8% are below.
61.0% are above or equal to 5/9 close (17 days ago), 39.0% are below.
59.2% are above or equal to 5/8 close (18 days ago), 40.8% are below.
57.4% are above or equal to 5/5 close (19 days ago), 42.6% are below.
62.1% are above or equal to 5/4 close (20 days ago), 37.9% are below.
59.7% are above or equal to 5/3 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170602 11:54 am ET)
20d: 26.6% new highs, 4.3% new lows
21d: 26.3% new highs, 4.2% new lows
42d: 20.5% new highs, 3.6% new lows
63d: 19.7% new highs, 3.1% new lows
126d: 18.1% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170602 11:54 am ET)
2-day: 59.7% above, 40.3% below
3-day: 77.1% above, 22.9% below
4-day: 79.5% above, 20.5% below
5-day: 76.6% above, 23.4% below
8-day: 73.3% above, 26.7% below
10-day: 72.4% above, 27.6% below
20-day: 67.2% above, 32.8% below
50-day: 60.6% above, 39.4% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170602 11:54 am ET)
TRAN(25): 1.09% Top=DAL FDX SAVE UAL AAL SWFT WAB ALK ….. CNI CHRW KSU NSC SNDR CP TK BRS=Bottom (Transportation)
REAL(99): 1.01% Top=DFT GEO KRG CONE STAG RPT AMH REXR ….. AGNC STWD OUT SLG DRH SHO CLDT VNO=Bottom (Real Estate)
MATE(26): 0.80% Top=FAST DAR PHM OC KBH USG TOL SUM ….. EXP TPH MLM WCN VMC FLR MDR SRCL=Bottom (Materials & Construction)
MANU(37): 0.64% Top=AOS MWA KMT ATI IEX DCI ROK MIDD ….. BWXT MRC GE RS TEX DOV FLS JKS=Bottom (Manufacturing)
LEIS(38): 0.61% Top=PK JACK TXRH LQ EAT DRI BLMN MAR ….. YUMC LVS MLCO SIX QSR BYD RRR SEAS=Bottom (Leisure)
CONS(52): 0.57% Top=LULU UAA HAS VFC KS ELF HBI BC ….. AVY GPK PVH COTY GT CSL FOSL FL=Bottom (Consumer)
ELEC(46): 0.46% Top=AVGO KEYS AMAT AMBA IDTI WAT LRCX AYI ….. TER QRVO FSLR CY MRVL AMD ADI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(42): 0.30% Top=OPK ALGN ACHC IART HOLX VAR PKI HLS ….. MD SYK UNH BAX UHS DVA CYH MZOR=Bottom (Health)
DISV(46): 0.30% Top=TAL CXW ROL MYGN SCI WTW MA RBA ….. AL GPN INFO VNTV YY PAYX ADS CAR=Bottom (Diversified Services)
CHEM(26): 0.25% Top=SHW WLK PX TROX APD RPM VSM IFF ….. CE ALB EMN POT CC PAH MOS CF=Bottom (Chemicals/Fertilizers)
COSW(81): 0.21% Top=SHOP GRUB VIPS ZEN PTC TWLO VEEV MSFT ….. SQ VMW MULE WUBA TRIP HPE CMCM ADP=Bottom (Computer Software/Internet)
COHW(38): 0.20% Top=VSAT S ANET UBNT CIEN CCI HPQ HRS ….. PANW COMM NTAP WDC JNPR TDC FNSR BBRY=Bottom (Computer Hardware/Telecom)
INSU(29): -0.03% Top=MTG RDN FNF FAF CNO AIG PGR BRO ….. AGO L HIG SLF UNM LNC XL AFSI=Bottom (Insurance)
FINA(87): -0.12% Top=BGCP HOMB TWNK WBS BX CLNS LM SYF ….. ETFC SCHW ZION RF KEY CIT SIVB PACW=Bottom (Banks/Financials)
META(24): -0.14% Top=SSRI WPM TAHO FNV ABX AEM AGI RGLD ….. SCCO X FCX CCJ CENX CNX SLCA TECK=Bottom (Metals & Mining)
RETA(60): -0.59% Top=BLDR W BURL BIG GNC SIG TIF AMZN ….. KMX GES ANF AEO LL URBN SHLD RH=Bottom (Retail & Specialty Retail)
ENER(82): -1.68% Top=SM DK RSPP TSO MDU VLO EPD PBF ….. SN NFX CLR FRAC QEP LPI RRC 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 11:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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