daytrend

06/02/2017

Filed under: Market Stats — daytrend @ 1:56 pm

Market Stats at 2:56 pm 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 2:56 pm ET)
37.9% of stocks are above yesterday’s high.
74.9% are above yesterday’s midpoint. (25.1% are below.)
9.3% are below yesterday’s low.
52.7% are inside yesterday’s range.
66.8% of stocks with today’s high > yesterday’s high. (33.2% less than).
20.3% of stocks with today’s low < yesterday’s low. (79.7% greater than).

EVIDENCE OF INTRADAY TREND (20170602 2:56 pm ET)
53.5% of stocks are above today’s open. (45.1% are below).
44.2% of stocks are above today’s open and yesterday’s close.
35.9% 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 2:56 pm ET)
9.8% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170602 2:56 pm ET)
54.3% of stocks are above yesterday’s close. (45.7% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 1.9% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY (20170602 2:56 pm ET)
2-day: >=95:18.0%…>=90:30.8%…>=80:45.8%…>=50:71.4%…<=20:9.3%…<=10:3.9%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.0%…>=50:67.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:63.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170602 2:56 pm ET)
37.9% above previous 1 highs, 9.3% below previous 1 lows
35.1% above previous 2 highs, 4.3% below previous 2 lows
32.2% above previous 3 highs, 3.9% below previous 3 lows
29.7% above previous 4 highs, 3.8% below previous 4 lows
26.1% above previous 5 highs, 3.6% below previous 5 lows
25.5% above previous 6 highs, 3.3% below previous 6 lows
24.0% above previous 7 highs, 3.3% below previous 7 lows
23.0% above previous 8 highs, 3.3% below previous 8 lows
22.9% above previous 9 highs, 3.1% below previous 9 lows
22.8% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170602 2:56 pm ET)
54.3% are above or equal to 6/1 close (1 days ago), 45.7% are below.
81.9% are above or equal to 5/31 close (2 days ago), 18.1% are below.
77.6% are above or equal to 5/30 close (3 days ago), 22.4% are below.
68.0% are above or equal to 5/26 close (4 days ago), 32.0% are below.
64.2% are above or equal to 5/25 close (5 days ago), 35.8% are below.
65.6% are above or equal to 5/24 close (6 days ago), 34.4% are below.
67.3% are above or equal to 5/23 close (7 days ago), 32.7% are below.
65.8% are above or equal to 5/22 close (8 days ago), 34.2% are below.
71.0% are above or equal to 5/19 close (9 days ago), 29.0% are below.
74.3% are above or equal to 5/18 close (10 days ago), 25.7% are below.
76.1% are above or equal to 5/17 close (11 days ago), 23.9% are below.
61.7% are above or equal to 5/16 close (12 days ago), 38.3% are below.
60.1% are above or equal to 5/15 close (13 days ago), 39.9% are below.
64.4% are above or equal to 5/12 close (14 days ago), 35.6% are below.
60.0% are above or equal to 5/11 close (15 days ago), 40.0% are below.
56.0% are above or equal to 5/10 close (16 days ago), 44.0% are below.
60.0% are above or equal to 5/9 close (17 days ago), 40.0% are below.
57.9% are above or equal to 5/8 close (18 days ago), 42.1% are below.
56.0% are above or equal to 5/5 close (19 days ago), 44.0% are below.
61.3% are above or equal to 5/4 close (20 days ago), 38.7% are below.
59.1% are above or equal to 5/3 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170602 2:56 pm ET)
20d: 28.5% new highs, 4.5% new lows
21d: 28.3% new highs, 4.4% new lows
42d: 22.3% new highs, 3.8% new lows
63d: 21.4% new highs, 3.2% new lows
126d: 19.5% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170602 2:56 pm ET)
2-day: 53.6% above, 46.4% below
3-day: 74.0% above, 26.0% below
4-day: 75.4% above, 24.6% below
5-day: 73.4% above, 26.6% below
8-day: 70.2% above, 29.8% below
10-day: 69.8% above, 30.2% below
20-day: 65.2% above, 34.8% below
50-day: 59.8% above, 40.2% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170602 2:56 pm ET)
MATE(26): 0.81% Top=KBH PHM CAA DHI TOL OC ADSW LEN ….. JELD WCN VMC MLM WY FLR SRCL MDR=Bottom (Materials & Construction)
TRAN(25): 0.74% Top=SAVE DAL FDX WAB UAL TRN ALK AAL ….. KSU JBHT SNDR NSC CNI CP TK BRS=Bottom (Transportation)
MANU(37): 0.68% Top=JKS ITT KMT AOS MIDD ROK IEX DCI ….. TTC CMI DOV AGCO TEX RS FLS MRC=Bottom (Manufacturing)
ELEC(46): 0.60% Top=AVGO WAT KEYS ON AMAT MSCC AMBA LRCX ….. TEL TER CAVM AMD MRVL CY CSIQ ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.50% Top=SUI DFT CONE EQR AVB REXR MAA O ….. WPG DDR MAC PEI SKT SPG KIM CBL=Bottom (Real Estate)
LEIS(38): 0.49% Top=PK JACK EAT DRI TXRH DPZ STAY MGM ….. CMG SIX QSR RRR MLCO ZOES BYD SEAS=Bottom (Leisure)
CONS(52): 0.42% Top=LULU UAA ENR TUP WHR HAS NKE EL ….. MAT PBI AVY GPK COTY CSL FOSL FL=Bottom (Consumer)
COSW(81): 0.40% Top=SHOP TTD TWLO WDAY VIPS GRUB VEEV PTC ….. SNAP WUBA DNB VMW SINA TRIP ADP CMCM=Bottom (Computer Software/Internet)
COHW(38): 0.31% Top=VSAT S ANET AAPL MSI CCI STX CIEN ….. COMM JNPR PANW NTAP TDC VIAV FNSR BBRY=Bottom (Computer Hardware/Telecom)
DISV(46): 0.25% Top=TAL CXW MYGN CTAS ROL WTW ULTA MA ….. ATHN LDOS AL PAYX HRB YY ADS GPN=Bottom (Diversified Services)
HEAL(42): 0.25% Top=OPK ALGN HOLX BKD PKI VAR NUVA IART ….. LH BAX HCA MZOR THC UHS DVA CYH=Bottom (Health)
CHEM(26): 0.24% Top=SHW PX APD TROX VSM WLK AXTA PPG ….. SMG POT CC OLN HUN PAH MOS CF=Bottom (Chemicals/Fertilizers)
INSU(29): -0.23% Top=FAF FNF MTG PGR CNO AIG WLTW AFL ….. AFG UNM LNC L AGO SLF XL AFSI=Bottom (Insurance)
FINA(87): -0.24% Top=TWNK BGCP WETF LM HOMB VOYA BX SYF ….. KEY FHN RF SLM YRD SIVB NAVI PACW=Bottom (Banks/Financials)
META(24): -0.54% Top=SSRI WPM FNV AGI AEM ABX AG STLD ….. X FCX GG SLCA TECK CENX CNX CCJ=Bottom (Metals & Mining)
RETA(60): -0.95% Top=BLDR W BURL EBAY SIG BIG NFLX WBA ….. LL GES URBN TLRD ANF SHLD AEO RH=Bottom (Retail & Specialty Retail)
ENER(82): -1.56% Top=SM SPN TSO NOV RSPP EPD VLO MDU ….. RRC AR PDCE CLR CRC NFX GPOR CVE=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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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