daytrend

06/06/2017

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

Market Stats at 11:07 am ET
by daytrend on 20170606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20170606 11:07 am ET)
9.5% of stocks are above yesterday’s high.
29.9% are above yesterday’s midpoint. (70.1% are below.)
42.2% are below yesterday’s low.
48.3% are inside yesterday’s range.
19.7% of stocks with today’s high > yesterday’s high. (80.3% less than).
67.2% of stocks with today’s low < yesterday’s low. (32.8% greater than).

EVIDENCE OF INTRADAY TREND (20170606 11:07 am ET)
42.6% of stocks are above today’s open. (55.9% are below).
27.3% of stocks are above today’s open and yesterday’s close.
53.3% are below both.
2.6% of stocks opened above yesterday’s high.
16.4% of stocks opened above yesterday’s close. (81.0% opened below yesterday’s close).
32.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170606 11:07 am ET)
7.2% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
45.8% are in the top half. 54.2% of stocks are in the bottom half of today’s range.
31.4% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20170606 11:07 am ET)
31.1% of stocks are above yesterday’s close. (68.9% are below.)
0.6% are up 4.5% or more. 1.1% are down 4.5% or more.
0.8% are up 3.5% or more. 1.7% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170606 11:07 am ET)
2-day: >=95:7.1%…>=90:11.4%…>=80:17.3%…>=50:35.2%…<=20:32.2%…<=10:11.6%…<=5:3.8%…
9-day: >=95:0.1%…>=90:0.5%…>=80:4.6%…>=50:53.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:54.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170606 11:07 am ET)
9.5% above previous 1 highs, 42.2% below previous 1 lows
7.0% above previous 2 highs, 33.1% below previous 2 lows
6.3% above previous 3 highs, 20.1% below previous 3 lows
6.3% above previous 4 highs, 10.8% below previous 4 lows
5.9% above previous 5 highs, 9.6% below previous 5 lows
5.5% above previous 6 highs, 9.1% below previous 6 lows
5.3% above previous 7 highs, 8.6% below previous 7 lows
5.2% above previous 8 highs, 7.2% below previous 8 lows
5.0% above previous 9 highs, 7.0% below previous 9 lows
4.8% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170606 11:07 am ET)
31.1% are above or equal to 6/5 close (1 days ago), 68.9% are below.
31.5% are above or equal to 6/2 close (2 days ago), 68.5% are below.
36.5% are above or equal to 6/1 close (3 days ago), 63.5% are below.
61.3% are above or equal to 5/31 close (4 days ago), 38.7% are below.
58.2% are above or equal to 5/30 close (5 days ago), 41.8% are below.
52.5% are above or equal to 5/26 close (6 days ago), 47.5% are below.
51.1% are above or equal to 5/25 close (7 days ago), 48.9% are below.
54.5% are above or equal to 5/24 close (8 days ago), 45.5% are below.
56.1% are above or equal to 5/23 close (9 days ago), 43.9% are below.
55.9% are above or equal to 5/22 close (10 days ago), 44.1% are below.
60.6% are above or equal to 5/19 close (11 days ago), 39.4% are below.
67.5% are above or equal to 5/18 close (12 days ago), 32.5% are below.
69.7% are above or equal to 5/17 close (13 days ago), 30.3% are below.
55.6% are above or equal to 5/16 close (14 days ago), 44.4% are below.
53.4% are above or equal to 5/15 close (15 days ago), 46.6% are below.
57.8% are above or equal to 5/12 close (16 days ago), 42.2% are below.
55.0% are above or equal to 5/11 close (17 days ago), 45.0% are below.
51.9% are above or equal to 5/10 close (18 days ago), 48.1% are below.
54.8% are above or equal to 5/9 close (19 days ago), 45.2% are below.
53.4% are above or equal to 5/8 close (20 days ago), 46.6% are below.
51.0% are above or equal to 5/5 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170606 11:07 am ET)
20d: 8.1% new highs, 7.5% new lows
21d: 7.6% new highs, 7.5% new lows
42d: 6.1% new highs, 5.8% new lows
63d: 5.7% new highs, 5.5% new lows
126d: 5.3% new highs, 4.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170606 11:07 am ET)
2-day: 29.5% above, 70.5% below
3-day: 29.1% above, 70.9% below
4-day: 30.8% above, 69.2% below
5-day: 40.9% above, 59.1% below
8-day: 46.7% above, 53.3% below
10-day: 49.9% above, 50.1% below
20-day: 56.2% above, 43.8% below
50-day: 54.6% above, 45.4% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170606 11:07 am ET)
META(24): 1.13% Top=AG AGI ABX TAHO NEM SSRI GG WPM ….. SLCA CNX AA STLD NUE CCJ CMC X=Bottom (Metals & Mining)
ELEC(46): 0.89% Top=OCLR AMD PI ICHR AYI LRCX MXL MRVL ….. GRMN CY TRMB FLEX TEL FSLR CSIQ SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.24% Top=FNSR ACIA VIAV ANET VG INFN WDC TDC ….. COMM QCOM CSCO SSYS S HRS TDS HPQ=Bottom (Computer Hardware/Telecom)
COSW(82): 0.09% Top=SQ FEYE VEEV TWLO MTCH PFPT MANH CERN ….. MULE SABR VIPS TRIP NCR TWTR BL COUP=Bottom (Computer Software/Internet)
HEAL(46): -0.11% Top=THC MOH IRTC CNC ANTM MZOR PKI IART ….. MD ESRX ACHC DVA UHS OPK CYH DXCM=Bottom (Health)
TRAN(25): -0.20% Top=SNDR CSX XPO SAVE KSU FDX TK AAL ….. UAL CP JBLU NSC SWFT TRN WAB BRS=Bottom (Transportation)
DISV(45): -0.33% Top=MYGN GPN AMN VNTV FDC PCLN CNDT YY ….. ALLE HRB SCI ACM ULTA KBR ATGE CAR=Bottom (Diversified Services)
LEIS(38): -0.34% Top=LVS MLCO RRR MTN JACK WYNN SIX DPZ ….. H HLT QSR SEAS GPRO WEN EAT MAR=Bottom (Leisure)
CHEM(25): -0.48% Top=CE AXTA POT DD PAH DOW ALB OLN ….. IFF HUN CF ASH MOS SMG TROX CC=Bottom (Chemicals/Fertilizers)
ENER(81): -0.57% Top=RES COG MPLX XOM TSO EPD CVX SM ….. DK PTEN HFC PDCE RIG HP DO NBR=Bottom (Energy)
CONS(51): -0.64% Top=BC PBI GOOS HAS NWL EL GIL CLX ….. SPB PVH FOSL UAA TPX LULU FL ENR=Bottom (Consumer)
MATE(27): -0.73% Top=ADSW KBH JELD RSG WM TOL WY OC ….. PHM LEN SRCL GMS CAA EXP USG FAST=Bottom (Materials & Construction)
REAL(101): -0.74% Top=AIV DLR AMT CPT NLY DFT OHI AGNC ….. ACC PEB KRG CBG VNO SKT WRI PEI=Bottom (Real Estate)
MANU(37): -0.77% Top=JKS MRC DE AGCO CMI HON SNA DOV ….. AOS RS KMT PNR MWA CFX FLS ITT=Bottom (Manufacturing)
INSU(29): -0.80% Top=RDN PGR AGO HIG MTG TRV AFG AON ….. BRO FAF AFSI MET LNC PRU UNM CNO=Bottom (Insurance)
FINA(86): -0.98% Top=ATH NDAQ EFX SLM GS BLK EV LM ….. AMTD BKU WDR FII WBS VOYA HOMB WETF=Bottom (Banks/Financials)
RETA(61): -1.78% Top=W MELI NFLX RH EBAY KORS AMZN BABA ….. SHLD ANF KSS M GNC GES CASY MIK=Bottom (Retail & Specialty Retail)

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/

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