daytrend

06/06/2017

Filed under: Market Stats — daytrend @ 12:48 pm

Market Stats at 1:47 pm ET
by daytrend on 20170606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

COMPARED TO YESTERDAY’S RANGE (20170606 1:47 pm ET)
15.5% of stocks are above yesterday’s high.
36.1% are above yesterday’s midpoint. (63.9% are below.)
38.0% are below yesterday’s low.
46.5% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
69.5% of stocks with today’s low < yesterday’s low. (30.5% greater than).

EVIDENCE OF INTRADAY TREND (20170606 1:47 pm ET)
53.1% of stocks are above today’s open. (45.4% are below).
36.8% of stocks are above today’s open and yesterday’s close.
44.1% are below both.
2.6% of stocks opened above yesterday’s high.
16.4% of stocks opened above yesterday’s close. (81.1% opened below yesterday’s close).
32.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170606 1:47 pm ET)
12.2% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
55.6% are in the top half. 44.4% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
12.8% are in the bottom 10%.

GAIN (20170606 1:47 pm ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
1.3% are up 4.5% or more. 1.3% are down 4.5% or more.
2.4% are up 3.5% or more. 2.6% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20170606 1:47 pm ET)
2-day: >=95:7.6%…>=90:12.2%…>=80:19.1%…>=50:41.2%…<=20:24.9%…<=10:8.8%…<=5:3.0%…
9-day: >=95:0.1%…>=90:0.5%…>=80:4.0%…>=50:54.3%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:55.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170606 1:47 pm ET)
15.5% above previous 1 highs, 38.0% below previous 1 lows
11.3% above previous 2 highs, 29.3% below previous 2 lows
9.5% above previous 3 highs, 16.6% below previous 3 lows
9.1% above previous 4 highs, 10.4% below previous 4 lows
7.9% above previous 5 highs, 9.3% below previous 5 lows
7.6% above previous 6 highs, 8.1% below previous 6 lows
7.1% above previous 7 highs, 7.6% below previous 7 lows
7.0% above previous 8 highs, 5.9% below previous 8 lows
6.5% above previous 9 highs, 5.6% below previous 9 lows
6.3% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170606 1:47 pm ET)
38.8% are above or equal to 6/5 close (1 days ago), 61.2% are below.
35.9% are above or equal to 6/2 close (2 days ago), 64.1% are below.
39.1% are above or equal to 6/1 close (3 days ago), 60.9% are below.
65.5% are above or equal to 5/31 close (4 days ago), 34.5% are below.
62.3% are above or equal to 5/30 close (5 days ago), 37.7% are below.
53.6% are above or equal to 5/26 close (6 days ago), 46.4% are below.
53.3% are above or equal to 5/25 close (7 days ago), 46.7% are below.
55.0% are above or equal to 5/24 close (8 days ago), 45.0% are below.
57.1% are above or equal to 5/23 close (9 days ago), 42.9% are below.
57.1% are above or equal to 5/22 close (10 days ago), 42.9% are below.
62.0% are above or equal to 5/19 close (11 days ago), 38.0% are below.
68.6% are above or equal to 5/18 close (12 days ago), 31.4% are below.
70.3% are above or equal to 5/17 close (13 days ago), 29.7% are below.
56.8% are above or equal to 5/16 close (14 days ago), 43.2% are below.
55.6% are above or equal to 5/15 close (15 days ago), 44.4% are below.
59.5% are above or equal to 5/12 close (16 days ago), 40.5% are below.
56.2% are above or equal to 5/11 close (17 days ago), 43.8% are below.
52.1% are above or equal to 5/10 close (18 days ago), 47.9% are below.
56.5% are above or equal to 5/9 close (19 days ago), 43.5% are below.
54.6% are above or equal to 5/8 close (20 days ago), 45.4% are below.
51.8% are above or equal to 5/5 close (21 days ago), 48.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170606 1:47 pm ET)
20d: 10.6% new highs, 7.9% new lows
21d: 10.3% new highs, 7.9% new lows
42d: 8.7% new highs, 6.3% new lows
63d: 8.3% new highs, 6.0% new lows
126d: 7.7% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170606 1:47 pm ET)
2-day: 37.8% above, 62.2% below
3-day: 36.2% above, 63.8% below
4-day: 35.3% above, 64.7% below
5-day: 46.4% above, 53.6% below
8-day: 49.8% above, 50.2% below
10-day: 51.2% above, 48.8% below
20-day: 58.5% above, 41.5% below
50-day: 55.4% above, 44.6% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170606 1:47 pm ET)
META(24): 1.99% Top=AG AGI TAHO ABX SSRI NEM AEM GG ….. CENX SCCO STLD AA NUE CMC CCJ X=Bottom (Metals & Mining)
ELEC(46): 1.07% Top=OCLR AMD PI MXL HIMX AMBA AYI CGNX ….. FLEX FTV IDTI CSIQ TRMB TEL GRMN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(82): 0.97% Top=SN SM SPN CRC REN RES QEP GPOR ….. EEP NBR MMP HFC MDU HP BPL DK=Bottom (Energy)
COHW(38): 0.20% Top=FNSR ACIA VIAV VG ANET TDC INFN MSI ….. QCOM SSYS TDS HRS S TMUS COMM HPQ=Bottom (Computer Hardware/Telecom)
COSW(82): 0.08% Top=SQ MULE TWLO FEYE NTES PFPT VEEV SHOP ….. VIPS BR YELP NCR TRIP TWTR BL COUP=Bottom (Computer Software/Internet)
HEAL(46): -0.01% Top=IRTC MOH THC CNC MZOR IART STE ANTM ….. MD HOLX DVA UHS ESRX ACHC CYH DXCM=Bottom (Health)
TRAN(25): -0.05% Top=BRS XPO TK FDX KSU SAVE CSX AAL ….. SWFT SNDR EXPD UNP LUV NSC TRN WAB=Bottom (Transportation)
DISV(45): -0.26% Top=MYGN ADS GPN AMN CNDT PCLN VNTV AL ….. MCO SCI BAH HRB FLT ALLE CAR ULTA=Bottom (Diversified Services)
REAL(101): -0.27% Top=KIM DDR CBL REG RPT BRX SRC RPAI ….. VNO CBG CUBE CONE AVB ACC RESI OUT=Bottom (Real Estate)
LEIS(38): -0.41% Top=LVS JACK MLCO RRR YUMC MGM MTN SIX ….. GPRO H HLT SEAS WEN WYN EAT MAR=Bottom (Leisure)
CHEM(25): -0.47% Top=CE AXTA DOW PAH DD OLN POT ALB ….. CF GRA WLK ASH HUN SMG TROX CC=Bottom (Chemicals/Fertilizers)
CONS(51): -0.55% Top=GOOS BC PBI GT GIL HAS COH RL ….. PVH SKX SPB PAY LULU TPX ENR FL=Bottom (Consumer)
MANU(37): -0.55% Top=JKS MRC CMI ATI TEX DDD DCI AGCO ….. XYL PNR CFX MWA AOS RS FLS ITT=Bottom (Manufacturing)
FINA(86): -0.68% Top=TWNK SLM ATH NDAQ SYF LM IVZ GS ….. PBCT NTRS WETF AMTD FII HOMB VOYA SBNY=Bottom (Banks/Financials)
MATE(27): -0.70% Top=MDR ADSW FLR JELD TOL WCN PWR WY ….. DHI VMC GMS EXP CAA SRCL USG FAST=Bottom (Materials & Construction)
INSU(29): -0.86% Top=AFSI RDN AGO HIG PGR MTG AON FNF ….. FAF TMK AFL MET LNC PRU UNM CNO=Bottom (Insurance)
RETA(61): -2.12% Top=MELI W KORS SIG RH NFLX EBAY BABA ….. TLRD ANF KSS MIK GES M CASY GNC=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 1:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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