daytrend

06/07/2017

Filed under: Market Stats — daytrend @ 8:54 am

Market Stats at 9:53 am ET
by daytrend on 20170607. 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 (20170607 9:53 am ET)
16.6% of stocks are above yesterday’s high.
60.5% are above yesterday’s midpoint. (39.5% are below.)
7.9% are below yesterday’s low.
75.4% are inside yesterday’s range.
30.5% of stocks with today’s high > yesterday’s high. (69.5% less than).
21.1% of stocks with today’s low < yesterday’s low. (78.9% greater than).

EVIDENCE OF INTRADAY TREND (20170607 9:53 am ET)
54.1% of stocks are above today’s open. (44.0% are below).
44.8% of stocks are above today’s open and yesterday’s close.
28.2% are below both.
8.3% of stocks opened above yesterday’s high.
65.1% of stocks opened above yesterday’s close. (28.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170607 9:53 am ET)
16.3% of stocks are in the top 10% of today’s range.
29.7% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20170607 9:53 am ET)
63.1% of stocks are above yesterday’s close. (36.9% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.4% are up 3.5% or more. 0.2% are down 3.5% or more.
86.7% are between +1% and -1%.

RSI on DAILY (20170607 9:53 am ET)
2-day: >=95:5.9%…>=90:10.2%…>=80:19.7%…>=50:55.9%…<=20:15.2%…<=10:6.4%…<=5:2.4%…
9-day: >=95:0.1%…>=90:0.2%…>=80:3.7%…>=50:59.8%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:58.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170607 9:53 am ET)
16.6% above previous 1 highs, 7.9% below previous 1 lows
9.7% above previous 2 highs, 7.4% below previous 2 lows
6.4% above previous 3 highs, 6.0% below previous 3 lows
5.3% above previous 4 highs, 3.8% below previous 4 lows
5.2% above previous 5 highs, 3.1% below previous 5 lows
4.7% above previous 6 highs, 2.8% below previous 6 lows
4.0% above previous 7 highs, 2.6% below previous 7 lows
3.4% above previous 8 highs, 2.4% below previous 8 lows
3.4% above previous 9 highs, 1.9% below previous 9 lows
3.2% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170607 9:53 am ET)
63.1% are above or equal to 6/6 close (1 days ago), 36.9% are below.
49.7% are above or equal to 6/5 close (2 days ago), 50.3% are below.
45.1% are above or equal to 6/2 close (3 days ago), 54.9% are below.
44.8% are above or equal to 6/1 close (4 days ago), 55.2% are below.
70.6% are above or equal to 5/31 close (5 days ago), 29.4% are below.
67.5% are above or equal to 5/30 close (6 days ago), 32.5% are below.
59.1% are above or equal to 5/26 close (7 days ago), 40.9% are below.
57.3% are above or equal to 5/25 close (8 days ago), 42.7% are below.
57.8% are above or equal to 5/24 close (9 days ago), 42.2% are below.
61.1% are above or equal to 5/23 close (10 days ago), 38.9% are below.
61.2% are above or equal to 5/22 close (11 days ago), 38.8% are below.
66.9% are above or equal to 5/19 close (12 days ago), 33.1% are below.
72.2% are above or equal to 5/18 close (13 days ago), 27.8% are below.
74.0% are above or equal to 5/17 close (14 days ago), 26.0% are below.
58.8% are above or equal to 5/16 close (15 days ago), 41.2% are below.
56.9% are above or equal to 5/15 close (16 days ago), 43.1% are below.
62.3% are above or equal to 5/12 close (17 days ago), 37.7% are below.
58.8% are above or equal to 5/11 close (18 days ago), 41.2% are below.
54.1% are above or equal to 5/10 close (19 days ago), 45.9% are below.
58.2% are above or equal to 5/9 close (20 days ago), 41.8% are below.
55.5% are above or equal to 5/8 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170607 9:53 am ET)
20d: 5.1% new highs, 2.3% new lows
21d: 5.1% new highs, 2.3% new lows
42d: 3.9% new highs, 1.7% new lows
63d: 3.8% new highs, 1.4% new lows
126d: 3.6% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170607 9:53 am ET)
2-day: 60.9% above, 39.1% below
3-day: 53.7% above, 46.3% below
4-day: 47.9% above, 52.1% below
5-day: 47.1% above, 52.9% below
8-day: 59.3% above, 40.7% below
10-day: 57.1% above, 42.9% below
20-day: 61.6% above, 38.4% below
50-day: 56.8% above, 43.2% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170607 9:53 am ET)
FINA(86): 0.60% Top=VOYA SYF ETFC FNB KEY BOFI SIVB CFG ….. BLK TWNK ATH LM EV AMG BEN WDR=Bottom (Banks/Financials)
INSU(29): 0.58% Top=AFSI SLF AGO CNO MTG ORI RDN FAF ….. CINF BRO PRU MMC ALL TMK WLTW TRV=Bottom (Insurance)
REAL(102): 0.36% Top=WPG DDR PEI BRX KIM KRG RPAI GGP ….. CLDT XHR HST SHO DRH RLJ GEO CCP=Bottom (Real Estate)
MATE(27): 0.35% Top=VMC OC ADSW FAST SUM DHI LEN CAA ….. FLR KBH RSG WM GMS WY MDR JELD=Bottom (Materials & Construction)
HEAL(46): 0.27% Top=THC CNC HCA ACHC IART TVTY EW UHS ….. NUVA MD BKD ESRX MZOR DVA OPK MOH=Bottom (Health)
CONS(52): 0.22% Top=GOOS WRK UAA KS GT NKE IP PKG ….. WWW MAT WHR PVH ENR FL COH FOSL=Bottom (Consumer)
COHW(38): 0.20% Top=SSYS CDW NTAP WDC STX BBRY HPQ COMM ….. VSAT ACIA CIEN BCE FNSR INFN UBNT JNPR=Bottom (Computer Hardware/Telecom)
RETA(61): 0.20% Top=SBH SIG TLRD AAP PAG RH MELI GME ….. WSM M ANF DKS DLTR W BID MIK=Bottom (Retail & Specialty Retail)
ELEC(46): 0.12% Top=AMD HIMX TER CSIQ ON INTC SWKS TXN ….. BRKR XLNX FSLR CGNX CREE GRMN OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.11% Top=ALK BRS SNDR DAL TK WAB SWFT JBLU ….. NSC FDX UPS CNI CSX SAVE LUV UAL=Bottom (Transportation)
COSW(83): 0.09% Top=WUBA PFPT TTWO YELP NTES MULE VIPS ATVI ….. TTD SPLK NTNX DNB FFIV MDSO BL VEEV=Bottom (Computer Software/Internet)
MANU(35): 0.07% Top=XYL JKS MIDD BWXT RS TEX DDD ATI ….. DCI PH DOV EMR ETN GE SNA ROK=Bottom (Manufacturing)
DISV(45): 0.06% Top=YY CAR ULTA R G RHI VNTV LDOS ….. KBR PCLN ATGE ILG CNDT RBA AMN CXW=Bottom (Diversified Services)
LEIS(38): -0.11% Top=YUMC GPRO DRI TXRH SIX MLCO SHAK WEN ….. SEAS PK JACK H WYN LQ ZOES MAR=Bottom (Leisure)
CHEM(24): -0.13% Top=WLK PX EMN CE DD ALB RPM FMC ….. SMG PAH MOS PPG POT OLN SHW TROX=Bottom (Chemicals/Fertilizers)
ENER(81): -0.13% Top=VVV GPOR ETP EPD SWN ETE XOG NBL ….. DO CVE CPE CRC KOS REN WLL SN=Bottom (Energy)
META(25): -0.19% Top=X AKS CCJ STLD SCCO FCX CNX CMC ….. WPM AEM FNV AG ABX SSRI CENX AGI=Bottom (Metals & Mining)

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 9:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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