daytrend

06/07/2017

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 12:03 pm ET
by daytrend on 20170607. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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

COMPARED TO YESTERDAY’S RANGE (20170607 12:03 pm ET)
18.1% of stocks are above yesterday’s high.
44.9% are above yesterday’s midpoint. (55.1% are below.)
22.2% are below yesterday’s low.
59.7% are inside yesterday’s range.
42.8% of stocks with today’s high > yesterday’s high. (57.2% less than).
37.9% of stocks with today’s low < yesterday’s low. (62.1% greater than).

EVIDENCE OF INTRADAY TREND (20170607 12:03 pm ET)
41.1% of stocks are above today’s open. (57.6% are below).
38.8% of stocks are above today’s open and yesterday’s close.
47.7% are below both.
8.3% of stocks opened above yesterday’s high.
65.2% of stocks opened above yesterday’s close. (28.4% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170607 12:03 pm ET)
6.3% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
39.7% are in the top half. 60.3% of stocks are in the bottom half of today’s range.
35.1% are in the bottom 20%.
23.8% are in the bottom 10%.

GAIN (20170607 12:03 pm ET)
49.3% of stocks are above yesterday’s close. (50.7% are below.)
0.5% are up 4.5% or more. 3.6% are down 4.5% or more.
0.7% are up 3.5% or more. 5.5% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20170607 12:03 pm ET)
2-day: >=95:5.6%…>=90:8.7%…>=80:16.5%…>=50:42.6%…<=20:25.1%…<=10:10.1%…<=5:3.6%…
9-day: >=95:0.1%…>=90:0.2%…>=80:3.4%…>=50:55.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:56.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170607 12:03 pm ET)
18.1% above previous 1 highs, 22.2% below previous 1 lows
10.2% above previous 2 highs, 19.9% below previous 2 lows
7.3% above previous 3 highs, 17.4% below previous 3 lows
6.8% above previous 4 highs, 13.9% below previous 4 lows
6.4% above previous 5 highs, 10.3% below previous 5 lows
6.1% above previous 6 highs, 9.8% below previous 6 lows
5.7% above previous 7 highs, 8.9% below previous 7 lows
5.1% above previous 8 highs, 8.6% below previous 8 lows
5.1% above previous 9 highs, 8.1% below previous 9 lows
4.9% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170607 12:03 pm ET)
49.3% are above or equal to 6/6 close (1 days ago), 50.7% are below.
38.6% are above or equal to 6/5 close (2 days ago), 61.4% are below.
36.1% are above or equal to 6/2 close (3 days ago), 63.9% are below.
38.8% are above or equal to 6/1 close (4 days ago), 61.2% are below.
61.8% are above or equal to 5/31 close (5 days ago), 38.2% are below.
59.1% are above or equal to 5/30 close (6 days ago), 40.9% are below.
54.0% are above or equal to 5/26 close (7 days ago), 46.0% are below.
52.2% are above or equal to 5/25 close (8 days ago), 47.8% are below.
55.5% are above or equal to 5/24 close (9 days ago), 44.5% are below.
59.0% are above or equal to 5/23 close (10 days ago), 41.0% are below.
58.4% are above or equal to 5/22 close (11 days ago), 41.6% are below.
64.8% are above or equal to 5/19 close (12 days ago), 35.2% are below.
70.4% are above or equal to 5/18 close (13 days ago), 29.6% are below.
72.4% are above or equal to 5/17 close (14 days ago), 27.6% are below.
56.6% are above or equal to 5/16 close (15 days ago), 43.4% are below.
54.3% are above or equal to 5/15 close (16 days ago), 45.7% are below.
58.6% are above or equal to 5/12 close (17 days ago), 41.4% are below.
55.5% are above or equal to 5/11 close (18 days ago), 44.5% are below.
52.8% are above or equal to 5/10 close (19 days ago), 47.2% are below.
55.6% are above or equal to 5/9 close (20 days ago), 44.4% are below.
54.8% are above or equal to 5/8 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170607 12:03 pm ET)
20d: 8.8% new highs, 8.0% new lows
21d: 8.6% new highs, 7.8% new lows
42d: 6.5% new highs, 6.5% new lows
63d: 6.2% new highs, 5.9% new lows
126d: 5.7% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170607 12:03 pm ET)
2-day: 48.5% above, 51.5% below
3-day: 41.0% above, 59.0% below
4-day: 37.0% above, 63.0% below
5-day: 37.3% above, 62.7% below
8-day: 48.9% above, 51.1% below
10-day: 50.2% above, 49.8% below
20-day: 57.8% above, 42.2% below
50-day: 55.1% above, 44.9% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170607 12:03 pm ET)
FINA(86): 0.72% Top=VOYA CFG ICE NTRS KEY SYF WAL CBOE ….. CIT TD PVTB LAZ ATH EV BMO WDR=Bottom (Banks/Financials)
REAL(102): 0.45% Top=DDR BRX GGP KIM WPG TCO RPAI RPT ….. DRE SRC SC BAM HPT RLJ GEO CCP=Bottom (Real Estate)
INSU(29): 0.42% Top=AGO SLF AFSI CNO LNC AJG ORI AON ….. XL CINF MMC TMK AIG TRV L WLTW=Bottom (Insurance)
RETA(61): 0.38% Top=SBH SIG TLRD SHLD RH AN PAG KMX ….. ETSY KORS M BID MIK ANF DLTR DKS=Bottom (Retail & Specialty Retail)
CONS(52): 0.18% Top=GOOS UAA WRK GT BC NKE TPX BERY ….. FOSL KMB COH COTY PBI MAT PAY ENR=Bottom (Consumer)
HEAL(46): 0.12% Top=IRTC CNC THC HOLX EW IART UNH AET ….. DXCM IRWD CYH OPK MD BKD DVA MZOR=Bottom (Health)
MATE(27): 0.04% Top=VMC OC DHI MLM ADSW FAST PWR USG ….. KBH EXP JELD WY GMS DAR FLR MDR=Bottom (Materials & Construction)
COSW(83): -0.03% Top=VIPS SINA JD TTWO PFPT NTES YELP WUBA ….. AZPN DNB FFIV BL TTD FEYE TRIP COUP=Bottom (Computer Software/Internet)
ELEC(46): -0.16% Top=AMD TER CRUS NVDA PI SWKS MCHP CSIQ ….. CY GRMN FSLR CGNX OCLR KEYS SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): -0.20% Top=YUMC TXRH SIX BYD MLCO SHAK MGM RCL ….. ZOES SONC WYN SBUX QSR LQ CMG SEAS=Bottom (Leisure)
DISV(45): -0.30% Top=CAR YY G ZTO ULTA ATHN KBR VNTV ….. HRB CNDT FLT URI SBAC RBA CXW AMN=Bottom (Diversified Services)
COHW(38): -0.33% Top=NTAP CDW COMM PSTG WDC AAPL HPQ STX ….. SSYS BBRY INFN QCOM BCE ACIA FNSR JNPR=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.33% Top=HUN CC EMN ALB CE AXTA IFF PX ….. FMC SMG CF PPG PAH MOS POT TROX=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.39% Top=ALK DAL WAB SNDR JBHT SWFT JBLU FDX ….. CSX TRN UPS CNI CP UAL TK BRS=Bottom (Transportation)
MANU(35): -0.72% Top=JKS XYL MIDD TTC BWXT ITW RS AOS ….. EMR GE ETN DOV FLS DDD CFX MRC=Bottom (Manufacturing)
META(24): -1.60% Top=SCCO X AA CCJ CMC STLD NEM NUE ….. FNV PAAS CNX TECK AG SSRI CENX SLCA=Bottom (Metals & Mining)
ENER(80): -3.79% Top=VVV NFG TSO EPD MPLX PSX COG XOM ….. WPX SPN OAS REN SN WLL SM CRC=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 12:03 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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