daytrend

06/07/2017

Filed under: Market Stats — daytrend @ 1:19 pm

Market Stats at 2:19 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 2:19 pm ET)
18.3% of stocks are above yesterday’s high.
45.3% are above yesterday’s midpoint. (54.7% are below.)
24.0% are below yesterday’s low.
57.7% are inside yesterday’s range.
44.7% of stocks with today’s high > yesterday’s high. (55.3% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20170607 2:19 pm ET)
42.8% of stocks are above today’s open. (55.8% are below).
39.8% of stocks are above today’s open and yesterday’s close.
46.0% 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 2:19 pm ET)
6.9% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
43.2% are in the top half. 56.8% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20170607 2:19 pm ET)
50.8% of stocks are above yesterday’s close. (49.2% are below.)
0.5% are up 4.5% or more. 4.3% are down 4.5% or more.
1.0% are up 3.5% or more. 5.9% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20170607 2:19 pm ET)
2-day: >=95:6.5%…>=90:10.1%…>=80:18.3%…>=50:42.9%…<=20:27.2%…<=10:11.9%…<=5:3.7%…
9-day: >=95:0.1%…>=90:0.4%…>=80:4.3%…>=50:55.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:55.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170607 2:19 pm ET)
18.3% above previous 1 highs, 24.0% below previous 1 lows
11.8% above previous 2 highs, 21.3% below previous 2 lows
9.6% above previous 3 highs, 19.3% below previous 3 lows
9.2% above previous 4 highs, 15.0% below previous 4 lows
8.7% above previous 5 highs, 11.2% below previous 5 lows
8.2% above previous 6 highs, 10.8% below previous 6 lows
7.6% above previous 7 highs, 9.8% below previous 7 lows
6.7% above previous 8 highs, 9.8% below previous 8 lows
6.7% above previous 9 highs, 9.4% below previous 9 lows
6.4% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170607 2:19 pm ET)
50.8% are above or equal to 6/6 close (1 days ago), 49.2% are below.
39.0% are above or equal to 6/5 close (2 days ago), 61.0% are below.
34.8% are above or equal to 6/2 close (3 days ago), 65.2% are below.
39.7% are above or equal to 6/1 close (4 days ago), 60.3% are below.
60.4% are above or equal to 5/31 close (5 days ago), 39.6% are below.
58.6% are above or equal to 5/30 close (6 days ago), 41.4% are below.
53.0% are above or equal to 5/26 close (7 days ago), 47.0% are below.
52.2% are above or equal to 5/25 close (8 days ago), 47.8% are below.
55.9% are above or equal to 5/24 close (9 days ago), 44.1% are below.
59.3% are above or equal to 5/23 close (10 days ago), 40.7% are below.
58.4% are above or equal to 5/22 close (11 days ago), 41.6% are below.
64.0% are above or equal to 5/19 close (12 days ago), 36.0% are below.
70.3% are above or equal to 5/18 close (13 days ago), 29.7% are below.
72.4% are above or equal to 5/17 close (14 days ago), 27.6% are below.
56.4% are above or equal to 5/16 close (15 days ago), 43.6% are below.
54.3% are above or equal to 5/15 close (16 days ago), 45.7% are below.
58.7% are above or equal to 5/12 close (17 days ago), 41.3% are below.
55.2% are above or equal to 5/11 close (18 days ago), 44.8% are below.
52.0% are above or equal to 5/10 close (19 days ago), 48.0% are below.
55.4% are above or equal to 5/9 close (20 days ago), 44.6% are below.
54.6% are above or equal to 5/8 close (21 days ago), 45.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170607 2:19 pm ET)
20d: 9.9% new highs, 9.3% new lows
21d: 9.5% new highs, 9.2% new lows
42d: 7.6% new highs, 7.6% new lows
63d: 7.1% new highs, 7.1% new lows
126d: 6.4% new highs, 6.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170607 2:19 pm ET)
2-day: 49.3% above, 50.7% below
3-day: 41.6% above, 58.4% below
4-day: 36.7% above, 63.3% below
5-day: 37.8% above, 62.2% below
8-day: 50.2% above, 49.8% below
10-day: 50.9% above, 49.1% below
20-day: 57.6% above, 42.4% below
50-day: 55.3% above, 44.7% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170607 2:19 pm ET)
FINA(86): 0.75% Top=ICE VOYA NTRS CBOE CME SYF KEY C ….. TD WU PVTB EV CIT BMO WDR ATH=Bottom (Banks/Financials)
REAL(102): 0.70% Top=DDR BRX KIM WPG GGP RPAI VER RPT ….. AMT DLR SC RESI RLGY HPT GEO CCP=Bottom (Real Estate)
INSU(29): 0.48% Top=SLF AGO AJG LNC AFSI CNO FAF UNM ….. AIG RDN TMK L TRV AFG MTG WLTW=Bottom (Insurance)
RETA(61): 0.23% Top=SBH SHLD SIG RH TLRD BIG BBY KMX ….. GNC W BID LL URBN DLTR ANF MIK=Bottom (Retail & Specialty Retail)
LEIS(38): 0.07% Top=YUMC SIX TXRH MLCO BYD RCL MGM ARMK ….. BLMN QSR SBUX SONC JACK LQ CMG SEAS=Bottom (Leisure)
TRAN(25): 0.03% Top=ALK DAL JBHT JBLU AAL FDX WAB SNDR ….. NSC CSX UPS TRN CNI CP TK BRS=Bottom (Transportation)
HEAL(46): 0.00% Top=IRTC THC CNC HOLX EW UNH BSX AET ….. DXCM MD DVA CYH IRWD OPK BKD MZOR=Bottom (Health)
CONS(52): -0.07% Top=WRK UAA GT NKE HBI BC BERY CHD ….. CSL COTY OI FOSL PBI ENR MAT PAY=Bottom (Consumer)
MATE(27): -0.16% Top=DHI OC VMC SRCL ADSW MLM TOL PWR ….. USG TPH EXP DAR WY FLR GMS MDR=Bottom (Materials & Construction)
COSW(83): -0.30% Top=VIPS SINA NTES JD TTWO YELP WUBA NATI ….. MANH TRIP SPLK FEYE AZPN TTD COUP SNAP=Bottom (Computer Software/Internet)
ELEC(46): -0.37% Top=AMD ICHR NVDA SWKS CRUS TER MCHP AMAT ….. GRMN OCLR CY FSLR CGNX KEYS SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): -0.37% Top=YY KBR ZTO BAH G VNTV AL FISV ….. SERV CAR FLT SBAC CNDT RBA CXW AMN=Bottom (Diversified Services)
COHW(38): -0.44% Top=NTAP PANW AAPL VZ CDW VRSN WDC T ….. S BBRY QCOM BCE MSI ACIA FNSR JNPR=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.51% Top=CC HUN EMN ALB CE DOW DD ASH ….. RPM PPG WLK OLN POT MOS PAH TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.85% Top=JKS XYL ITW MIDD BWXT AOS TTC DE ….. ETN PH DDD ATI DOV FLS CFX MRC=Bottom (Manufacturing)
META(24): -1.69% Top=X CCJ SCCO NEM AA STLD WPM GG ….. SSRI FNV CNX TAHO CENX AG TECK SLCA=Bottom (Metals & Mining)
ENER(80): -4.04% Top=VVV NFG TSO MMP COG AR PSX VLO ….. WLL NBR CPE SPN WPX OAS SM SN=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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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