daytrend

06/08/2017

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

Market Stats at 9:53 am ET
by daytrend on 20170608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170608 9:53 am ET)
15.0% of stocks are above yesterday’s high.
43.3% are above yesterday’s midpoint. (56.7% are below.)
19.7% are below yesterday’s low.
65.3% are inside yesterday’s range.
33.4% of stocks with today’s high > yesterday’s high. (66.6% less than).
34.6% of stocks with today’s low < yesterday’s low. (65.4% greater than).

EVIDENCE OF INTRADAY TREND (20170608 9:53 am ET)
42.2% of stocks are above today’s open. (57.0% are below).
33.6% of stocks are above today’s open and yesterday’s close.
48.7% are below both.
9.4% of stocks opened above yesterday’s high.
46.7% of stocks opened above yesterday’s close. (46.0% opened below yesterday’s close).
8.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170608 9:53 am ET)
4.4% of stocks are in the top 10% of today’s range.
11.3% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
33.8% are in the bottom 20%.
20.3% are in the bottom 10%.

GAIN (20170608 9:53 am ET)
43.5% of stocks are above yesterday’s close. (56.5% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 0.7% are down 3.5% or more.
79.0% are between +1% and -1%.

RSI on DAILY (20170608 9:53 am ET)
2-day: >=95:4.9%…>=90:8.7%…>=80:18.1%…>=50:41.9%…<=20:26.5%…<=10:11.9%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:55.1%…<=20:1.1%…<=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 (20170608 9:53 am ET)
15.0% above previous 1 highs, 19.7% below previous 1 lows
11.4% above previous 2 highs, 13.9% below previous 2 lows
8.2% above previous 3 highs, 13.1% below previous 3 lows
7.2% above previous 4 highs, 11.8% below previous 4 lows
6.3% above previous 5 highs, 8.7% below previous 5 lows
6.1% above previous 6 highs, 6.8% below previous 6 lows
5.6% above previous 7 highs, 6.5% below previous 7 lows
5.1% above previous 8 highs, 6.2% below previous 8 lows
4.4% above previous 9 highs, 5.3% below previous 9 lows
4.4% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170608 9:53 am ET)
43.5% are above or equal to 6/7 close (1 days ago), 56.5% are below.
46.6% are above or equal to 6/6 close (2 days ago), 53.4% are below.
41.9% are above or equal to 6/5 close (3 days ago), 58.1% are below.
37.9% are above or equal to 6/2 close (4 days ago), 62.1% are below.
41.8% are above or equal to 6/1 close (5 days ago), 58.2% are below.
60.8% are above or equal to 5/31 close (6 days ago), 39.2% are below.
58.7% are above or equal to 5/30 close (7 days ago), 41.3% are below.
54.3% are above or equal to 5/26 close (8 days ago), 45.7% are below.
51.7% are above or equal to 5/25 close (9 days ago), 48.3% are below.
55.6% are above or equal to 5/24 close (10 days ago), 44.4% are below.
58.1% are above or equal to 5/23 close (11 days ago), 41.9% are below.
59.1% are above or equal to 5/22 close (12 days ago), 40.9% are below.
64.3% are above or equal to 5/19 close (13 days ago), 35.7% are below.
70.5% are above or equal to 5/18 close (14 days ago), 29.5% are below.
72.0% are above or equal to 5/17 close (15 days ago), 28.0% are below.
56.5% are above or equal to 5/16 close (16 days ago), 43.5% are below.
54.9% are above or equal to 5/15 close (17 days ago), 45.1% are below.
59.0% are above or equal to 5/12 close (18 days ago), 41.0% are below.
55.6% are above or equal to 5/11 close (19 days ago), 44.4% are below.
52.4% are above or equal to 5/10 close (20 days ago), 47.6% are below.
55.9% are above or equal to 5/9 close (21 days ago), 44.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170608 9:53 am ET)
20d: 8.4% new highs, 6.7% new lows
21d: 8.2% new highs, 6.7% new lows
42d: 6.9% new highs, 5.1% new lows
63d: 6.4% new highs, 4.9% new lows
126d: 6.1% new highs, 4.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170608 9:53 am ET)
2-day: 41.6% above, 58.4% below
3-day: 42.5% above, 57.5% below
4-day: 41.4% above, 58.6% below
5-day: 39.0% above, 61.0% below
8-day: 48.7% above, 51.3% below
10-day: 49.6% above, 50.4% below
20-day: 58.4% above, 41.6% below
50-day: 54.6% above, 45.4% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170608 9:53 am ET)
RETA(61): 0.84% Top=JWN BABA M RH TLRD LL SIG MIK ….. AAP GES LB ORLY CHS CASY KMX URBN=Bottom (Retail & Specialty Retail)
FINA(86): 0.65% Top=UMPQ RF SIVB BAC WDR BKU SNV ZION ….. EV CLNS ARCC PYPL TWNK LAZ BX EFX=Bottom (Banks/Financials)
INSU(31): 0.29% Top=AFSI MET MTG UNM LNC CNO AGO PRU ….. L AFG TRV WLTW FNF VR FAF XL=Bottom (Insurance)
MANU(34): 0.17% Top=ATI DOV EMR CFX ITT MRC RS AGCO ….. JKS SWK ETN DHR BWXT ITW XYL SNA=Bottom (Manufacturing)
ELEC(46): 0.16% Top=ICHR HIMX NVDA PI FSLR SPWR AMD KEYS ….. GRMN TRMB CAVM MCHP MSCC QRVO GLW AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(81): -0.10% Top=REN HFC PBF COG PTEN SWN XOG DO ….. ETE MDU ETP CRC WPX CLR HES OXY=Bottom (Energy)
META(25): -0.12% Top=CENX AKS X SLCA FCX CCJ NUE AA ….. FNV SSRI ABX GG AEM WPM AG AGI=Bottom (Metals & Mining)
CONS(52): -0.13% Top=TPX BC UAA FOSL PAY RL LULU WWW ….. CCK BLL GPK SPB OI COTY ELF ENR=Bottom (Consumer)
TRAN(25): -0.14% Top=BRS TK CNI XPO KSU TRN WAB DAL ….. JBHT SNDR JBLU FDX EXPD LUV ALK SAVE=Bottom (Transportation)
DISV(45): -0.17% Top=KBR CXW URI MAN ZTO MYGN YY FDC ….. ROL CTAS FLT SBAC ILG G SERV AMN=Bottom (Diversified Services)
CHEM(23): -0.22% Top=SHW WLK CF MOS POT CE OLN EMN ….. APD PPG AXTA ASH PX CC HUN SMG=Bottom (Chemicals/Fertilizers)
COSW(83): -0.30% Top=YHOO JD OTEX IBM FEYE NUAN NTES TTD ….. XRX COUP FTNT SINA VMW SYMC SNAP NTNX=Bottom (Computer Software/Internet)
LEIS(38): -0.32% Top=ZOES SHAK MLCO WYNN BLMN SIX TXRH SEAS ….. SONC LQ EAT QSR WYN HLT MAR MTN=Bottom (Leisure)
MATE(27): -0.34% Top=SUM MDR VMC FLR MLM DAR PWR EXP ….. KBH ADSW PHM JELD TOL WY CAA SRCL=Bottom (Materials & Construction)
HEAL(45): -0.35% Top=IRTC BKD MOH OPK ABT ACHC HLS HCA ….. A NUVA TMO ANTM PKI HOLX DVA MZOR=Bottom (Health)
COHW(38): -0.38% Top=QCOM SSYS CTL VG LVLT CDW TDS NTAP ….. MSI STX COMM PANW VIAV CCI FNSR PSTG=Bottom (Computer Hardware/Telecom)
REAL(102): -0.59% Top=PEI CBL WPG NRZ SC CIM BAM MFA ….. DLR CONE GLPI BRX RPAI DFT KIM DDR=Bottom (Real Estate)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: