daytrend

06/08/2017

Filed under: Market Stats — daytrend @ 12:39 pm

Market Stats at 1:38 pm ET
by daytrend on 20170608. 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 (20170608 1:38 pm ET)
33.8% of stocks are above yesterday’s high.
58.5% are above yesterday’s midpoint. (41.5% are below.)
17.4% are below yesterday’s low.
48.9% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
45.2% of stocks with today’s low < yesterday’s low. (54.8% greater than).

EVIDENCE OF INTRADAY TREND (20170608 1:38 pm ET)
61.0% of stocks are above today’s open. (38.0% are below).
54.9% of stocks are above today’s open and yesterday’s close.
33.2% are below both.
9.4% of stocks opened above yesterday’s high.
46.7% of stocks opened above yesterday’s close. (45.9% opened below yesterday’s close).
8.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170608 1:38 pm ET)
22.1% of stocks are in the top 10% of today’s range.
38.0% are in the top 20%.
63.3% are in the top half. 36.7% of stocks are in the bottom half of today’s range.
12.7% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20170608 1:38 pm ET)
61.1% of stocks are above yesterday’s close. (38.9% are below.)
3.2% are up 4.5% or more. 0.6% are down 4.5% or more.
5.7% are up 3.5% or more. 1.1% are down 3.5% or more.
52.8% are between +1% and -1%.

RSI on DAILY (20170608 1:38 pm ET)
2-day: >=95:11.2%…>=90:19.4%…>=80:31.4%…>=50:57.4%…<=20:20.3%…<=10:10.1%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.8%…>=50:64.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:63.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170608 1:38 pm ET)
33.8% above previous 1 highs, 17.4% below previous 1 lows
29.0% above previous 2 highs, 13.8% below previous 2 lows
23.5% above previous 3 highs, 12.8% below previous 3 lows
21.4% above previous 4 highs, 11.7% below previous 4 lows
20.3% above previous 5 highs, 9.5% below previous 5 lows
20.2% above previous 6 highs, 8.0% below previous 6 lows
19.6% above previous 7 highs, 7.0% below previous 7 lows
18.5% above previous 8 highs, 6.8% below previous 8 lows
16.6% above previous 9 highs, 6.1% below previous 9 lows
16.1% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170608 1:38 pm ET)
61.1% are above or equal to 6/7 close (1 days ago), 38.9% are below.
59.7% are above or equal to 6/6 close (2 days ago), 40.3% are below.
51.8% are above or equal to 6/5 close (3 days ago), 48.2% are below.
47.0% are above or equal to 6/2 close (4 days ago), 53.0% are below.
51.2% are above or equal to 6/1 close (5 days ago), 48.8% are below.
67.4% are above or equal to 5/31 close (6 days ago), 32.6% are below.
66.9% are above or equal to 5/30 close (7 days ago), 33.1% are below.
62.4% are above or equal to 5/26 close (8 days ago), 37.6% are below.
60.2% are above or equal to 5/25 close (9 days ago), 39.8% are below.
62.7% are above or equal to 5/24 close (10 days ago), 37.3% are below.
66.0% are above or equal to 5/23 close (11 days ago), 34.0% are below.
65.8% are above or equal to 5/22 close (12 days ago), 34.2% are below.
69.3% are above or equal to 5/19 close (13 days ago), 30.7% are below.
74.8% are above or equal to 5/18 close (14 days ago), 25.2% are below.
75.1% are above or equal to 5/17 close (15 days ago), 24.9% are below.
63.6% are above or equal to 5/16 close (16 days ago), 36.4% are below.
59.6% are above or equal to 5/15 close (17 days ago), 40.4% are below.
65.2% are above or equal to 5/12 close (18 days ago), 34.8% are below.
60.6% are above or equal to 5/11 close (19 days ago), 39.4% are below.
56.8% are above or equal to 5/10 close (20 days ago), 43.2% are below.
59.5% are above or equal to 5/9 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170608 1:38 pm ET)
20d: 17.2% new highs, 9.2% new lows
21d: 16.4% new highs, 9.2% new lows
42d: 11.4% new highs, 7.1% new lows
63d: 10.7% new highs, 6.7% new lows
126d: 10.1% new highs, 4.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170608 1:38 pm ET)
2-day: 59.7% above, 40.3% below
3-day: 59.6% above, 40.4% below
4-day: 55.5% above, 44.5% below
5-day: 52.2% above, 47.8% below
8-day: 58.6% above, 41.4% below
10-day: 59.9% above, 40.1% below
20-day: 67.5% above, 32.5% below
50-day: 60.9% above, 39.1% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170608 1:38 pm ET)
FINA(86): 2.27% Top=UMPQ HOMB FHN WAL SIVB WBS SNV EWBC ….. AMG PYPL LAZ PSEC ARCC TWNK WU EFX=Bottom (Banks/Financials)
META(26): 1.81% Top=CENX AKS X STLD CLF CMC TECK SLCA ….. WPM NEM AEM FNV ABX GG AGI TAHO=Bottom (Metals & Mining)
INSU(31): 1.27% Top=AFSI MTG LNC RDN UNM MBI MET PRU ….. L MMC AON VR PGR SLF FNF XL=Bottom (Insurance)
MANU(34): 1.04% Top=ATI KMT RS EMR TEX DCI DDD AGCO ….. XYL GE IR JKS SWK BWXT DHR SNA=Bottom (Manufacturing)
ELEC(46): 1.04% Top=NVDA HIMX ICHR MSCC AMD SPWR CY FSLR ….. AVGO CAVM GLW QRVO KLAC TRMB KEYS OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 1.04% Top=BABA JWN RH TLRD W MIK BLDR WSM ….. KSS PAG TJX ORLY GME KMX AAP URBN=Bottom (Retail & Specialty Retail)
CHEM(23): 0.76% Top=OLN CF TROX WLK MOS PAH CC SHW ….. ASH DD PPG AXTA DOW PX SMG HUN=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.56% Top=BRS TRN TK WAB SNDR AAL DAL CNI ….. CSX CHRW SWFT JBLU UAL LUV ALK SAVE=Bottom (Transportation)
MATE(27): 0.54% Top=SUM MDR MLM FLR VMC PWR DAR EXP ….. ADSW TOL RSG WCN WM WY CAA SRCL=Bottom (Materials & Construction)
COHW(38): 0.33% Top=INFN COMM NTAP UBNT SSYS ARRS CDW ACIA ….. TMUS T VZ CIEN PANW FNSR PSTG CCI=Bottom (Computer Hardware/Telecom)
DISV(45): 0.25% Top=CXW AMN KBR MAN RHI URI ATHN JEC ….. ALLE FISV TRU G ZTO GPN YY SBAC=Bottom (Diversified Services)
LEIS(38): 0.10% Top=SIX SHAK BLMN WYNN MLCO ZOES EXPE H ….. YUM EAT HLT SEAS SBUX YUMC MTN QSR=Bottom (Leisure)
HEAL(45): 0.07% Top=CYH IRTC NUVA DXCM MOH MD BKD THC ….. DVA UNH COO PKI TMO A SYK MZOR=Bottom (Health)
CONS(52): 0.04% Top=TPX UAA BC WWW PAY SKX CSL PBI ….. OI COTY KMB CL ELF GPK GOOS ENR=Bottom (Consumer)
ENER(79): -0.03% Top=DK PBF AR VLO REN HFC RES WMB ….. CVE XOG OXY CPE WPX HES SM CLR=Bottom (Energy)
REAL(102): -0.03% Top=GEO RLJ LHO SHO PEB DRH XHR CIM ….. CBL FRT DLR RPAI SKT TCO STOR DDR=Bottom (Real Estate)
COSW(83): -0.26% Top=YHOO BL FEYE FFIV MDRX JD NCR CSRA ….. BIDU FIS VIPS MULE SNAP VMW NTNX SINA=Bottom (Computer Software/Internet)

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 1:38 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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