daytrend

06/09/2017

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:05 pm ET
by daytrend on 20170609. 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 (20170609 2:05 pm ET)
41.0% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
20.0% are below yesterday’s low.
39.0% are inside yesterday’s range.
70.3% of stocks with today’s high > yesterday’s high. (29.7% less than).
33.8% of stocks with today’s low < yesterday’s low. (66.2% greater than).

EVIDENCE OF INTRADAY TREND (20170609 2:05 pm ET)
60.3% of stocks are above today’s open. (38.9% are below).
58.6% of stocks are above today’s open and yesterday’s close.
35.2% are below both.
13.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.6% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170609 2:05 pm ET)
16.9% of stocks are in the top 10% of today’s range.
32.3% are in the top 20%.
55.8% are in the top half. 44.2% of stocks are in the bottom half of today’s range.
28.3% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN (20170609 2:05 pm ET)
62.9% of stocks are above yesterday’s close. (37.1% are below.)
2.7% are up 4.5% or more. 4.0% are down 4.5% or more.
7.0% are up 3.5% or more. 8.2% are down 3.5% or more.
40.2% are between +1% and -1%.

RSI on DAILY (20170609 2:05 pm ET)
2-day: >=95:15.3%…>=90:25.2%…>=80:37.1%…>=50:61.1%…<=20:21.0%…<=10:11.1%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.0%…>=50:63.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:65.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170609 2:05 pm ET)
41.0% above previous 1 highs, 20.0% below previous 1 lows
32.3% above previous 2 highs, 17.7% below previous 2 lows
29.6% above previous 3 highs, 15.2% below previous 3 lows
25.6% above previous 4 highs, 13.7% below previous 4 lows
23.9% above previous 5 highs, 12.2% below previous 5 lows
23.1% above previous 6 highs, 9.5% below previous 6 lows
22.9% above previous 7 highs, 8.0% below previous 7 lows
22.5% above previous 8 highs, 6.9% below previous 8 lows
22.0% above previous 9 highs, 6.3% below previous 9 lows
20.3% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170609 2:05 pm ET)
62.9% are above or equal to 6/8 close (1 days ago), 37.1% are below.
61.7% are above or equal to 6/7 close (2 days ago), 38.3% are below.
55.6% are above or equal to 6/6 close (3 days ago), 44.4% are below.
54.3% are above or equal to 6/5 close (4 days ago), 45.7% are below.
49.3% are above or equal to 6/2 close (5 days ago), 50.7% are below.
53.4% are above or equal to 6/1 close (6 days ago), 46.6% are below.
67.3% are above or equal to 5/31 close (7 days ago), 32.7% are below.
64.7% are above or equal to 5/30 close (8 days ago), 35.3% are below.
60.9% are above or equal to 5/26 close (9 days ago), 39.1% are below.
61.5% are above or equal to 5/25 close (10 days ago), 38.5% are below.
64.8% are above or equal to 5/24 close (11 days ago), 35.2% are below.
67.8% are above or equal to 5/23 close (12 days ago), 32.2% are below.
67.4% are above or equal to 5/22 close (13 days ago), 32.6% are below.
70.9% are above or equal to 5/19 close (14 days ago), 29.1% are below.
76.1% are above or equal to 5/18 close (15 days ago), 23.9% are below.
76.2% are above or equal to 5/17 close (16 days ago), 23.8% are below.
63.4% are above or equal to 5/16 close (17 days ago), 36.6% are below.
63.0% are above or equal to 5/15 close (18 days ago), 37.0% are below.
66.5% are above or equal to 5/12 close (19 days ago), 33.5% are below.
63.6% are above or equal to 5/11 close (20 days ago), 36.4% are below.
59.5% are above or equal to 5/10 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170609 2:05 pm ET)
20d: 27.1% new highs, 5.5% new lows
21d: 26.0% new highs, 5.5% new lows
42d: 18.1% new highs, 3.6% new lows
63d: 16.3% new highs, 3.3% new lows
126d: 14.6% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170609 2:05 pm ET)
2-day: 62.5% above, 37.5% below
3-day: 62.9% above, 37.1% below
4-day: 60.8% above, 39.2% below
5-day: 57.3% above, 42.7% below
8-day: 58.4% above, 41.6% below
10-day: 59.1% above, 40.9% below
20-day: 67.3% above, 32.7% below
50-day: 63.1% above, 36.9% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170609 2:05 pm ET)
ENER(82): 2.78% Top=SM SPN WLL OAS QEP SN CLR SWN ….. MPLX PAA NFG REN BPL WPZ EPD ETP=Bottom (Energy)
FINA(85): 1.83% Top=WDR HOMB UMPQ WAL PACW TCF WBS EWBC ….. ICE BX AXP SLM EFX TWNK APO PYPL=Bottom (Banks/Financials)
CHEM(23): 1.28% Top=POT MOS WLK OLN PX SHW PPG APD ….. TROX AXTA ASH FMC SMG PAH CC HUN=Bottom (Chemicals/Fertilizers)
RETA(61): 1.13% Top=URBN KSS SIG SBH BBBY TSCO ANF FINL ….. KMX EBAY AMZN W ETSY MELI TLRD NFLX=Bottom (Retail & Specialty Retail)
REAL(103): 1.10% Top=DFT DDR GEO XHR CBL LHO ALLY HST ….. AMH UNIT DEI SUI CUBE PSA SC DLR=Bottom (Real Estate)
MATE(27): 0.88% Top=MDR FAST PWR EXP VMC FLR WY USG ….. LEN PHM DAR WCN WM GMS SRCL CAA=Bottom (Materials & Construction)
INSU(32): 0.78% Top=AFL LNC UNM MET CNO ORI PRU TMK ….. AJG AON WLTW FNF FAF ACGL MBI AFSI=Bottom (Insurance)
MANU(34): 0.63% Top=TEX MRC KMT AGCO PNR ITT PH ROK ….. IR HON ITW DHR ATI AOS JKS DDD=Bottom (Manufacturing)
CONS(52): 0.55% Top=BC SKX HBI UAA FOSL WRK VFC IP ….. BLL SEE KS MAT SPB ELF TPX PAY=Bottom (Consumer)
DISV(44): 0.15% Top=CXW ACM JEC KBR URI ZTO MYGN CNDT ….. CAR MA V ATHN GPN PCLN YY WTW=Bottom (Diversified Services)
HEAL(45): 0.07% Top=OPK MD ACHC ESRX BKD THC TVTY DVA ….. A HOLX BAX EW ALGN COO DXCM MZOR=Bottom (Health)
TRAN(23): -0.18% Top=TRN WAB SWFT CHRW JBLU SNDR LUV KSU ….. UNP CP AAL XPO UAL SAVE NSC CSX=Bottom (Transportation)
META(26): -0.71% Top=SLCA FCX CNX CMC SCCO NUE STLD CCJ ….. CENX PAAS GG AG FNV TAHO AEM SSRI=Bottom (Metals & Mining)
LEIS(38): -0.88% Top=BLMN EAT ZOES STAY TXRH LQ PK SHAK ….. MGM SEAS MLCO MTN EXPE BYD WYNN DPZ=Bottom (Leisure)
COHW(38): -1.74% Top=CCI ZAYO VZ T TDC BCE CTL LVLT ….. PANW S ANET INFN SSYS ACIA WDC PSTG=Bottom (Computer Hardware/Telecom)
COSW(82): -2.53% Top=MANH IBM SABR CSRA DNB TRI TSS NATI ….. MULE VEEV JD CMCM TEAM SHOP TTD SQ=Bottom (Computer Software/Internet)
ELEC(46): -2.88% Top=AYI WAT BRKR GRMN FLEX TEL APH GLW ….. MXL KLAC AMAT AMD CRUS NVDA PI ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 2:05 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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