daytrend

06/09/2017

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:26 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 3:26 pm ET)
39.2% of stocks are above yesterday’s high.
60.9% are above yesterday’s midpoint. (39.1% are below.)
22.8% are below yesterday’s low.
37.9% are inside yesterday’s range.
72.1% of stocks with today’s high > yesterday’s high. (27.9% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20170609 3:26 pm ET)
57.7% of stocks are above today’s open. (41.9% are below).
56.0% of stocks are above today’s open and yesterday’s close.
38.8% 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 3:26 pm ET)
11.2% of stocks are in the top 10% of today’s range.
22.7% are in the top 20%.
53.4% are in the top half. 46.6% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170609 3:26 pm ET)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
4.5% are up 4.5% or more. 4.3% are down 4.5% or more.
9.5% are up 3.5% or more. 9.4% are down 3.5% or more.
39.2% are between +1% and -1%.

RSI on DAILY (20170609 3:26 pm ET)
2-day: >=95:14.5%…>=90:24.1%…>=80:34.8%…>=50:57.1%…<=20:22.6%…<=10:13.4%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:61.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170609 3:26 pm ET)
39.2% above previous 1 highs, 22.8% below previous 1 lows
30.9% above previous 2 highs, 19.6% below previous 2 lows
28.2% above previous 3 highs, 16.8% below previous 3 lows
25.0% above previous 4 highs, 15.2% below previous 4 lows
22.7% above previous 5 highs, 13.8% below previous 5 lows
21.8% above previous 6 highs, 11.8% below previous 6 lows
21.6% above previous 7 highs, 10.1% below previous 7 lows
21.4% above previous 8 highs, 8.7% below previous 8 lows
20.7% above previous 9 highs, 8.2% below previous 9 lows
18.7% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170609 3:26 pm ET)
59.5% are above or equal to 6/8 close (1 days ago), 40.5% are below.
58.3% are above or equal to 6/7 close (2 days ago), 41.7% are below.
54.8% are above or equal to 6/6 close (3 days ago), 45.2% are below.
52.2% are above or equal to 6/5 close (4 days ago), 47.8% are below.
48.9% are above or equal to 6/2 close (5 days ago), 51.1% are below.
52.0% are above or equal to 6/1 close (6 days ago), 48.0% are below.
66.1% are above or equal to 5/31 close (7 days ago), 33.9% are below.
64.0% are above or equal to 5/30 close (8 days ago), 36.0% are below.
59.3% are above or equal to 5/26 close (9 days ago), 40.7% are below.
59.2% are above or equal to 5/25 close (10 days ago), 40.8% are below.
63.4% are above or equal to 5/24 close (11 days ago), 36.6% are below.
66.6% are above or equal to 5/23 close (12 days ago), 33.4% are below.
65.5% are above or equal to 5/22 close (13 days ago), 34.5% are below.
69.9% are above or equal to 5/19 close (14 days ago), 30.1% are below.
75.5% are above or equal to 5/18 close (15 days ago), 24.5% 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.
62.2% are above or equal to 5/15 close (18 days ago), 37.8% are below.
66.1% are above or equal to 5/12 close (19 days ago), 33.9% are below.
63.5% are above or equal to 5/11 close (20 days ago), 36.5% are below.
58.9% are above or equal to 5/10 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170609 3:26 pm ET)
20d: 27.7% new highs, 6.8% new lows
21d: 26.5% new highs, 6.5% new lows
42d: 18.3% new highs, 3.9% new lows
63d: 16.4% new highs, 3.6% new lows
126d: 14.7% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170609 3:26 pm ET)
2-day: 59.2% above, 40.8% below
3-day: 58.9% above, 41.1% below
4-day: 58.6% above, 41.4% below
5-day: 56.0% above, 44.0% below
8-day: 54.8% above, 45.2% below
10-day: 57.6% above, 42.4% below
20-day: 65.2% above, 34.8% below
50-day: 63.3% above, 36.7% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170609 3:26 pm ET)
ENER(82): 3.45% Top=SM SPN SN WLL CRZO OAS HP CPE ….. MPLX REN EEP BPL WPZ NFG EPD ETP=Bottom (Energy)
FINA(85): 1.75% Top=HOMB PACW UMPQ WAL WBS SCHW VLY EWBC ….. AXP ICE EFX SYF TWNK LAZ APO PYPL=Bottom (Banks/Financials)
RETA(61): 1.44% Top=URBN KSS JWN SBH SIG BBBY FINL TSCO ….. KMX AMZN TLRD EBAY ETSY W MELI NFLX=Bottom (Retail & Specialty Retail)
CHEM(23): 1.35% Top=POT MOS WLK OLN PX SHW CF PPG ….. DOW ASH PAH TROX FMC RPM SMG HUN=Bottom (Chemicals/Fertilizers)
MATE(27): 0.80% Top=MDR PWR FAST FLR EXP VMC WY USG ….. OC WCN WM SRCL LEN DAR GMS CAA=Bottom (Materials & Construction)
INSU(32): 0.78% Top=AFL UNM LNC MET CNO PRU AGO ORI ….. AON AIG WLTW FNF FAF ACGL MBI AFSI=Bottom (Insurance)
REAL(103): 0.73% Top=DFT GEO DDR CBL ALLY XHR LHO INN ….. EXR AMH SUI DEI CUBE PSA SC DLR=Bottom (Real Estate)
CONS(52): 0.57% Top=BC HBI UAA VFC WRK PVH FOSL SKX ….. SEE BLL MAT EPC SPB ELF TPX PAY=Bottom (Consumer)
MANU(34): 0.53% Top=TEX AGCO KMT MRC PNR ITT SWK PH ….. IR HON ITW DHR BWXT AOS JKS DDD=Bottom (Manufacturing)
DISV(44): 0.11% Top=CXW ACM JEC URI KBR ZTO MYGN RHI ….. HRB FLT MA ILG V GPN PCLN WTW=Bottom (Diversified Services)
TRAN(23): -0.06% Top=TRN WAB SWFT KSU CHRW SNDR DAL LUV ….. CNI CP XPO SAVE NSC CSX AAL UAL=Bottom (Transportation)
HEAL(45): -0.20% Top=ACHC MD OPK ESRX THC BKD TVTY DVA ….. A NUVA BAX EW COO DXCM ALGN MZOR=Bottom (Health)
META(26): -0.51% Top=SLCA FCX CNX CMC STLD CCJ NUE SCCO ….. WPM FNV NEM TAHO CENX AG AEM SSRI=Bottom (Metals & Mining)
LEIS(38): -1.10% Top=BLMN EAT PK LQ TXRH ZOES SONC CMG ….. RCL DNKN SEAS EXPE WYNN MTN BYD DPZ=Bottom (Leisure)
COHW(38): -1.96% Top=VZ CCI TDC T ZAYO CTL BCE LVLT ….. AAPL PSTG ACIA ANET WDC S INFN SSYS=Bottom (Computer Hardware/Telecom)
COSW(82): -2.72% Top=WUBA IBM SABR MANH TRIP TSS TRI CSRA ….. VEEV JD TEAM SHOP CMCM SQ OKTA TTD=Bottom (Computer Software/Internet)
ELEC(46): -3.23% Top=AYI GRMN FLEX APH TEL WAT BRKR FTV ….. AMAT CRUS MSCC NVDA KLAC OCLR ICHR PI=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 3:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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