daytrend

06/12/2017

Filed under: Market Stats — daytrend @ 8:48 am

Market Stats at 9:47 am ET
by daytrend on 20170612. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170612 9:47 am ET)
37.1% of stocks are above yesterday’s high.
61.5% are above yesterday’s midpoint. (38.5% are below.)
20.1% are below yesterday’s low.
42.7% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
30.1% of stocks with today’s low < yesterday’s low. (69.9% greater than).

EVIDENCE OF INTRADAY TREND (20170612 9:47 am ET)
62.9% of stocks are above today’s open. (35.6% are below).
55.2% of stocks are above today’s open and yesterday’s close.
31.8% are below both.
11.7% of stocks opened above yesterday’s high.
37.7% of stocks opened above yesterday’s close. (56.1% opened below yesterday’s close).
8.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170612 9:47 am ET)
18.2% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
52.4% are in the top half. 47.6% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20170612 9:47 am ET)
60.5% of stocks are above yesterday’s close. (39.5% are below.)
0.7% are up 4.5% or more. 2.3% are down 4.5% or more.
2.5% are up 3.5% or more. 3.9% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY (20170612 9:47 am ET)
2-day: >=95:17.6%…>=90:28.7%…>=80:43.7%…>=50:62.5%…<=20:25.6%…<=10:16.9%…<=5:10.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:63.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:63.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170612 9:47 am ET)
37.1% above previous 1 highs, 20.1% below previous 1 lows
34.6% above previous 2 highs, 17.6% below previous 2 lows
28.2% above previous 3 highs, 16.0% below previous 3 lows
26.1% above previous 4 highs, 15.2% below previous 4 lows
23.5% above previous 5 highs, 14.5% below previous 5 lows
21.5% above previous 6 highs, 13.9% below previous 6 lows
21.0% above previous 7 highs, 12.9% below previous 7 lows
20.8% above previous 8 highs, 11.4% below previous 8 lows
19.9% above previous 9 highs, 11.0% below previous 9 lows
18.7% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170612 9:47 am ET)
60.5% are above or equal to 6/9 close (1 days ago), 39.5% are below.
61.7% are above or equal to 6/8 close (2 days ago), 38.3% are below.
62.4% are above or equal to 6/7 close (3 days ago), 37.6% are below.
58.1% are above or equal to 6/6 close (4 days ago), 41.9% are below.
56.3% are above or equal to 6/5 close (5 days ago), 43.7% are below.
53.0% are above or equal to 6/2 close (6 days ago), 47.0% are below.
55.5% are above or equal to 6/1 close (7 days ago), 44.5% are below.
65.1% are above or equal to 5/31 close (8 days ago), 34.9% are below.
65.5% are above or equal to 5/30 close (9 days ago), 34.5% are below.
61.8% are above or equal to 5/26 close (10 days ago), 38.2% are below.
61.4% are above or equal to 5/25 close (11 days ago), 38.6% are below.
62.3% are above or equal to 5/24 close (12 days ago), 37.7% are below.
65.4% are above or equal to 5/23 close (13 days ago), 34.6% are below.
64.6% are above or equal to 5/22 close (14 days ago), 35.4% are below.
70.2% are above or equal to 5/19 close (15 days ago), 29.8% are below.
73.8% are above or equal to 5/18 close (16 days ago), 26.2% are below.
75.6% are above or equal to 5/17 close (17 days ago), 24.4% are below.
62.1% are above or equal to 5/16 close (18 days ago), 37.9% are below.
61.3% are above or equal to 5/15 close (19 days ago), 38.7% are below.
66.5% are above or equal to 5/12 close (20 days ago), 33.5% are below.
63.8% are above or equal to 5/11 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170612 9:47 am ET)
20d: 19.3% new highs, 5.5% new lows
21d: 18.5% new highs, 5.4% new lows
42d: 9.3% new highs, 1.4% new lows
63d: 7.3% new highs, 1.0% new lows
126d: 5.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170612 9:47 am ET)
2-day: 59.8% above, 40.2% below
3-day: 61.3% above, 38.7% below
4-day: 62.7% above, 37.3% below
5-day: 63.2% above, 36.8% below
8-day: 58.6% above, 41.4% below
10-day: 61.2% above, 38.8% below
20-day: 64.3% above, 35.7% below
50-day: 63.9% above, 36.1% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170612 9:47 am ET)
ENER(82): 1.81% Top=RDC SPN DO HP WLL SM RIG CRZO ….. PE EGN VVV WMB FANG COG CXO RSPP=Bottom (Energy)
REAL(105): 0.91% Top=PEI CBL WPG SKT GGP DDR KRG MAC ….. AMH CONE GEO EQR DLR AVB UDR AMT=Bottom (Real Estate)
META(26): 0.79% Top=AKS SLCA X CLF CNX TECK CMC TAHO ….. NUE AGI STLD SSRI RGLD AG PAAS AA=Bottom (Metals & Mining)
RETA(61): 0.76% Top=BBBY GNC KSS TLRD LB CHS URBN DKS ….. ETSY EBAY FND AMZN MELI NFLX W CVNA=Bottom (Retail & Specialty Retail)
MATE(27): 0.65% Top=FAST TPH USG DAR MDR WCN LEN SRCL ….. ADSW RSG OC MLM SUM VMC MAS JELD=Bottom (Materials & Construction)
CONS(51): 0.60% Top=UAA HBI RL VFC COTY GT FOSL CRI ….. WHR EL WRK FBHS FL GOOS BERY ELF=Bottom (Consumer)
FINA(85): 0.48% Top=PBCT HOMB FII ZION WDR NYCB FNB OZRK ….. PNC FRC CBOE ATH EV MTB BX PYPL=Bottom (Banks/Financials)
INSU(32): 0.38% Top=AFSI MTG CNO MET RDN VR SLF UNM ….. AON AIG WLTW XL PGR FNF FAF AFL=Bottom (Insurance)
MANU(34): 0.24% Top=GE JKS MRC FLS ATI ITT KMT RS ….. AOS AGCO SWK CAT DE TTC BWXT DDD=Bottom (Manufacturing)
TRAN(24): 0.09% Top=TK SWFT CHRW UPS TRN JBHT EXPD CP ….. NSC SAVE LUV CSX ALK DAL UAL AAL=Bottom (Transportation)
DISV(44): 0.05% Top=CAR SERV R RBA PAYX VRSK HRB ADS ….. INFO FDC YY FLT V MA PCLN SBAC=Bottom (Diversified Services)
CHEM(23): -0.08% Top=MOS CF POT EMN PX PPG RPM SMG ….. DD OLN AXTA DOW TROX PAH ALB CC=Bottom (Chemicals/Fertilizers)
HEAL(45): -0.23% Top=CYH ESRX THC UHS BKD HCA DVA MD ….. BAX NUVA EW CNC IRTC TVTY MOH ALGN=Bottom (Health)
LEIS(36): -0.45% Top=GPRO EAT HLT PK STAY ARMK RRR SEAS ….. CMG MAR WEN DPZ SBUX RCL MGM YUMC=Bottom (Leisure)
COHW(37): -1.05% Top=CTL VZ T TDS TMUS LVLT CSCO BCE ….. SSYS ANET PANW BBRY WDC FNSR AAPL STX=Bottom (Computer Hardware/Telecom)
COSW(82): -1.97% Top=IBM XRX CA DNB ADP NCR MDRX SABR ….. MTCH OKTA ADBE DATA PFPT TTWO VEEV SHOP=Bottom (Computer Software/Internet)
ELEC(46): -2.56% Top=FSLR CSIQ AYI SPWR INTC GRMN ADI BRKR ….. ON CGNX CRUS AMD OCLR CAVM MXL 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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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