daytrend

06/12/2017

Filed under: Market Stats — daytrend @ 1:21 pm

Market Stats at 2:21 pm 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 2:21 pm ET)
30.5% of stocks are above yesterday’s high.
56.0% are above yesterday’s midpoint. (44.0% are below.)
17.6% are below yesterday’s low.
51.9% are inside yesterday’s range.
57.6% of stocks with today’s high > yesterday’s high. (42.4% less than).
41.0% of stocks with today’s low < yesterday’s low. (59.0% greater than).

EVIDENCE OF INTRADAY TREND (20170612 2:21 pm ET)
55.1% of stocks are above today’s open. (43.9% are below).
46.8% of stocks are above today’s open and yesterday’s close.
39.0% 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 2:21 pm ET)
8.1% of stocks are in the top 10% of today’s range.
20.1% are in the top 20%.
53.1% are in the top half. 46.9% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20170612 2:21 pm ET)
52.9% of stocks are above yesterday’s close. (47.1% are below.)
1.4% are up 4.5% or more. 0.6% are down 4.5% or more.
3.5% are up 3.5% or more. 1.3% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY (20170612 2:21 pm ET)
2-day: >=95:12.6%…>=90:23.6%…>=80:35.2%…>=50:58.5%…<=20:23.9%…<=10:13.9%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:61.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170612 2:21 pm ET)
30.5% above previous 1 highs, 17.6% below previous 1 lows
28.1% above previous 2 highs, 13.9% below previous 2 lows
23.6% above previous 3 highs, 12.6% below previous 3 lows
22.4% above previous 4 highs, 11.9% below previous 4 lows
19.5% above previous 5 highs, 11.4% below previous 5 lows
17.5% above previous 6 highs, 10.6% below previous 6 lows
17.0% above previous 7 highs, 9.2% below previous 7 lows
17.0% above previous 8 highs, 7.3% below previous 8 lows
16.5% above previous 9 highs, 7.0% below previous 9 lows
15.5% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170612 2:21 pm ET)
52.9% are above or equal to 6/9 close (1 days ago), 47.1% are below.
58.8% are above or equal to 6/8 close (2 days ago), 41.2% are below.
60.4% are above or equal to 6/7 close (3 days ago), 39.6% are below.
56.9% are above or equal to 6/6 close (4 days ago), 43.1% are below.
54.3% are above or equal to 6/5 close (5 days ago), 45.7% are below.
51.0% are above or equal to 6/2 close (6 days ago), 49.0% are below.
53.5% are above or equal to 6/1 close (7 days ago), 46.5% are below.
64.4% are above or equal to 5/31 close (8 days ago), 35.6% are below.
63.9% are above or equal to 5/30 close (9 days ago), 36.1% are below.
60.0% are above or equal to 5/26 close (10 days ago), 40.0% are below.
60.8% are above or equal to 5/25 close (11 days ago), 39.2% are below.
62.0% are above or equal to 5/24 close (12 days ago), 38.0% are below.
66.4% are above or equal to 5/23 close (13 days ago), 33.6% are below.
66.2% are above or equal to 5/22 close (14 days ago), 33.8% are below.
70.4% are above or equal to 5/19 close (15 days ago), 29.6% are below.
75.5% are above or equal to 5/18 close (16 days ago), 24.5% are below.
76.2% are above or equal to 5/17 close (17 days ago), 23.8% are below.
62.9% are above or equal to 5/16 close (18 days ago), 37.1% are below.
62.7% are above or equal to 5/15 close (19 days ago), 37.3% are below.
67.9% are above or equal to 5/12 close (20 days ago), 32.1% are below.
64.2% are above or equal to 5/11 close (21 days ago), 35.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170612 2:21 pm ET)
20d: 23.3% new highs, 7.0% new lows
21d: 22.3% new highs, 6.8% new lows
42d: 11.3% new highs, 2.3% new lows
63d: 9.3% new highs, 1.8% new lows
126d: 6.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170612 2:21 pm ET)
2-day: 52.0% above, 48.0% below
3-day: 56.4% above, 43.6% below
4-day: 60.2% above, 39.8% below
5-day: 59.9% above, 40.1% below
8-day: 56.3% above, 43.7% below
10-day: 57.9% above, 42.1% below
20-day: 63.1% above, 36.9% below
50-day: 64.4% above, 35.6% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170612 2:21 pm ET)
REAL(105): 0.88% Top=PEI CBL WPG KIM BRX WRI SKT SPG ….. EQR UDR INN UNIT FCH RESI RLJ GEO=Bottom (Real Estate)
ENER(82): 0.88% Top=DO RDC CRC SN SPN NBR HP QEP ….. CXO PE COG WPZ REN PXD EGN PBF=Bottom (Energy)
CONS(51): 0.52% Top=UAA TPX HBI COTY PAY ENR OI PBI ….. ECL WHR BERY NWL FOSL KS ELF GOOS=Bottom (Consumer)
RETA(61): 0.47% Top=URBN GNC AN LB PAG BBBY KMX WSM ….. AMZN FND BURL LL BBY EBAY KR NFLX=Bottom (Retail & Specialty Retail)
META(26): 0.40% Top=AKS CLF AGI X CENX CMC SSRI CNX ….. AG STLD RGLD WPM TECK SCCO AA PAAS=Bottom (Metals & Mining)
MANU(34): 0.38% Top=JKS GE FLS ATI RS MRC TEX ITT ….. SNA DDD ROK TTC AGCO AME SWK BWXT=Bottom (Manufacturing)
MATE(27): 0.36% Top=USG WCN KBH LEN MDR FAST WY TPH ….. OC PWR VMC GMS DHI MLM SUM ADSW=Bottom (Materials & Construction)
DISV(44): 0.25% Top=CAR SERV RBA R MYGN WTW PAYX URI ….. FLT PCLN SBAC FDC ULTA CXW MA YY=Bottom (Diversified Services)
TRAN(24): 0.16% Top=SWFT TRN EXPD UPS CHRW JBHT WAB XPO ….. KSU LUV SAVE TK ALK AAL UAL DAL=Bottom (Transportation)
FINA(85): 0.03% Top=WDR FII NAVI WU AMTD WETF SEIC ZION ….. ISBC WAL BOFI SLM BX ATH PYPL KKR=Bottom (Banks/Financials)
INSU(32): -0.07% Top=AFSI CINF MTG VR UNM MET ALL TRV ….. FNF AIG AFL ORI HIG AGO XL MBI=Bottom (Insurance)
LEIS(36): -0.14% Top=STAY HLT GPRO PK EAT MLCO BLMN ARMK ….. MGM DPZ YUMC MCD WEN TXRH SBUX YUM=Bottom (Leisure)
HEAL(45): -0.21% Top=MZOR DXCM OPK BKD THC MD CYH ESRX ….. EW MOH CNC NUVA IRTC TVTY BAX ALGN=Bottom (Health)
COHW(37): -0.30% Top=INFN TDS S CTL TMUS VZ BCE LVLT ….. SSYS PSTG NTAP COMM ACIA STX AAPL BBRY=Bottom (Computer Hardware/Telecom)
COSW(82): -0.63% Top=CTXS AKAM YELP SQ XRX CMCM CSRA TWTR ….. TTWO COUP MDSO VEEV SHOP NATI OKTA MTCH=Bottom (Computer Software/Internet)
CHEM(23): -0.78% Top=TROX SMG EMN CF HUN PPG MOS CC ….. DOW WLK SHW ASH POT AXTA PAH ALB=Bottom (Chemicals/Fertilizers)
ELEC(46): -1.19% Top=PI AYI CSIQ ADI CREE CY MRVL NVDA ….. ON KEYS CRUS SWKS FLEX CGNX 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 2:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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