daytrend

06/13/2017

Filed under: Market Stats — daytrend @ 9:24 am

Market Stats at 10:24 am ET
by daytrend on 20170613. 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 (20170613 10:24 am ET)
25.6% of stocks are above yesterday’s high.
72.9% are above yesterday’s midpoint. (27.1% are below.)
4.4% are below yesterday’s low.
70.0% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
15.2% of stocks with today’s low < yesterday’s low. (84.8% greater than).

EVIDENCE OF INTRADAY TREND (20170613 10:24 am ET)
64.2% of stocks are above today’s open. (32.7% are below).
59.5% of stocks are above today’s open and yesterday’s close.
18.1% are below both.
12.1% of stocks opened above yesterday’s high.
69.4% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170613 10:24 am ET)
21.6% of stocks are in the top 10% of today’s range.
33.2% are in the top 20%.
63.7% are in the top half. 36.3% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20170613 10:24 am ET)
76.9% of stocks are above yesterday’s close. (23.1% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.0% are up 3.5% or more. 0.0% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY (20170613 10:24 am ET)
2-day: >=95:15.7%…>=90:25.8%…>=80:39.4%…>=50:72.9%…<=20:8.1%…<=10:3.4%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:70.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:71.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170613 10:24 am ET)
25.6% above previous 1 highs, 4.4% below previous 1 lows
12.8% above previous 2 highs, 2.4% below previous 2 lows
11.5% above previous 3 highs, 1.5% below previous 3 lows
10.8% above previous 4 highs, 1.5% below previous 4 lows
10.0% above previous 5 highs, 1.3% below previous 5 lows
9.2% above previous 6 highs, 1.3% below previous 6 lows
8.6% above previous 7 highs, 1.1% below previous 7 lows
8.3% above previous 8 highs, 1.0% below previous 8 lows
8.3% above previous 9 highs, 1.0% below previous 9 lows
8.2% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170613 10:24 am ET)
76.9% are above or equal to 6/12 close (1 days ago), 23.1% are below.
69.1% are above or equal to 6/9 close (2 days ago), 30.9% are below.
64.6% are above or equal to 6/8 close (3 days ago), 35.4% are below.
65.4% are above or equal to 6/7 close (4 days ago), 34.6% are below.
61.6% are above or equal to 6/6 close (5 days ago), 38.4% are below.
60.5% are above or equal to 6/5 close (6 days ago), 39.5% are below.
55.4% are above or equal to 6/2 close (7 days ago), 44.6% are below.
58.5% are above or equal to 6/1 close (8 days ago), 41.5% are below.
69.1% are above or equal to 5/31 close (9 days ago), 30.9% are below.
68.5% are above or equal to 5/30 close (10 days ago), 31.5% are below.
65.6% are above or equal to 5/26 close (11 days ago), 34.4% are below.
65.8% are above or equal to 5/25 close (12 days ago), 34.2% are below.
67.7% are above or equal to 5/24 close (13 days ago), 32.3% are below.
70.2% are above or equal to 5/23 close (14 days ago), 29.8% are below.
69.1% are above or equal to 5/22 close (15 days ago), 30.9% are below.
73.6% are above or equal to 5/19 close (16 days ago), 26.4% are below.
76.8% are above or equal to 5/18 close (17 days ago), 23.2% are below.
77.1% are above or equal to 5/17 close (18 days ago), 22.9% are below.
67.2% are above or equal to 5/16 close (19 days ago), 32.8% are below.
67.2% are above or equal to 5/15 close (20 days ago), 32.8% are below.
71.1% are above or equal to 5/12 close (21 days ago), 28.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170613 10:24 am ET)
20d: 12.8% new highs, 1.5% new lows
21d: 12.1% new highs, 1.3% new lows
42d: 7.3% new highs, 0.6% new lows
63d: 6.3% new highs, 0.6% new lows
126d: 4.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170613 10:24 am ET)
2-day: 75.0% above, 25.0% below
3-day: 73.1% above, 26.9% below
4-day: 70.0% above, 30.0% below
5-day: 68.5% above, 31.5% below
8-day: 63.3% above, 36.7% below
10-day: 63.7% above, 36.3% below
20-day: 69.8% above, 30.2% below
50-day: 67.5% above, 32.5% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170613 10:24 am ET)
ELEC(46): 0.94% Top=ICHR PI OCLR BRKR CRUS CY SPWR HIMX ….. TEL AMBA SIMO FLEX TXN INTC KEYS AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): 0.89% Top=PHM GMS MAS MLM VMC USG LEN EXP ….. WM ADSW JELD MDR RSG SRCL FAST FLR=Bottom (Materials & Construction)
CHEM(23): 0.80% Top=SMG CF SHW OLN CC PPG HUN CE ….. ASH TROX AXTA MOS DD WLK DOW PAH=Bottom (Chemicals/Fertilizers)
DISV(44): 0.75% Top=CAR YY WTW FLT PCLN V R ILG ….. KBR CXW SBAC CNDT LDOS RBA URI SERV=Bottom (Diversified Services)
META(26): 0.61% Top=CMC CNX AA CENX X TAHO STLD CCJ ….. FCX AG FNV AGI PAAS ABX WPM TECK=Bottom (Metals & Mining)
LEIS(36): 0.61% Top=MLCO WYNN STAY DPZ MGM RCL QSR MTN ….. SIX TXRH SEAS SBUX DRI SHAK SONC EAT=Bottom (Leisure)
COSW(83): 0.59% Top=OKTA DATA GWRE SSNC PFPT WDAY MTCH TWLO ….. BIDU TWTR VEEV SHOP VIPS CMCM COUP WUBA=Bottom (Computer Software/Internet)
ENER(82): 0.58% Top=SM WPX DK WLL AR TSO RDC SWN ….. NOV CVE XOM CVX SLB BHI ETP EEP=Bottom (Energy)
COHW(37): 0.51% Top=WDC PSTG FNSR CIEN COMM TDC BBRY INFN ….. CCI MSI VG T BCE ACIA VZ VSAT=Bottom (Computer Hardware/Telecom)
HEAL(45): 0.47% Top=DXCM CYH RMD ACHC IRTC CNC AET COO ….. ANTM TVTY SYK VAR VWR ESRX XRAY MZOR=Bottom (Health)
MANU(34): 0.44% Top=RS ATI BWXT JKS TEX DDD SWK AME ….. EMR CAT CFX PNR ROK MRC GE KMT=Bottom (Manufacturing)
TRAN(23): 0.43% Top=JBLU SWFT CP KSU WAB TRN UNP LUV ….. CNI AAL SNDR ALK FDX DAL UAL SAVE=Bottom (Transportation)
FINA(86): 0.41% Top=STT CMA MS FII KKR SLM EFX CFG ….. VLY UMPQ AMG WBS ATH TROW PSEC ARCC=Bottom (Banks/Financials)
RETA(60): 0.39% Top=ETSY TLRD CVNA W BLDR RH AMZN JWN ….. URBN ORLY KR SBH SFM WBA KORS DSW=Bottom (Retail & Specialty Retail)
INSU(32): 0.28% Top=RDN MBI MTG LNC AJG AON ACGL HIG ….. FNF FAF PGR TRV XL VR CINF AFSI=Bottom (Insurance)
CONS(51): 0.25% Top=KS GOOS BC SKX FBHS OI BLL WHR ….. PVH CHD GT CSL VFC COTY UAA FOSL=Bottom (Consumer)
REAL(106): 0.06% Top=FCH RLJ SC INN DRH ALLY PEI LHO ….. RLGY DLR GEO ESRT PGRE FR TCO MPW=Bottom (Real Estate)

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 10:24 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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