daytrend

06/13/2017

Filed under: Market Stats — daytrend @ 12:27 pm

Market Stats at 1:25 pm 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 1:25 pm ET)
32.8% of stocks are above yesterday’s high.
75.1% are above yesterday’s midpoint. (24.9% are below.)
5.5% are below yesterday’s low.
61.7% are inside yesterday’s range.
57.0% of stocks with today’s high > yesterday’s high. (43.0% less than).
17.7% of stocks with today’s low < yesterday’s low. (82.3% greater than).

EVIDENCE OF INTRADAY TREND (20170613 1:25 pm ET)
63.9% of stocks are above today’s open. (35.3% are below).
61.0% of stocks are above today’s open and yesterday’s close.
23.5% 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 1:25 pm ET)
15.5% of stocks are in the top 10% of today’s range.
29.8% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20170613 1:25 pm ET)
73.6% of stocks are above yesterday’s close. (26.4% are below.)
1.2% are up 4.5% or more. 0.0% are down 4.5% or more.
3.0% are up 3.5% or more. 0.2% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY (20170613 1:25 pm ET)
2-day: >=95:14.9%…>=90:25.4%…>=80:41.1%…>=50:73.0%…<=20:7.4%…<=10:3.8%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.8%…>=50:72.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:72.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170613 1:25 pm ET)
32.8% above previous 1 highs, 5.5% below previous 1 lows
19.3% above previous 2 highs, 3.0% below previous 2 lows
18.8% above previous 3 highs, 2.3% below previous 3 lows
17.1% above previous 4 highs, 1.7% below previous 4 lows
16.2% above previous 5 highs, 1.4% below previous 5 lows
14.4% above previous 6 highs, 1.4% below previous 6 lows
13.3% above previous 7 highs, 1.2% below previous 7 lows
12.5% above previous 8 highs, 0.8% below previous 8 lows
12.5% above previous 9 highs, 0.7% below previous 9 lows
11.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170613 1:25 pm ET)
73.6% are above or equal to 6/12 close (1 days ago), 26.4% are below.
70.3% are above or equal to 6/9 close (2 days ago), 29.7% are below.
66.3% are above or equal to 6/8 close (3 days ago), 33.7% are below.
67.5% are above or equal to 6/7 close (4 days ago), 32.5% are below.
63.9% are above or equal to 6/6 close (5 days ago), 36.1% are below.
62.1% are above or equal to 6/5 close (6 days ago), 37.9% are below.
57.7% are above or equal to 6/2 close (7 days ago), 42.3% are below.
59.5% are above or equal to 6/1 close (8 days ago), 40.5% are below.
70.4% are above or equal to 5/31 close (9 days ago), 29.6% are below.
70.7% are above or equal to 5/30 close (10 days ago), 29.3% are below.
67.7% are above or equal to 5/26 close (11 days ago), 32.3% are below.
68.5% are above or equal to 5/25 close (12 days ago), 31.5% are below.
68.8% are above or equal to 5/24 close (13 days ago), 31.2% are below.
71.1% are above or equal to 5/23 close (14 days ago), 28.9% are below.
69.9% are above or equal to 5/22 close (15 days ago), 30.1% are below.
73.1% are above or equal to 5/19 close (16 days ago), 26.9% are below.
78.0% are above or equal to 5/18 close (17 days ago), 22.0% are below.
78.0% are above or equal to 5/17 close (18 days ago), 22.0% are below.
67.3% are above or equal to 5/16 close (19 days ago), 32.7% are below.
68.6% are above or equal to 5/15 close (20 days ago), 31.4% are below.
71.8% are above or equal to 5/12 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170613 1:25 pm ET)
20d: 18.9% new highs, 1.9% new lows
21d: 18.2% new highs, 1.7% new lows
42d: 10.2% new highs, 0.7% new lows
63d: 9.2% new highs, 0.7% new lows
126d: 7.1% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170613 1:25 pm ET)
2-day: 72.8% above, 27.2% below
3-day: 73.8% above, 26.2% below
4-day: 70.2% above, 29.8% below
5-day: 69.7% above, 30.3% below
8-day: 64.4% above, 35.6% below
10-day: 66.0% above, 34.0% below
20-day: 71.8% above, 28.2% below
50-day: 67.4% above, 32.6% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170613 1:25 pm ET)
ENER(82): 1.60% Top=SM WPX CRZO WLL SWN SN RDC SPN ….. MMP EPD NFG PXD BPL ETE EEP ETP=Bottom (Energy)
MATE(27): 1.18% Top=JELD PHM MAS LEN DHI WCN CAA VMC ….. OC USG RSG ADSW WY FLR SRCL FAST=Bottom (Materials & Construction)
CHEM(23): 1.09% Top=SMG CC CF TROX HUN SHW CE PPG ….. RPM EMN AXTA POT ALB ASH MOS PAH=Bottom (Chemicals/Fertilizers)
DISV(44): 0.79% Top=FLT TRU ILG FDC PCLN GPN V HRB ….. SERV RHI CXW AMN LDOS RBA CNDT URI=Bottom (Diversified Services)
HEAL(45): 0.79% Top=IRTC RMD DXCM COO STE CNC BAX CYH ….. ANTM XRAY VWR HCA BKD ESRX OPK MZOR=Bottom (Health)
COSW(83): 0.79% Top=OKTA SSNC DATA TWLO NTNX MULE PTC GWRE ….. NTES SYMC CMCM YHOO VIPS MDSO SHOP WUBA=Bottom (Computer Software/Internet)
META(26): 0.77% Top=SLCA CNX CMC AA SSRI AEM AG CCJ ….. PAAS STLD ABX FCX WPM AKS CLF TECK=Bottom (Metals & Mining)
ELEC(46): 0.70% Top=ICHR PI BRKR ADI CSIQ SPWR MXL MRVL ….. AMBA GRMN NVDA FLEX KEYS CAVM AMD AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(36): 0.65% Top=MLCO WYNN DPZ RRR MGM LVS STAY MAR ….. GPRO SBUX SEAS TXRH SIX DRI SHAK EAT=Bottom (Leisure)
COHW(37): 0.56% Top=PSTG WDC TDC BBRY CIEN SSYS STX COMM ….. UBNT VG TMUS T TDS BCE VZ VSAT=Bottom (Computer Hardware/Telecom)
INSU(32): 0.52% Top=RDN ORI AGO HIG AON MBI UNM MTG ….. AFSI L CNO ALL TRV PGR PRU CINF=Bottom (Insurance)
MANU(34): 0.44% Top=DDD BWXT IR MRC SWK AOS JKS ITW ….. FLS EMR CMI ITT CAT XYL KMT GE=Bottom (Manufacturing)
CONS(51): 0.38% Top=KS GOOS FBHS MAT HAS WHR SKX NWL ….. PBI PVH LEG COH GT UAA TPX FOSL=Bottom (Consumer)
FINA(86): 0.31% Top=EFX KKR NDAQ STT PACW CMA APO SEIC ….. VLY NAVI WETF TROW FHN PSEC BOFI ARCC=Bottom (Banks/Financials)
TRAN(23): 0.30% Top=XPO KSU UNP CP WAB NSC UPS TRN ….. CHRW SNDR LUV ALK UAL AAL DAL SAVE=Bottom (Transportation)
RETA(60): 0.26% Top=CVNA TLRD ETSY BLDR GNC RH BBY GME ….. TGT SBH TIF DSW FINL KORS M URBN=Bottom (Retail & Specialty Retail)
REAL(106): -0.12% Top=ALLY SC FCH INN MGP SRC RLJ PEB ….. ESRT RPT WPG PGRE PEI GEO 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 1:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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