daytrend

06/14/2017

Filed under: Market Stats — daytrend @ 8:38 am

Market Stats at 9:37 am ET
by daytrend on 20170614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170614 9:37 am ET)
19.7% of stocks are above yesterday’s high.
55.4% are above yesterday’s midpoint. (44.6% are below.)
16.6% are below yesterday’s low.
63.8% are inside yesterday’s range.
39.3% of stocks with today’s high > yesterday’s high. (60.7% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND (20170614 9:37 am ET)
26.1% of stocks are above today’s open. (72.3% are below).
23.0% of stocks are above today’s open and yesterday’s close.
52.8% are below both.
24.4% of stocks opened above yesterday’s high.
61.1% of stocks opened above yesterday’s close. (34.9% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170614 9:37 am ET)
6.1% of stocks are in the top 10% of today’s range.
11.1% are in the top 20%.
29.9% are in the top half. 70.1% of stocks are in the bottom half of today’s range.
49.1% are in the bottom 20%.
34.3% are in the bottom 10%.

GAIN (20170614 9:37 am ET)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.2% are up 4.5% or more. 0.1% are down 4.5% or more.
0.5% are up 3.5% or more. 1.1% are down 3.5% or more.
73.4% are between +1% and -1%.

RSI on DAILY (20170614 9:37 am ET)
2-day: >=95:9.4%…>=90:14.9%…>=80:25.7%…>=50:60.2%…<=20:7.0%…<=10:3.3%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:72.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:70.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 9:37 am ET)
19.7% above previous 1 highs, 16.6% below previous 1 lows
16.7% above previous 2 highs, 9.5% below previous 2 lows
11.9% above previous 3 highs, 2.9% below previous 3 lows
10.3% above previous 4 highs, 1.8% below previous 4 lows
9.7% above previous 5 highs, 1.7% below previous 5 lows
8.3% above previous 6 highs, 1.4% below previous 6 lows
7.4% above previous 7 highs, 1.4% below previous 7 lows
6.7% above previous 8 highs, 1.4% below previous 8 lows
6.7% above previous 9 highs, 1.4% below previous 9 lows
6.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 9:37 am ET)
44.0% are above or equal to 6/13 close (1 days ago), 56.0% are below.
66.0% are above or equal to 6/12 close (2 days ago), 34.0% are below.
64.6% are above or equal to 6/9 close (3 days ago), 35.4% are below.
70.1% are above or equal to 6/8 close (4 days ago), 29.9% are below.
68.5% are above or equal to 6/7 close (5 days ago), 31.5% are below.
65.1% are above or equal to 6/6 close (6 days ago), 34.9% are below.
62.9% are above or equal to 6/5 close (7 days ago), 37.1% are below.
58.4% are above or equal to 6/2 close (8 days ago), 41.6% are below.
60.3% are above or equal to 6/1 close (9 days ago), 39.7% are below.
72.0% are above or equal to 5/31 close (10 days ago), 28.0% are below.
72.6% are above or equal to 5/30 close (11 days ago), 27.4% are below.
69.0% are above or equal to 5/26 close (12 days ago), 31.0% are below.
67.8% are above or equal to 5/25 close (13 days ago), 32.2% are below.
69.5% are above or equal to 5/24 close (14 days ago), 30.5% are below.
71.4% are above or equal to 5/23 close (15 days ago), 28.6% are below.
70.2% are above or equal to 5/22 close (16 days ago), 29.8% are below.
73.2% are above or equal to 5/19 close (17 days ago), 26.8% are below.
77.1% are above or equal to 5/18 close (18 days ago), 22.9% are below.
77.6% are above or equal to 5/17 close (19 days ago), 22.4% are below.
66.3% are above or equal to 5/16 close (20 days ago), 33.7% are below.
66.9% are above or equal to 5/15 close (21 days ago), 33.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 9:37 am ET)
20d: 12.3% new highs, 0.6% new lows
21d: 12.2% new highs, 0.6% new lows
42d: 7.4% new highs, 0.6% new lows
63d: 7.0% new highs, 0.6% new lows
126d: 6.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 9:37 am ET)
2-day: 42.7% above, 57.3% below
3-day: 56.5% above, 43.5% below
4-day: 61.0% above, 39.0% below
5-day: 65.9% above, 34.1% below
8-day: 69.0% above, 31.0% below
10-day: 66.6% above, 33.4% below
20-day: 73.5% above, 26.5% below
50-day: 66.4% above, 33.6% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 9:37 am ET)
HEAL(44): 0.67% Top=BKD MOH CYH CNC MZOR BAX ACHC IRTC ….. ZBH DXCM IRWD RMD MD DGX TVTY TMO=Bottom (Health)
REAL(104): 0.42% Top=HCP VTR DLR HTA REXR HCN DFT CONE ….. CBL INN NRZ SC RLGY RLJ FCH GLPI=Bottom (Real Estate)
COSW(83): 0.29% Top=OKTA EQIX MDSO MTCH TRIP ATVI GRUB WDAY ….. VEEV SHOP NTNX TWLO NCR SSNC CMCM COUP=Bottom (Computer Software/Internet)
LEIS(36): 0.23% Top=QSR RCL CCL BLMN DPZ ARMK STAY YUM ….. JACK BYD PK H SBUX YUMC GPRO SONC=Bottom (Leisure)
DISV(44): 0.14% Top=HRB SBAC AMN LDOS FISV V SCI TRU ….. ATGE AL RBA ZTO ACM KBR CNDT URI=Bottom (Diversified Services)
COHW(37): 0.02% Top=INFN PSTG FNSR CSCO SSYS CCI BCE PANW ….. CDW BBRY COMM STX TDS MSI NTAP WDC=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.14% Top=PI TRMB SIMO ICHR CGNX KEYS WAT AMAT ….. CSIQ CAVM NVDA AMD SPWR HIMX FSLR MSCC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): -0.17% Top=LULU ENR CLX NWL CHD KMB CL BERY ….. WWW CRI TPX FL UAA CSL FOSL GOOS=Bottom (Consumer)
MATE(27): -0.22% Top=DAR WCN OC JELD WM GMS RSG MAS ….. KBH MLM FLR VMC SUM PWR FAST MDR=Bottom (Materials & Construction)
TRAN(23): -0.24% Top=SNDR NSC CP FDX UPS UNP KSU LUV ….. JBLU SWFT JBHT ALK AAL UAL XPO TRN=Bottom (Transportation)
MANU(34): -0.25% Top=DDD BWXT DHR IR ITW TTC JKS HON ….. AGCO DOV FLS KMT CFX RS ATI MRC=Bottom (Manufacturing)
CHEM(24): -0.34% Top=HUN RPM CC AXTA PPG APD GRA PAH ….. POT WLK EMN SMG FMC CF MOS OLN=Bottom (Chemicals/Fertilizers)
META(26): -0.37% Top=AG TAHO PAAS SSRI WPM FNV AGI AEM ….. CMC FCX AA TECK SLCA CLF X AKS=Bottom (Metals & Mining)
INSU(32): -0.49% Top=PGR MMC XL TRV ALL ACGL AFG WLTW ….. SLF RDN MET PRU UNM AFSI CNO LNC=Bottom (Insurance)
RETA(60): -0.66% Top=CVNA NFLX W HD RH WBA AMZN CVS ….. BBY GES LL CHS FINL KSS URBN TLRD=Bottom (Retail & Specialty Retail)
FINA(86): -1.13% Top=EFX TWNK PYPL APO BX ARCC CLNS CBOE ….. BAC WBS WAL SIVB HOMB PACW CFG BKU=Bottom (Banks/Financials)
ENER(82): -1.67% Top=NFG MDU OKS VVV MPLX MMP ETE WPZ ….. CRZO CLR CRC SM OAS REN SN WLL=Bottom (Energy)

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 9:37 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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