daytrend

06/14/2017

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:49 am ET
by daytrend on 20170614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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 10:49 am ET)
18.5% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
26.1% are below yesterday’s low.
55.4% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
36.2% of stocks with today’s low < yesterday’s low. (63.8% greater than).

EVIDENCE OF INTRADAY TREND (20170614 10:49 am ET)
28.4% of stocks are above today’s open. (70.4% are below).
22.4% of stocks are above today’s open and yesterday’s close.
55.3% are below both.
24.5% of stocks opened above yesterday’s high.
61.2% of stocks opened above yesterday’s close. (34.8% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170614 10:49 am ET)
4.2% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
33.5% are in the top half. 66.5% of stocks are in the bottom half of today’s range.
34.7% are in the bottom 20%.
15.6% are in the bottom 10%.

GAIN (20170614 10:49 am ET)
38.5% of stocks are above yesterday’s close. (61.5% are below.)
0.4% are up 4.5% or more. 3.0% are down 4.5% or more.
0.6% are up 3.5% or more. 4.9% are down 3.5% or more.
66.7% are between +1% and -1%.

RSI on DAILY (20170614 10:49 am ET)
2-day: >=95:7.6%…>=90:13.2%…>=80:23.6%…>=50:52.7%…<=20:9.2%…<=10:3.0%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:68.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:68.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 10:49 am ET)
18.5% above previous 1 highs, 26.1% below previous 1 lows
15.5% above previous 2 highs, 14.3% below previous 2 lows
10.6% above previous 3 highs, 4.3% below previous 3 lows
9.7% above previous 4 highs, 2.5% below previous 4 lows
9.4% above previous 5 highs, 2.3% below previous 5 lows
8.1% above previous 6 highs, 2.0% below previous 6 lows
7.2% above previous 7 highs, 1.9% below previous 7 lows
6.4% above previous 8 highs, 1.9% below previous 8 lows
6.4% above previous 9 highs, 1.9% below previous 9 lows
6.4% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 10:49 am ET)
38.5% are above or equal to 6/13 close (1 days ago), 61.5% are below.
58.5% are above or equal to 6/12 close (2 days ago), 41.5% are below.
60.5% are above or equal to 6/9 close (3 days ago), 39.5% are below.
65.3% are above or equal to 6/8 close (4 days ago), 34.7% are below.
66.0% are above or equal to 6/7 close (5 days ago), 34.0% are below.
62.2% are above or equal to 6/6 close (6 days ago), 37.8% are below.
59.5% are above or equal to 6/5 close (7 days ago), 40.5% are below.
56.4% are above or equal to 6/2 close (8 days ago), 43.6% are below.
58.0% are above or equal to 6/1 close (9 days ago), 42.0% are below.
70.3% are above or equal to 5/31 close (10 days ago), 29.7% are below.
69.2% are above or equal to 5/30 close (11 days ago), 30.8% are below.
66.0% are above or equal to 5/26 close (12 days ago), 34.0% are below.
65.5% are above or equal to 5/25 close (13 days ago), 34.5% are below.
68.3% are above or equal to 5/24 close (14 days ago), 31.7% are below.
69.9% are above or equal to 5/23 close (15 days ago), 30.1% are below.
69.6% are above or equal to 5/22 close (16 days ago), 30.4% are below.
72.1% are above or equal to 5/19 close (17 days ago), 27.9% are below.
76.0% are above or equal to 5/18 close (18 days ago), 24.0% are below.
77.2% are above or equal to 5/17 close (19 days ago), 22.8% are below.
64.8% are above or equal to 5/16 close (20 days ago), 35.2% are below.
65.2% are above or equal to 5/15 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 10:49 am ET)
20d: 15.3% new highs, 1.6% new lows
21d: 15.0% new highs, 1.6% new lows
42d: 9.4% new highs, 1.4% new lows
63d: 9.1% new highs, 1.4% new lows
126d: 7.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 10:49 am ET)
2-day: 37.0% above, 63.0% below
3-day: 50.5% above, 49.5% below
4-day: 53.2% above, 46.8% below
5-day: 58.5% above, 41.5% below
8-day: 62.4% above, 37.6% below
10-day: 62.4% above, 37.6% below
20-day: 70.3% above, 29.7% below
50-day: 65.5% above, 34.5% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 10:49 am ET)
HEAL(44): 0.55% Top=BKD MZOR IRTC CYH MOH IART DXCM BAX ….. AET THC IRWD PRXL ALGN MD DGX TVTY=Bottom (Health)
LEIS(36): 0.27% Top=QSR BLMN CCL RCL EAT EXPE DPZ TXRH ….. YUMC CMG BYD GPRO SBUX MLCO SHAK SONC=Bottom (Leisure)
COSW(83): 0.25% Top=MULE OKTA SINA NOW MDSO YHOO GRUB TWLO ….. NUAN COUP OTEX TWTR AZPN NCR CMCM WUBA=Bottom (Computer Software/Internet)
REAL(104): 0.18% Top=DLR DFT HCP HTA AMH CONE MPW HR ….. NRZ ALLY DDR FCH CBL RLJ INN PEI=Bottom (Real Estate)
DISV(44): 0.14% Top=HRB CAR SBAC RHI INFO ALLE ROL V ….. VNTV WTW FLT ACM ADS KBR ATGE URI=Bottom (Diversified Services)
CONS(51): -0.12% Top=ENR LULU NWL WHR CLX KMB FBHS CHD ….. FL WRK KS GOOS CSL GT UAA FOSL=Bottom (Consumer)
COHW(37): -0.22% Top=INFN PSTG UBNT VRSN ZAYO ANET TDC BCE ….. JNPR MSI COMM STX SSYS WDC NTAP BBRY=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.24% Top=XPO LUV JBLU DAL SAVE EXPD ALK AAL ….. CHRW CNI NSC UNP SWFT CP JBHT TRN=Bottom (Transportation)
INSU(32): -0.28% Top=PGR FAF TRV MMC ALL XL AON AFG ….. MTG MET PRU UNM RDN MBI CNO LNC=Bottom (Insurance)
MATE(27): -0.29% Top=DHI PHM LEN DAR CAA TPH TOL KBH ….. SUM GMS MLM VMC JELD PWR EXP MDR=Bottom (Materials & Construction)
ELEC(46): -0.45% Top=TRMB CGNX FLEX ADI APH TEL AMAT TXN ….. AYI AMBA IDTI QRVO HIMX MSCC CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.51% Top=CVNA W NFLX BABA AMZN RH HD WBA ….. BBBY FINL KSS LL LB GME CHS TLRD=Bottom (Retail & Specialty Retail)
MANU(34): -0.66% Top=TTC BWXT DHR GE AGCO AOS HON SWK ….. TEX CFX DOV FLS RS ATI KMT MRC=Bottom (Manufacturing)
CHEM(24): -0.78% Top=HUN CC PAH GRA AXTA RPM APD PPG ….. FMC SHW POT WLK OLN SMG MOS CF=Bottom (Chemicals/Fertilizers)
FINA(86): -0.85% Top=TWNK WDR PYPL EFX FITB PSEC CME APO ….. BKU AMTD SCHW VOYA DFS PACW CFG SBNY=Bottom (Banks/Financials)
META(25): -1.45% Top=PAAS NEM GG WPM ABX AG TAHO RGLD ….. AA CENX CMC TECK CNX AKS X SLCA=Bottom (Metals & Mining)
ENER(82): -3.51% Top=NFG VVV OKS MDU MPLX MMP EPD PAA ….. NBR WPX CRC SN SM REN OAS 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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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