daytrend

06/14/2017

Filed under: Market Stats — daytrend @ 10:34 am

Market Stats at 11:33 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 11:33 am ET)
20.4% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
28.0% are below yesterday’s low.
51.6% are inside yesterday’s range.
45.5% of stocks with today’s high > yesterday’s high. (54.5% less than).
38.7% of stocks with today’s low < yesterday’s low. (61.3% greater than).

EVIDENCE OF INTRADAY TREND (20170614 11:33 am ET)
29.4% of stocks are above today’s open. (69.5% are below).
24.5% of stocks are above today’s open and yesterday’s close.
54.5% 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 11:33 am ET)
5.3% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
31.6% are in the top half. 68.4% of stocks are in the bottom half of today’s range.
33.8% are in the bottom 20%.
16.1% are in the bottom 10%.

GAIN (20170614 11:33 am ET)
40.8% of stocks are above yesterday’s close. (59.2% are below.)
0.4% are up 4.5% or more. 3.7% are down 4.5% or more.
0.7% are up 3.5% or more. 5.6% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20170614 11:33 am ET)
2-day: >=95:8.7%…>=90:14.6%…>=80:23.6%…>=50:51.2%…<=20:9.7%…<=10:3.2%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:66.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 11:33 am ET)
20.4% above previous 1 highs, 28.0% below previous 1 lows
17.1% above previous 2 highs, 17.4% below previous 2 lows
11.9% above previous 3 highs, 6.2% below previous 3 lows
10.7% above previous 4 highs, 3.0% below previous 4 lows
10.5% above previous 5 highs, 2.5% below previous 5 lows
9.8% above previous 6 highs, 2.3% below previous 6 lows
8.7% above previous 7 highs, 2.3% below previous 7 lows
7.6% above previous 8 highs, 2.3% below previous 8 lows
7.6% above previous 9 highs, 2.3% below previous 9 lows
7.6% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 11:33 am ET)
40.8% are above or equal to 6/13 close (1 days ago), 59.2% are below.
56.4% are above or equal to 6/12 close (2 days ago), 43.6% are below.
58.1% are above or equal to 6/9 close (3 days ago), 41.9% are below.
64.7% are above or equal to 6/8 close (4 days ago), 35.3% are below.
64.9% are above or equal to 6/7 close (5 days ago), 35.1% are below.
61.5% are above or equal to 6/6 close (6 days ago), 38.5% are below.
59.5% are above or equal to 6/5 close (7 days ago), 40.5% are below.
56.7% are above or equal to 6/2 close (8 days ago), 43.3% are below.
58.1% are above or equal to 6/1 close (9 days ago), 41.9% are below.
69.0% are above or equal to 5/31 close (10 days ago), 31.0% are below.
68.4% are above or equal to 5/30 close (11 days ago), 31.6% are below.
65.3% are above or equal to 5/26 close (12 days ago), 34.7% are below.
65.3% are above or equal to 5/25 close (13 days ago), 34.7% are below.
68.0% are above or equal to 5/24 close (14 days ago), 32.0% are below.
69.7% are above or equal to 5/23 close (15 days ago), 30.3% are below.
69.1% are above or equal to 5/22 close (16 days ago), 30.9% are below.
72.2% are above or equal to 5/19 close (17 days ago), 27.8% are below.
76.0% are above or equal to 5/18 close (18 days ago), 24.0% are below.
76.7% are above or equal to 5/17 close (19 days ago), 23.3% are below.
65.0% are above or equal to 5/16 close (20 days ago), 35.0% are below.
65.5% are above or equal to 5/15 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 11:33 am ET)
20d: 15.6% new highs, 1.7% new lows
21d: 15.4% new highs, 1.7% new lows
42d: 9.7% new highs, 1.6% new lows
63d: 9.4% new highs, 1.6% new lows
126d: 8.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 11:33 am ET)
2-day: 39.4% above, 60.6% below
3-day: 47.9% above, 52.1% below
4-day: 52.9% above, 47.1% below
5-day: 56.2% above, 43.8% below
8-day: 60.5% above, 39.5% below
10-day: 59.9% above, 40.1% below
20-day: 69.0% above, 31.0% below
50-day: 65.4% above, 34.6% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 11:33 am ET)
HEAL(44): 0.57% Top=BKD CYH MZOR MOH IRTC DXCM IART XRAY ….. IRWD MD ALGN ZBH THC COO TVTY DGX=Bottom (Health)
LEIS(36): 0.30% Top=QSR CCL DPZ EXPE RCL EAT BLMN TXRH ….. RRR BYD CMG SBUX GPRO MLCO SHAK SONC=Bottom (Leisure)
COSW(83): 0.28% Top=OKTA MULE YHOO MDSO GRUB WDAY YELP IAC ….. TSS XRX NTNX TWTR AZPN WUBA NCR CMCM=Bottom (Computer Software/Internet)
REAL(104): 0.18% Top=DLR DFT HCP AMH HTA DRE O SNH ….. CIM CBL INN NRZ FCH SC ALLY RLJ=Bottom (Real Estate)
DISV(44): 0.14% Top=HRB CAR SBAC INFO BAH MYGN ALLE RHI ….. FDC FLT ACM CXW KBR ATGE ADS URI=Bottom (Diversified Services)
CONS(51): -0.17% Top=LULU NWL CLX ENR KMB BERY WHR CHD ….. WRK FL KS UAA GT GOOS CSL FOSL=Bottom (Consumer)
MATE(27): -0.20% Top=PHM DHI LEN TPH TOL CAA DAR KBH ….. JELD GMS MLM FLR VMC PWR EXP MDR=Bottom (Materials & Construction)
TRAN(23): -0.25% Top=SAVE LUV ALK JBLU AAL DAL WAB XPO ….. UAL UNP NSC SNDR CHRW JBHT SWFT TRN=Bottom (Transportation)
COHW(37): -0.25% Top=INFN UBNT PSTG BCE ZAYO ANET VRSN VZ ….. FNSR MSI HPQ BBRY NTAP STX WDC SSYS=Bottom (Computer Hardware/Telecom)
INSU(32): -0.32% Top=PGR FAF MMC TRV XL ALL AFSI AON ….. TMK MET UNM PRU RDN MBI LNC CNO=Bottom (Insurance)
ELEC(46): -0.37% Top=PI TRMB CGNX NVDA FLEX ADI XLNX AVGO ….. AYI FSLR CSIQ SWKS HIMX OCLR QRVO CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.52% Top=CVNA W BABA BLDR NFLX WBA HD RH ….. GPS BBBY LB FINL CHS KSS GME TLRD=Bottom (Retail & Specialty Retail)
MANU(34): -0.88% Top=TTC BWXT GE DHR IEX HON SNA SWK ….. DOV CFX FLS ATI ITT RS MRC KMT=Bottom (Manufacturing)
FINA(86): -1.09% Top=TWNK WDR PYPL EFX PSEC CBOE CME ICE ….. UMPQ SIVB KKR VOYA DFS SBNY CFG PACW=Bottom (Banks/Financials)
CHEM(24): -1.18% Top=HUN PAH AXTA PPG RPM APD CC DOW ….. TROX POT ALB WLK SMG CF MOS OLN=Bottom (Chemicals/Fertilizers)
META(25): -1.53% Top=PAAS WPM GG ABX AGI RGLD TAHO FNV ….. AA STLD CNX AKS CMC TECK X SLCA=Bottom (Metals & Mining)
ENER(82): -3.79% Top=NFG VVV MDU EPD OKS MMP XOM MPLX ….. XOG SPN RIG REN SN WLL CRC OAS=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 11:33 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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