daytrend

06/14/2017

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 2:34 pm 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 2:34 pm ET)
20.6% of stocks are above yesterday’s high.
46.9% are above yesterday’s midpoint. (53.1% are below.)
26.0% are below yesterday’s low.
53.3% are inside yesterday’s range.
49.3% of stocks with today’s high > yesterday’s high. (50.7% less than).
45.0% of stocks with today’s low < yesterday’s low. (55.0% greater than).

EVIDENCE OF INTRADAY TREND (20170614 2:34 pm ET)
34.0% of stocks are above today’s open. (64.9% are below).
27.6% of stocks are above today’s open and yesterday’s close.
52.6% 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 2:34 pm ET)
12.6% of stocks are in the top 10% of today’s range.
19.1% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
30.2% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20170614 2:34 pm ET)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
0.7% are up 4.5% or more. 3.7% are down 4.5% or more.
1.1% are up 3.5% or more. 6.6% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY (20170614 2:34 pm ET)
2-day: >=95:11.5%…>=90:17.5%…>=80:25.7%…>=50:51.4%…<=20:13.4%…<=10:4.8%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:66.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:66.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 2:34 pm ET)
20.6% above previous 1 highs, 26.0% below previous 1 lows
17.9% above previous 2 highs, 15.6% below previous 2 lows
13.6% above previous 3 highs, 6.7% below previous 3 lows
12.2% above previous 4 highs, 4.1% below previous 4 lows
11.9% above previous 5 highs, 3.6% below previous 5 lows
11.1% above previous 6 highs, 3.3% below previous 6 lows
10.0% above previous 7 highs, 3.2% below previous 7 lows
8.8% above previous 8 highs, 3.2% below previous 8 lows
8.7% above previous 9 highs, 3.1% below previous 9 lows
8.7% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 2:34 pm ET)
41.3% are above or equal to 6/13 close (1 days ago), 58.7% are below.
56.8% are above or equal to 6/12 close (2 days ago), 43.2% are below.
58.7% are above or equal to 6/9 close (3 days ago), 41.3% are below.
63.1% are above or equal to 6/8 close (4 days ago), 36.9% are below.
64.4% are above or equal to 6/7 close (5 days ago), 35.6% are below.
61.3% are above or equal to 6/6 close (6 days ago), 38.7% are below.
57.8% are above or equal to 6/5 close (7 days ago), 42.2% are below.
55.3% are above or equal to 6/2 close (8 days ago), 44.7% are below.
58.0% are above or equal to 6/1 close (9 days ago), 42.0% are below.
68.7% are above or equal to 5/31 close (10 days ago), 31.3% are below.
67.5% are above or equal to 5/30 close (11 days ago), 32.5% are below.
65.9% are above or equal to 5/26 close (12 days ago), 34.1% are below.
63.5% are above or equal to 5/25 close (13 days ago), 36.5% are below.
66.6% are above or equal to 5/24 close (14 days ago), 33.4% are below.
68.6% are above or equal to 5/23 close (15 days ago), 31.4% are below.
67.9% are above or equal to 5/22 close (16 days ago), 32.1% are below.
71.5% are above or equal to 5/19 close (17 days ago), 28.5% are below.
76.0% are above or equal to 5/18 close (18 days ago), 24.0% are below.
76.6% are above or equal to 5/17 close (19 days ago), 23.4% are below.
64.9% are above or equal to 5/16 close (20 days ago), 35.1% are below.
65.4% are above or equal to 5/15 close (21 days ago), 34.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 2:34 pm ET)
20d: 17.7% new highs, 3.0% new lows
21d: 17.4% new highs, 3.0% new lows
42d: 11.0% new highs, 2.5% new lows
63d: 10.7% new highs, 2.3% new lows
126d: 9.3% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 2:34 pm ET)
2-day: 39.9% above, 60.1% below
3-day: 48.1% above, 51.9% below
4-day: 52.7% above, 47.3% below
5-day: 57.2% above, 42.8% below
8-day: 60.5% above, 39.5% below
10-day: 58.9% above, 41.1% below
20-day: 67.9% above, 32.1% below
50-day: 64.9% above, 35.1% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 2:34 pm ET)
HEAL(44): 0.81% Top=BKD CYH MOH DXCM MZOR THC ACHC ESRX ….. BSX PKI ZBH LH MD COO TVTY DGX=Bottom (Health)
LEIS(36): 0.40% Top=SEAS QSR EAT DPZ EXPE CCL ARMK RCL ….. WEN CMG BYD SBUX RRR SHAK MLCO SONC=Bottom (Leisure)
INSU(32): 0.21% Top=PGR XL MMC AFSI TRV FAF ALL AON ….. AJG RDN TMK UNM L MBI LNC CNO=Bottom (Insurance)
DISV(44): 0.18% Top=HRB CAR RHI MYGN MCO SERV AL SBAC ….. ZTO ACM FDC KBR ADS ATGE CXW URI=Bottom (Diversified Services)
COSW(83): 0.01% Top=OKTA MULE TWLO MDSO YHOO GRUB ATVI IT ….. MDRX JD PFPT WUBA AZPN VIPS NCR CMCM=Bottom (Computer Software/Internet)
RETA(60): -0.09% Top=CVNA RH HD BLDR W LOW SIG WBA ….. MELI TSCO BURL GME KSS LB CHS FINL=Bottom (Retail & Specialty Retail)
REAL(104): -0.13% Top=OUT DFT DLR AGNC O STWD TWO HCP ….. DDR RPAI BRX AKR PEI RLJ GEO KRG=Bottom (Real Estate)
CONS(51): -0.17% Top=NWL WHR LULU FBHS CLX ELF EPC KMB ….. WRK MAT FL KS GT GOOS FOSL CSL=Bottom (Consumer)
MATE(27): -0.27% Top=TOL DHI CAA TPH PHM LEN MAS DAR ….. USG GMS VMC FLR MLM PWR EXP MDR=Bottom (Materials & Construction)
COHW(37): -0.29% Top=INFN UBNT TDC PSTG ZAYO ACIA FNSR HRS ….. S WDC SSYS JNPR STX BBRY HPQ NTAP=Bottom (Computer Hardware/Telecom)
FINA(86): -0.30% Top=WDR SEIC SYF CME FITB AMG IVZ NTRS ….. CFG UMPQ SBNY VOYA WBS NYCB PACW KKR=Bottom (Banks/Financials)
TRAN(23): -0.42% Top=LUV JBLU ALK UAL AAL SAVE DAL EXPD ….. SWFT CP CSX CHRW UNP NSC TRN SNDR=Bottom (Transportation)
ELEC(46): -0.61% Top=OCLR PI TRMB NVDA XLNX AYI SPWR WAT ….. CSIQ TER MSCC HIMX KLAC ICHR QRVO CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -1.01% Top=GE TTC BWXT DHR AGCO IEX AOS HON ….. DOV TEX FLS RS ITT CFX KMT MRC=Bottom (Manufacturing)
CHEM(24): -1.46% Top=HUN AXTA PPG RPM PAH ASH APD SHW ….. POT SMG TROX ALB CF WLK MOS OLN=Bottom (Chemicals/Fertilizers)
META(25): -3.03% Top=RGLD NEM WPM FCX ABX GG FNV SCCO ….. STLD SSRI TECK AKS TAHO CMC X SLCA=Bottom (Metals & Mining)
ENER(82): -3.87% Top=NFG VVV MDU EPD OKS MPLX XOM BPL ….. XOG DK CRC SPN REN OAS WLL SM=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 2:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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