daytrend

06/14/2017

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 3:20 pm ET
by daytrend on 20170614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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 3:20 pm ET)
14.5% of stocks are above yesterday’s high.
38.8% are above yesterday’s midpoint. (61.2% are below.)
34.6% are below yesterday’s low.
50.9% are inside yesterday’s range.
50.1% of stocks with today’s high > yesterday’s high. (49.9% less than).
53.5% of stocks with today’s low < yesterday’s low. (46.5% greater than).

EVIDENCE OF INTRADAY TREND (20170614 3:20 pm ET)
26.4% of stocks are above today’s open. (73.0% are below).
20.3% of stocks are above today’s open and yesterday’s close.
63.0% are below both.
24.5% of stocks opened above yesterday’s high.
61.3% 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 3:20 pm ET)
8.8% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
29.6% are in the top half. 70.4% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
22.0% are in the bottom 10%.

GAIN (20170614 3:20 pm ET)
31.2% of stocks are above yesterday’s close. (68.8% are below.)
0.6% are up 4.5% or more. 4.7% are down 4.5% or more.
0.7% are up 3.5% or more. 7.9% are down 3.5% or more.
55.2% are between +1% and -1%.

RSI on DAILY (20170614 3:20 pm ET)
2-day: >=95:10.5%…>=90:15.9%…>=80:23.2%…>=50:43.1%…<=20:19.0%…<=10:7.4%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:60.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 3:20 pm ET)
14.5% above previous 1 highs, 34.6% below previous 1 lows
11.8% above previous 2 highs, 18.9% below previous 2 lows
9.7% above previous 3 highs, 10.5% below previous 3 lows
9.2% above previous 4 highs, 7.6% below previous 4 lows
9.0% above previous 5 highs, 7.2% below previous 5 lows
8.5% above previous 6 highs, 6.9% below previous 6 lows
7.8% above previous 7 highs, 6.6% below previous 7 lows
6.8% above previous 8 highs, 6.6% below previous 8 lows
6.7% above previous 9 highs, 6.3% below previous 9 lows
6.7% above previous 10 highs, 5.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 3:20 pm ET)
31.2% are above or equal to 6/13 close (1 days ago), 68.8% are below.
50.2% are above or equal to 6/12 close (2 days ago), 49.8% are below.
54.0% are above or equal to 6/9 close (3 days ago), 46.0% are below.
60.6% are above or equal to 6/8 close (4 days ago), 39.4% are below.
61.9% are above or equal to 6/7 close (5 days ago), 38.1% are below.
58.1% are above or equal to 6/6 close (6 days ago), 41.9% are below.
55.6% are above or equal to 6/5 close (7 days ago), 44.4% are below.
53.5% are above or equal to 6/2 close (8 days ago), 46.5% are below.
54.0% are above or equal to 6/1 close (9 days ago), 46.0% are below.
65.7% are above or equal to 5/31 close (10 days ago), 34.3% are below.
64.0% are above or equal to 5/30 close (11 days ago), 36.0% are below.
62.0% are above or equal to 5/26 close (12 days ago), 38.0% are below.
60.8% are above or equal to 5/25 close (13 days ago), 39.2% are below.
63.0% are above or equal to 5/24 close (14 days ago), 37.0% are below.
66.1% are above or equal to 5/23 close (15 days ago), 33.9% are below.
65.9% are above or equal to 5/22 close (16 days ago), 34.1% are below.
69.2% are above or equal to 5/19 close (17 days ago), 30.8% are below.
73.7% are above or equal to 5/18 close (18 days ago), 26.3% are below.
75.5% are above or equal to 5/17 close (19 days ago), 24.5% are below.
62.5% are above or equal to 5/16 close (20 days ago), 37.5% are below.
62.8% are above or equal to 5/15 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 3:20 pm ET)
20d: 18.0% new highs, 5.1% new lows
21d: 17.8% new highs, 4.8% new lows
42d: 11.2% new highs, 3.0% new lows
63d: 11.0% new highs, 2.6% new lows
126d: 9.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 3:20 pm ET)
2-day: 29.4% above, 70.6% below
3-day: 39.9% above, 60.1% below
4-day: 45.6% above, 54.4% below
5-day: 51.3% above, 48.7% below
8-day: 55.3% above, 44.7% below
10-day: 54.2% above, 45.8% below
20-day: 63.6% above, 36.4% below
50-day: 63.2% above, 36.8% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 3:20 pm ET)
HEAL(44): 0.42% Top=BKD CYH MZOR DXCM THC IRTC MOH ACHC ….. EW HOLX BSX ALGN COO MD TVTY DGX=Bottom (Health)
INSU(32): 0.31% Top=PGR AFSI TRV MMC FAF XL ALL AON ….. TMK MTG SLF L MBI LNC RDN CNO=Bottom (Insurance)
REAL(104): -0.05% Top=OUT DFT DLR STWD AGNC O PLD TWO ….. INN RPAI REXR AKR FCH RLJ GEO KRG=Bottom (Real Estate)
LEIS(36): -0.18% Top=SEAS QSR EAT ARMK CCL DPZ MCD RCL ….. WYNN MTN BYD RRR SBUX SHAK MLCO SONC=Bottom (Leisure)
FINA(86): -0.24% Top=WDR CME FITB AMTD NTRS SYF WETF AMG ….. VOYA WU DFS SBNY WBS ATH PACW KKR=Bottom (Banks/Financials)
DISV(44): -0.26% Top=HRB CAR RHI MYGN SERV AL MCO INFO ….. PCLN ZTO VNTV YY FDC ATGE CXW URI=Bottom (Diversified Services)
RETA(60): -0.29% Top=CVNA URBN RH GES HD SIG BLDR LOW ….. KSS ROST GME BURL CHS LL FINL MELI=Bottom (Retail & Specialty Retail)
CONS(51): -0.37% Top=NWL LULU FBHS WHR ELF CLX EPC KMB ….. UAA GT FL KS GOOS MAT CSL FOSL=Bottom (Consumer)
MATE(27): -0.59% Top=DHI JELD TPH TOL CAA MAS PHM DAR ….. SUM USG FLR PWR VMC MLM EXP MDR=Bottom (Materials & Construction)
TRAN(23): -0.83% Top=JBLU LUV ALK EXPD DAL UPS FDX UAL ….. JBHT CP CHRW CSX TRN UNP SNDR NSC=Bottom (Transportation)
COSW(83): -1.11% Top=OKTA TWLO MDSO MULE YHOO IT EQIX TRI ….. VIPS SHOP PFPT NTES AZPN NCR NTNX CMCM=Bottom (Computer Software/Internet)
COHW(37): -1.15% Top=UBNT INFN ZAYO VZ LVLT CTL T TDC ….. VIAV JNPR HPQ SSYS NTAP STX BBRY WDC=Bottom (Computer Hardware/Telecom)
MANU(34): -1.19% Top=GE TTC BWXT AGCO DHR ITW SWK IEX ….. DOV RS FLS ITT CFX TEX KMT MRC=Bottom (Manufacturing)
CHEM(24): -1.73% Top=HUN AXTA PPG RPM SHW ASH APD PX ….. SMG TROX CF ALB WLK MOS OLN CC=Bottom (Chemicals/Fertilizers)
ELEC(46): -1.74% Top=OCLR AYI TRMB FTV APH WAT XLNX BRKR ….. LRCX MSCC AMAT SWKS KLAC CY QRVO ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(81): -3.74% Top=NFG VVV MDU OKS MPLX XOM INT EPD ….. SPN WPX XOG CRC DK REN OAS SM=Bottom (Energy)
META(25): -3.88% Top=NEM ABX FCX SCCO RGLD NUE CCJ WPM ….. AEM TECK CMC TAHO AG X SSRI SLCA=Bottom (Metals & Mining)

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 3:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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