daytrend

06/15/2017

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:03 am ET
by daytrend on 20170615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170615 10:03 am ET)
11.2% of stocks are above yesterday’s high.
34.3% are above yesterday’s midpoint. (65.7% are below.)
25.1% are below yesterday’s low.
63.7% are inside yesterday’s range.
15.5% of stocks with today’s high > yesterday’s high. (84.5% less than).
64.4% of stocks with today’s low < yesterday’s low. (35.6% greater than).

EVIDENCE OF INTRADAY TREND (20170615 10:03 am ET)
74.5% of stocks are above today’s open. (23.2% are below).
33.9% of stocks are above today’s open and yesterday’s close.
23.0% are below both.
0.7% of stocks opened above yesterday’s high.
1.5% of stocks opened above yesterday’s close. (97.9% opened below yesterday’s close).
45.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170615 10:03 am ET)
37.6% of stocks are in the top 10% of today’s range.
49.9% are in the top 20%.
77.9% are in the top half. 22.1% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170615 10:03 am ET)
35.6% of stocks are above yesterday’s close. (64.4% are below.)
0.1% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 1.0% are down 3.5% or more.
74.0% are between +1% and -1%.

RSI on DAILY (20170615 10:03 am ET)
2-day: >=95:8.2%…>=90:11.5%…>=80:18.6%…>=50:40.0%…<=20:26.1%…<=10:11.3%…<=5:5.2%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.6%…>=50:58.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.8%…>=50:61.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170615 10:03 am ET)
11.2% above previous 1 highs, 25.1% below previous 1 lows
6.8% above previous 2 highs, 17.3% below previous 2 lows
5.5% above previous 3 highs, 9.9% below previous 3 lows
5.4% above previous 4 highs, 7.6% below previous 4 lows
5.1% above previous 5 highs, 5.7% below previous 5 lows
5.1% above previous 6 highs, 5.4% below previous 6 lows
5.0% above previous 7 highs, 5.2% below previous 7 lows
4.8% above previous 8 highs, 5.2% below previous 8 lows
4.8% above previous 9 highs, 4.8% below previous 9 lows
4.5% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170615 10:03 am ET)
35.6% are above or equal to 6/14 close (1 days ago), 64.4% are below.
34.3% are above or equal to 6/13 close (2 days ago), 65.7% are below.
52.0% are above or equal to 6/12 close (3 days ago), 48.0% are below.
52.9% are above or equal to 6/9 close (4 days ago), 47.1% are below.
58.8% are above or equal to 6/8 close (5 days ago), 41.2% are below.
61.7% are above or equal to 6/7 close (6 days ago), 38.3% are below.
57.5% are above or equal to 6/6 close (7 days ago), 42.5% are below.
54.0% are above or equal to 6/5 close (8 days ago), 46.0% are below.
51.3% are above or equal to 6/2 close (9 days ago), 48.7% are below.
54.0% are above or equal to 6/1 close (10 days ago), 46.0% are below.
63.8% are above or equal to 5/31 close (11 days ago), 36.2% are below.
62.5% are above or equal to 5/30 close (12 days ago), 37.5% are below.
61.2% are above or equal to 5/26 close (13 days ago), 38.8% are below.
60.4% are above or equal to 5/25 close (14 days ago), 39.6% are below.
62.9% are above or equal to 5/24 close (15 days ago), 37.1% are below.
65.5% are above or equal to 5/23 close (16 days ago), 34.5% are below.
64.6% are above or equal to 5/22 close (17 days ago), 35.4% are below.
69.4% are above or equal to 5/19 close (18 days ago), 30.6% are below.
74.0% are above or equal to 5/18 close (19 days ago), 26.0% are below.
73.8% are above or equal to 5/17 close (20 days ago), 26.2% are below.
61.9% are above or equal to 5/16 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170615 10:03 am ET)
20d: 5.8% new highs, 7.0% new lows
21d: 5.7% new highs, 6.9% new lows
42d: 3.2% new highs, 4.3% new lows
63d: 2.6% new highs, 3.8% new lows
126d: 2.1% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170615 10:03 am ET)
2-day: 34.2% above, 65.8% below
3-day: 31.0% above, 69.0% below
4-day: 39.5% above, 60.5% below
5-day: 45.8% above, 54.2% below
8-day: 53.3% above, 46.7% below
10-day: 53.5% above, 46.5% below
20-day: 61.2% above, 38.8% below
50-day: 63.3% above, 36.7% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170615 10:03 am ET)
COSW(82): 2.72% Top=XRX TWLO TRI IBM MDRX AKAM DNB NCR ….. GOOG MTCH OTEX GRUB WUBA JD MULE OKTA=Bottom (Computer Software/Internet)
REAL(104): 0.32% Top=DDR KIM CBL WPG PEI BRX RPAI ALLY ….. GPT MPW CONE MFA CBG OUT BAM RLGY=Bottom (Real Estate)
FINA(86): 0.21% Top=BOFI COF CIT SYF PACW OZRK NAVI DFS ….. AMG LAZ WU EV PYPL FII TROW TWNK=Bottom (Banks/Financials)
INSU(32): 0.13% Top=MBI CNO LNC AFSI TRV L ORI MET ….. MMC AIG FNF TMK AFL FAF MTG SLF=Bottom (Insurance)
ENER(82): 0.07% Top=DO OKS PBF HFC NBL NFX CRC SN ….. PTEN PE CPE CVE GPOR ETP HES FTI=Bottom (Energy)
MANU(34): 0.02% Top=DDD CAT PH ITT ETN KMT MRC ROK ….. CFX SWK AOS JKS TTC DHR RS ATI=Bottom (Manufacturing)
TRAN(23): -0.28% Top=SWFT WAB EXPD CHRW FDX TRN KSU UPS ….. CSX CNI SNDR DAL AAL ALK JBLU SAVE=Bottom (Transportation)
COHW(36): -0.35% Top=PSTG SSYS TDC CTL CIEN JNPR LVLT T ….. AAPL WDC INFN BCE ACIA FNSR UBNT PANW=Bottom (Computer Hardware/Telecom)
DISV(46): -0.38% Top=KBR WTW DFIN CXW ADS HRB R FDC ….. CAR GPN ROL PCLN V ZTO RBA YY=Bottom (Diversified Services)
HEAL(46): -0.46% Top=ESRX ACHC MZOR LH OPK ABT CNC BKD ….. EW HRC SYK HLS TVTY IRWD THC MOH=Bottom (Health)
MATE(27): -0.56% Top=FAST MDR WM WY RSG SUM WCN ADSW ….. DAR DHI CAA EXP MAS TPH FLR USG=Bottom (Materials & Construction)
CONS(50): -0.70% Top=RL WRK SKX KS CSL PG GPK PKG ….. VFC TPX WWW PAY FOSL NKE UAA MAT=Bottom (Consumer)
CHEM(24): -0.74% Top=SMG APD OLN AXTA PX CE RPM DD ….. POT SHW EMN HUN CF CC ALB TROX=Bottom (Chemicals/Fertilizers)
RETA(60): -0.79% Top=JWN M W RH PAG AN CVNA ETSY ….. GNC WMT DLTR BBY MELI WFM SFM KR=Bottom (Retail & Specialty Retail)
ELEC(46): -0.81% Top=PI FTV MSCC TEL GLW MRVL CY GRMN ….. CGNX SIMO CAVM BRKR LRCX MXL HIMX AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): -0.89% Top=SSRI SLCA CNX RGLD OR TAHO PAAS FNV ….. TECK SCCO ABX STLD X AKS CMC NUE=Bottom (Metals & Mining)
LEIS(36): -1.11% Top=MGM SHAK GPRO HLT MCD ARMK H CCL ….. SEAS EXPE JACK MLCO TXRH SONC BLMN EAT=Bottom (Leisure)

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 10:03 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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