daytrend

06/15/2017

Filed under: Market Stats — daytrend @ 11:03 am

Market Stats at 12:02 pm ET
by daytrend on 20170615. 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 (20170615 12:02 pm ET)
6.8% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
33.5% are below yesterday’s low.
59.7% are inside yesterday’s range.
22.0% of stocks with today’s high > yesterday’s high. (78.0% less than).
71.6% of stocks with today’s low < yesterday’s low. (28.4% greater than).

EVIDENCE OF INTRADAY TREND (20170615 12:02 pm ET)
60.5% of stocks are above today’s open. (38.3% are below).
25.1% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
0.6% of stocks opened above yesterday’s high.
1.4% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
45.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170615 12:02 pm ET)
7.3% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20170615 12:02 pm ET)
26.4% of stocks are above yesterday’s close. (73.6% are below.)
0.0% are up 4.5% or more. 1.4% are down 4.5% or more.
0.0% are up 3.5% or more. 2.6% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20170615 12:02 pm ET)
2-day: >=95:7.3%…>=90:10.5%…>=80:14.6%…>=50:31.6%…<=20:31.7%…<=10:14.4%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:55.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:58.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170615 12:02 pm ET)
6.8% above previous 1 highs, 33.5% below previous 1 lows
5.6% above previous 2 highs, 27.1% below previous 2 lows
4.9% above previous 3 highs, 17.1% below previous 3 lows
4.7% above previous 4 highs, 12.4% below previous 4 lows
4.5% above previous 5 highs, 10.3% below previous 5 lows
4.5% above previous 6 highs, 9.7% below previous 6 lows
4.4% above previous 7 highs, 9.7% below previous 7 lows
4.3% above previous 8 highs, 9.5% below previous 8 lows
4.1% above previous 9 highs, 9.2% below previous 9 lows
3.9% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170615 12:02 pm ET)
26.4% are above or equal to 6/14 close (1 days ago), 73.6% are below.
28.0% are above or equal to 6/13 close (2 days ago), 72.0% are below.
44.9% are above or equal to 6/12 close (3 days ago), 55.1% are below.
48.6% are above or equal to 6/9 close (4 days ago), 51.4% are below.
56.1% are above or equal to 6/8 close (5 days ago), 43.9% are below.
58.4% are above or equal to 6/7 close (6 days ago), 41.6% are below.
56.4% are above or equal to 6/6 close (7 days ago), 43.6% are below.
52.0% are above or equal to 6/5 close (8 days ago), 48.0% are below.
51.1% are above or equal to 6/2 close (9 days ago), 48.9% are below.
51.7% are above or equal to 6/1 close (10 days ago), 48.3% are below.
60.9% are above or equal to 5/31 close (11 days ago), 39.1% are below.
61.5% are above or equal to 5/30 close (12 days ago), 38.5% are below.
59.8% are above or equal to 5/26 close (13 days ago), 40.2% are below.
59.4% are above or equal to 5/25 close (14 days ago), 40.6% are below.
61.0% are above or equal to 5/24 close (15 days ago), 39.0% are below.
63.4% are above or equal to 5/23 close (16 days ago), 36.6% are below.
62.8% are above or equal to 5/22 close (17 days ago), 37.2% are below.
66.9% are above or equal to 5/19 close (18 days ago), 33.1% are below.
72.2% are above or equal to 5/18 close (19 days ago), 27.8% are below.
72.8% are above or equal to 5/17 close (20 days ago), 27.2% are below.
60.5% are above or equal to 5/16 close (21 days ago), 39.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170615 12:02 pm ET)
20d: 9.9% new highs, 10.0% new lows
21d: 9.8% new highs, 10.0% new lows
42d: 6.3% new highs, 6.2% new lows
63d: 5.4% new highs, 5.7% new lows
126d: 4.5% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170615 12:02 pm ET)
2-day: 25.2% above, 74.8% below
3-day: 24.7% above, 75.3% below
4-day: 31.5% above, 68.5% below
5-day: 37.6% above, 62.4% below
8-day: 48.3% above, 51.7% below
10-day: 49.3% above, 50.7% below
20-day: 58.5% above, 41.5% below
50-day: 60.5% above, 39.5% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170615 12:02 pm ET)
REAL(104): 0.18% Top=DDR EXR MAA CPT EQR AIV SRC KIM ….. CONE SC NYRT SKT PEI BAM RLGY CBG=Bottom (Real Estate)
INSU(32): 0.04% Top=XL TRV ALL L UNM MMC CINF AFG ….. TMK RDN WLTW AFL SLF AIG MTG AFSI=Bottom (Insurance)
MANU(34): -0.21% Top=DDD CAT ITT CMI ETN PH IR KMT ….. SWK DHR TTC MRC TEX RS JKS ATI=Bottom (Manufacturing)
FINA(86): -0.33% Top=CIT BOFI NAVI WETF CFG COF SYF NTRS ….. AMTD WU LAZ SIVB TWNK WDR FHN SBNY=Bottom (Banks/Financials)
TRAN(23): -0.45% Top=CHRW EXPD KSU LUV SWFT UNP CSX UPS ….. DAL UAL XPO JBLU SNDR ALK TRN SAVE=Bottom (Transportation)
HEAL(46): -0.74% Top=ABT ZBH CNC RMD ESRX BCR ANTM BDX ….. BKD OPK TVTY IRTC MOH CYH THC MZOR=Bottom (Health)
CONS(50): -0.76% Top=RL WRK PG HAS KS PKG ENR GPK ….. TPX FL NKE PAY GOOS FOSL UAA MAT=Bottom (Consumer)
DISV(46): -0.77% Top=HRB WTW KBR ADS MYGN VRSK PAYX MAN ….. AMN ACM FLT WEX ZTO RBA CAR YY=Bottom (Diversified Services)
COHW(36): -0.83% Top=PSTG STX JNPR CIEN T SSYS QCOM HRS ….. BBRY ZAYO VSAT INFN S PANW ACIA UBNT=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.84% Top=APD CE SMG PPG PX AXTA OLN DD ….. GRA CF HUN POT TROX PAH ALB CC=Bottom (Chemicals/Fertilizers)
MATE(27): -0.98% Top=WM FAST JELD MDR ADSW WY RSG WCN ….. CAA PWR LEN KBH TPH EXP USG FLR=Bottom (Materials & Construction)
LEIS(36): -1.01% Top=QSR SHAK ARMK MGM CCL BYD MAR HLT ….. JACK BLMN SIX EXPE SONC TXRH SEAS EAT=Bottom (Leisure)
ENER(81): -1.06% Top=OKS SWN DO NBL DK AR EPD SPN ….. PXD LPI MTDR PE OAS CRZO REN QEP=Bottom (Energy)
COSW(81): -1.22% Top=TRI SQ TWLO VEEV MDSO IBM MDRX EQIX ….. MTCH WUBA MULE TTD SHOP SNAP COUP OKTA=Bottom (Computer Software/Internet)
META(26): -1.42% Top=SSRI FNV AGI TAHO SLCA CNX RGLD CENX ….. TECK CMC SCCO FCX X AKS STLD NUE=Bottom (Metals & Mining)
ELEC(46): -1.48% Top=CY PI TEL GRMN APH XLNX TXN GLW ….. CAVM JBL CSIQ LRCX OCLR AMD SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -1.51% Top=W PAG AN KORS DKS CHS BBBY SBH ….. BID GNC TLRD DLTR TGT WFM SFM KR=Bottom (Retail & Specialty Retail)

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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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