daytrend

06/15/2017

Filed under: Market Stats — daytrend @ 12:31 pm

Market Stats at 1:30 pm ET
by daytrend on 20170615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170615 1:30 pm ET)
10.0% of stocks are above yesterday’s high.
34.0% are above yesterday’s midpoint. (66.0% are below.)
31.6% are below yesterday’s low.
58.4% are inside yesterday’s range.
23.6% of stocks with today’s high > yesterday’s high. (76.4% less than).
72.6% of stocks with today’s low < yesterday’s low. (27.4% greater than).

EVIDENCE OF INTRADAY TREND (20170615 1:30 pm ET)
63.4% of stocks are above today’s open. (35.4% are below).
30.9% of stocks are above today’s open and yesterday’s close.
35.3% 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 1:30 pm ET)
14.9% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
60.0% are in the top half. 40.0% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20170615 1:30 pm ET)
31.9% of stocks are above yesterday’s close. (68.1% are below.)
0.0% are up 4.5% or more. 2.3% are down 4.5% or more.
0.1% are up 3.5% or more. 4.3% are down 3.5% or more.
63.1% are between +1% and -1%.

RSI on DAILY (20170615 1:30 pm ET)
2-day: >=95:8.0%…>=90:12.1%…>=80:16.9%…>=50:37.8%…<=20:30.3%…<=10:13.8%…<=5:5.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:57.2%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:60.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170615 1:30 pm ET)
10.0% above previous 1 highs, 31.6% below previous 1 lows
8.4% above previous 2 highs, 24.6% below previous 2 lows
7.9% above previous 3 highs, 17.5% below previous 3 lows
7.5% above previous 4 highs, 13.5% below previous 4 lows
7.4% above previous 5 highs, 11.6% below previous 5 lows
7.0% above previous 6 highs, 11.0% below previous 6 lows
6.7% above previous 7 highs, 10.9% below previous 7 lows
6.6% above previous 8 highs, 10.7% below previous 8 lows
6.3% above previous 9 highs, 10.5% below previous 9 lows
6.1% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170615 1:30 pm ET)
31.9% are above or equal to 6/14 close (1 days ago), 68.1% are below.
30.9% are above or equal to 6/13 close (2 days ago), 69.1% are below.
48.3% are above or equal to 6/12 close (3 days ago), 51.7% are below.
49.8% are above or equal to 6/9 close (4 days ago), 50.2% are below.
55.8% are above or equal to 6/8 close (5 days ago), 44.2% are below.
58.2% are above or equal to 6/7 close (6 days ago), 41.8% are below.
56.7% are above or equal to 6/6 close (7 days ago), 43.3% are below.
53.5% are above or equal to 6/5 close (8 days ago), 46.5% are below.
51.2% are above or equal to 6/2 close (9 days ago), 48.8% are below.
51.4% are above or equal to 6/1 close (10 days ago), 48.6% are below.
61.3% are above or equal to 5/31 close (11 days ago), 38.7% are below.
61.1% are above or equal to 5/30 close (12 days ago), 38.9% are below.
60.5% are above or equal to 5/26 close (13 days ago), 39.5% are below.
59.4% are above or equal to 5/25 close (14 days ago), 40.6% are below.
61.9% are above or equal to 5/24 close (15 days ago), 38.1% are below.
64.4% are above or equal to 5/23 close (16 days ago), 35.6% are below.
63.6% are above or equal to 5/22 close (17 days ago), 36.4% are below.
67.9% are above or equal to 5/19 close (18 days ago), 32.1% are below.
72.6% are above or equal to 5/18 close (19 days ago), 27.4% are below.
73.6% are above or equal to 5/17 close (20 days ago), 26.4% are below.
61.1% are above or equal to 5/16 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170615 1:30 pm ET)
20d: 10.9% new highs, 10.6% new lows
21d: 10.7% new highs, 10.6% new lows
42d: 7.2% new highs, 6.7% new lows
63d: 6.3% new highs, 6.1% new lows
126d: 5.5% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170615 1:30 pm ET)
2-day: 31.0% above, 69.0% below
3-day: 28.6% above, 71.4% below
4-day: 36.8% above, 63.2% below
5-day: 42.2% above, 57.8% below
8-day: 52.0% above, 48.0% below
10-day: 52.1% above, 47.9% below
20-day: 59.1% above, 40.9% below
50-day: 61.1% above, 38.9% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170615 1:30 pm ET)
REAL(104): 0.42% Top=KRG EXR DDR KIM RPAI CUBE SUI CPT ….. PEI PEB NYRT DEI CONE BAM CBG RLGY=Bottom (Real Estate)
INSU(32): 0.14% Top=XL TRV AJG ORI FNF FAF ALL L ….. LNC ACGL RDN AFL MTG SLF AIG AFSI=Bottom (Insurance)
MANU(34): -0.18% Top=DDD CAT ITT CMI ETN ROK PH IR ….. TTC CFX SNA MRC JKS RS TEX ATI=Bottom (Manufacturing)
FINA(86): -0.29% Top=BOFI NAVI CIT SYF AMP COF CFG NTRS ….. FII SIVB FHN NYCB GS WU LAZ SBNY=Bottom (Banks/Financials)
TRAN(23): -0.41% Top=CHRW EXPD LUV KSU UNP FDX SWFT CSX ….. TRN AAL XPO ALK DAL JBLU SNDR SAVE=Bottom (Transportation)
COHW(36): -0.43% Top=PSTG FNSR JNPR SSYS STX HRS T CIEN ….. AAPL BBRY S PANW VSAT ACIA ZAYO UBNT=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.62% Top=ABT RMD DXCM TVTY CNC DGX COO BAX ….. MD BKD MOH IRTC THC OPK CYH MZOR=Bottom (Health)
DISV(46): -0.66% Top=WTW HRB ADS FDC PAYX KBR VNTV ALLE ….. WEX JEC CNDT ACM RBA ZTO CAR YY=Bottom (Diversified Services)
CONS(50): -0.76% Top=HAS WRK KS ENR PKG RL PG IP ….. TPX FL GOOS PAY NKE UAA FOSL MAT=Bottom (Consumer)
COSW(81): -0.93% Top=TRI SQ TWLO VEEV MDSO ATVI IBM ADP ….. TRIP VIPS WUBA MTCH COUP OKTA MULE SNAP=Bottom (Computer Software/Internet)
MATE(27): -0.97% Top=WM FAST JELD MAS SUM RSG ADSW WY ….. LEN GMS KBH PWR EXP TPH USG FLR=Bottom (Materials & Construction)
LEIS(36): -1.04% Top=STAY HLT MAR ARMK SHAK MGM QSR CCL ….. DNKN MLCO EXPE BLMN SONC TXRH SEAS EAT=Bottom (Leisure)
CHEM(24): -1.14% Top=SMG PX PPG CE APD SHW EMN DD ….. MOS GRA POT CF PAH ALB TROX CC=Bottom (Chemicals/Fertilizers)
ELEC(46): -1.15% Top=PI TEL CY NVDA GLW APH TXN XLNX ….. CRUS CREE JBL AMD CSIQ LRCX HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -1.29% Top=W CVNA AN PAG RH AAP KORS AZO ….. AEO LB TLRD DLTR TGT WFM SFM KR=Bottom (Retail & Specialty Retail)
META(26): -1.67% Top=SSRI FNV TAHO AGI OR RGLD CNX CCJ ….. ABX TECK SCCO FCX CMC CENX STLD NUE=Bottom (Metals & Mining)
ENER(81): -1.75% Top=OKS SWN DO COG EPD AR PSX NFG ….. CPE PE SM LPI MTDR QEP REN CRZO=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 1:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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