daytrend

06/15/2017

Filed under: Market Stats — daytrend @ 1:20 pm

Market Stats at 2:19 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 2:19 pm ET)
10.3% of stocks are above yesterday’s high.
35.9% are above yesterday’s midpoint. (64.1% are below.)
29.5% are below yesterday’s low.
60.3% are inside yesterday’s range.
24.5% of stocks with today’s high > yesterday’s high. (75.5% less than).
73.2% of stocks with today’s low < yesterday’s low. (26.8% greater than).

EVIDENCE OF INTRADAY TREND (20170615 2:19 pm ET)
65.3% of stocks are above today’s open. (33.8% are below).
32.1% of stocks are above today’s open and yesterday’s close.
33.4% 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 2:19 pm ET)
16.6% of stocks are in the top 10% of today’s range.
32.6% are in the top 20%.
61.2% are in the top half. 38.8% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170615 2:19 pm ET)
33.3% of stocks are above yesterday’s close. (66.7% are below.)
0.0% are up 4.5% or more. 2.9% are down 4.5% or more.
0.4% are up 3.5% or more. 5.5% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20170615 2:19 pm ET)
2-day: >=95:8.9%…>=90:13.1%…>=80:18.4%…>=50:38.3%…<=20:29.2%…<=10:13.8%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:58.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:60.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170615 2:19 pm ET)
10.3% above previous 1 highs, 29.5% below previous 1 lows
8.6% above previous 2 highs, 23.3% below previous 2 lows
8.2% above previous 3 highs, 17.7% below previous 3 lows
7.6% above previous 4 highs, 13.8% below previous 4 lows
7.6% above previous 5 highs, 11.7% below previous 5 lows
7.4% above previous 6 highs, 11.2% below previous 6 lows
7.0% above previous 7 highs, 11.2% below previous 7 lows
6.8% above previous 8 highs, 11.2% below previous 8 lows
6.4% above previous 9 highs, 10.9% below previous 9 lows
6.3% above previous 10 highs, 10.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170615 2:19 pm ET)
33.3% are above or equal to 6/14 close (1 days ago), 66.7% are below.
32.1% are above or equal to 6/13 close (2 days ago), 67.9% are below.
49.6% are above or equal to 6/12 close (3 days ago), 50.4% are below.
50.0% are above or equal to 6/9 close (4 days ago), 50.0% are below.
56.0% are above or equal to 6/8 close (5 days ago), 44.0% are below.
58.6% are above or equal to 6/7 close (6 days ago), 41.4% are below.
57.3% are above or equal to 6/6 close (7 days ago), 42.7% are below.
54.1% are above or equal to 6/5 close (8 days ago), 45.9% are below.
51.4% are above or equal to 6/2 close (9 days ago), 48.6% are below.
51.9% are above or equal to 6/1 close (10 days ago), 48.1% are below.
61.8% are above or equal to 5/31 close (11 days ago), 38.2% are below.
61.8% are above or equal to 5/30 close (12 days ago), 38.2% are below.
61.0% are above or equal to 5/26 close (13 days ago), 39.0% are below.
60.9% are above or equal to 5/25 close (14 days ago), 39.1% are below.
62.2% are above or equal to 5/24 close (15 days ago), 37.8% are below.
64.9% are above or equal to 5/23 close (16 days ago), 35.1% are below.
63.7% are above or equal to 5/22 close (17 days ago), 36.3% are below.
68.3% are above or equal to 5/19 close (18 days ago), 31.7% are below.
72.3% are above or equal to 5/18 close (19 days ago), 27.7% are below.
73.7% are above or equal to 5/17 close (20 days ago), 26.3% are below.
61.3% are above or equal to 5/16 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170615 2:19 pm ET)
20d: 11.2% new highs, 11.1% new lows
21d: 11.1% new highs, 11.1% new lows
42d: 7.4% new highs, 7.2% new lows
63d: 6.4% new highs, 6.6% new lows
126d: 5.5% new highs, 4.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170615 2:19 pm ET)
2-day: 32.5% above, 67.5% below
3-day: 29.7% above, 70.3% below
4-day: 37.5% above, 62.5% below
5-day: 42.4% above, 57.6% below
8-day: 53.0% above, 47.0% below
10-day: 52.0% above, 48.0% below
20-day: 59.7% above, 40.3% below
50-day: 61.5% above, 38.5% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170615 2:19 pm ET)
REAL(104): 0.42% Top=ALLY KRG CUBE EXR DDR RPAI PLD CPT ….. PEI DEI FCH NYRT CONE CBG BAM RLGY=Bottom (Real Estate)
INSU(32): 0.16% Top=XL TRV FNF CINF AJG ALL FAF L ….. TMK RDN LNC AFL AIG AFSI SLF MTG=Bottom (Insurance)
MANU(34): -0.29% Top=CAT ITT DDD CMI KMT PH ROK ETN ….. CFX TTC SNA MRC JKS TEX RS ATI=Bottom (Manufacturing)
TRAN(23): -0.30% Top=CHRW EXPD LUV SWFT KSU UNP FDX CP ….. UAL XPO TRN DAL ALK SNDR JBLU SAVE=Bottom (Transportation)
FINA(86): -0.35% Top=BOFI CIT NAVI AMP SYF COF NTRS WETF ….. SLM TWNK FHN SIVB WU GS NYCB SBNY=Bottom (Banks/Financials)
COHW(36): -0.44% Top=PSTG JNPR STX VRSN HRS TMUS FNSR CIEN ….. AAPL S BBRY PANW VSAT ZAYO ACIA UBNT=Bottom (Computer Hardware/Telecom)
DISV(46): -0.54% Top=WTW HRB ADS FDC ALLE MYGN VNTV PAYX ….. URI WEX ACM CNDT RBA YY ZTO CAR=Bottom (Diversified Services)
CONS(50): -0.66% Top=RL PG ENR WRK PKG CHD CL KS ….. TPX GOOS PAY FL NKE UAA FOSL MAT=Bottom (Consumer)
HEAL(46): -0.67% Top=ABT RMD DXCM TVTY COO CNC NUVA DGX ….. HCA MD BKD OPK IRTC THC MZOR CYH=Bottom (Health)
COSW(81): -0.70% Top=TRI SQ TWLO VEEV ATVI ADP EQIX IT ….. SYMC WUBA OTEX COUP MTCH SNAP OKTA MULE=Bottom (Computer Software/Internet)
MATE(27): -0.90% Top=WM FAST JELD RSG MDR WY MAS ADSW ….. OC KBH EXP PWR GMS TPH USG FLR=Bottom (Materials & Construction)
LEIS(36): -0.99% Top=STAY HLT MGM MCD QSR ARMK CCL MAR ….. DNKN SIX BLMN MLCO TXRH SONC SEAS EAT=Bottom (Leisure)
ELEC(46): -1.09% Top=PI NVDA CY TEL TXN GLW KEYS XLNX ….. CSIQ CREE AMD LRCX OCLR JBL SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -1.14% Top=CVNA W PAG AN AAP DKS AZO CHS ….. BIG GME TLRD DLTR TGT WFM SFM KR=Bottom (Retail & Specialty Retail)
CHEM(24): -1.27% Top=SMG CE APD PX PPG AXTA DD SHW ….. HUN MOS POT CF PAH ALB TROX CC=Bottom (Chemicals/Fertilizers)
META(26): -1.65% Top=SSRI FNV AGI OR TAHO RGLD CNX GG ….. SLCA ABX SCCO FCX CMC CENX STLD NUE=Bottom (Metals & Mining)
ENER(81): -1.94% Top=SWN AR NFG OKS COG DK PSX HFC ….. RSPP LPI MTDR CPE SM QEP CRZO REN=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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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