daytrend

06/16/2017

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 11:44 am ET
by daytrend on 20170616. 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 (20170616 11:44 am ET)
17.7% of stocks are above yesterday’s high.
53.0% are above yesterday’s midpoint. (47.0% are below.)
18.2% are below yesterday’s low.
64.0% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20170616 11:44 am ET)
42.6% of stocks are above today’s open. (55.6% are below).
32.9% of stocks are above today’s open and yesterday’s close.
48.0% are below both.
11.9% of stocks opened above yesterday’s high.
46.3% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170616 11:44 am ET)
10.2% of stocks are in the top 10% of today’s range.
19.6% are in the top 20%.
47.4% are in the top half. 52.6% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20170616 11:44 am ET)
41.7% of stocks are above yesterday’s close. (58.3% are below.)
0.7% are up 4.5% or more. 1.5% are down 4.5% or more.
0.8% are up 3.5% or more. 2.4% are down 3.5% or more.
72.9% are between +1% and -1%.

RSI on DAILY (20170616 11:44 am ET)
2-day: >=95:5.8%…>=90:9.3%…>=80:15.6%…>=50:36.0%…<=20:32.6%…<=10:16.0%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:54.3%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:57.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170616 11:44 am ET)
17.7% above previous 1 highs, 18.2% below previous 1 lows
9.6% above previous 2 highs, 15.5% below previous 2 lows
8.5% above previous 3 highs, 13.0% below previous 3 lows
8.1% above previous 4 highs, 11.2% below previous 4 lows
7.0% above previous 5 highs, 7.3% below previous 5 lows
6.9% above previous 6 highs, 6.8% below previous 6 lows
6.8% above previous 7 highs, 6.3% below previous 7 lows
6.7% above previous 8 highs, 6.1% below previous 8 lows
6.0% above previous 9 highs, 5.8% below previous 9 lows
5.5% above previous 10 highs, 5.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170616 11:44 am ET)
41.7% are above or equal to 6/15 close (1 days ago), 58.3% are below.
34.0% are above or equal to 6/14 close (2 days ago), 66.0% are below.
31.2% are above or equal to 6/13 close (3 days ago), 68.8% are below.
47.1% are above or equal to 6/12 close (4 days ago), 52.9% are below.
48.1% are above or equal to 6/9 close (5 days ago), 51.9% are below.
53.9% are above or equal to 6/8 close (6 days ago), 46.1% are below.
55.5% are above or equal to 6/7 close (7 days ago), 44.5% are below.
55.6% are above or equal to 6/6 close (8 days ago), 44.4% are below.
53.1% are above or equal to 6/5 close (9 days ago), 46.9% are below.
49.9% are above or equal to 6/2 close (10 days ago), 50.1% are below.
52.1% are above or equal to 6/1 close (11 days ago), 47.9% are below.
61.0% are above or equal to 5/31 close (12 days ago), 39.0% are below.
60.2% are above or equal to 5/30 close (13 days ago), 39.8% are below.
58.3% are above or equal to 5/26 close (14 days ago), 41.7% are below.
58.1% are above or equal to 5/25 close (15 days ago), 41.9% are below.
59.2% are above or equal to 5/24 close (16 days ago), 40.8% are below.
62.7% are above or equal to 5/23 close (17 days ago), 37.3% are below.
62.3% are above or equal to 5/22 close (18 days ago), 37.7% are below.
65.8% are above or equal to 5/19 close (19 days ago), 34.2% are below.
70.5% are above or equal to 5/18 close (20 days ago), 29.5% are below.
71.8% are above or equal to 5/17 close (21 days ago), 28.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170616 11:44 am ET)
20d: 10.8% new highs, 7.1% new lows
21d: 10.8% new highs, 7.1% new lows
42d: 8.1% new highs, 6.2% new lows
63d: 7.5% new highs, 5.4% new lows
126d: 6.8% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170616 11:44 am ET)
2-day: 40.4% above, 59.6% below
3-day: 34.3% above, 65.7% below
4-day: 30.5% above, 69.5% below
5-day: 36.1% above, 63.9% below
8-day: 46.2% above, 53.8% below
10-day: 48.0% above, 52.0% below
20-day: 56.4% above, 43.6% below
50-day: 60.1% above, 39.9% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170616 11:44 am ET)
COHW(36): 0.33% Top=FNSR VIAV TDS ACIA ANET PSTG STX HRS ….. CSCO VSAT BBRY AAPL CIEN QCOM TDC S=Bottom (Computer Hardware/Telecom)
ELEC(46): 0.24% Top=PI KEYS OCLR TER FTV CGNX CSIQ KLAC ….. TXN SIMO CAVM ICHR CY CREE AYI JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(83): 0.22% Top=SN DK PAA WMB PBF SPN VLO APA ….. NFX PE RSPP WPX REN QEP LPI SM=Bottom (Energy)
LEIS(38): 0.12% Top=BLMN HGV LQ MCD QSR MTN EAT WYNN ….. JACK SIX MLCO DRI SEAS CMG SONC GPRO=Bottom (Leisure)
MANU(35): 0.11% Top=JKS IR PH ETN TTC DE CAT ROK ….. TEX RS DDD AOS BWXT KMT MRC ATI=Bottom (Manufacturing)
INSU(32): 0.03% Top=VR WLTW HIG MBI ACGL XL L FNF ….. AIG PRU AGO FAF RDN ORI MTG AFSI=Bottom (Insurance)
CHEM(25): -0.02% Top=CF PAH WLK ALB POT OLN HUN DOW ….. MOS PPG RPM SHW CE IFF SMG TROX=Bottom (Chemicals/Fertilizers)
COSW(81): -0.06% Top=TWLO TTD SHOP MULE ZEN EA MDSO JD ….. TRI RHT TWTR ADSK MDRX NTNX BIDU SQ=Bottom (Computer Software/Internet)
TRAN(23): -0.09% Top=KSU CNI WAB CHRW LUV DAL NSC XPO ….. CP AAL UNP JBHT JBLU CSX SNDR SWFT=Bottom (Transportation)
FINA(86): -0.13% Top=CIT WETF LM EFX AXP CMA WDR CLNS ….. WU TCF BKU BOFI NAVI ISBC SBNY ATH=Bottom (Banks/Financials)
HEAL(44): -0.18% Top=UNH ALGN AET MOH ANTM DXCM A BSX ….. TVTY HCA NUVA ACHC MZOR BKD ESRX THC=Bottom (Health)
MATE(27): -0.41% Top=FAST WY FLR VMC MLM JELD WM SRCL ….. WCN EXP ADSW DHI CAA OC GMS DAR=Bottom (Materials & Construction)
REAL(103): -0.59% Top=HCN EQR OUT TWO CIM GLPI AMT OHI ….. REG DDR PEI GEO RPAI BRX RPT KIM=Bottom (Real Estate)
CONS(50): -0.86% Top=PKG IP HAS COH ENR NWL SEE GOOS ….. PAY WWW HBI FL ELF GT NKE UAA=Bottom (Consumer)
DISV(46): -0.93% Top=ATHN CNDT MYGN URI TRU ADS INFO SBAC ….. WTW RBA G LDOS VNTV CAR CXW BAH=Bottom (Diversified Services)
META(25): -0.96% Top=FNV STLD AG AEM PAAS WPM GG SCCO ….. TAHO RGLD X FCX AA CNX CENX TECK=Bottom (Metals & Mining)
RETA(60): -1.49% Top=WFM CVNA AMZN BID W NFLX SIG ETSY ….. CVS WBA COST AN PAG SFM TGT 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 11:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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