daytrend

06/16/2017

Filed under: Market Stats — daytrend @ 1:15 pm

Market Stats at 2:15 pm ET
by daytrend on 20170616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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 (20170616 2:15 pm ET)
20.8% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
19.5% are below yesterday’s low.
59.7% are inside yesterday’s range.
45.1% of stocks with today’s high > yesterday’s high. (54.9% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20170616 2:15 pm ET)
45.5% of stocks are above today’s open. (52.7% are below).
36.1% of stocks are above today’s open and yesterday’s close.
47.3% are below both.
11.9% of stocks opened above yesterday’s high.
46.3% of stocks opened above yesterday’s close. (50.7% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170616 2:15 pm ET)
11.2% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
51.6% are in the top half. 48.4% of stocks are in the bottom half of today’s range.
20.1% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20170616 2:15 pm ET)
42.6% of stocks are above yesterday’s close. (57.4% are below.)
0.8% are up 4.5% or more. 2.1% are down 4.5% or more.
1.3% are up 3.5% or more. 3.3% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20170616 2:15 pm ET)
2-day: >=95:7.3%…>=90:10.0%…>=80:17.8%…>=50:37.8%…<=20:32.1%…<=10:14.9%…<=5:7.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.8%…>=50:55.5%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:58.9%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170616 2:15 pm ET)
20.8% above previous 1 highs, 19.5% below previous 1 lows
11.9% above previous 2 highs, 15.9% below previous 2 lows
10.2% above previous 3 highs, 14.3% below previous 3 lows
9.9% above previous 4 highs, 12.4% below previous 4 lows
8.4% above previous 5 highs, 8.4% below previous 5 lows
8.4% above previous 6 highs, 7.8% below previous 6 lows
8.3% above previous 7 highs, 7.3% below previous 7 lows
8.1% above previous 8 highs, 7.1% below previous 8 lows
7.6% above previous 9 highs, 6.8% below previous 9 lows
7.1% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170616 2:15 pm ET)
42.6% are above or equal to 6/15 close (1 days ago), 57.4% are below.
35.1% are above or equal to 6/14 close (2 days ago), 64.9% are below.
32.6% are above or equal to 6/13 close (3 days ago), 67.4% are below.
47.8% are above or equal to 6/12 close (4 days ago), 52.2% are below.
48.8% are above or equal to 6/9 close (5 days ago), 51.2% are below.
54.6% are above or equal to 6/8 close (6 days ago), 45.4% are below.
56.1% are above or equal to 6/7 close (7 days ago), 43.9% are below.
55.4% are above or equal to 6/6 close (8 days ago), 44.6% are below.
53.0% are above or equal to 6/5 close (9 days ago), 47.0% are below.
50.4% are above or equal to 6/2 close (10 days ago), 49.6% are below.
52.2% are above or equal to 6/1 close (11 days ago), 47.8% are below.
61.7% are above or equal to 5/31 close (12 days ago), 38.3% are below.
60.8% are above or equal to 5/30 close (13 days ago), 39.2% are below.
59.3% are above or equal to 5/26 close (14 days ago), 40.7% are below.
58.7% are above or equal to 5/25 close (15 days ago), 41.3% are below.
60.0% are above or equal to 5/24 close (16 days ago), 40.0% are below.
62.7% are above or equal to 5/23 close (17 days ago), 37.3% are below.
62.5% are above or equal to 5/22 close (18 days ago), 37.5% are below.
65.4% are above or equal to 5/19 close (19 days ago), 34.6% are below.
70.5% are above or equal to 5/18 close (20 days ago), 29.5% are below.
72.3% are above or equal to 5/17 close (21 days ago), 27.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170616 2:15 pm ET)
20d: 12.4% new highs, 8.0% new lows
21d: 12.4% new highs, 8.0% new lows
42d: 9.2% new highs, 6.8% new lows
63d: 8.6% new highs, 5.8% new lows
126d: 7.5% new highs, 4.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170616 2:15 pm ET)
2-day: 41.7% above, 58.3% below
3-day: 37.5% above, 62.5% below
4-day: 33.7% above, 66.3% below
5-day: 38.8% above, 61.2% below
8-day: 46.7% above, 53.3% below
10-day: 48.3% above, 51.7% below
20-day: 57.6% above, 42.4% below
50-day: 59.9% above, 40.1% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170616 2:15 pm ET)
ENER(83): 0.38% Top=SN PAA DK APA PBF OXY OKS PAGP ….. NBR PE QEP LPI RSPP WPX SM REN=Bottom (Energy)
ELEC(46): 0.27% Top=PI HIMX KEYS TER CGNX FTV CSIQ OCLR ….. GRMN FLEX CREE AMD CY SIMO AYI JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(35): 0.22% Top=JKS IR PH ROK DE CAT ETN DCI ….. NDSN DDD CMI RS KMT BWXT ATI MRC=Bottom (Manufacturing)
LEIS(38): 0.15% Top=QSR MTN HGV LQ BLMN DPZ SONC EAT ….. STAY CCL MAR SEAS CMG DRI MLCO GPRO=Bottom (Leisure)
COSW(81): 0.13% Top=TWLO SNAP COUP SHOP MDSO EA MULE ZEN ….. CA YHOO OTEX BIDU YELP GRUB TWTR SQ=Bottom (Computer Software/Internet)
CHEM(25): 0.11% Top=CF PAH ALB WLK FMC POT HUN MOS ….. PPG DOW IFF DD RPM SMG CC TROX=Bottom (Chemicals/Fertilizers)
INSU(32): 0.01% Top=WLTW VR FNF XL MBI HIG AON BRO ….. AFSI RDN CINF AGO PRU FAF MTG ORI=Bottom (Insurance)
HEAL(44): 0.00% Top=AET STE PRXL OPK UNH A SYK DXCM ….. ESRX TVTY HCA HOLX CNC ACHC THC NUVA=Bottom (Health)
TRAN(23): -0.01% Top=KSU CNI DAL CHRW WAB XPO LUV NSC ….. UNP AAL SNDR JBLU SWFT TRN JBHT CSX=Bottom (Transportation)
COHW(36): -0.02% Top=FNSR VIAV BCE ACIA TDS HRS STX PSTG ….. AAPL CIEN COMM SSYS VSAT S LVLT CTL=Bottom (Computer Hardware/Telecom)
MATE(27): -0.34% Top=FAST KBH JELD WY SRCL MAS PHM WM ….. EXP ADSW MDR CAA WCN OC DAR GMS=Bottom (Materials & Construction)
FINA(86): -0.36% Top=CIT WETF WDR EFX LM CLNS BX NTRS ….. WBS HOMB FHN ATH VOYA SBNY ISBC NAVI=Bottom (Banks/Financials)
REAL(103): -0.51% Top=OUT HCN PEB EQR CCP EXR GLPI OHI ….. DDR WRI SKT REG RPT RPAI BRX KIM=Bottom (Real Estate)
CONS(50): -0.84% Top=PKG IP HAS COH ENR NWL PG SEE ….. WWW HBI PAY FOSL FL NKE GT UAA=Bottom (Consumer)
DISV(46): -0.96% Top=ATHN MYGN URI ALLE MCO TRU ADS MA ….. G ILG LDOS RBA VNTV CXW CAR BAH=Bottom (Diversified Services)
META(26): -1.16% Top=AEM FNV WPM GG SSRI STLD NUE ABX ….. AKS SLCA AG FCX CNX AA CENX TECK=Bottom (Metals & Mining)
RETA(60): -1.31% Top=WFM CVNA AMZN W BID JWN NFLX TIF ….. WMT SFM WBA AN TGT PAG COST 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 2:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: