daytrend

06/16/2017

Filed under: Market Stats — daytrend @ 2:02 pm

Market Stats at 3:01 pm ET
by daytrend on 20170616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20170616 3:01 pm ET)
23.6% of stocks are above yesterday’s high.
55.5% are above yesterday’s midpoint. (44.5% are below.)
18.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
40.6% of stocks with today’s low < yesterday’s low. (59.4% greater than).

EVIDENCE OF INTRADAY TREND (20170616 3:01 pm ET)
49.8% of stocks are above today’s open. (48.6% are below).
40.0% of stocks are above today’s open and yesterday’s close.
41.8% are below both.
11.8% of stocks opened above yesterday’s high.
46.2% 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 3:01 pm ET)
13.2% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
56.3% are in the top half. 43.7% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20170616 3:01 pm ET)
48.6% of stocks are above yesterday’s close. (51.4% are below.)
0.7% are up 4.5% or more. 2.3% are down 4.5% or more.
1.1% are up 3.5% or more. 3.5% are down 3.5% or more.
69.8% are between +1% and -1%.

RSI on DAILY (20170616 3:01 pm ET)
2-day: >=95:7.3%…>=90:10.7%…>=80:19.0%…>=50:40.9%…<=20:29.3%…<=10:15.1%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:56.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:59.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170616 3:01 pm ET)
23.6% above previous 1 highs, 18.7% below previous 1 lows
13.0% above previous 2 highs, 14.9% below previous 2 lows
11.4% above previous 3 highs, 13.2% below previous 3 lows
11.2% above previous 4 highs, 11.4% below previous 4 lows
9.8% above previous 5 highs, 8.1% below previous 5 lows
9.7% above previous 6 highs, 7.5% below previous 6 lows
9.4% above previous 7 highs, 7.0% below previous 7 lows
9.2% above previous 8 highs, 6.6% below previous 8 lows
8.5% above previous 9 highs, 6.4% below previous 9 lows
7.9% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170616 3:01 pm ET)
48.6% are above or equal to 6/15 close (1 days ago), 51.4% are below.
36.5% are above or equal to 6/14 close (2 days ago), 63.5% are below.
34.1% are above or equal to 6/13 close (3 days ago), 65.9% are below.
49.0% are above or equal to 6/12 close (4 days ago), 51.0% are below.
50.1% are above or equal to 6/9 close (5 days ago), 49.9% are below.
55.4% are above or equal to 6/8 close (6 days ago), 44.6% are below.
56.0% are above or equal to 6/7 close (7 days ago), 44.0% are below.
55.5% are above or equal to 6/6 close (8 days ago), 44.5% are below.
53.6% are above or equal to 6/5 close (9 days ago), 46.4% are below.
50.3% are above or equal to 6/2 close (10 days ago), 49.7% are below.
52.0% are above or equal to 6/1 close (11 days ago), 48.0% are below.
62.3% are above or equal to 5/31 close (12 days ago), 37.7% are below.
61.4% are above or equal to 5/30 close (13 days ago), 38.6% are below.
60.4% are above or equal to 5/26 close (14 days ago), 39.6% are below.
58.4% are above or equal to 5/25 close (15 days ago), 41.6% are below.
60.8% are above or equal to 5/24 close (16 days ago), 39.2% are below.
63.1% are above or equal to 5/23 close (17 days ago), 36.9% are below.
63.1% are above or equal to 5/22 close (18 days ago), 36.9% are below.
66.0% are above or equal to 5/19 close (19 days ago), 34.0% are below.
70.8% are above or equal to 5/18 close (20 days ago), 29.2% are below.
72.7% are above or equal to 5/17 close (21 days ago), 27.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170616 3:01 pm ET)
20d: 12.6% new highs, 8.1% new lows
21d: 12.6% new highs, 8.1% new lows
42d: 9.3% new highs, 6.8% new lows
63d: 8.7% new highs, 5.8% new lows
126d: 7.6% new highs, 4.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170616 3:01 pm ET)
2-day: 46.6% above, 53.4% below
3-day: 40.4% above, 59.6% below
4-day: 35.3% above, 64.7% below
5-day: 39.9% above, 60.1% below
8-day: 47.7% above, 52.3% below
10-day: 49.5% above, 50.5% below
20-day: 57.6% above, 42.4% below
50-day: 60.9% above, 39.1% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170616 3:01 pm ET)
ENER(83): 0.48% Top=SN PAA DK RES APA PBF OXY OKS ….. QEP OAS LPI PE RSPP WPX SM REN=Bottom (Energy)
ELEC(46): 0.45% Top=PI HIMX KEYS TER CGNX FTV CSIQ KLAC ….. FLEX GRMN AMBA CREE CY AYI SIMO JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(35): 0.33% Top=JKS IR PH DE CAT ROK TTC DCI ….. RS AGCO AME CMI ATI KMT BWXT MRC=Bottom (Manufacturing)
LEIS(38): 0.22% Top=QSR SONC LQ EAT BLMN MTN HGV DNKN ….. RRR SIX MAR DRI SEAS CMG MLCO GPRO=Bottom (Leisure)
CHEM(25): 0.21% Top=CF ALB WLK PAH POT FMC MOS AXTA ….. DD PPG IFF SHW RPM SMG TROX CC=Bottom (Chemicals/Fertilizers)
COSW(81): 0.19% Top=SNAP TWLO COUP SHOP TTD ADP OKTA EA ….. TSS FIS GRUB TWTR YHOO BIDU YELP SQ=Bottom (Computer Software/Internet)
INSU(32): 0.11% Top=XL VR WLTW FNF AON AFL HIG BRO ….. AFSI FAF CINF AGO PRU RDN MTG ORI=Bottom (Insurance)
HEAL(44): 0.09% Top=MOH AET PRXL OPK STE DXCM UNH ALGN ….. HCA ESRX UHS HOLX ACHC CNC THC NUVA=Bottom (Health)
TRAN(23): -0.02% Top=KSU CNI WAB DAL CHRW LUV NSC UPS ….. TRN UAL AAL JBLU SNDR JBHT SWFT CSX=Bottom (Transportation)
COHW(36): -0.18% Top=FNSR VIAV ACIA HRS PSTG BCE STX ANET ….. VZ JNPR CIEN COMM AAPL S LVLT CTL=Bottom (Computer Hardware/Telecom)
FINA(86): -0.22% Top=WETF CIT AMG WDR CLNS EFX PSEC AXP ….. VLY HOMB WBS ATH VOYA ISBC SBNY NAVI=Bottom (Banks/Financials)
MATE(27): -0.31% Top=FAST JELD VMC KBH FLR WY MAS SUM ….. LEN MDR DHI OC WCN CAA GMS DAR=Bottom (Materials & Construction)
REAL(103): -0.50% Top=PEB OUT EXR GLPI HCN EQR HCP OHI ….. DDR REG WRI SKT RPT RPAI KIM BRX=Bottom (Real Estate)
CONS(50): -0.68% Top=PKG IP HAS KS ENR NWL COH SEE ….. FOSL WWW GOOS PAY FL GT NKE UAA=Bottom (Consumer)
DISV(46): -0.87% Top=ATHN MYGN ADS URI ALLE MCO CNDT SBAC ….. FDC ILG LDOS RBA VNTV CXW CAR BAH=Bottom (Diversified Services)
META(25): -1.01% Top=AEM SSRI AGI OR NUE WPM STLD FNV ….. FCX TAHO PAAS AA AG CNX CENX TECK=Bottom (Metals & Mining)
RETA(59): -1.67% Top=CVNA AMZN W BID NFLX TIF JWN LL ….. WMT WBA SFM AN PAG TGT 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 3:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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