daytrend

06/19/2017

Filed under: Market Stats — daytrend @ 12:01 pm

Market Stats at 1:01 pm ET
by daytrend on 20170619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

COMPARED TO YESTERDAY’S RANGE (20170619 1:01 pm ET)
52.2% of stocks are above yesterday’s high.
78.9% are above yesterday’s midpoint. (21.1% are below.)
4.8% are below yesterday’s low.
43.0% are inside yesterday’s range.
74.6% of stocks with today’s high > yesterday’s high. (25.4% less than).
15.1% of stocks with today’s low < yesterday’s low. (84.9% greater than).

EVIDENCE OF INTRADAY TREND (20170619 1:01 pm ET)
61.5% of stocks are above today’s open. (37.2% are below).
60.0% of stocks are above today’s open and yesterday’s close.
23.3% are below both.
38.2% of stocks opened above yesterday’s high.
83.6% of stocks opened above yesterday’s close. (13.1% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170619 1:01 pm ET)
21.2% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
63.7% are in the top half. 36.3% of stocks are in the bottom half of today’s range.
10.3% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170619 1:01 pm ET)
75.1% of stocks are above yesterday’s close. (24.9% are below.)
0.7% are up 4.5% or more. 0.1% are down 4.5% or more.
2.4% are up 3.5% or more. 0.3% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20170619 1:01 pm ET)
2-day: >=95:11.3%…>=90:20.8%…>=80:38.2%…>=50:68.6%…<=20:11.6%…<=10:5.3%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.7%…>=80:5.3%…>=50:65.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:67.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170619 1:01 pm ET)
52.2% above previous 1 highs, 4.8% below previous 1 lows
40.5% above previous 2 highs, 3.5% below previous 2 lows
26.8% above previous 3 highs, 3.0% below previous 3 lows
23.4% above previous 4 highs, 2.7% below previous 4 lows
21.7% above previous 5 highs, 2.6% below previous 5 lows
18.2% above previous 6 highs, 2.1% below previous 6 lows
17.7% above previous 7 highs, 1.7% below previous 7 lows
17.4% above previous 8 highs, 1.5% below previous 8 lows
16.7% above previous 9 highs, 1.3% below previous 9 lows
15.7% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170619 1:01 pm ET)
75.1% are above or equal to 6/16 close (1 days ago), 24.9% are below.
72.2% are above or equal to 6/15 close (2 days ago), 27.8% are below.
61.5% are above or equal to 6/14 close (3 days ago), 38.5% are below.
53.1% are above or equal to 6/13 close (4 days ago), 46.9% are below.
60.0% are above or equal to 6/12 close (5 days ago), 40.0% are below.
61.3% are above or equal to 6/9 close (6 days ago), 38.7% are below.
61.9% are above or equal to 6/8 close (7 days ago), 38.1% are below.
62.4% are above or equal to 6/7 close (8 days ago), 37.6% are below.
61.9% are above or equal to 6/6 close (9 days ago), 38.1% are below.
61.0% are above or equal to 6/5 close (10 days ago), 39.0% are below.
57.2% are above or equal to 6/2 close (11 days ago), 42.8% are below.
59.7% are above or equal to 6/1 close (12 days ago), 40.3% are below.
68.8% are above or equal to 5/31 close (13 days ago), 31.2% are below.
67.5% are above or equal to 5/30 close (14 days ago), 32.5% are below.
66.0% are above or equal to 5/26 close (15 days ago), 34.0% are below.
63.9% are above or equal to 5/25 close (16 days ago), 36.1% are below.
66.8% are above or equal to 5/24 close (17 days ago), 33.2% are below.
68.3% are above or equal to 5/23 close (18 days ago), 31.7% are below.
68.1% are above or equal to 5/22 close (19 days ago), 31.9% are below.
71.7% are above or equal to 5/19 close (20 days ago), 28.3% are below.
74.7% are above or equal to 5/18 close (21 days ago), 25.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170619 1:01 pm ET)
20d: 21.1% new highs, 3.7% new lows
21d: 21.1% new highs, 3.7% new lows
42d: 16.1% new highs, 3.1% new lows
63d: 15.2% new highs, 2.7% new lows
126d: 13.2% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170619 1:01 pm ET)
2-day: 73.8% above, 26.2% below
3-day: 73.1% above, 26.9% below
4-day: 69.6% above, 30.4% below
5-day: 63.0% above, 37.0% below
8-day: 62.8% above, 37.2% below
10-day: 63.5% above, 36.5% below
20-day: 64.5% above, 35.5% below
50-day: 65.4% above, 34.6% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170619 1:01 pm ET)
ELEC(46): 1.35% Top=ICHR AMD MXL NVDA IDTI CRUS KLAC SPWR ….. QRVO AYI ADI APH CREE KEYS OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 1.27% Top=PKI ALGN EW BAX RMD ESRX ACHC IRTC ….. PRXL UNH TVTY HLS DVA DGX MZOR SYK=Bottom (Health)
COSW(82): 1.25% Top=TWLO GRUB JD VEEV NTES OTEX NCR SINA ….. GWRE IBM TEAM JKHY CDNS FIS MDRX TRIP=Bottom (Computer Software/Internet)
META(27): 1.04% Top=TECK AA X AKS CMC CCJ CLF OR ….. NEM PAAS FNV CENX SLCA AGI AEM TAHO=Bottom (Metals & Mining)
FINA(90): 1.00% Top=NAVI KKR SLM MS LM IVZ ATH BEN ….. WBS ISBC TCF FHB PSEC SBNY WU NYCB=Bottom (Banks/Financials)
CHEM(27): 1.00% Top=CE EMN TROX CC PAH HUN IFF RPM ….. ASH PPG ALB GRA AXTA POT AGU FMC=Bottom (Chemicals/Fertilizers)
RETA(59): 0.88% Top=LL MELI SFM BID ETSY BABA RH EBAY ….. ORLY AN TLRD GNC CHS COST W FINL=Bottom (Retail & Specialty Retail)
LEIS(38): 0.88% Top=MLCO STAY WEN WYN WYNN RRR HGV QSR ….. YUMC DNKN TXRH SIX PK JACK GPRO SEAS=Bottom (Leisure)
DISV(47): 0.79% Top=WTW YY ILG PCLN HRB RHI DFIN URI ….. CNDT PAYX KBR VNTV RBA ZTO AL ULTA=Bottom (Diversified Services)
COHW(38): 0.63% Top=SSYS ANET AAPL BBRY PANW S JNPR HPQ ….. T VIAV TDS STX LVLT ACIA CTL FNSR=Bottom (Computer Hardware/Telecom)
MANU(36): 0.57% Top=DDD TEX JKS PH DHR ETN CFX KMT ….. XYL ROK FLS GE CAT DE SNA DCI=Bottom (Manufacturing)
CONS(51): 0.54% Top=BC GOOS KMB LULU NKE PBI FBHS CCK ….. HBI RL NWL SKX KS FL ELF MAT=Bottom (Consumer)
TRAN(24): 0.31% Top=XPO UAL SAVE AAL ALK SWFT CP DAL ….. WAB FDX UNP ODFL CNI KSU SNDR EXPD=Bottom (Transportation)
INSU(34): 0.22% Top=SLF LNC AFL RDN MTG MET FAF RE ….. ALL AFG BRO ORI AFSI TRV CNO CINF=Bottom (Insurance)
ENER(83): 0.15% Top=RICE CPE QEP GPOR PBF NBR VLO SPN ….. WPX HES CLR CRZO NFG ETE SN CRC=Bottom (Energy)
REAL(108): 0.07% Top=UNIT GEO RLJ FCH RESI TCO LHO HST ….. DDR KRG PEI REG WRI KIM RPT AHH=Bottom (Real Estate)
MATE(28): -0.26% Top=OC DAR TPH GMS KBH USG EXP MAS ….. FLR SRCL WM JELD LEN MDR ADSW WCN=Bottom (Materials & Construction)

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 1:01 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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