daytrend

06/19/2017

Filed under: Market Stats — daytrend @ 1:56 pm

Market Stats at 2:56 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 2:56 pm ET)
46.8% of stocks are above yesterday’s high.
75.5% are above yesterday’s midpoint. (24.5% are below.)
6.7% are below yesterday’s low.
46.5% are inside yesterday’s range.
76.0% of stocks with today’s high > yesterday’s high. (24.0% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20170619 2:56 pm ET)
54.5% of stocks are above today’s open. (44.2% are below).
53.2% of stocks are above today’s open and yesterday’s close.
28.7% 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 2:56 pm ET)
5.3% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
18.4% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20170619 2:56 pm ET)
70.2% of stocks are above yesterday’s close. (29.8% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
2.6% are up 3.5% or more. 0.8% are down 3.5% or more.
60.3% are between +1% and -1%.

RSI on DAILY (20170619 2:56 pm ET)
2-day: >=95:9.7%…>=90:19.3%…>=80:33.8%…>=50:64.5%…<=20:14.4%…<=10:6.3%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.6%…>=50:64.4%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:66.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170619 2:56 pm ET)
46.8% above previous 1 highs, 6.7% below previous 1 lows
36.8% above previous 2 highs, 4.9% below previous 2 lows
24.2% above previous 3 highs, 4.4% below previous 3 lows
21.7% above previous 4 highs, 4.1% below previous 4 lows
19.8% above previous 5 highs, 3.7% below previous 5 lows
16.1% above previous 6 highs, 2.7% below previous 6 lows
15.5% above previous 7 highs, 2.1% below previous 7 lows
15.3% above previous 8 highs, 2.1% below previous 8 lows
14.8% above previous 9 highs, 1.2% below previous 9 lows
13.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170619 2:56 pm ET)
70.2% are above or equal to 6/16 close (1 days ago), 29.8% are below.
69.8% are above or equal to 6/15 close (2 days ago), 30.2% are below.
58.2% are above or equal to 6/14 close (3 days ago), 41.8% are below.
50.2% are above or equal to 6/13 close (4 days ago), 49.8% are below.
58.8% are above or equal to 6/12 close (5 days ago), 41.2% are below.
59.6% are above or equal to 6/9 close (6 days ago), 40.4% are below.
60.8% are above or equal to 6/8 close (7 days ago), 39.2% are below.
61.6% are above or equal to 6/7 close (8 days ago), 38.4% are below.
61.9% are above or equal to 6/6 close (9 days ago), 38.1% are below.
59.6% are above or equal to 6/5 close (10 days ago), 40.4% are below.
56.6% are above or equal to 6/2 close (11 days ago), 43.4% are below.
58.6% are above or equal to 6/1 close (12 days ago), 41.4% are below.
68.2% are above or equal to 5/31 close (13 days ago), 31.8% are below.
67.9% are above or equal to 5/30 close (14 days ago), 32.1% are below.
65.2% are above or equal to 5/26 close (15 days ago), 34.8% are below.
64.3% are above or equal to 5/25 close (16 days ago), 35.7% are below.
65.7% are above or equal to 5/24 close (17 days ago), 34.3% are below.
67.7% are above or equal to 5/23 close (18 days ago), 32.3% are below.
68.0% are above or equal to 5/22 close (19 days ago), 32.0% are below.
70.6% are above or equal to 5/19 close (20 days ago), 29.4% are below.
74.5% are above or equal to 5/18 close (21 days ago), 25.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170619 2:56 pm ET)
20d: 22.5% new highs, 3.8% new lows
21d: 22.5% new highs, 3.7% new lows
42d: 17.5% new highs, 3.1% new lows
63d: 16.4% new highs, 2.7% new lows
126d: 14.2% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170619 2:56 pm ET)
2-day: 68.7% above, 31.3% below
3-day: 69.1% above, 30.9% below
4-day: 65.1% above, 34.9% below
5-day: 59.5% above, 40.5% below
8-day: 59.4% above, 40.6% below
10-day: 61.9% above, 38.1% below
20-day: 63.9% above, 36.1% below
50-day: 64.8% above, 35.2% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170619 2:56 pm ET)
CHEM(27): 1.29% Top=CE TROX EMN CC HUN CF PAH SMG ….. PX ALB PPG GRA AXTA POT AGU FMC=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.28% Top=ICHR MXL IDTI AMD SPWR KLAC CRUS NVDA ….. QRVO CREE MSCC KEYS ADI APH OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.25% Top=TWLO GRUB NTES JD VEEV OTEX NTNX MTCH ….. TTWO GWRE IBM TEAM JKHY FIS MDRX TRIP=Bottom (Computer Software/Internet)
HEAL(44): 1.06% Top=PKI IRTC EW DXCM ACHC ALGN BAX RMD ….. PRXL OPK DGX DVA HLS BKD MZOR SYK=Bottom (Health)
LEIS(38): 1.03% Top=HGV WEN MLCO WYNN STAY BYD WYN QSR ….. TXRH GPRO SONC H PK SIX JACK SEAS=Bottom (Leisure)
META(27): 0.91% Top=TECK AKS X AA CLF OR NUE CCJ ….. WPM GG PAAS SLCA STLD AEM AGI TAHO=Bottom (Metals & Mining)
COHW(38): 0.81% Top=SSYS ANET AAPL BBRY COMM PANW S HPQ ….. TDS VZ T STX VG LVLT FNSR CTL=Bottom (Computer Hardware/Telecom)
DISV(47): 0.71% Top=WTW YY ILG CAR PCLN HRB RHI MYGN ….. LDOS ZTO KBR RBA FLT ULTA CNDT AL=Bottom (Diversified Services)
FINA(90): 0.65% Top=NAVI KKR ATH MS SLM APO LM IVZ ….. EFX TCF ISBC FHN FNB SBNY FHB NYCB=Bottom (Banks/Financials)
RETA(59): 0.56% Top=LL MELI SFM BID RH BABA PAG ETSY ….. DSW GNC TLRD TGT CHS COST FINL W=Bottom (Retail & Specialty Retail)
MANU(36): 0.54% Top=DDD TEX JKS ETN CMI AOS IEX DHR ….. AGCO DOV SNA ROK CAT DCI GE DE=Bottom (Manufacturing)
TRAN(24): 0.51% Top=XPO SAVE ALK UAL SWFT AAL LUV CSX ….. UPS SNDR CHRW FDX CNI ODFL KSU EXPD=Bottom (Transportation)
CONS(51): 0.47% Top=BC GOOS CCK LULU KMB FBHS EPC NKE ….. SKX NWL RL HBI ELF KS MAT FL=Bottom (Consumer)
ENER(83): 0.05% Top=RICE QEP PBF NBR SPN GPOR OAS HFC ….. CLR COG NFG CRZO ETE RRC AR CRC=Bottom (Energy)
INSU(34): -0.03% Top=MTG LNC AFL SLF FNF RE MET FAF ….. AFG ALL AFSI PGR TRV BRO CINF ORI=Bottom (Insurance)
REAL(108): -0.18% Top=UNIT GEO RLGY RESI CBG HST RLJ STWD ….. REG KRG WRI DDR KIM AHH RPT PEI=Bottom (Real Estate)
MATE(28): -0.33% Top=DAR OC USG KBH GMS TPH MAS RYN ….. MLM RSG SUM WM JELD LEN 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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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