daytrend

06/20/2017

Filed under: Market Stats — daytrend @ 9:05 am

Market Stats at 10:04 am ET
by daytrend on 20170620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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 (20170620 10:04 am ET)
8.4% of stocks are above yesterday’s high.
36.6% are above yesterday’s midpoint. (63.4% are below.)
28.7% are below yesterday’s low.
62.8% are inside yesterday’s range.
25.7% of stocks with today’s high > yesterday’s high. (74.3% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170620 10:04 am ET)
28.0% of stocks are above today’s open. (69.9% are below).
16.3% of stocks are above today’s open and yesterday’s close.
66.6% are below both.
6.4% of stocks opened above yesterday’s high.
24.2% of stocks opened above yesterday’s close. (70.5% opened below yesterday’s close).
15.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170620 10:04 am ET)
3.9% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
28.1% are in the top half. 71.9% of stocks are in the bottom half of today’s range.
31.8% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20170620 10:04 am ET)
20.8% of stocks are above yesterday’s close. (79.2% are below.)
0.3% are up 4.5% or more. 1.3% are down 4.5% or more.
0.6% are up 3.5% or more. 3.1% are down 3.5% or more.
69.7% are between +1% and -1%.

RSI on DAILY (20170620 10:04 am ET)
2-day: >=95:6.0%…>=90:10.6%…>=80:17.7%…>=50:44.6%…<=20:24.4%…<=10:12.6%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.1%…>=50:61.0%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:63.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170620 10:04 am ET)
8.4% above previous 1 highs, 28.7% below previous 1 lows
8.0% above previous 2 highs, 15.2% below previous 2 lows
7.6% above previous 3 highs, 12.2% below previous 3 lows
6.0% above previous 4 highs, 11.2% below previous 4 lows
5.8% above previous 5 highs, 10.9% below previous 5 lows
5.8% above previous 6 highs, 10.2% below previous 6 lows
4.3% above previous 7 highs, 8.8% below previous 7 lows
4.1% above previous 8 highs, 7.2% below previous 8 lows
3.8% above previous 9 highs, 7.1% below previous 9 lows
3.7% above previous 10 highs, 6.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170620 10:04 am ET)
20.8% are above or equal to 6/19 close (1 days ago), 79.2% are below.
56.6% are above or equal to 6/16 close (2 days ago), 43.4% are below.
58.1% are above or equal to 6/15 close (3 days ago), 41.9% are below.
50.0% are above or equal to 6/14 close (4 days ago), 50.0% are below.
45.5% are above or equal to 6/13 close (5 days ago), 54.5% are below.
55.1% are above or equal to 6/12 close (6 days ago), 44.9% are below.
54.9% are above or equal to 6/9 close (7 days ago), 45.1% are below.
56.6% are above or equal to 6/8 close (8 days ago), 43.4% are below.
58.8% are above or equal to 6/7 close (9 days ago), 41.2% are below.
60.6% are above or equal to 6/6 close (10 days ago), 39.4% are below.
57.1% are above or equal to 6/5 close (11 days ago), 42.9% are below.
54.1% are above or equal to 6/2 close (12 days ago), 45.9% are below.
56.1% are above or equal to 6/1 close (13 days ago), 43.9% are below.
65.2% are above or equal to 5/31 close (14 days ago), 34.8% are below.
64.9% are above or equal to 5/30 close (15 days ago), 35.1% are below.
62.2% are above or equal to 5/26 close (16 days ago), 37.8% are below.
62.0% are above or equal to 5/25 close (17 days ago), 38.0% are below.
63.3% are above or equal to 5/24 close (18 days ago), 36.7% are below.
65.0% are above or equal to 5/23 close (19 days ago), 35.0% are below.
65.4% are above or equal to 5/22 close (20 days ago), 34.6% are below.
69.0% are above or equal to 5/19 close (21 days ago), 31.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170620 10:04 am ET)
20d: 8.0% new highs, 8.3% new lows
21d: 8.0% new highs, 8.2% new lows
42d: 6.5% new highs, 7.3% new lows
63d: 6.4% new highs, 6.9% new lows
126d: 6.1% new highs, 6.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170620 10:04 am ET)
2-day: 19.6% above, 80.4% below
3-day: 44.2% above, 55.8% below
4-day: 49.2% above, 50.8% below
5-day: 49.7% above, 50.3% below
8-day: 50.9% above, 49.1% below
10-day: 53.8% above, 46.2% below
20-day: 60.0% above, 40.0% below
50-day: 61.9% above, 38.1% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170620 10:04 am ET)
HEAL(44): 0.03% Top=PRXL IRWD LH IART COO OPK HRC BKD ….. RMD UHS MOH ACHC HCA DVA THC CYH=Bottom (Health)
MATE(28): 0.03% Top=LEN DHI CAA TOL PHM KBH TPH MAS ….. MLM WCN DAR FLR PWR FAST EXP MDR=Bottom (Materials & Construction)
ELEC(46): -0.16% Top=AMD MRVL CY NVDA PI CREE LRCX OCLR ….. FSLR TXN CAVM SIMO HIMX SPWR IDTI ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): -0.23% Top=TWLO ORCL SQ SHOP TRIP NOW ADBE VEEV ….. IAC GWRE MDSO ADP TTD CSRA SNAP OKTA=Bottom (Computer Software/Internet)
REAL(108): -0.27% Top=HCN CCP HR HTA HCP VTR DFT SPG ….. WPG VER GGP SRC GEO PSA PEI NRZ=Bottom (Real Estate)
CONS(51): -0.30% Top=FOSL AVY WHR KMB CHD BERY LEG FBHS ….. GOOS FL OI LULU GPK EPC MAT SKX=Bottom (Consumer)
INSU(34): -0.32% Top=TRV WLTW ALL VR AJG XL MMC AON ….. SLF RE UNM CNO L RDN MTG MBI=Bottom (Insurance)
DISV(47): -0.49% Top=MYGN ULTA ILG SBAC YY GPN WTW ALLE ….. CXW CAR RBA PAYX DFIN WEX ACM URI=Bottom (Diversified Services)
COHW(38): -0.49% Top=HPQ BBRY WDC NTAP CCI CSCO CDW COMM ….. VSAT VG TMUS VZ QCOM TDS S CTL=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.55% Top=GPRO STAY MCD EXPE DPZ WYN DNKN SIX ….. YUMC HLT TXRH MLCO BYD BLMN LVS CMG=Bottom (Leisure)
FINA(90): -0.58% Top=AXP TWNK FITB WDR NAVI USB PSEC ATH ….. FNB CFR PB HOMB WBS FHB PACW APO=Bottom (Banks/Financials)
RETA(60): -0.95% Top=FND W ETSY WMT AMZN BBY EBAY NFLX ….. AZO LL JWN TSCO ORLY CVNA AAP TLRD=Bottom (Retail & Specialty Retail)
TRAN(24): -0.95% Top=SAVE UAL LUV CNI FDX EXPD WAB XPO ….. UNP ALK CHRW JBHT AAL ODFL SNDR TRN=Bottom (Transportation)
CHEM(28): -0.98% Top=IFF SHW FMC AXTA PPG ALB SMG PX ….. AGU CC MOS POT CBT WLK CF TROX=Bottom (Chemicals/Fertilizers)
META(26): -1.03% Top=X NUE AGI STLD AA FNV GG RGLD ….. TECK TAHO SCCO CCJ SLCA CNX CENX FCX=Bottom (Metals & Mining)
MANU(36): -1.07% Top=DHR SWK NDSN CAT PH TTC ITW SNA ….. ATI KMT RS TEX DOV CFX FLS MRC=Bottom (Manufacturing)
ENER(84): -2.88% Top=MDU WPX COG VVV EQM NFG SEP VLO ….. PTEN SN DO RDC ECA SPN CRC CVE=Bottom (Energy)

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 10:04 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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