daytrend

06/20/2017

Filed under: Market Stats — daytrend @ 11:36 am

Market Stats at 12:36 pm ET
by daytrend on 20170620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170620 12:36 pm ET)
6.4% of stocks are above yesterday’s high.
25.4% are above yesterday’s midpoint. (74.6% are below.)
41.6% are below yesterday’s low.
52.0% are inside yesterday’s range.
28.7% of stocks with today’s high > yesterday’s high. (71.3% less than).
58.5% of stocks with today’s low < yesterday’s low. (41.5% greater than).

EVIDENCE OF INTRADAY TREND (20170620 12:36 pm ET)
20.5% of stocks are above today’s open. (77.9% are below).
11.4% of stocks are above today’s open and yesterday’s close.
74.4% are below both.
6.3% of stocks opened above yesterday’s high.
24.1% of stocks opened above yesterday’s close. (70.6% opened below yesterday’s close).
15.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170620 12:36 pm ET)
0.8% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
25.4% are in the top half. 74.6% of stocks are in the bottom half of today’s range.
40.1% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20170620 12:36 pm ET)
15.3% of stocks are above yesterday’s close. (84.7% are below.)
0.1% are up 4.5% or more. 2.1% are down 4.5% or more.
0.2% are up 3.5% or more. 5.0% are down 3.5% or more.
54.5% are between +1% and -1%.

RSI on DAILY (20170620 12:36 pm ET)
2-day: >=95:3.7%…>=90:6.4%…>=80:12.2%…>=50:34.4%…<=20:28.3%…<=10:14.8%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:54.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:59.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170620 12:36 pm ET)
6.4% above previous 1 highs, 41.6% below previous 1 lows
6.0% above previous 2 highs, 21.4% below previous 2 lows
5.3% above previous 3 highs, 16.3% below previous 3 lows
4.5% above previous 4 highs, 15.8% below previous 4 lows
4.3% above previous 5 highs, 14.6% below previous 5 lows
4.3% above previous 6 highs, 13.4% below previous 6 lows
3.2% above previous 7 highs, 11.0% below previous 7 lows
3.2% above previous 8 highs, 9.8% below previous 8 lows
3.1% above previous 9 highs, 9.4% below previous 9 lows
2.9% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170620 12:36 pm ET)
15.3% are above or equal to 6/19 close (1 days ago), 84.7% are below.
48.0% are above or equal to 6/16 close (2 days ago), 52.0% are below.
50.8% are above or equal to 6/15 close (3 days ago), 49.2% are below.
44.6% are above or equal to 6/14 close (4 days ago), 55.4% are below.
40.9% are above or equal to 6/13 close (5 days ago), 59.1% are below.
50.9% are above or equal to 6/12 close (6 days ago), 49.1% are below.
50.6% are above or equal to 6/9 close (7 days ago), 49.4% are below.
53.8% are above or equal to 6/8 close (8 days ago), 46.2% are below.
55.7% are above or equal to 6/7 close (9 days ago), 44.3% are below.
56.8% are above or equal to 6/6 close (10 days ago), 43.2% are below.
53.3% are above or equal to 6/5 close (11 days ago), 46.7% are below.
51.0% are above or equal to 6/2 close (12 days ago), 49.0% are below.
52.8% are above or equal to 6/1 close (13 days ago), 47.2% are below.
63.0% are above or equal to 5/31 close (14 days ago), 37.0% are below.
62.3% are above or equal to 5/30 close (15 days ago), 37.7% are below.
59.3% are above or equal to 5/26 close (16 days ago), 40.7% are below.
58.9% are above or equal to 5/25 close (17 days ago), 41.1% are below.
61.3% are above or equal to 5/24 close (18 days ago), 38.7% are below.
63.4% are above or equal to 5/23 close (19 days ago), 36.6% are below.
63.8% are above or equal to 5/22 close (20 days ago), 36.2% are below.
67.0% are above or equal to 5/19 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170620 12:36 pm ET)
20d: 8.9% new highs, 10.4% new lows
21d: 8.9% new highs, 10.4% new lows
42d: 7.0% new highs, 9.3% new lows
63d: 6.8% new highs, 8.7% new lows
126d: 6.4% new highs, 7.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170620 12:36 pm ET)
2-day: 14.7% above, 85.3% below
3-day: 32.4% above, 67.6% below
4-day: 39.7% above, 60.3% below
5-day: 41.3% above, 58.7% below
8-day: 44.6% above, 55.4% below
10-day: 48.4% above, 51.6% below
20-day: 56.1% above, 43.9% below
50-day: 60.5% above, 39.5% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170620 12:36 pm ET)
HEAL(43): -0.03% Top=IRWD OPK BKD LH HOLX MD HRC BDX ….. ESRX ACHC DVA IRTC TVTY MZOR THC CYH=Bottom (Health)
MATE(28): -0.53% Top=LEN DHI JELD PHM KBH CAA TOL OC ….. FLR PWR MLM FAST DAR MDR SUM EXP=Bottom (Materials & Construction)
INSU(34): -0.53% Top=TRV XL WLTW ALL ACGL MMC AJG HIG ….. ORI L UNM CNO RE RDN MTG MBI=Bottom (Insurance)
REAL(108): -0.62% Top=CCP HTA DLR DFT RPT HCN HCP HR ….. PLD FR DRE FRT PEI VER GEO NRZ=Bottom (Real Estate)
COSW(82): -0.68% Top=MULE SABR NTES ORCL NOW CHKP EA ZEN ….. VIPS JD SQ MDSO SNAP TTD TWLO OKTA=Bottom (Computer Software/Internet)
FINA(90): -0.72% Top=AXP SYF NAVI FITB FRC DFS STT CIT ….. PB WBS WETF CFR PACW HOMB FHB APO=Bottom (Banks/Financials)
DISV(47): -0.81% Top=MYGN WTW YY CNDT ULTA MA SBAC VRSK ….. HRB SERV DFIN RBA URI CAR CXW WEX=Bottom (Diversified Services)
COHW(38): -0.82% Top=CDW FNSR S HPQ HRS VG NTAP WDC ….. VIAV VZ PSTG QCOM LVLT SSYS INFN CTL=Bottom (Computer Hardware/Telecom)
CHEM(28): -0.86% Top=IFF SHW FMC OLN ASH DOW HUN AXTA ….. GRA PAH POT CE AGU TROX MOS CF=Bottom (Chemicals/Fertilizers)
META(26): -0.89% Top=AGI NUE X STLD FNV SSRI AG GG ….. CMC SLCA CENX CCJ SCCO TECK FCX CNX=Bottom (Metals & Mining)
ELEC(46): -0.90% Top=AMD MRVL CREE CY NVDA OCLR AVGO ADI ….. IDTI SIMO CAVM FSLR KLAC PI ON SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): -0.93% Top=FOSL AVY ELF BERY KMB HAS PG CHD ….. GOOS GPK NWL LULU UAA WWW VFC SKX=Bottom (Consumer)
MANU(36): -1.24% Top=SWK CAT DHR JKS ITW TTC PH DE ….. GE DOV DDD KMT TEX FLS CFX RS=Bottom (Manufacturing)
LEIS(38): -1.27% Top=MCD STAY YUM GPRO ARMK DPZ MTN EXPE ….. WEN RRR LVS SEAS SHAK BLMN LQ CMG=Bottom (Leisure)
TRAN(24): -1.45% Top=WAB CP UPS FDX LUV CNI SWFT UAL ….. SNDR JBLU CSX CHRW ODFL UNP JBHT AAL=Bottom (Transportation)
RETA(60): -1.58% Top=FND W EBAY AMZN WMT BABA RH MELI ….. JWN GPS AEO ROST AAP CHS FINL TLRD=Bottom (Retail & Specialty Retail)
ENER(84): -2.90% Top=REN WPX MDU RSPP CPE XEC PE XOM ….. PAGP PAA SPN OKS OII ECA 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 12:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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