daytrend

06/20/2017

Filed under: Market Stats — daytrend @ 1:54 pm

Market Stats at 2:53 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 2:53 pm ET)
7.3% of stocks are above yesterday’s high.
27.8% are above yesterday’s midpoint. (72.2% are below.)
42.8% are below yesterday’s low.
49.9% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
61.8% of stocks with today’s low < yesterday’s low. (38.2% greater than).

EVIDENCE OF INTRADAY TREND (20170620 2:53 pm ET)
21.7% of stocks are above today’s open. (76.5% are below).
12.7% of stocks are above today’s open and yesterday’s close.
73.6% 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 2:53 pm ET)
1.4% of stocks are in the top 10% of today’s range.
7.0% are in the top 20%.
27.7% are in the top half. 72.3% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
18.7% are in the bottom 10%.

GAIN (20170620 2:53 pm ET)
16.2% of stocks are above yesterday’s close. (83.8% are below.)
0.1% are up 4.5% or more. 1.0% are down 4.5% or more.
0.3% are up 3.5% or more. 4.1% are down 3.5% or more.
53.5% are between +1% and -1%.

RSI on DAILY (20170620 2:53 pm ET)
2-day: >=95:3.6%…>=90:6.1%…>=80:11.6%…>=50:33.8%…<=20:28.0%…<=10:13.9%…<=5:7.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:55.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170620 2:53 pm ET)
7.3% above previous 1 highs, 42.8% below previous 1 lows
6.8% above previous 2 highs, 22.1% below previous 2 lows
5.8% above previous 3 highs, 17.1% below previous 3 lows
4.5% above previous 4 highs, 16.0% below previous 4 lows
4.3% above previous 5 highs, 14.7% below previous 5 lows
4.3% above previous 6 highs, 13.4% below previous 6 lows
3.1% above previous 7 highs, 11.0% below previous 7 lows
3.0% above previous 8 highs, 8.9% below previous 8 lows
2.9% above previous 9 highs, 8.7% below previous 9 lows
2.9% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170620 2:53 pm ET)
16.2% are above or equal to 6/19 close (1 days ago), 83.8% are below.
46.3% are above or equal to 6/16 close (2 days ago), 53.7% are below.
50.8% are above or equal to 6/15 close (3 days ago), 49.2% are below.
44.7% are above or equal to 6/14 close (4 days ago), 55.3% are below.
40.4% are above or equal to 6/13 close (5 days ago), 59.6% are below.
50.3% are above or equal to 6/12 close (6 days ago), 49.7% are below.
49.0% are above or equal to 6/9 close (7 days ago), 51.0% are below.
53.4% are above or equal to 6/8 close (8 days ago), 46.6% are below.
56.3% are above or equal to 6/7 close (9 days ago), 43.7% are below.
56.1% are above or equal to 6/6 close (10 days ago), 43.9% are below.
53.3% are above or equal to 6/5 close (11 days ago), 46.7% are below.
50.4% are above or equal to 6/2 close (12 days ago), 49.6% are below.
53.2% are above or equal to 6/1 close (13 days ago), 46.8% are below.
62.3% are above or equal to 5/31 close (14 days ago), 37.7% are below.
62.6% are above or equal to 5/30 close (15 days ago), 37.4% are below.
59.3% are above or equal to 5/26 close (16 days ago), 40.7% are below.
58.7% are above or equal to 5/25 close (17 days ago), 41.3% are below.
60.7% are above or equal to 5/24 close (18 days ago), 39.3% are below.
62.8% are above or equal to 5/23 close (19 days ago), 37.2% are below.
63.0% are above or equal to 5/22 close (20 days ago), 37.0% 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 2:53 pm ET)
20d: 9.6% new highs, 10.4% new lows
21d: 9.6% new highs, 10.4% new lows
42d: 7.5% new highs, 9.3% new lows
63d: 7.4% new highs, 8.7% new lows
126d: 7.0% new highs, 7.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170620 2:53 pm ET)
2-day: 15.6% above, 84.4% below
3-day: 33.8% above, 66.2% below
4-day: 39.2% above, 60.8% below
5-day: 40.2% above, 59.8% below
8-day: 44.4% above, 55.6% below
10-day: 47.5% above, 52.5% below
20-day: 56.0% above, 44.0% below
50-day: 60.5% above, 39.5% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170620 2:53 pm ET)
HEAL(43): -0.11% Top=IRWD OPK BKD LH HOLX MD PKI BAX ….. MZOR TVTY ACHC IRTC ALGN DVA CYH THC=Bottom (Health)
META(26): -0.55% Top=X NUE AGI STLD AG OR SSRI PAAS ….. ABX CENX AEM CCJ CNX SCCO TECK FCX=Bottom (Metals & Mining)
MATE(28): -0.56% Top=LEN JELD DHI USG KBH OC CAA PHM ….. FLR RYN MDR PWR SUM EXP FAST DAR=Bottom (Materials & Construction)
CHEM(28): -0.58% Top=OLN HUN IFF CC FMC SHW ASH SMG ….. PX VSM CE TROX AGU POT MOS CF=Bottom (Chemicals/Fertilizers)
COSW(82): -0.64% Top=MULE NTES SABR SINA WUBA BIDU ADBE ORCL ….. PFPT YELP TTD OKTA TWLO COUP MDSO SNAP=Bottom (Computer Software/Internet)
INSU(34): -0.65% Top=XL TRV WLTW AFSI ALL ACGL AJG MMC ….. RE MET L UNM CNO RDN MTG MBI=Bottom (Insurance)
REAL(108): -0.74% Top=CCP HTA DFT DLR HCN HCP VTR HR ….. DDR DRE VER FR WPG PEI GEO NRZ=Bottom (Real Estate)
COHW(38): -0.76% Top=S HPQ WDC CDW VG COMM UBNT TMUS ….. LVLT VSAT SSYS ACIA INFN CTL VIAV PSTG=Bottom (Computer Hardware/Telecom)
FINA(90): -0.80% Top=AXP NAVI SYF CIT GS FITB STT BX ….. EFX WBS PACW PB CFR HOMB FHB APO=Bottom (Banks/Financials)
DISV(47): -0.84% Top=MYGN WTW YY ADS ULTA CNDT MA VRSK ….. SERV PAYX RBA CXW URI WEX DFIN CAR=Bottom (Diversified Services)
CONS(51): -0.93% Top=ELF FOSL AVY BERY KMB HAS BMS KS ….. MAT FL NWL UAA LULU WWW SKX VFC=Bottom (Consumer)
ELEC(46): -1.06% Top=AMD NVDA MRVL CSIQ BRKR CY SNPS AVGO ….. CGNX PI CRUS SIMO CAVM SPWR KLAC ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(36): -1.18% Top=JKS SWK DHR CAT NDSN ITW PH ATI ….. TEX MRC BWXT DOV CFX KMT FLS RS=Bottom (Manufacturing)
LEIS(38): -1.33% Top=STAY MCD GPRO YUM MGM ARMK EXPE DPZ ….. WEN SONC SHAK LVS RRR LQ BLMN CMG=Bottom (Leisure)
TRAN(24): -1.51% Top=CP WAB FDX SAVE LUV UPS TRN XPO ….. EXPD KSU CSX ODFL CHRW UNP JBHT AAL=Bottom (Transportation)
RETA(60): -1.84% Top=FND W EBAY AMZN WMT LB CVS SBH ….. JWN CVNA GPS AEO AAP ROST CHS TLRD=Bottom (Retail & Specialty Retail)
ENER(84): -2.00% Top=REN RSPP WPX PE CPE FANG SM MTDR ….. APA PAA RIG OKS OII RDC CVE CRC=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 2:53 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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