daytrend

06/21/2017

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:44 am ET
by daytrend on 20170621. 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 (20170621 10:44 am ET)
13.8% of stocks are above yesterday’s high.
44.4% are above yesterday’s midpoint. (55.6% are below.)
16.4% are below yesterday’s low.
69.8% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
48.7% of stocks with today’s low < yesterday’s low. (51.3% greater than).

EVIDENCE OF INTRADAY TREND (20170621 10:44 am ET)
53.0% of stocks are above today’s open. (44.7% are below).
47.6% of stocks are above today’s open and yesterday’s close.
32.6% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 10:44 am ET)
16.8% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20170621 10:44 am ET)
61.7% of stocks are above yesterday’s close. (38.3% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.4% are up 3.5% or more. 0.8% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170621 10:44 am ET)
2-day: >=95:4.4%…>=90:7.5%…>=80:15.2%…>=50:44.8%…<=20:23.0%…<=10:12.5%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:57.3%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:59.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 10:44 am ET)
13.8% above previous 1 highs, 16.4% below previous 1 lows
9.0% above previous 2 highs, 13.9% below previous 2 lows
7.7% above previous 3 highs, 9.5% below previous 3 lows
6.8% above previous 4 highs, 6.8% below previous 4 lows
5.5% above previous 5 highs, 6.0% below previous 5 lows
5.0% above previous 6 highs, 5.7% below previous 6 lows
5.0% above previous 7 highs, 4.9% below previous 7 lows
4.1% above previous 8 highs, 3.6% below previous 8 lows
3.8% above previous 9 highs, 3.1% below previous 9 lows
3.7% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 10:44 am ET)
61.7% are above or equal to 6/20 close (1 days ago), 38.3% are below.
28.4% are above or equal to 6/19 close (2 days ago), 71.6% are below.
50.9% are above or equal to 6/16 close (3 days ago), 49.1% are below.
53.2% are above or equal to 6/15 close (4 days ago), 46.8% are below.
47.6% are above or equal to 6/14 close (5 days ago), 52.4% are below.
42.5% are above or equal to 6/13 close (6 days ago), 57.5% are below.
50.2% are above or equal to 6/12 close (7 days ago), 49.8% are below.
50.3% are above or equal to 6/9 close (8 days ago), 49.7% are below.
55.2% are above or equal to 6/8 close (9 days ago), 44.8% are below.
57.5% are above or equal to 6/7 close (10 days ago), 42.5% are below.
58.1% are above or equal to 6/6 close (11 days ago), 41.9% are below.
55.7% are above or equal to 6/5 close (12 days ago), 44.3% are below.
51.6% are above or equal to 6/2 close (13 days ago), 48.4% are below.
54.4% are above or equal to 6/1 close (14 days ago), 45.6% are below.
63.6% are above or equal to 5/31 close (15 days ago), 36.4% are below.
63.5% are above or equal to 5/30 close (16 days ago), 36.5% are below.
60.9% are above or equal to 5/26 close (17 days ago), 39.1% are below.
60.9% are above or equal to 5/25 close (18 days ago), 39.1% are below.
62.3% are above or equal to 5/24 close (19 days ago), 37.7% are below.
63.0% are above or equal to 5/23 close (20 days ago), 37.0% are below.
63.8% are above or equal to 5/22 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 10:44 am ET)
20d: 5.6% new highs, 4.8% new lows
21d: 5.6% new highs, 4.6% new lows
42d: 4.4% new highs, 3.6% new lows
63d: 4.3% new highs, 3.2% new lows
126d: 4.1% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 10:44 am ET)
2-day: 60.1% above, 39.9% below
3-day: 38.3% above, 61.7% below
4-day: 43.6% above, 56.4% below
5-day: 45.9% above, 54.1% below
8-day: 45.9% above, 54.1% below
10-day: 46.8% above, 53.2% below
20-day: 58.5% above, 41.5% below
50-day: 61.9% above, 38.1% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 10:44 am ET)
META(27): 1.31% Top=CLF X AG TAHO STLD AKS WPM PAAS ….. NEM GG CMC OR SLCA CENX CNX AA=Bottom (Metals & Mining)
ELEC(46): 1.10% Top=AMD CSIQ MXL FSLR CRUS SPWR CY JBL ….. KLAC IDTI FTV APH ICHR SNPS AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.09% Top=RHT TWTR GRUB DATA SINA WDAY ADBE SHOP ….. DOX TTWO IBM TEAM TRIP DNB NCR OKTA=Bottom (Computer Software/Internet)
HEAL(43): 0.66% Top=IRWD OPK CYH CNC BKD ALGN MZOR STE ….. A TMO RMD PKI DVA BDX BSX ABT=Bottom (Health)
MATE(27): 0.45% Top=MDR TOL OC KBH DAR RYN CAA PHM ….. SRCL SUM JELD FLR FAST DHI EXP GMS=Bottom (Materials & Construction)
COHW(38): 0.42% Top=PSTG WDC FNSR S ANET STX SSYS NTAP ….. T BBRY TMUS CTL VZ QCOM CCI VG=Bottom (Computer Hardware/Telecom)
DISV(48): 0.32% Top=MYGN HRB WEX ILG YY LDOS GPN PCLN ….. ULTA ROL CTAS TRU AL KBR ZTO MCO=Bottom (Diversified Services)
LEIS(38): 0.27% Top=SIX RCL MLCO HGV CCL YUMC PK EXPE ….. SHAK BYD BLMN DNKN WEN GPRO CMG SONC=Bottom (Leisure)
RETA(60): 0.15% Top=RH FND CVNA KMX BABA NFLX W BID ….. AZO FINL BURL AAP ORLY SIG TLRD DKS=Bottom (Retail & Specialty Retail)
TRAN(24): 0.14% Top=FDX LUV AAL XPO ALK CP DAL CNI ….. SWFT ODFL SNDR UNP WAB KSU CHRW JBHT=Bottom (Transportation)
CONS(51): 0.11% Top=GOOS BC SKX COH LULU GIL NKE GT ….. UAA WHR PBI CSL EPC MAT ELF FL=Bottom (Consumer)
INSU(34): 0.06% Top=FAF FNF AIG XL CNO ACGL RE ALL ….. WLTW PRU AGO LNC CINF AFSI UNM L=Bottom (Insurance)
CHEM(28): 0.05% Top=POT HUN AGU TROX WLK VSM CF SMG ….. CBT RPM DD DOW OLN EMN ALB AXTA=Bottom (Chemicals/Fertilizers)
FINA(90): 0.01% Top=PYPL LAZ SLM FNB BX PSEC ZION FII ….. AMP BAC FHB EFX VOYA AMG SBNY NAVI=Bottom (Banks/Financials)
REAL(106): -0.00% Top=SLG GEO WRE CCP IVR SC TWO KIM ….. UDR AIV TCO EQR AVB CPT SKT CBL=Bottom (Real Estate)
MANU(36): -0.29% Top=JKS ATI RS DDD AGCO SWK NDSN DHR ….. CMI PH KMT CAT TEX FLS DOV MRC=Bottom (Manufacturing)
ENER(85): -0.36% Top=CRC QEP CVE OKS SU INT PAA GPOR ….. HP CRZO OII DO NBR RDC SPN BAS=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 10:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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