daytrend

06/21/2017

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 1:30 pm ET
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20170621 1:30 pm ET)
10.0% of stocks are above yesterday’s high.
26.4% are above yesterday’s midpoint. (73.6% are below.)
43.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
63.6% of stocks with today’s low < yesterday’s low. (36.4% greater than).

EVIDENCE OF INTRADAY TREND (20170621 1:30 pm ET)
30.8% of stocks are above today’s open. (68.2% are below).
29.0% of stocks are above today’s open and yesterday’s close.
62.1% 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).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 1:30 pm ET)
5.0% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
28.6% are in the top half. 71.4% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20170621 1:30 pm ET)
35.8% of stocks are above yesterday’s close. (64.2% are below.)
0.9% are up 4.5% or more. 3.0% are down 4.5% or more.
1.7% are up 3.5% or more. 4.6% are down 3.5% or more.
61.1% are between +1% and -1%.

RSI on DAILY (20170621 1:30 pm ET)
2-day: >=95:3.3%…>=90:5.9%…>=80:11.7%…>=50:31.5%…<=20:43.0%…<=10:22.8%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:46.5%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:52.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 1:30 pm ET)
10.0% above previous 1 highs, 43.6% below previous 1 lows
8.6% above previous 2 highs, 37.5% below previous 2 lows
8.1% above previous 3 highs, 27.5% below previous 3 lows
7.3% above previous 4 highs, 22.8% below previous 4 lows
5.6% above previous 5 highs, 21.0% below previous 5 lows
5.2% above previous 6 highs, 20.4% below previous 6 lows
5.0% above previous 7 highs, 18.0% below previous 7 lows
4.1% above previous 8 highs, 13.8% below previous 8 lows
3.8% above previous 9 highs, 10.6% below previous 9 lows
3.6% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 1:30 pm ET)
35.8% are above or equal to 6/20 close (1 days ago), 64.2% are below.
20.7% are above or equal to 6/19 close (2 days ago), 79.3% are below.
38.6% are above or equal to 6/16 close (3 days ago), 61.4% are below.
42.5% are above or equal to 6/15 close (4 days ago), 57.5% are below.
38.4% are above or equal to 6/14 close (5 days ago), 61.6% are below.
35.4% are above or equal to 6/13 close (6 days ago), 64.6% are below.
44.8% are above or equal to 6/12 close (7 days ago), 55.2% are below.
44.3% are above or equal to 6/9 close (8 days ago), 55.7% are below.
49.5% are above or equal to 6/8 close (9 days ago), 50.5% are below.
52.7% are above or equal to 6/7 close (10 days ago), 47.3% are below.
53.3% are above or equal to 6/6 close (11 days ago), 46.7% are below.
49.1% are above or equal to 6/5 close (12 days ago), 50.9% are below.
46.7% are above or equal to 6/2 close (13 days ago), 53.3% are below.
49.0% are above or equal to 6/1 close (14 days ago), 51.0% are below.
58.8% are above or equal to 5/31 close (15 days ago), 41.2% are below.
59.0% are above or equal to 5/30 close (16 days ago), 41.0% are below.
55.7% are above or equal to 5/26 close (17 days ago), 44.3% are below.
55.5% are above or equal to 5/25 close (18 days ago), 44.5% are below.
58.0% are above or equal to 5/24 close (19 days ago), 42.0% are below.
58.5% are above or equal to 5/23 close (20 days ago), 41.5% are below.
59.1% are above or equal to 5/22 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 1:30 pm ET)
20d: 7.5% new highs, 9.8% new lows
21d: 7.5% new highs, 9.6% new lows
42d: 5.8% new highs, 7.7% new lows
63d: 5.6% new highs, 7.4% new lows
126d: 5.3% new highs, 7.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 1:30 pm ET)
2-day: 35.3% above, 64.7% below
3-day: 25.4% above, 74.6% below
4-day: 31.4% above, 68.6% below
5-day: 33.7% above, 66.3% below
8-day: 36.0% above, 64.0% below
10-day: 38.0% above, 62.0% below
20-day: 50.1% above, 49.9% below
50-day: 57.8% above, 42.2% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 1:30 pm ET)
ELEC(46): 1.02% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CREE ….. ICHR APH TRMB IDTI GRMN SIMO AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.91% Top=RHT TWTR JD GRUB SINA WDAY DATA SHOP ….. YELP TRIP MTCH DNB SABR EQIX NCR OKTA=Bottom (Computer Software/Internet)
HEAL(43): 0.43% Top=OPK IRWD CNC ALGN ZBH LH HOLX EW ….. IRTC BSX ABT HLS A UHS DVA THC=Bottom (Health)
META(26): 0.43% Top=STLD TAHO X WPM AGI AKS TECK AG ….. FCX OR CMC CCJ AA CENX CNX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.05% Top=FDX LUV ALK DAL AAL UAL XPO JBLU ….. EXPD WAB CNI TRN SNDR KSU JBHT CHRW=Bottom (Transportation)
DISV(48): -0.11% Top=MYGN HRB BFAM YY CNDT SERV ATHN LDOS ….. JEC VNTV KBR ULTA RHI MCO URI AL=Bottom (Diversified Services)
LEIS(38): -0.18% Top=SIX RCL MLCO YUMC CCL EXPE YUM DPZ ….. TXRH PK RRR EAT SONC GPRO CMG DNKN=Bottom (Leisure)
COHW(38): -0.26% Top=WDC ANET NTAP SSYS S STX TDC UBNT ….. TU BBRY CCI VZ CTL T VG ACIA=Bottom (Computer Hardware/Telecom)
CONS(51): -0.32% Top=GOOS NKE COH BC LULU SKX GIL CCK ….. NWL PBI KS ENR CRI UAA FOSL FL=Bottom (Consumer)
MATE(27): -0.41% Top=MDR OC TOL PHM KBH TPH WCN DAR ….. RSG USG SUM SRCL FAST GMS FLR EXP=Bottom (Materials & Construction)
REAL(106): -0.62% Top=SLG WRE GEO SC DFT DLR AHH PSA ….. BRX DDR SRC RPT SKT RPAI OUT CBL=Bottom (Real Estate)
FINA(90): -0.64% Top=PYPL LAZ PSEC SYF STT FNB SLM FII ….. TCF BAC SBNY OZRK CFR AMG VOYA NAVI=Bottom (Banks/Financials)
INSU(34): -0.66% Top=RE XL FNF VR PGR FAF ALL AIG ….. L RDN CNO SLF PRU LNC UNM AFSI=Bottom (Insurance)
CHEM(28): -0.80% Top=HUN VSM IFF CE FMC POT PPG AGU ….. CF WLK MOS CBT EMN TROX AXTA OLN=Bottom (Chemicals/Fertilizers)
RETA(60): -0.89% Top=FND RH CVNA BABA NFLX W KMX WMT ….. ORLY AAP GNC FINL BURL DKS SIG TLRD=Bottom (Retail & Specialty Retail)
MANU(36): -1.36% Top=JKS RS DDD DHR AGCO SWK NDSN XYL ….. ITT TEX CAT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.77% Top=WPZ EEP ETP PAA MMP OKS SU BPL ….. SM RDC OAS CRC NBR SN BAS SPN=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 1:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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