daytrend

06/21/2017

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 3:37 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 3:37 pm ET)
10.0% of stocks are above yesterday’s high.
24.9% are above yesterday’s midpoint. (75.1% are below.)
47.0% are below yesterday’s low.
43.0% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
68.9% of stocks with today’s low < yesterday’s low. (31.1% greater than).

EVIDENCE OF INTRADAY TREND (20170621 3:37 pm ET)
28.9% of stocks are above today’s open. (70.4% are below).
26.2% of stocks are above today’s open and yesterday’s close.
62.4% 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 3:37 pm ET)
3.8% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
29.7% are in the top half. 70.3% of stocks are in the bottom half of today’s range.
35.9% are in the bottom 20%.
20.8% are in the bottom 10%.

GAIN (20170621 3:37 pm ET)
35.0% of stocks are above yesterday’s close. (65.0% are below.)
1.3% are up 4.5% or more. 3.1% are down 4.5% or more.
1.5% are up 3.5% or more. 5.1% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY (20170621 3:37 pm ET)
2-day: >=95:3.4%…>=90:5.5%…>=80:12.2%…>=50:31.0%…<=20:45.3%…<=10:25.6%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:45.3%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 3:37 pm ET)
10.0% above previous 1 highs, 47.0% below previous 1 lows
8.4% above previous 2 highs, 41.5% below previous 2 lows
7.8% above previous 3 highs, 32.3% below previous 3 lows
7.3% above previous 4 highs, 26.5% below previous 4 lows
6.0% above previous 5 highs, 24.7% below previous 5 lows
5.8% above previous 6 highs, 24.2% below previous 6 lows
5.6% above previous 7 highs, 22.3% below previous 7 lows
4.4% above previous 8 highs, 17.9% below previous 8 lows
4.1% above previous 9 highs, 13.5% below previous 9 lows
3.7% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 3:37 pm ET)
35.0% are above or equal to 6/20 close (1 days ago), 65.0% are below.
20.0% are above or equal to 6/19 close (2 days ago), 80.0% are below.
37.2% are above or equal to 6/16 close (3 days ago), 62.8% are below.
41.0% are above or equal to 6/15 close (4 days ago), 59.0% are below.
36.8% are above or equal to 6/14 close (5 days ago), 63.2% are below.
34.6% are above or equal to 6/13 close (6 days ago), 65.4% are below.
43.1% are above or equal to 6/12 close (7 days ago), 56.9% are below.
43.0% are above or equal to 6/9 close (8 days ago), 57.0% are below.
48.0% are above or equal to 6/8 close (9 days ago), 52.0% are below.
51.8% are above or equal to 6/7 close (10 days ago), 48.2% are below.
51.2% are above or equal to 6/6 close (11 days ago), 48.8% are below.
47.6% are above or equal to 6/5 close (12 days ago), 52.4% are below.
45.9% are above or equal to 6/2 close (13 days ago), 54.1% are below.
48.2% are above or equal to 6/1 close (14 days ago), 51.8% are below.
58.3% are above or equal to 5/31 close (15 days ago), 41.7% are below.
57.6% are above or equal to 5/30 close (16 days ago), 42.4% are below.
55.2% are above or equal to 5/26 close (17 days ago), 44.8% are below.
54.7% are above or equal to 5/25 close (18 days ago), 45.3% are below.
56.4% are above or equal to 5/24 close (19 days ago), 43.6% are below.
58.0% are above or equal to 5/23 close (20 days ago), 42.0% are below.
58.9% are above or equal to 5/22 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 3:37 pm ET)
20d: 8.1% new highs, 11.6% new lows
21d: 8.1% new highs, 11.4% new lows
42d: 6.0% new highs, 9.2% new lows
63d: 5.7% new highs, 8.7% new lows
126d: 5.5% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 3:37 pm ET)
2-day: 33.7% above, 66.3% below
3-day: 23.8% above, 76.2% below
4-day: 30.4% above, 69.6% below
5-day: 32.8% above, 67.2% below
8-day: 34.3% above, 65.7% below
10-day: 36.4% above, 63.6% below
20-day: 48.8% above, 51.2% below
50-day: 56.4% above, 43.6% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 3:37 pm ET)
COSW(81): 0.93% Top=RHT JD TWTR SINA MULE TTD WDAY DATA ….. YELP TRIP DNB CSRA IBM SABR NCR OKTA=Bottom (Computer Software/Internet)
ELEC(46): 0.92% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CREE ….. AMBA TEL SIMO GRMN TRMB IDTI AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.35% Top=OPK IRWD CNC ALGN IART LH ZBH ESRX ….. BSX BDX ABT UHS A NUVA DVA THC=Bottom (Health)
META(26): 0.17% Top=WPM GG TAHO AGI TECK RGLD PAAS AG ….. AKS FCX CCJ CMC AA CNX CENX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.01% Top=FDX ALK LUV AAL DAL SWFT XPO JBLU ….. UPS UNP ODFL SNDR JBHT KSU TRN CHRW=Bottom (Transportation)
DISV(48): -0.22% Top=MYGN HRB BFAM CAR YY CNDT PCLN ATHN ….. JEC RHI MCO KBR URI ULTA DFIN AL=Bottom (Diversified Services)
COHW(38): -0.24% Top=WDC ANET TDC STX S SSYS NTAP VRSN ….. TU CCI CTL T VIAV VSAT VG ACIA=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.30% Top=SIX MLCO RCL CCL YUMC EXPE HGV YUM ….. GPRO SHAK CMG SONC BYD RRR EAT DNKN=Bottom (Leisure)
CONS(51): -0.39% Top=GOOS COH SKX NKE GT GIL LULU BC ….. UAA NWL KS FOSL PBI CRI ENR FL=Bottom (Consumer)
REAL(106): -0.59% Top=WRE SLG DFT DLR CCP RLGY SC PLD ….. VER WPG SKT RPAI SRC UNIT CBL DDR=Bottom (Real Estate)
MATE(27): -0.65% Top=MDR OC PHM TOL WCN KBH JELD RYN ….. FAST PWR SUM USG FLR SRCL EXP GMS=Bottom (Materials & Construction)
RETA(60): -0.79% Top=FND CVNA BABA RH MELI NFLX ETSY W ….. AAP CHS DKS GNC FINL BURL SIG TLRD=Bottom (Retail & Specialty Retail)
FINA(90): -0.88% Top=PYPL SLM SYF LAZ FNB PSEC STT ATH ….. OZRK RF FHB AMG SBNY CFR NAVI VOYA=Bottom (Banks/Financials)
INSU(34): -0.92% Top=RE FAF FNF PGR ALL VR ACGL TRV ….. RDN CNO AFSI SLF MET PRU UNM LNC=Bottom (Insurance)
CHEM(28): -1.29% Top=HUN VSM POT CE PPG AGU FMC IFF ….. EMN DOW CBT CC DD AXTA TROX OLN=Bottom (Chemicals/Fertilizers)
MANU(36): -1.93% Top=JKS RS DHR AGCO DDD SWK NDSN AOS ….. PH CAT ITT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.76% Top=GPOR VVV EEP WPZ HFC MMP SU PAA ….. RDC OAS CRZO CRC SM SPN BAS SN=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 3:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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