daytrend

06/22/2017

Filed under: Market Stats — daytrend @ 9:03 am

Market Stats at 10:02 am ET
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170622 10:02 am ET)
9.2% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
21.5% are below yesterday’s low.
69.4% are inside yesterday’s range.
21.5% of stocks with today’s high > yesterday’s high. (78.5% less than).
38.9% of stocks with today’s low < yesterday’s low. (61.1% greater than).

EVIDENCE OF INTRADAY TREND (20170622 10:02 am ET)
39.6% of stocks are above today’s open. (58.4% are below).
33.6% of stocks are above today’s open and yesterday’s close.
50.3% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 10:02 am ET)
4.9% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
40.6% are in the top half. 59.4% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
20.1% are in the bottom 10%.

GAIN (20170622 10:02 am ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.5% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY (20170622 10:02 am ET)
2-day: >=95:2.7%…>=90:4.3%…>=80:10.9%…>=50:31.0%…<=20:37.2%…<=10:22.5%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.5%…>=50:44.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:48.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 10:02 am ET)
9.2% above previous 1 highs, 21.5% below previous 1 lows
7.0% above previous 2 highs, 18.7% below previous 2 lows
5.6% above previous 3 highs, 17.6% below previous 3 lows
5.3% above previous 4 highs, 13.9% below previous 4 lows
4.8% above previous 5 highs, 11.7% below previous 5 lows
3.4% above previous 6 highs, 10.9% below previous 6 lows
3.4% above previous 7 highs, 10.4% below previous 7 lows
2.9% above previous 8 highs, 9.3% below previous 8 lows
2.4% above previous 9 highs, 7.5% below previous 9 lows
2.3% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 10:02 am ET)
43.6% are above or equal to 6/21 close (1 days ago), 56.4% are below.
33.6% are above or equal to 6/20 close (2 days ago), 66.4% are below.
21.8% are above or equal to 6/19 close (3 days ago), 78.2% are below.
37.5% are above or equal to 6/16 close (4 days ago), 62.5% are below.
40.3% are above or equal to 6/15 close (5 days ago), 59.7% are below.
37.4% are above or equal to 6/14 close (6 days ago), 62.6% are below.
33.8% are above or equal to 6/13 close (7 days ago), 66.2% are below.
43.4% are above or equal to 6/12 close (8 days ago), 56.6% are below.
42.9% are above or equal to 6/9 close (9 days ago), 57.1% are below.
46.3% are above or equal to 6/8 close (10 days ago), 53.7% are below.
51.2% are above or equal to 6/7 close (11 days ago), 48.8% are below.
52.3% are above or equal to 6/6 close (12 days ago), 47.7% are below.
46.5% are above or equal to 6/5 close (13 days ago), 53.5% are below.
45.2% are above or equal to 6/2 close (14 days ago), 54.8% are below.
47.0% are above or equal to 6/1 close (15 days ago), 53.0% are below.
57.5% are above or equal to 5/31 close (16 days ago), 42.5% are below.
56.4% are above or equal to 5/30 close (17 days ago), 43.6% are below.
52.9% are above or equal to 5/26 close (18 days ago), 47.1% are below.
52.6% are above or equal to 5/25 close (19 days ago), 47.4% are below.
55.7% are above or equal to 5/24 close (20 days ago), 44.3% are below.
56.7% are above or equal to 5/23 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 10:02 am ET)
20d: 3.7% new highs, 5.8% new lows
21d: 3.6% new highs, 5.7% new lows
42d: 2.4% new highs, 4.3% new lows
63d: 2.3% new highs, 3.8% new lows
126d: 2.0% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 10:02 am ET)
2-day: 41.3% above, 58.7% below
3-day: 34.0% above, 66.0% below
4-day: 26.5% above, 73.5% below
5-day: 31.3% above, 68.7% below
8-day: 32.3% above, 67.7% below
10-day: 36.0% above, 64.0% below
20-day: 45.6% above, 54.4% below
50-day: 56.3% above, 43.7% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 10:02 am ET)
META(27): 1.26% Top=TECK CMC AG TAHO CLF SLCA GG ABX ….. OR FNV SCCO NEM NUE STLD AGI X=Bottom (Metals & Mining)
ENER(84): 1.04% Top=CRC OAS SN SPN HFC GPOR CRZO XOG ….. OII LPI XOM MDU MPC BHI VVV NFG=Bottom (Energy)
HEAL(43): 0.33% Top=CYH MD THC ACHC ESRX HCA IRTC ABT ….. MZOR STE TMO RMD BKD PKI IART OPK=Bottom (Health)
RETA(60): 0.15% Top=KMX CVNA ETSY FINL RH GNC SFM DKS ….. AN MELI ROST PAG KR BABA WBA BURL=Bottom (Retail & Specialty Retail)
CONS(51): 0.14% Top=RL EPC PVH UAA SKX FOSL FL PAY ….. IP NKE HAS KS GT PBI BERY ENR=Bottom (Consumer)
LEIS(38): 0.14% Top=TXRH EAT SONC BLMN STAY DRI CMG MGM ….. HGV WYNN MTN MAR DNKN HLT CCL MLCO=Bottom (Leisure)
MANU(37): 0.09% Top=JKS MRC ATI MIDD CAT MWA ETN RS ….. DOV DDD ITW NDSN TEX AGCO TTC BWXT=Bottom (Manufacturing)
TRAN(24): -0.04% Top=AAL LUV DAL CP TRN CNI ALK SNDR ….. FDX EXPD CSX SWFT UNP NSC XPO ODFL=Bottom (Transportation)
CHEM(28): -0.08% Top=PAH CF WLK MOS POT AGU DD APD ….. SHW CE CBT IFF FMC TROX OLN CC=Bottom (Chemicals/Fertilizers)
REAL(106): -0.10% Top=NRZ CBL SC ALLY UNIT CIM RLJ AGNC ….. MAA PSA DRE PGRE CUBE GGP EQR EXR=Bottom (Real Estate)
INSU(34): -0.12% Top=MBI AFSI SLF FAF AGO FNF RE RDN ….. BRO MMC WLTW PGR TMK PRU LNC UNM=Bottom (Insurance)
DISV(48): -0.15% Top=CAR KBR ATHN WTW DFIN WEX MYGN VNTV ….. FISV BFAM PAYX ATGE RBA RHI ROL YY=Bottom (Diversified Services)
MATE(27): -0.17% Top=MDR FLR PWR DAR FAST USG VMC SRCL ….. WCN PHM SUM EXP LEN OC KBH DHI=Bottom (Materials & Construction)
COSW(81): -0.21% Top=ORCL MDSO TWLO SPLK FEYE PFPT MDRX MULE ….. DST EA VIPS NCR TTD GRUB ACN SINA=Bottom (Computer Software/Internet)
COHW(38): -0.24% Top=INFN SSYS NTAP VIAV UBNT BCE PSTG TU ….. ANET BBRY WDC VG JNPR S ACIA ZAYO=Bottom (Computer Hardware/Telecom)
FINA(90): -0.25% Top=WDR BMO WETF TD PVTB BOFI BX FHB ….. OZRK WU PNC CFG CFR WAL BGCP PFG=Bottom (Banks/Financials)
ELEC(46): -0.26% Top=CSIQ SPWR HIMX FSLR AYI CREE AMBA ADI ….. KLAC PI SWKS CGNX AMD CAVM QRVO ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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