daytrend

06/22/2017

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 12:09 pm ET
by daytrend on 20170622. 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 (20170622 12:09 pm ET)
20.8% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
17.3% are below yesterday’s low.
61.9% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
48.1% of stocks with today’s low < yesterday’s low. (51.9% greater than).

EVIDENCE OF INTRADAY TREND (20170622 12:09 pm ET)
57.3% of stocks are above today’s open. (41.4% are below).
53.6% of stocks are above today’s open and yesterday’s close.
35.0% 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 12:09 pm ET)
21.7% of stocks are in the top 10% of today’s range.
34.6% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170622 12:09 pm ET)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
2.3% are up 4.5% or more. 0.1% are down 4.5% or more.
4.4% are up 3.5% or more. 0.5% are down 3.5% or more.
68.6% are between +1% and -1%.

RSI on DAILY (20170622 12:09 pm ET)
2-day: >=95:4.5%…>=90:10.1%…>=80:19.6%…>=50:45.7%…<=20:28.3%…<=10:17.7%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.8%…>=50:50.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 12:09 pm ET)
20.8% above previous 1 highs, 17.3% below previous 1 lows
15.8% above previous 2 highs, 16.2% below previous 2 lows
13.5% above previous 3 highs, 15.9% below previous 3 lows
12.4% above previous 4 highs, 13.7% below previous 4 lows
11.4% above previous 5 highs, 11.6% below previous 5 lows
9.4% above previous 6 highs, 10.7% below previous 6 lows
8.8% above previous 7 highs, 10.2% below previous 7 lows
8.6% above previous 8 highs, 9.0% below previous 8 lows
6.7% above previous 9 highs, 7.9% below previous 9 lows
6.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 12:09 pm ET)
61.4% are above or equal to 6/21 close (1 days ago), 38.6% are below.
45.1% are above or equal to 6/20 close (2 days ago), 54.9% are below.
31.2% are above or equal to 6/19 close (3 days ago), 68.8% are below.
45.5% are above or equal to 6/16 close (4 days ago), 54.5% are below.
47.9% are above or equal to 6/15 close (5 days ago), 52.1% are below.
41.5% are above or equal to 6/14 close (6 days ago), 58.5% are below.
39.4% are above or equal to 6/13 close (7 days ago), 60.6% are below.
46.3% are above or equal to 6/12 close (8 days ago), 53.7% are below.
46.8% are above or equal to 6/9 close (9 days ago), 53.2% are below.
49.7% are above or equal to 6/8 close (10 days ago), 50.3% are below.
56.0% are above or equal to 6/7 close (11 days ago), 44.0% are below.
54.9% are above or equal to 6/6 close (12 days ago), 45.1% are below.
50.9% are above or equal to 6/5 close (13 days ago), 49.1% are below.
49.2% are above or equal to 6/2 close (14 days ago), 50.8% are below.
49.8% are above or equal to 6/1 close (15 days ago), 50.2% are below.
60.0% are above or equal to 5/31 close (16 days ago), 40.0% are below.
59.5% are above or equal to 5/30 close (17 days ago), 40.5% are below.
57.3% are above or equal to 5/26 close (18 days ago), 42.7% are below.
56.4% are above or equal to 5/25 close (19 days ago), 43.6% are below.
58.8% are above or equal to 5/24 close (20 days ago), 41.2% are below.
58.9% are above or equal to 5/23 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 12:09 pm ET)
20d: 7.4% new highs, 8.5% new lows
21d: 7.2% new highs, 8.2% new lows
42d: 5.5% new highs, 6.6% new lows
63d: 5.0% new highs, 6.0% new lows
126d: 4.5% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 12:09 pm ET)
2-day: 60.2% above, 39.8% below
3-day: 50.0% above, 50.0% below
4-day: 40.0% above, 60.0% below
5-day: 41.9% above, 58.1% below
8-day: 40.3% above, 59.7% below
10-day: 42.1% above, 57.9% below
20-day: 51.0% above, 49.0% below
50-day: 57.7% above, 42.3% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 12:09 pm ET)
META(27): 1.75% Top=TECK CLF SSRI AG FCX PAAS TAHO SLCA ….. SCCO FNV AGI AKS OR NUE STLD X=Bottom (Metals & Mining)
HEAL(43): 1.44% Top=CYH THC MD ACHC HCA ESRX LH CNC ….. XRAY BSX EW PKI IART RMD NUVA OPK=Bottom (Health)
ENER(84): 1.04% Top=CRC GPOR WPX OAS SN SPN XOG EEP ….. NBL NFG REN NOV MPC LPI BAS OII=Bottom (Energy)
RETA(60): 0.86% Top=CVNA ETSY RH KMX FINL JWN CHS GNC ….. TLRD TJX CASY WBA ROST COST FND BURL=Bottom (Retail & Specialty Retail)
ELEC(46): 0.79% Top=SPWR CSIQ FSLR HIMX AYI AMD CREE ADI ….. INTC KLAC QRVO SIMO CGNX TER CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.58% Top=INFN PSTG BBRY ACIA SSYS PANW UBNT CIEN ….. AAPL WDC LVLT CTL S JNPR ZAYO VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.54% Top=ORCL FEYE MDSO MDRX YELP SPLK TWLO SNAP ….. WUBA ADP TTD DNB COUP NCR SINA ACN=Bottom (Computer Software/Internet)
CONS(51): 0.49% Top=UAA SKX EPC PVH FOSL RL PAY LULU ….. BMS PG NWL GT ENR NKE BERY KS=Bottom (Consumer)
DISV(48): 0.45% Top=CAR VNTV WTW KBR ZTO AMN URI ATHN ….. PAYX MAN BFAM DFIN YY ROL ULTA RBA=Bottom (Diversified Services)
CHEM(28): 0.40% Top=PAH CF MOS WLK VSM POT AGU DD ….. CC OLN TROX CE EMN IFF FMC CBT=Bottom (Chemicals/Fertilizers)
MATE(27): 0.38% Top=MDR VMC USG EXP FLR SRCL WY MLM ….. WCN KBH RSG PHM DHI OC LEN JELD=Bottom (Materials & Construction)
MANU(37): 0.34% Top=JKS ATI MRC DDD ITT SNA MWA PNR ….. BWXT PH ITW AOS FLS TTC CFX KMT=Bottom (Manufacturing)
REAL(106): 0.33% Top=NRZ SC ALLY AMH KIM HR DOC NYRT ….. MAA OUT GGP UDR NNN O AHH EQR=Bottom (Real Estate)
LEIS(38): 0.30% Top=TXRH EAT BLMN SIX EXPE DRI SONC MGM ….. RRR PK HLT SBUX BYD LQ JACK MLCO=Bottom (Leisure)
TRAN(24): 0.07% Top=CP TRN AAL KSU CHRW CSX CNI SWFT ….. FDX EXPD JBHT UNP UAL JBLU ODFL XPO=Bottom (Transportation)
INSU(34): -0.12% Top=AFSI MBI FNF FAF SLF RE AGO HIG ….. TMK L UNM MTG AFG LNC PRU WLTW=Bottom (Insurance)
FINA(90): -0.32% Top=WDR WETF BMO BOFI PSEC PVTB TD LM ….. CFG FNB PB PACW PFG HBAN WAL CFR=Bottom (Banks/Financials)

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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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