daytrend

06/22/2017

Filed under: Market Stats — daytrend @ 12:18 pm

Market Stats at 1:17 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 1:17 pm ET)
23.2% of stocks are above yesterday’s high.
49.9% are above yesterday’s midpoint. (50.1% are below.)
18.8% are below yesterday’s low.
58.0% are inside yesterday’s range.
35.4% of stocks with today’s high > yesterday’s high. (64.6% less than).
48.8% of stocks with today’s low < yesterday’s low. (51.2% greater than).

EVIDENCE OF INTRADAY TREND (20170622 1:17 pm ET)
58.7% of stocks are above today’s open. (40.7% are below).
54.9% of stocks are above today’s open and yesterday’s close.
34.8% 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 1:17 pm ET)
13.7% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20170622 1:17 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
2.2% are up 4.5% or more. 0.1% are down 4.5% or more.
4.9% are up 3.5% or more. 0.5% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170622 1:17 pm ET)
2-day: >=95:4.5%…>=90:9.5%…>=80:21.3%…>=50:46.5%…<=20:27.7%…<=10:18.3%…<=5:10.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.3%…>=50:50.1%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 1:17 pm ET)
23.2% above previous 1 highs, 18.8% below previous 1 lows
16.6% above previous 2 highs, 18.1% below previous 2 lows
14.3% above previous 3 highs, 17.3% below previous 3 lows
13.2% above previous 4 highs, 15.1% below previous 4 lows
12.5% above previous 5 highs, 12.9% below previous 5 lows
10.6% above previous 6 highs, 12.1% below previous 6 lows
10.0% above previous 7 highs, 11.6% below previous 7 lows
9.7% above previous 8 highs, 10.3% below previous 8 lows
7.4% above previous 9 highs, 9.0% below previous 9 lows
7.4% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 1:17 pm ET)
62.5% are above or equal to 6/21 close (1 days ago), 37.5% are below.
45.9% are above or equal to 6/20 close (2 days ago), 54.1% are below.
32.7% are above or equal to 6/19 close (3 days ago), 67.3% are below.
45.1% are above or equal to 6/16 close (4 days ago), 54.9% are below.
47.6% are above or equal to 6/15 close (5 days ago), 52.4% are below.
43.0% are above or equal to 6/14 close (6 days ago), 57.0% are below.
40.4% are above or equal to 6/13 close (7 days ago), 59.6% are below.
46.9% are above or equal to 6/12 close (8 days ago), 53.1% are below.
46.6% are above or equal to 6/9 close (9 days ago), 53.4% are below.
49.3% are above or equal to 6/8 close (10 days ago), 50.7% are below.
55.2% are above or equal to 6/7 close (11 days ago), 44.8% are below.
55.1% are above or equal to 6/6 close (12 days ago), 44.9% are below.
52.6% are above or equal to 6/5 close (13 days ago), 47.4% are below.
49.9% are above or equal to 6/2 close (14 days ago), 50.1% are below.
50.8% are above or equal to 6/1 close (15 days ago), 49.2% are below.
60.9% are above or equal to 5/31 close (16 days ago), 39.1% are below.
59.6% are above or equal to 5/30 close (17 days ago), 40.4% are below.
57.2% are above or equal to 5/26 close (18 days ago), 42.8% are below.
56.4% are above or equal to 5/25 close (19 days ago), 43.6% are below.
58.5% are above or equal to 5/24 close (20 days ago), 41.5% are below.
59.4% are above or equal to 5/23 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 1:17 pm ET)
20d: 8.4% new highs, 8.9% new lows
21d: 8.0% new highs, 8.7% new lows
42d: 6.3% new highs, 7.0% new lows
63d: 5.7% new highs, 6.4% new lows
126d: 5.0% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 1:17 pm ET)
2-day: 60.3% above, 39.7% below
3-day: 51.3% above, 48.7% below
4-day: 42.0% above, 58.0% below
5-day: 43.4% above, 56.6% below
8-day: 41.5% above, 58.5% below
10-day: 43.3% above, 56.7% below
20-day: 50.8% above, 49.2% below
50-day: 57.5% above, 42.5% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 1:17 pm ET)
META(27): 1.58% Top=TECK CLF SSRI FCX AG PAAS SLCA CMC ….. SCCO NEM FNV AEM NUE AGI STLD X=Bottom (Metals & Mining)
HEAL(43): 1.56% Top=THC CYH ACHC CNC MD LH HCA ESRX ….. HRC BSX EW NUVA PKI IART RMD OPK=Bottom (Health)
RETA(60): 1.05% Top=CVNA RH KMX ETSY LB CHS FINL GNC ….. CASY TJX TLRD WBA COST FND ROST BURL=Bottom (Retail & Specialty Retail)
ELEC(46): 0.88% Top=SPWR CSIQ HIMX FSLR AMD PI CREE AYI ….. TXN INTC TER KLAC SIMO CGNX CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.77% Top=INFN PSTG BBRY ACIA PANW UBNT SSYS CIEN ….. VSAT CTL LVLT WDC ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.71% Top=ORCL MDSO MDRX FEYE YELP TWTR TWLO SNAP ….. TTD CSRA AZPN COUP NCR DNB ACN SINA=Bottom (Computer Software/Internet)
DISV(48): 0.56% Top=CAR WTW VNTV AMN KBR ZTO ATHN URI ….. VRSK MAN BFAM DFIN YY ULTA ROL RBA=Bottom (Diversified Services)
CONS(51): 0.53% Top=SKX EPC PVH UAA FOSL TPX PAY WWW ….. NKE BMS SON ENR NWL CSL KS GT=Bottom (Consumer)
ENER(84): 0.52% Top=CRC GPOR SPN WPX EEP HFC OAS XOG ….. RDC DO REN NBL BAS SM LPI OII=Bottom (Energy)
LEIS(38): 0.46% Top=TXRH SIX EAT BLMN EXPE DNKN GPRO WYN ….. YUMC SBUX LQ RRR HLT BYD JACK MLCO=Bottom (Leisure)
REAL(106): 0.40% Top=NRZ SC ALLY KIM ARE KRG SKT NYRT ….. NNN GGP OUT O AHH UDR VER EQR=Bottom (Real Estate)
CHEM(28): 0.33% Top=PAH CF MOS VSM WLK POT HUN DD ….. TROX ALB OLN IFF CC CE FMC CBT=Bottom (Chemicals/Fertilizers)
MATE(27): 0.32% Top=MDR VMC SRCL USG DAR EXP FLR WY ….. WCN CAA JELD DHI OC LEN KBH PHM=Bottom (Materials & Construction)
MANU(37): 0.30% Top=JKS ATI MRC DDD SNA MWA ITT CAT ….. ITW PH AOS TTC CFX FLS DOV KMT=Bottom (Manufacturing)
TRAN(24): 0.13% Top=KSU CP AAL TRN CSX LUV CHRW SWFT ….. WAB FDX UAL EXPD SAVE JBLU ODFL XPO=Bottom (Transportation)
INSU(34): -0.14% Top=AFSI MBI FAF FNF SLF RE CNO CINF ….. L LNC MTG UNM RDN AFG PRU WLTW=Bottom (Insurance)
FINA(90): -0.36% Top=WDR WETF BMO PVTB PSEC BOFI LM TD ….. PB CMA PNC FNB WBS PFG PACW 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 1:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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