daytrend

06/22/2017

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:26 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 2:26 pm ET)
24.6% of stocks are above yesterday’s high.
52.6% are above yesterday’s midpoint. (47.4% are below.)
18.9% are below yesterday’s low.
56.5% are inside yesterday’s range.
37.5% of stocks with today’s high > yesterday’s high. (62.5% less than).
49.8% of stocks with today’s low < yesterday’s low. (50.2% greater than).

EVIDENCE OF INTRADAY TREND (20170622 2:26 pm ET)
60.4% of stocks are above today’s open. (38.5% are below).
56.6% of stocks are above today’s open and yesterday’s close.
32.5% 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 2:26 pm ET)
13.9% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
67.3% are in the top half. 32.7% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170622 2:26 pm ET)
63.8% of stocks are above yesterday’s close. (36.2% are below.)
2.9% are up 4.5% or more. 0.2% are down 4.5% or more.
4.2% are up 3.5% or more. 0.6% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY (20170622 2:26 pm ET)
2-day: >=95:4.6%…>=90:9.6%…>=80:21.9%…>=50:48.1%…<=20:27.0%…<=10:17.5%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:51.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:54.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 2:26 pm ET)
24.6% above previous 1 highs, 18.9% below previous 1 lows
17.2% above previous 2 highs, 17.7% below previous 2 lows
14.6% above previous 3 highs, 16.7% below previous 3 lows
13.7% above previous 4 highs, 14.0% below previous 4 lows
12.9% above previous 5 highs, 12.3% below previous 5 lows
10.7% above previous 6 highs, 11.4% below previous 6 lows
10.2% above previous 7 highs, 10.7% below previous 7 lows
10.0% above previous 8 highs, 9.4% below previous 8 lows
7.5% above previous 9 highs, 7.9% below previous 9 lows
7.4% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 2:26 pm ET)
63.8% are above or equal to 6/21 close (1 days ago), 36.2% are below.
47.0% are above or equal to 6/20 close (2 days ago), 53.0% are below.
32.4% are above or equal to 6/19 close (3 days ago), 67.6% are below.
46.2% are above or equal to 6/16 close (4 days ago), 53.8% are below.
47.9% are above or equal to 6/15 close (5 days ago), 52.1% are below.
43.7% are above or equal to 6/14 close (6 days ago), 56.3% are below.
40.6% are above or equal to 6/13 close (7 days ago), 59.4% are below.
46.9% are above or equal to 6/12 close (8 days ago), 53.1% are below.
47.1% are above or equal to 6/9 close (9 days ago), 52.9% are below.
50.2% are above or equal to 6/8 close (10 days ago), 49.8% are below.
56.3% are above or equal to 6/7 close (11 days ago), 43.7% are below.
56.1% are above or equal to 6/6 close (12 days ago), 43.9% are below.
52.3% are above or equal to 6/5 close (13 days ago), 47.7% are below.
49.2% are above or equal to 6/2 close (14 days ago), 50.8% are below.
51.0% are above or equal to 6/1 close (15 days ago), 49.0% are below.
60.3% are above or equal to 5/31 close (16 days ago), 39.7% are below.
60.1% are above or equal to 5/30 close (17 days ago), 39.9% are below.
57.4% are above or equal to 5/26 close (18 days ago), 42.6% are below.
57.2% are above or equal to 5/25 close (19 days ago), 42.8% are below.
58.5% are above or equal to 5/24 close (20 days ago), 41.5% are below.
60.4% are above or equal to 5/23 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 2:26 pm ET)
20d: 9.3% new highs, 9.4% new lows
21d: 8.9% new highs, 9.2% new lows
42d: 7.0% new highs, 7.4% new lows
63d: 6.4% new highs, 6.8% new lows
126d: 5.6% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 2:26 pm ET)
2-day: 62.6% above, 37.4% below
3-day: 53.0% above, 47.0% below
4-day: 42.2% above, 57.8% below
5-day: 43.0% above, 57.0% below
8-day: 43.0% above, 57.0% below
10-day: 44.1% above, 55.9% below
20-day: 51.2% above, 48.8% below
50-day: 58.2% above, 41.8% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 2:26 pm ET)
META(27): 1.94% Top=CLF TECK SSRI PAAS FCX AG SLCA CENX ….. FNV NEM AA OR STLD AEM AGI X=Bottom (Metals & Mining)
HEAL(43): 1.20% Top=THC CYH ACHC MD LH HLS HCA CNC ….. BSX NUVA EW IRTC PKI IART RMD OPK=Bottom (Health)
ENER(84): 0.99% Top=CRC GPOR WPX SPN OAS XOG ECA HFC ….. NFG MPC MTDR NBL LPI SM BAS OII=Bottom (Energy)
RETA(60): 0.97% Top=CVNA RH ETSY KMX JWN CHS FINL LB ….. CASY CVS TLRD ROST WBA COST FND BURL=Bottom (Retail & Specialty Retail)
COHW(38): 0.76% Top=INFN PSTG BBRY ACIA PANW CIEN UBNT SSYS ….. CTL LVLT WDC HRS ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
ELEC(46): 0.75% Top=SPWR CSIQ HIMX FSLR AMD AYI PI ADI ….. AMAT INTC KLAC TER CY CGNX SIMO ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.70% Top=FOSL SKX PVH EPC UAA PAY TPX WWW ….. CSL PG OI GT KS BMS BERY ENR=Bottom (Consumer)
COSW(81): 0.69% Top=ORCL MDSO FEYE MDRX SPLK YELP SNAP TWLO ….. DNB CSRA AZPN COUP NCR TTD SINA ACN=Bottom (Computer Software/Internet)
DISV(48): 0.59% Top=CAR KBR VNTV AMN WTW CXW WEX URI ….. VRSK BFAM YY ULTA DFIN MYGN ROL RBA=Bottom (Diversified Services)
LEIS(38): 0.58% Top=TXRH SIX BLMN EAT EXPE DNKN STAY GPRO ….. PK YUMC LQ SBUX HLT BYD MLCO JACK=Bottom (Leisure)
MANU(37): 0.58% Top=ATI JKS MRC ITT DDD SNA MWA DCI ….. PH AOS GE DOV ITW KMT SWK TTC=Bottom (Manufacturing)
REAL(106): 0.41% Top=NRZ SC ALLY ARE GPT KIM KRG SKT ….. EXR NNN GGP O VER AHH UDR EQR=Bottom (Real Estate)
MATE(27): 0.30% Top=MDR USG VMC FLR EXP SRCL WY DAR ….. TPH KBH CAA JELD OC DHI PHM LEN=Bottom (Materials & Construction)
CHEM(28): 0.29% Top=PAH CF MOS HUN WLK VSM POT DD ….. RPM SHW ALB CE IFF OLN FMC CBT=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.20% Top=CP KSU TRN CHRW AAL SWFT CSX LUV ….. EXPD SAVE FDX UAL SNDR ODFL JBLU XPO=Bottom (Transportation)
INSU(34): -0.20% Top=AFSI MBI FAF FNF CNO SLF RE AIG ….. RDN UNM ACGL PGR AFG XL PRU WLTW=Bottom (Insurance)
FINA(90): -0.23% Top=WETF WDR BMO PVTB TD LM BOFI PSEC ….. WAL USB FNB PFG TWNK PB 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 2:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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