daytrend

06/26/2017

Filed under: Market Stats — daytrend @ 9:20 am

Market Stats at 10:20 am ET
by daytrend on 20170626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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

COMPARED TO YESTERDAY’S RANGE (20170626 10:20 am ET)
32.2% of stocks are above yesterday’s high.
74.3% are above yesterday’s midpoint. (25.7% are below.)
4.4% are below yesterday’s low.
63.5% are inside yesterday’s range.
65.6% of stocks with today’s high > yesterday’s high. (34.4% less than).
11.1% of stocks with today’s low < yesterday’s low. (88.9% greater than).

EVIDENCE OF INTRADAY TREND (20170626 10:20 am ET)
55.6% of stocks are above today’s open. (43.3% are below).
54.0% of stocks are above today’s open and yesterday’s close.
28.4% are below both.
21.0% of stocks opened above yesterday’s high.
85.8% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170626 10:20 am ET)
7.7% of stocks are in the top 10% of today’s range.
15.5% are in the top 20%.
47.3% are in the top half. 52.7% of stocks are in the bottom half of today’s range.
23.7% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN (20170626 10:20 am ET)
70.0% of stocks are above yesterday’s close. (30.0% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
0.9% are up 3.5% or more. 0.5% are down 3.5% or more.
74.7% are between +1% and -1%.

RSI on DAILY (20170626 10:20 am ET)
2-day: >=95:7.7%…>=90:17.8%…>=80:36.2%…>=50:75.1%…<=20:6.1%…<=10:3.3%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:61.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:63.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170626 10:20 am ET)
32.2% above previous 1 highs, 4.4% below previous 1 lows
27.3% above previous 2 highs, 2.7% below previous 2 lows
18.7% above previous 3 highs, 2.3% below previous 3 lows
14.4% above previous 4 highs, 2.2% below previous 4 lows
12.0% above previous 5 highs, 1.8% below previous 5 lows
10.3% above previous 6 highs, 1.4% below previous 6 lows
8.8% above previous 7 highs, 1.1% below previous 7 lows
8.0% above previous 8 highs, 1.1% below previous 8 lows
7.6% above previous 9 highs, 1.1% below previous 9 lows
7.2% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170626 10:20 am ET)
70.0% are above or equal to 6/23 close (1 days ago), 30.0% are below.
78.5% are above or equal to 6/22 close (2 days ago), 21.5% are below.
74.0% are above or equal to 6/21 close (3 days ago), 26.0% are below.
61.4% are above or equal to 6/20 close (4 days ago), 38.6% are below.
45.9% are above or equal to 6/19 close (5 days ago), 54.1% are below.
56.2% are above or equal to 6/16 close (6 days ago), 43.8% are below.
57.3% are above or equal to 6/15 close (7 days ago), 42.7% are below.
51.1% are above or equal to 6/14 close (8 days ago), 48.9% are below.
47.9% are above or equal to 6/13 close (9 days ago), 52.1% are below.
52.9% are above or equal to 6/12 close (10 days ago), 47.1% are below.
54.3% are above or equal to 6/9 close (11 days ago), 45.7% are below.
56.0% are above or equal to 6/8 close (12 days ago), 44.0% are below.
60.5% are above or equal to 6/7 close (13 days ago), 39.5% are below.
62.3% are above or equal to 6/6 close (14 days ago), 37.7% are below.
60.1% are above or equal to 6/5 close (15 days ago), 39.9% are below.
56.2% are above or equal to 6/2 close (16 days ago), 43.8% are below.
57.5% are above or equal to 6/1 close (17 days ago), 42.5% are below.
66.7% are above or equal to 5/31 close (18 days ago), 33.3% are below.
65.5% are above or equal to 5/30 close (19 days ago), 34.5% are below.
63.3% are above or equal to 5/26 close (20 days ago), 36.7% are below.
61.9% are above or equal to 5/25 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170626 10:20 am ET)
20d: 12.0% new highs, 1.0% new lows
21d: 11.9% new highs, 1.0% new lows
42d: 8.7% new highs, 0.7% new lows
63d: 7.9% new highs, 0.6% new lows
126d: 7.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170626 10:20 am ET)
2-day: 68.7% above, 31.3% below
3-day: 77.8% above, 22.2% below
4-day: 77.2% above, 22.8% below
5-day: 73.0% above, 27.0% below
8-day: 61.9% above, 38.1% below
10-day: 57.7% above, 42.3% below
20-day: 58.3% above, 41.7% below
50-day: 61.3% above, 38.7% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170626 10:20 am ET)
RETA(59): 0.96% Top=CVNA AAP FND CHS DSW FINL SBH PAG ….. BLDR AMZN TSCO KR BBBY JWN SFM MELI=Bottom (Retail & Specialty Retail)
FINA(90): 0.78% Top=SLM NAVI AMG SYF OZRK LM TCF BGCP ….. PSEC KKR PVTB CME ATH TWNK PYPL APO=Bottom (Banks/Financials)
TRAN(26): 0.76% Top=TRN AAL JBLU DAL SAVE CSX KSU ALK ….. FDX GWR CP SWFT NSC TK UNP XPO=Bottom (Transportation)
DISV(51): 0.75% Top=CAR RRD KBR ACM HRI BAH CXW R ….. SERV YY ROL WEX ILG WTW GPN DFIN=Bottom (Diversified Services)
REAL(107): 0.73% Top=STOR DDR NNN CBL VER PEI KIM SRC ….. HTA RLGY DRE MAA STAG FR AIV AHH=Bottom (Real Estate)
CONS(50): 0.52% Top=TPX CRI PBI BERY BC WHR PVH GT ….. EL HAS BMS ENR MAT ELF KS GOOS=Bottom (Consumer)
INSU(33): 0.48% Top=AFSI FNF CNO SLF AGO MET FAF HIG ….. BRO RE AON TRV ACGL PGR AFL XL=Bottom (Insurance)
MATE(28): 0.37% Top=PWR SUM MLM FLR SRCL EXP TPH EME ….. OC FAST USG WCN WY GMS JELD MDR=Bottom (Materials & Construction)
MANU(39): 0.33% Top=ITT MIDD FLS SNA MWA TEX CFX DOV ….. DCI RS LECO PH MRC ATI JKS DDD=Bottom (Manufacturing)
CHEM(28): 0.21% Top=MOS FMC AGU OLN POT DD DOW SMG ….. CF CE IFF WLK AXTA TROX VSM HUN=Bottom (Chemicals/Fertilizers)
HEAL(45): 0.17% Top=OPK CYH THC UHS HCA ACHC ESRX MZOR ….. DVA ALGN EW AET ANTM TVTY BSX DXCM=Bottom (Health)
ENER(86): 0.16% Top=OKS DO SN COG RRC GPOR ETP BPL ….. HES COP FANG PAGP CRC MTDR MUR BCEI=Bottom (Energy)
ELEC(46): 0.14% Top=SPWR HIMX FSLR GLW ICHR CREE IDTI CY ….. TER MXL BRKR CRUS KLAC QRVO AMAT OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.02% Top=BBRY HPQ TDS WDC CSCO VG NTAP CDW ….. PSTG VIAV PANW INFN ANET FNSR ACIA SSYS=Bottom (Computer Hardware/Telecom)
COSW(81): -0.03% Top=NCR NTNX MULE WUBA MANH PTC BIDU IBM ….. PFPT JD TWLO MDSO TTD VEEV NTES GRUB=Bottom (Computer Software/Internet)
LEIS(38): -0.10% Top=DPZ GPRO LQ YUMC DRI WEN H WYN ….. MGM LVS SIX SONC WYNN SHAK MLCO SEAS=Bottom (Leisure)
META(28): -0.29% Top=CLF CCJ CENX GSM FCX TECK SCCO NUE ….. CMC GG PAAS SSRI AG AGI AEM OR=Bottom (Metals & Mining)

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 10:20 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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