daytrend

06/26/2017

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 12:25 pm ET
by daytrend on 20170626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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 (20170626 12:25 pm ET)
31.2% of stocks are above yesterday’s high.
67.1% are above yesterday’s midpoint. (32.9% are below.)
8.6% are below yesterday’s low.
60.3% are inside yesterday’s range.
70.0% of stocks with today’s high > yesterday’s high. (30.0% less than).
24.5% of stocks with today’s low < yesterday’s low. (75.5% greater than).

EVIDENCE OF INTRADAY TREND (20170626 12:25 pm ET)
48.8% of stocks are above today’s open. (49.9% are below).
47.1% of stocks are above today’s open and yesterday’s close.
34.0% 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 12:25 pm ET)
6.1% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
48.1% are in the top half. 51.9% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170626 12:25 pm ET)
64.4% of stocks are above yesterday’s close. (35.6% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.8% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20170626 12:25 pm ET)
2-day: >=95:6.2%…>=90:13.7%…>=80:31.2%…>=50:68.0%…<=20:7.2%…<=10:4.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:59.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:62.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170626 12:25 pm ET)
31.2% above previous 1 highs, 8.6% below previous 1 lows
26.6% above previous 2 highs, 4.2% below previous 2 lows
19.0% above previous 3 highs, 3.6% below previous 3 lows
13.9% above previous 4 highs, 3.1% below previous 4 lows
10.1% above previous 5 highs, 2.5% below previous 5 lows
8.7% above previous 6 highs, 1.8% below previous 6 lows
7.2% above previous 7 highs, 1.5% below previous 7 lows
6.5% above previous 8 highs, 1.5% below previous 8 lows
6.0% above previous 9 highs, 1.5% below previous 9 lows
5.7% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170626 12:25 pm ET)
64.4% are above or equal to 6/23 close (1 days ago), 35.6% are below.
74.1% are above or equal to 6/22 close (2 days ago), 25.9% are below.
70.3% are above or equal to 6/21 close (3 days ago), 29.7% are below.
58.5% are above or equal to 6/20 close (4 days ago), 41.5% are below.
43.9% are above or equal to 6/19 close (5 days ago), 56.1% are below.
54.2% are above or equal to 6/16 close (6 days ago), 45.8% are below.
55.7% are above or equal to 6/15 close (7 days ago), 44.3% are below.
49.9% are above or equal to 6/14 close (8 days ago), 50.1% are below.
45.7% are above or equal to 6/13 close (9 days ago), 54.3% are below.
52.0% are above or equal to 6/12 close (10 days ago), 48.0% are below.
53.4% are above or equal to 6/9 close (11 days ago), 46.6% are below.
55.7% are above or equal to 6/8 close (12 days ago), 44.3% are below.
59.9% are above or equal to 6/7 close (13 days ago), 40.1% are below.
60.4% are above or equal to 6/6 close (14 days ago), 39.6% are below.
58.8% are above or equal to 6/5 close (15 days ago), 41.2% are below.
55.7% are above or equal to 6/2 close (16 days ago), 44.3% are below.
56.0% are above or equal to 6/1 close (17 days ago), 44.0% are below.
65.2% are above or equal to 5/31 close (18 days ago), 34.8% are below.
63.9% are above or equal to 5/30 close (19 days ago), 36.1% are below.
61.3% are above or equal to 5/26 close (20 days ago), 38.7% are below.
60.7% are above or equal to 5/25 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170626 12:25 pm ET)
20d: 14.4% new highs, 2.9% new lows
21d: 14.2% new highs, 2.9% new lows
42d: 10.2% new highs, 1.7% new lows
63d: 8.9% new highs, 1.0% new lows
126d: 8.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170626 12:25 pm ET)
2-day: 63.2% above, 36.8% below
3-day: 71.1% above, 28.9% below
4-day: 71.0% above, 29.0% below
5-day: 67.1% above, 32.9% below
8-day: 59.6% above, 40.4% below
10-day: 55.8% above, 44.2% below
20-day: 56.9% above, 43.1% below
50-day: 60.4% above, 39.6% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170626 12:25 pm ET)
RETA(59): 1.08% Top=CVNA CVS CHS FND SBH FINL AN AAP ….. SFM BLDR BBBY ETSY AMZN EBAY MELI W=Bottom (Retail & Specialty Retail)
ENER(86): 1.01% Top=RRC REN BAS OKS GPOR SN PUMP NS ….. CRZO CVX MUR APC COP FANG MTDR BCEI=Bottom (Energy)
REAL(107): 0.75% Top=STOR NNN CBG VER KIM SRC DDR SC ….. NYRT DLR FR DRE GEO NRZ COR AHH=Bottom (Real Estate)
FINA(90): 0.55% Top=SLM FNB FHB VOYA SYF BGCP TCF GS ….. CME CLNS WDR PYPL KKR WU ATH APO=Bottom (Banks/Financials)
DISV(51): 0.41% Top=CAR RRD ACM SCI ULTA JEC R HRI ….. ILG CNDT LKSD WTW ROL TRU GPN SERV=Bottom (Diversified Services)
INSU(33): 0.40% Top=AFSI HIG CNO MET CINF BRO PGR L ….. TRV UNM MTG AFL SLF ACGL PRU RDN=Bottom (Insurance)
MATE(28): 0.37% Top=TPH SRCL PWR MLM FLR SUM VMC CAA ….. OC RSG FAST WCN GMS JELD WY MDR=Bottom (Materials & Construction)
CONS(50): 0.32% Top=TPX CSL GT BC PKG PBI WHR BERY ….. WRK BMS RL IP SKX MAT KS GOOS=Bottom (Consumer)
META(28): 0.17% Top=GSM CNX CENX CCJ CLF FCX SCCO SLCA ….. AGI FNV GG CMC AEM OR AKS X=Bottom (Metals & Mining)
TRAN(26): 0.15% Top=TRN JBLU WAB JBHT KSU UPS CSX EXPD ….. ALK SWFT TK UNP GWR SAVE CP XPO=Bottom (Transportation)
MANU(39): 0.10% Top=FLS TEX MIDD SNA MWA MRC AGCO AOS ….. RS LECO ATI DCI JKS PH KMT DDD=Bottom (Manufacturing)
CHEM(28): 0.07% Top=OLN MOS AGU IFF CC SHW CE EMN ….. WLK PAH RPM CF TROX SMG HUN VSM=Bottom (Chemicals/Fertilizers)
HEAL(45): -0.03% Top=THC OPK CYH LH STE UHS HCA IRTC ….. A ANTM DXCM EW TVTY BSX CNC IRWD=Bottom (Health)
LEIS(38): -0.29% Top=DRI HGV GPRO YUMC DPZ H WYN QSR ….. MTN WEN SIX EXPE SONC MLCO SHAK SEAS=Bottom (Leisure)
COSW(81): -0.41% Top=NCR NTNX WUBA MANH MULE DOX COTV IBM ….. PFPT TTD ZEN VEEV SHOP MDSO NTES GRUB=Bottom (Computer Software/Internet)
COHW(38): -0.42% Top=BBRY HPQ NTAP TDS VZ CSCO T VSAT ….. PSTG PANW INFN ANET VIAV FNSR ACIA SSYS=Bottom (Computer Hardware/Telecom)
ELEC(46): -0.43% Top=ICHR FSLR HIMX CY GLW SPWR PI TRMB ….. NVDA MXL KLAC ADI AMAT SWKS BRKR QRVO=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 12:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: