daytrend

06/27/2017

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 1:36 pm ET
by daytrend on 20170627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20170627 1:36 pm ET)
24.2% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
28.7% are below yesterday’s low.
47.2% are inside yesterday’s range.
42.0% of stocks with today’s high > yesterday’s high. (58.0% less than).
44.6% of stocks with today’s low < yesterday’s low. (55.4% greater than).

EVIDENCE OF INTRADAY TREND (20170627 1:36 pm ET)
44.4% of stocks are above today’s open. (53.7% are below).
39.4% of stocks are above today’s open and yesterday’s close.
48.4% are below both.
7.2% of stocks opened above yesterday’s high.
46.4% of stocks opened above yesterday’s close. (48.4% opened below yesterday’s close).
10.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170627 1:36 pm ET)
6.6% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
41.8% are in the top half. 58.2% of stocks are in the bottom half of today’s range.
33.3% are in the bottom 20%.
20.4% are in the bottom 10%.

GAIN (20170627 1:36 pm ET)
46.1% of stocks are above yesterday’s close. (53.9% are below.)
0.8% are up 4.5% or more. 0.7% are down 4.5% or more.
1.7% are up 3.5% or more. 1.2% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY (20170627 1:36 pm ET)
2-day: >=95:7.2%…>=90:17.0%…>=80:29.2%…>=50:54.0%…<=20:19.2%…<=10:7.2%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:56.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:59.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170627 1:36 pm ET)
24.2% above previous 1 highs, 28.7% below previous 1 lows
22.2% above previous 2 highs, 20.0% below previous 2 lows
19.6% above previous 3 highs, 14.4% below previous 3 lows
14.3% above previous 4 highs, 12.1% below previous 4 lows
11.6% above previous 5 highs, 11.0% below previous 5 lows
9.9% above previous 6 highs, 9.6% below previous 6 lows
8.9% above previous 7 highs, 7.4% below previous 7 lows
7.7% above previous 8 highs, 5.8% below previous 8 lows
6.3% above previous 9 highs, 5.8% below previous 9 lows
6.1% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170627 1:36 pm ET)
46.1% are above or equal to 6/26 close (1 days ago), 53.9% are below.
53.6% are above or equal to 6/23 close (2 days ago), 46.4% are below.
65.0% are above or equal to 6/22 close (3 days ago), 35.0% are below.
62.5% are above or equal to 6/21 close (4 days ago), 37.5% are below.
55.2% are above or equal to 6/20 close (5 days ago), 44.8% are below.
41.1% are above or equal to 6/19 close (6 days ago), 58.9% are below.
51.8% are above or equal to 6/16 close (7 days ago), 48.2% are below.
54.2% are above or equal to 6/15 close (8 days ago), 45.8% are below.
46.1% are above or equal to 6/14 close (9 days ago), 53.9% are below.
43.5% are above or equal to 6/13 close (10 days ago), 56.5% are below.
51.1% are above or equal to 6/12 close (11 days ago), 48.9% are below.
53.0% are above or equal to 6/9 close (12 days ago), 47.0% are below.
56.4% are above or equal to 6/8 close (13 days ago), 43.6% are below.
58.7% are above or equal to 6/7 close (14 days ago), 41.3% are below.
59.4% are above or equal to 6/6 close (15 days ago), 40.6% are below.
56.0% are above or equal to 6/5 close (16 days ago), 44.0% are below.
53.7% are above or equal to 6/2 close (17 days ago), 46.3% are below.
53.6% are above or equal to 6/1 close (18 days ago), 46.4% are below.
64.2% are above or equal to 5/31 close (19 days ago), 35.8% are below.
62.8% are above or equal to 5/30 close (20 days ago), 37.2% are below.
60.0% are above or equal to 5/26 close (21 days ago), 40.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170627 1:36 pm ET)
20d: 9.0% new highs, 3.9% new lows
21d: 8.9% new highs, 3.9% new lows
42d: 5.3% new highs, 2.0% new lows
63d: 4.1% new highs, 1.3% new lows
126d: 3.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170627 1:36 pm ET)
2-day: 45.2% above, 54.8% below
3-day: 50.2% above, 49.8% below
4-day: 57.5% above, 42.5% below
5-day: 59.6% above, 40.4% below
8-day: 54.1% above, 45.9% below
10-day: 52.9% above, 47.1% below
20-day: 54.9% above, 45.1% below
50-day: 62.3% above, 37.7% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170627 1:36 pm ET)
FINA(89): 1.11% Top=SCHW BAC AMTD SLM WETF BOFI SIVB LAZ ….. SYF SEIC WU PSEC EFX CLNS APO PYPL=Bottom (Banks/Financials)
ENER(86): 1.05% Top=BAS CVE SN OII SPN RES OAS PBF ….. PE VVV NFG MRO KOS APC PDCE MDU=Bottom (Energy)
RETA(60): 0.69% Top=SIG RH TLRD KSS M BBBY FINL GES ….. AMZN KAR W FND ETSY NFLX MELI CVNA=Bottom (Retail & Specialty Retail)
TRAN(26): 0.60% Top=TK SWFT TRN SNDR JBHT ODFL JBLU NSC ….. LUV EXPD FDX UNP KSU UAL UPS ALK=Bottom (Transportation)
INSU(33): 0.50% Top=AFSI MET PRU CNO MTG UNM LNC SLF ….. ALL AJG AFG FNF MMC TRV RE ORI=Bottom (Insurance)
META(28): 0.49% Top=AA SLCA CENX CLF AKS TECK CNX OR ….. CCJ CMC ABX NEM SCCO GG AGI AEM=Bottom (Metals & Mining)
CONS(50): 0.06% Top=ELF GPK BMS GT GOOS SKX MAT FL ….. TPX NKE GIL CSL KMB KS CLX COTY=Bottom (Consumer)
CHEM(28): -0.15% Top=OLN WLK PAH RPM AXTA EMN PPG CBT ….. CF VSM DOW CE IFF CC SMG MOS=Bottom (Chemicals/Fertilizers)
HEAL(43): -0.28% Top=THC CYH UHS XRAY BSX BDX AET TMO ….. STE MOH CNC TVTY NUVA IRWD OPK DXCM=Bottom (Health)
MANU(38): -0.30% Top=MRC JKS ITT RS CFX BWXT CMI CAT ….. ATI MHK TTC ROK GE MIDD DDD ITW=Bottom (Manufacturing)
REAL(106): -0.34% Top=SC CBL SKT AHH AMT KRG ALLY PEI ….. UNIT CONE HTA CCP AIV MFA GPT COR=Bottom (Real Estate)
LEIS(38): -0.35% Top=DRI SEAS TXRH GPRO BLMN CMG WEN PK ….. WYN MLCO H MAR HLT DPZ YUMC EXPE=Bottom (Leisure)
MATE(28): -0.37% Top=USG FLR KBH WCN PWR GMS EME MDR ….. RYN SRCL SUM FAST VMC JELD MLM WY=Bottom (Materials & Construction)
DISV(50): -0.38% Top=AMN KBR SBAC URI JEC AL RBA HRB ….. ATHN MYGN CXW INFO ZTO LDOS ULTA CAR=Bottom (Diversified Services)
COHW(38): -0.50% Top=S CCI TDS TU CTL LVLT UBNT VSAT ….. ANET VZ PSTG INFN CDW FNSR TMUS STX=Bottom (Computer Hardware/Telecom)
COSW(82): -1.08% Top=DNB PFPT TWLO FEYE FIS ORCL SNAP CRM ….. ATVI NTNX GRUB OKTA SHOP MULE JD TTD=Bottom (Computer Software/Internet)
ELEC(46): -1.43% Top=SPWR SIMO BRKR KEYS TEL GLW FSLR CSIQ ….. JBL CAVM AMD OCLR MRVL MXL ICHR PI=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 1:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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