daytrend

06/27/2017

Filed under: Market Stats — daytrend @ 1:31 pm

Market Stats at 2:30 pm ET
by daytrend on 20170627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170627 2:30 pm ET)
17.6% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
33.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
50.7% of stocks with today’s low < yesterday’s low. (49.3% greater than).

EVIDENCE OF INTRADAY TREND (20170627 2:30 pm ET)
36.2% of stocks are above today’s open. (62.6% are below).
32.5% of stocks are above today’s open and yesterday’s close.
56.2% 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 2:30 pm ET)
3.2% of stocks are in the top 10% of today’s range.
7.7% are in the top 20%.
29.6% are in the top half. 70.4% of stocks are in the bottom half of today’s range.
29.2% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20170627 2:30 pm ET)
40.0% of stocks are above yesterday’s close. (60.0% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
0.9% are up 3.5% or more. 2.3% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY (20170627 2:30 pm ET)
2-day: >=95:4.8%…>=90:13.2%…>=80:25.1%…>=50:48.2%…<=20:22.0%…<=10:8.3%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:56.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170627 2:30 pm ET)
17.6% above previous 1 highs, 33.5% below previous 1 lows
15.4% above previous 2 highs, 22.3% below previous 2 lows
14.0% above previous 3 highs, 16.0% below previous 3 lows
10.1% above previous 4 highs, 13.7% below previous 4 lows
8.1% above previous 5 highs, 12.3% below previous 5 lows
6.4% above previous 6 highs, 10.7% below previous 6 lows
5.9% above previous 7 highs, 8.1% below previous 7 lows
5.2% above previous 8 highs, 6.3% below previous 8 lows
4.6% above previous 9 highs, 6.3% below previous 9 lows
4.3% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170627 2:30 pm ET)
40.0% are above or equal to 6/26 close (1 days ago), 60.0% are below.
49.4% are above or equal to 6/23 close (2 days ago), 50.6% are below.
61.2% are above or equal to 6/22 close (3 days ago), 38.8% are below.
59.1% are above or equal to 6/21 close (4 days ago), 40.9% are below.
51.1% are above or equal to 6/20 close (5 days ago), 48.9% are below.
37.9% are above or equal to 6/19 close (6 days ago), 62.1% are below.
48.6% are above or equal to 6/16 close (7 days ago), 51.4% are below.
51.0% are above or equal to 6/15 close (8 days ago), 49.0% are below.
44.2% are above or equal to 6/14 close (9 days ago), 55.8% are below.
40.7% are above or equal to 6/13 close (10 days ago), 59.3% are below.
48.7% are above or equal to 6/12 close (11 days ago), 51.3% are below.
49.8% are above or equal to 6/9 close (12 days ago), 50.2% are below.
54.3% are above or equal to 6/8 close (13 days ago), 45.7% are below.
57.7% are above or equal to 6/7 close (14 days ago), 42.3% are below.
58.6% are above or equal to 6/6 close (15 days ago), 41.4% are below.
55.0% are above or equal to 6/5 close (16 days ago), 45.0% are below.
52.0% are above or equal to 6/2 close (17 days ago), 48.0% are below.
52.8% are above or equal to 6/1 close (18 days ago), 47.2% are below.
62.3% are above or equal to 5/31 close (19 days ago), 37.7% are below.
61.3% are above or equal to 5/30 close (20 days ago), 38.7% are below.
58.5% are above or equal to 5/26 close (21 days ago), 41.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170627 2:30 pm ET)
20d: 9.1% new highs, 4.4% new lows
21d: 8.9% new highs, 4.4% new lows
42d: 5.3% new highs, 2.3% 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 2:30 pm ET)
2-day: 38.9% above, 61.1% below
3-day: 45.7% above, 54.3% below
4-day: 52.0% above, 48.0% below
5-day: 55.1% above, 44.9% below
8-day: 49.1% above, 50.9% below
10-day: 47.1% above, 52.9% below
20-day: 51.2% above, 48.8% below
50-day: 60.3% above, 39.7% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170627 2:30 pm ET)
FINA(89): 0.75% Top=AMTD SCHW BAC BOFI ICE SBNY RJF RF ….. OZRK CIT EFX SYF CLNS BX PYPL APO=Bottom (Banks/Financials)
ENER(86): 0.55% Top=BAS SN CVE OII SPN LPI OAS GPOR ….. NS VVV NBL MRO APC KOS PDCE MDU=Bottom (Energy)
RETA(60): 0.42% Top=SIG RH TLRD M BBBY KSS GES MIK ….. BID AMZN W FND NFLX ETSY MELI CVNA=Bottom (Retail & Specialty Retail)
INSU(33): 0.42% Top=AFSI PRU MET SLF XL HIG MTG UNM ….. MMC PGR TRV FAF AFG FNF AJG ORI=Bottom (Insurance)
TRAN(26): 0.39% Top=TK SWFT TRN ODFL JBHT SNDR JBLU CSX ….. LUV WAB FDX KSU UNP UAL UPS ALK=Bottom (Transportation)
META(28): -0.02% Top=AA CENX CLF SLCA TECK OR RGLD AKS ….. ABX CCJ GSM NEM AGI SCCO GG AEM=Bottom (Metals & Mining)
CONS(50): -0.10% Top=ELF GPK BMS SKX GT FL EL GOOS ….. ENR CSL WHR KMB CLX KS TPX COTY=Bottom (Consumer)
CHEM(28): -0.35% Top=OLN WLK PAH CBT EMN AXTA PPG RPM ….. GRA IFF CE CF SMG TROX MOS CC=Bottom (Chemicals/Fertilizers)
MANU(38): -0.47% Top=MRC JKS ITT RS BWXT CFX CMI CAT ….. ROK TTC ATI GE MIDD TEX ITW DDD=Bottom (Manufacturing)
LEIS(38): -0.48% Top=SEAS DRI TXRH BLMN SIX GPRO CMG WEN ….. RCL WYN HLT MAR YUMC DPZ EXPE SONC=Bottom (Leisure)
REAL(106): -0.51% Top=SC SKT AMT CBL AHH KRG SPG KIM ….. AIV AGNC CCP GEO GPT UNIT COR MFA=Bottom (Real Estate)
HEAL(43): -0.57% Top=CYH THC UHS XRAY BSX BDX AET TMO ….. CNC TVTY STE MZOR NUVA IRWD OPK DXCM=Bottom (Health)
DISV(50): -0.65% Top=AMN SBAC KBR AL URI RBA JEC VNTV ….. HRI CXW ATHN YY MYGN LDOS ZTO CAR=Bottom (Diversified Services)
MATE(28): -0.65% Top=FLR USG KBH WCN PWR RSG EME GMS ….. FAST SRCL VMC RYN SUM WY JELD MLM=Bottom (Materials & Construction)
COHW(38): -0.86% Top=S TDS CCI UBNT TU VSAT LVLT BCE ….. CDW ANET PSTG FNSR TMUS ACIA INFN STX=Bottom (Computer Hardware/Telecom)
COSW(82): -1.31% Top=DNB FIS ORCL SABR TRI CRM NATI ACN ….. ATVI PTC NTNX MULE OKTA TTD JD SHOP=Bottom (Computer Software/Internet)
ELEC(46): -1.81% Top=SPWR SIMO KEYS BRKR GLW TEL APH FSLR ….. HIMX AMD MRVL CAVM MXL OCLR 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 2:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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