daytrend

06/28/2017

Filed under: Market Stats — daytrend @ 11:02 am

Market Stats at 12:02 pm ET
by daytrend on 20170628. 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 (20170628 12:02 pm ET)
36.7% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
6.8% are below yesterday’s low.
56.5% are inside yesterday’s range.
50.6% of stocks with today’s high > yesterday’s high. (49.4% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND (20170628 12:02 pm ET)
78.1% of stocks are above today’s open. (20.8% are below).
76.1% of stocks are above today’s open and yesterday’s close.
7.9% are below both.
9.1% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170628 12:02 pm ET)
18.4% of stocks are in the top 10% of today’s range.
41.1% are in the top 20%.
80.0% are in the top half. 20.0% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20170628 12:02 pm ET)
90.0% of stocks are above yesterday’s close. (10.0% are below.)
0.9% are up 4.5% or more. 0.0% are down 4.5% or more.
2.8% are up 3.5% or more. 0.0% are down 3.5% or more.
44.0% are between +1% and -1%.

RSI on DAILY (20170628 12:02 pm ET)
2-day: >=95:13.3%…>=90:24.3%…>=80:41.1%…>=50:74.6%…<=20:8.5%…<=10:4.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:64.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 12:02 pm ET)
36.7% above previous 1 highs, 6.8% below previous 1 lows
28.2% above previous 2 highs, 5.6% below previous 2 lows
26.6% above previous 3 highs, 5.1% below previous 3 lows
25.5% above previous 4 highs, 4.3% below previous 4 lows
20.5% above previous 5 highs, 3.6% below previous 5 lows
16.8% above previous 6 highs, 3.3% below previous 6 lows
14.3% above previous 7 highs, 2.9% below previous 7 lows
13.9% above previous 8 highs, 2.8% below previous 8 lows
12.2% above previous 9 highs, 2.3% below previous 9 lows
9.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 12:02 pm ET)
90.0% are above or equal to 6/27 close (1 days ago), 10.0% are below.
60.2% are above or equal to 6/26 close (2 days ago), 39.8% are below.
61.9% are above or equal to 6/23 close (3 days ago), 38.1% are below.
68.9% are above or equal to 6/22 close (4 days ago), 31.1% are below.
69.0% are above or equal to 6/21 close (5 days ago), 31.0% are below.
62.1% are above or equal to 6/20 close (6 days ago), 37.9% are below.
48.2% are above or equal to 6/19 close (7 days ago), 51.8% are below.
58.2% are above or equal to 6/16 close (8 days ago), 41.8% are below.
58.0% are above or equal to 6/15 close (9 days ago), 42.0% are below.
53.3% are above or equal to 6/14 close (10 days ago), 46.7% are below.
48.8% are above or equal to 6/13 close (11 days ago), 51.2% are below.
55.7% are above or equal to 6/12 close (12 days ago), 44.3% are below.
56.3% are above or equal to 6/9 close (13 days ago), 43.7% are below.
60.6% are above or equal to 6/8 close (14 days ago), 39.4% are below.
62.6% are above or equal to 6/7 close (15 days ago), 37.4% are below.
61.8% are above or equal to 6/6 close (16 days ago), 38.2% are below.
60.8% are above or equal to 6/5 close (17 days ago), 39.2% are below.
56.3% are above or equal to 6/2 close (18 days ago), 43.7% are below.
58.8% are above or equal to 6/1 close (19 days ago), 41.2% are below.
67.2% are above or equal to 5/31 close (20 days ago), 32.8% are below.
65.9% are above or equal to 5/30 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 12:02 pm ET)
20d: 11.4% new highs, 4.4% new lows
21d: 11.2% new highs, 4.3% new lows
42d: 8.1% new highs, 2.2% new lows
63d: 7.0% new highs, 1.5% new lows
126d: 4.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 12:02 pm ET)
2-day: 89.2% above, 10.8% below
3-day: 72.8% above, 27.2% below
4-day: 67.0% above, 33.0% below
5-day: 68.6% above, 31.4% below
8-day: 65.4% above, 34.6% below
10-day: 66.2% above, 33.8% below
20-day: 61.1% above, 38.9% below
50-day: 65.4% above, 34.6% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 12:02 pm ET)
TRAN(26): 1.83% Top=XPO JBHT TRN SNDR AAL TK ODFL SAVE ….. LUV KSU CP CHRW UNP ALK SWFT UPS=Bottom (Transportation)
META(27): 1.71% Top=CLF TECK CNX STLD SLCA AKS X CMC ….. SCCO ABX WPM NEM FNV GG TAHO CCJ=Bottom (Metals & Mining)
CHEM(27): 1.61% Top=TROX OLN WLK ALB PAH CBT VSM RPM ….. DD PX APD PPG DOW ASH SMG POT=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.52% Top=CY SPWR IDTI CSIQ AYI AMBA HIMX SIMO ….. XLNX TER MCHP QRVO MSCC SWKS AMD CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 1.47% Top=KBH MDR USG TPH CAA OC GMS PHM ….. MAS WY RSG RYN SRCL WCN VMC JELD=Bottom (Materials & Construction)
MANU(38): 1.41% Top=ATI KMT MRC ITT TEX CFX RS BWXT ….. SNA TTC NDSN ROK DHR AOS MHK GE=Bottom (Manufacturing)
INSU(32): 1.36% Top=MBI AFSI PRU SLF LNC CNO UNM MET ….. HIG FAF XL ALL TRV VR AON PGR=Bottom (Insurance)
DISV(50): 1.32% Top=HRI WTW LKSD FLT URI AL KBR JEC ….. ROL BFAM CNDT LDOS FDC SBAC HRB PAYX=Bottom (Diversified Services)
FINA(89): 1.28% Top=SEIC RJF FRC AMP VLY SBNY BAC FHB ….. BGCP MS ARCC CBOE WU BOFI PSEC CLNS=Bottom (Banks/Financials)
HEAL(43): 1.26% Top=IRTC ACHC CYH UHS THC NUVA TVTY HRC ….. IRWD DXCM CNC MOH SYK ABT VAR BDX=Bottom (Health)
ENER(87): 1.22% Top=DO CRC ETE RDC BAS DCP MUR RIG ….. NFG CLR BCEI REN FANG XOG PDCE CRZO=Bottom (Energy)
COSW(82): 1.05% Top=NTNX TRIP MULE PFPT TTD NCR MANH SQ ….. JD CRM EA EQIX GOOG NUAN MTCH TWTR=Bottom (Computer Software/Internet)
RETA(60): 1.00% Top=RH FINL GES BLDR AN KR TLRD GNC ….. BIG AZO W KMX ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
CONS(50): 0.97% Top=KS PAY PKG PVH OI EPC GPK CCK ….. FL FOSL PG WRK SKX ELF GIL GOOS=Bottom (Consumer)
COHW(38): 0.88% Top=UBNT BBRY VIAV CIEN ACIA BCE CTL NTAP ….. STX VRSN WDC VZ TMUS ZAYO S CCI=Bottom (Computer Hardware/Telecom)
LEIS(38): 0.77% Top=SEAS WEN SIX BYD LQ DNKN CCL RRR ….. DPZ JACK SONC HGV PK MGM MLCO DRI=Bottom (Leisure)
REAL(108): 0.38% Top=DDR RPT NNN INN APLE STOR CUZ GEO ….. TWO ARI PGRE CONE UNIT CBL NLY CIM=Bottom (Real Estate)

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 12:02 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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