daytrend

06/28/2017

Filed under: Market Stats — daytrend @ 2:26 pm

Market Stats at 3:25 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 3:25 pm ET)
35.0% of stocks are above yesterday’s high.
67.5% are above yesterday’s midpoint. (32.5% are below.)
11.9% are below yesterday’s low.
53.2% are inside yesterday’s range.
57.8% of stocks with today’s high > yesterday’s high. (42.2% less than).
32.7% of stocks with today’s low < yesterday’s low. (67.3% greater than).

EVIDENCE OF INTRADAY TREND (20170628 3:25 pm ET)
71.5% of stocks are above today’s open. (27.2% are below).
70.0% of stocks are above today’s open and yesterday’s close.
15.0% 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 3:25 pm ET)
15.4% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
66.5% are in the top half. 33.5% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20170628 3:25 pm ET)
83.1% of stocks are above yesterday’s close. (16.9% are below.)
2.1% are up 4.5% or more. 0.1% are down 4.5% or more.
4.5% are up 3.5% or more. 0.3% are down 3.5% or more.
43.2% are between +1% and -1%.

RSI on DAILY (20170628 3:25 pm ET)
2-day: >=95:11.7%…>=90:22.6%…>=80:39.6%…>=50:72.8%…<=20:11.5%…<=10:5.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:63.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170628 3:25 pm ET)
35.0% above previous 1 highs, 11.9% below previous 1 lows
26.1% above previous 2 highs, 10.1% below previous 2 lows
25.1% above previous 3 highs, 8.1% below previous 3 lows
24.1% above previous 4 highs, 6.9% below previous 4 lows
18.6% above previous 5 highs, 5.9% below previous 5 lows
15.3% above previous 6 highs, 5.9% below previous 6 lows
13.3% above previous 7 highs, 5.6% below previous 7 lows
12.8% above previous 8 highs, 5.2% below previous 8 lows
11.2% above previous 9 highs, 4.4% below previous 9 lows
8.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170628 3:25 pm ET)
83.1% are above or equal to 6/27 close (1 days ago), 16.9% are below.
58.9% are above or equal to 6/26 close (2 days ago), 41.1% are below.
60.3% are above or equal to 6/23 close (3 days ago), 39.7% are below.
67.0% are above or equal to 6/22 close (4 days ago), 33.0% are below.
66.9% are above or equal to 6/21 close (5 days ago), 33.1% are below.
61.2% are above or equal to 6/20 close (6 days ago), 38.8% are below.
46.6% are above or equal to 6/19 close (7 days ago), 53.4% are below.
56.0% are above or equal to 6/16 close (8 days ago), 44.0% are below.
57.1% are above or equal to 6/15 close (9 days ago), 42.9% are below.
49.3% are above or equal to 6/14 close (10 days ago), 50.7% are below.
46.8% are above or equal to 6/13 close (11 days ago), 53.2% are below.
54.4% are above or equal to 6/12 close (12 days ago), 45.6% are below.
55.8% are above or equal to 6/9 close (13 days ago), 44.2% are below.
60.1% are above or equal to 6/8 close (14 days ago), 39.9% are below.
61.4% are above or equal to 6/7 close (15 days ago), 38.6% are below.
61.4% are above or equal to 6/6 close (16 days ago), 38.6% are below.
59.0% are above or equal to 6/5 close (17 days ago), 41.0% are below.
56.2% are above or equal to 6/2 close (18 days ago), 43.8% are below.
57.2% are above or equal to 6/1 close (19 days ago), 42.8% are below.
66.2% are above or equal to 5/31 close (20 days ago), 33.8% are below.
66.1% are above or equal to 5/30 close (21 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170628 3:25 pm ET)
20d: 12.9% new highs, 5.2% new lows
21d: 12.7% new highs, 5.1% new lows
42d: 9.0% new highs, 2.5% new lows
63d: 7.7% new highs, 1.8% new lows
126d: 5.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170628 3:25 pm ET)
2-day: 83.0% above, 17.0% below
3-day: 71.0% above, 29.0% below
4-day: 66.7% above, 33.3% below
5-day: 66.7% above, 33.3% below
8-day: 64.3% above, 35.7% below
10-day: 62.9% above, 37.1% below
20-day: 60.0% above, 40.0% below
50-day: 64.3% above, 35.7% below
200-day: 65.5% above, 34.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170628 3:25 pm ET)
META(27): 2.17% Top=CLF STLD TECK X CNX AA AKS CENX ….. CCJ AEM FNV ABX AGI NEM GG TAHO=Bottom (Metals & Mining)
ELEC(46): 2.02% Top=CY IDTI SPWR CSIQ HIMX AMBA NVDA SIMO ….. CGNX GRMN WAT TRMB TER SWKS CAVM AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(26): 1.81% Top=XPO JBHT TK TRN SNDR ODFL GWR DAL ….. LUV KSU EXPD CP UPS CHRW ALK SAVE=Bottom (Transportation)
COSW(82): 1.52% Top=NTNX TRIP PFPT NCR TTD VEEV MDSO TWLO ….. ORCL INTU DATA MTCH TWTR OKTA NUAN EQIX=Bottom (Computer Software/Internet)
ENER(87): 1.45% Top=ETE WPX RES FRAC SM CRC DCP PUMP ….. OXY RSPP FANG SN PBF BCEI PDCE CRZO=Bottom (Energy)
MATE(28): 1.42% Top=KBH MDR USG GMS TPH CAA OC PHM ….. WCN MLM RSG EME PWR RYN JELD VMC=Bottom (Materials & Construction)
CHEM(27): 1.40% Top=TROX CC WLK OLN CBT ALB PAH RPM ….. IFF APD PPG DOW MOS ASH SMG POT=Bottom (Chemicals/Fertilizers)
MANU(38): 1.36% Top=ATI KMT JKS BWXT MRC RS TEX CAT ….. SWK TTC NDSN DHR AOS DDD MHK GE=Bottom (Manufacturing)
INSU(32): 1.33% Top=MBI AFSI SLF MET PRU CNO UNM LNC ….. FNF AFL ALL XL RDN TRV PGR FAF=Bottom (Insurance)
FINA(89): 1.31% Top=FHB RJF BAC PYPL BMO AMP SEIC VOYA ….. SLM CMA MS WETF BOFI PSEC LM CLNS=Bottom (Banks/Financials)
DISV(50): 1.26% Top=HRI MYGN WTW RRD R YY FLT ATGE ….. CNDT RBA INFO FDC BFAM SBAC PAYX HRB=Bottom (Diversified Services)
COHW(38): 1.25% Top=BBRY VG ACIA CIEN UBNT NTAP VIAV PSTG ….. INFN MSI T TMUS SSYS VZ ZAYO CCI=Bottom (Computer Hardware/Telecom)
HEAL(43): 1.24% Top=IRTC ACHC NUVA TVTY MZOR THC OPK UHS ….. ANTM MOH ZBH BDX SYK DXCM VAR ABT=Bottom (Health)
CONS(50): 0.54% Top=KS PAY OI LULU PKG WWW GPK CCK ….. PG CL IP CRI ELF FOSL GOOS GIL=Bottom (Consumer)
RETA(60): 0.52% Top=SFM BLDR KR GNC ROST RH BURL GES ….. BIG AZO KMX BBBY ORLY FND AAP CVNA=Bottom (Retail & Specialty Retail)
LEIS(38): 0.50% Top=SEAS GPRO BYD WEN RCL CCL EXPE SIX ….. MGM HLT STAY JACK PK SONC MLCO DRI=Bottom (Leisure)
REAL(108): -0.18% Top=DDR RPT CBG NNN REG SKT STOR BAM ….. UNIT ARR CONE TWO NLY RLJ CIM CBL=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 3:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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