daytrend

06/29/2017

Filed under: Market Stats — daytrend @ 9:26 am

Market Stats at 10:26 am ET
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20170629 10:26 am ET)
17.0% of stocks are above yesterday’s high.
41.3% are above yesterday’s midpoint. (58.7% are below.)
28.0% are below yesterday’s low.
55.0% are inside yesterday’s range.
36.3% of stocks with today’s high > yesterday’s high. (63.7% less than).
39.4% of stocks with today’s low < yesterday’s low. (60.6% greater than).

EVIDENCE OF INTRADAY TREND (20170629 10:26 am ET)
26.4% of stocks are above today’s open. (72.9% are below).
23.0% of stocks are above today’s open and yesterday’s close.
59.5% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.7% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 10:26 am ET)
9.6% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
28.9% are in the top half. 71.1% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
25.5% are in the bottom 10%.

GAIN (20170629 10:26 am ET)
36.9% of stocks are above yesterday’s close. (63.1% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.9% are up 3.5% or more. 0.7% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY (20170629 10:26 am ET)
2-day: >=95:13.9%…>=90:21.6%…>=80:31.2%…>=50:47.5%…<=20:20.7%…<=10:11.4%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:53.5%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 10:26 am ET)
17.0% above previous 1 highs, 28.0% below previous 1 lows
16.0% above previous 2 highs, 20.2% below previous 2 lows
15.3% above previous 3 highs, 18.7% below previous 3 lows
15.2% above previous 4 highs, 16.5% below previous 4 lows
14.4% above previous 5 highs, 14.3% below previous 5 lows
12.2% above previous 6 highs, 13.5% below previous 6 lows
11.2% above previous 7 highs, 12.6% below previous 7 lows
8.6% above previous 8 highs, 12.2% below previous 8 lows
8.5% above previous 9 highs, 10.9% below previous 9 lows
8.1% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 10:26 am ET)
36.9% are above or equal to 6/28 close (1 days ago), 63.1% are below.
63.2% are above or equal to 6/27 close (2 days ago), 36.8% are below.
51.0% are above or equal to 6/26 close (3 days ago), 49.0% are below.
52.0% are above or equal to 6/23 close (4 days ago), 48.0% are below.
57.3% are above or equal to 6/22 close (5 days ago), 42.7% are below.
57.8% are above or equal to 6/21 close (6 days ago), 42.2% are below.
52.9% are above or equal to 6/20 close (7 days ago), 47.1% are below.
42.5% are above or equal to 6/19 close (8 days ago), 57.5% are below.
51.4% are above or equal to 6/16 close (9 days ago), 48.6% are below.
52.9% are above or equal to 6/15 close (10 days ago), 47.1% are below.
46.5% are above or equal to 6/14 close (11 days ago), 53.5% are below.
41.8% are above or equal to 6/13 close (12 days ago), 58.2% are below.
51.2% are above or equal to 6/12 close (13 days ago), 48.8% are below.
52.5% are above or equal to 6/9 close (14 days ago), 47.5% are below.
55.0% are above or equal to 6/8 close (15 days ago), 45.0% are below.
58.6% are above or equal to 6/7 close (16 days ago), 41.4% are below.
57.1% are above or equal to 6/6 close (17 days ago), 42.9% are below.
54.5% are above or equal to 6/5 close (18 days ago), 45.5% are below.
52.1% are above or equal to 6/2 close (19 days ago), 47.9% are below.
53.8% are above or equal to 6/1 close (20 days ago), 46.2% are below.
62.5% are above or equal to 5/31 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 10:26 am ET)
20d: 11.4% new highs, 7.1% new lows
21d: 11.4% new highs, 6.5% new lows
42d: 8.5% new highs, 2.3% new lows
63d: 7.0% new highs, 1.8% new lows
126d: 3.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 10:26 am ET)
2-day: 35.7% above, 64.3% below
3-day: 50.2% above, 49.8% below
4-day: 50.3% above, 49.7% below
5-day: 50.7% above, 49.3% below
8-day: 53.4% above, 46.6% below
10-day: 52.0% above, 48.0% below
20-day: 52.3% above, 47.7% below
50-day: 61.3% above, 38.7% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 10:26 am ET)
ENER(87): 1.45% Top=BAS SPN SN CLR DO DVN FRAC CRZO ….. SU TSO FTI VVV NFG PUMP PBF MDU=Bottom (Energy)
FINA(89): 1.00% Top=RF C WAL OZRK BGCP WFC FITB ZION ….. MTB WETF CME LM COF APO EFX PYPL=Bottom (Banks/Financials)
INSU(32): 0.25% Top=MET LNC PRU CNO HIG MTG SLF UNM ….. AON FAF ACGL AJG FNF AFSI TRV AFL=Bottom (Insurance)
RETA(60): 0.19% Top=TLRD GES FINL CHS DSW WBA AEO SIG ….. W BABA EBAY NFLX FND BLDR LL MELI=Bottom (Retail & Specialty Retail)
META(27): 0.00% Top=SLCA FCX CNX TECK STLD SCCO CENX AKS ….. WPM OR NEM ABX AEM FNV GG AGI=Bottom (Metals & Mining)
CONS(50): -0.06% Top=TPX FOSL LULU UAA SKX HBI CRI FL ….. WRK FBHS CHD EL ENR EPC CLX KMB=Bottom (Consumer)
TRAN(26): -0.23% Top=TK ALK XPO SWFT ODFL LUV DAL EXPD ….. KSU NSC FDX GWR CSX SAVE CNI TRN=Bottom (Transportation)
MANU(38): -0.33% Top=ATI RS TEX ITT SNA GE CFX PNR ….. AOS NDSN JKS MHK BWXT ITW KMT MIDD=Bottom (Manufacturing)
CHEM(29): -0.38% Top=TROX CF WLK CE PAH MOS GRA HUN ….. SHW CBT ALB APD OLN FMC IFF CC=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.51% Top=SONC BLMN CMG TXRH EAT SEAS GPRO HGV ….. MGM WEN RCL H MAR QSR WYN EXPE=Bottom (Leisure)
DISV(50): -0.52% Top=URI CAR HRI ZTO DFIN HRB KBR R ….. V GPN LKSD CXW FISV MA MYGN YY=Bottom (Diversified Services)
HEAL(43): -0.69% Top=CYH ABT ACHC UHS MD HCA THC VAR ….. PRAH MOH IART CNC BSX DXCM OPK IRTC=Bottom (Health)
REAL(110): -0.80% Top=SC PEI DDR KRG KIM ALLY BRX RPAI ….. SNH HR EDR DFT COR NRZ GOV DOC=Bottom (Real Estate)
COSW(84): -1.19% Top=SNAP FDS YELP MDRX DNB FTNT BIDU MANH ….. ATVI EQIX JD TTWO DATA NTES SHOP BLKB=Bottom (Computer Software/Internet)
COHW(38): -1.25% Top=S VZ T CIEN COMM PANW JNPR BCE ….. UBNT WDC BBRY VIAV INFN FNSR ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(46): -1.32% Top=AYI GRMN SPWR AMBA MRVL TEL GLW FSLR ….. MCHP CAVM KLAC NVDA AMD CY ON ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -1.44% Top=CBI MDR WY EME SUM FLR WM SRCL ….. DHI PHM MLM TPH WCN KBH USG GMS=Bottom (Materials & Construction)

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 10:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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