daytrend

06/29/2017

Filed under: Market Stats — daytrend @ 10:25 am

Market Stats at 11:25 am ET
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY’S RANGE (20170629 11:25 am ET)
20.3% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
30.9% are below yesterday’s low.
48.7% are inside yesterday’s range.
42.1% of stocks with today’s high > yesterday’s high. (57.9% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND (20170629 11:25 am ET)
28.8% of stocks are above today’s open. (70.7% are below).
26.6% of stocks are above today’s open and yesterday’s close.
58.9% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 11:25 am ET)
2.7% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
30.4% are in the top half. 69.6% of stocks are in the bottom half of today’s range.
43.7% are in the bottom 20%.
28.7% are in the bottom 10%.

GAIN (20170629 11:25 am ET)
38.8% of stocks are above yesterday’s close. (61.2% are below.)
1.5% are up 4.5% or more. 0.6% are down 4.5% or more.
2.7% are up 3.5% or more. 1.7% are down 3.5% or more.
46.9% are between +1% and -1%.

RSI on DAILY (20170629 11:25 am ET)
2-day: >=95:14.8%…>=90:21.9%…>=80:31.8%…>=50:47.4%…<=20:21.2%…<=10:9.9%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:52.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:56.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 11:25 am ET)
20.3% above previous 1 highs, 30.9% below previous 1 lows
18.4% above previous 2 highs, 23.4% below previous 2 lows
17.8% above previous 3 highs, 22.5% below previous 3 lows
17.6% above previous 4 highs, 20.1% below previous 4 lows
17.2% above previous 5 highs, 17.9% below previous 5 lows
14.7% above previous 6 highs, 16.7% below previous 6 lows
13.6% above previous 7 highs, 15.2% below previous 7 lows
10.2% above previous 8 highs, 14.8% below previous 8 lows
9.6% above previous 9 highs, 12.8% below previous 9 lows
8.6% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 11:25 am ET)
38.8% are above or equal to 6/28 close (1 days ago), 61.2% are below.
62.2% are above or equal to 6/27 close (2 days ago), 37.8% are below.
49.9% are above or equal to 6/26 close (3 days ago), 50.1% are below.
51.8% are above or equal to 6/23 close (4 days ago), 48.2% are below.
56.6% are above or equal to 6/22 close (5 days ago), 43.4% are below.
57.6% are above or equal to 6/21 close (6 days ago), 42.4% are below.
52.2% are above or equal to 6/20 close (7 days ago), 47.8% are below.
42.9% are above or equal to 6/19 close (8 days ago), 57.1% are below.
50.6% are above or equal to 6/16 close (9 days ago), 49.4% are below.
52.5% are above or equal to 6/15 close (10 days ago), 47.5% are below.
45.5% are above or equal to 6/14 close (11 days ago), 54.5% are below.
41.4% are above or equal to 6/13 close (12 days ago), 58.6% are below.
51.4% are above or equal to 6/12 close (13 days ago), 48.6% are below.
52.3% are above or equal to 6/9 close (14 days ago), 47.7% are below.
56.3% are above or equal to 6/8 close (15 days ago), 43.7% are below.
58.3% are above or equal to 6/7 close (16 days ago), 41.7% are below.
57.5% are above or equal to 6/6 close (17 days ago), 42.5% are below.
54.3% are above or equal to 6/5 close (18 days ago), 45.7% are below.
52.5% are above or equal to 6/2 close (19 days ago), 47.5% are below.
54.5% are above or equal to 6/1 close (20 days ago), 45.5% are below.
62.8% are above or equal to 5/31 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 11:25 am ET)
20d: 12.4% new highs, 8.9% new lows
21d: 12.3% new highs, 8.2% new lows
42d: 8.7% new highs, 3.4% new lows
63d: 7.2% new highs, 2.4% new lows
126d: 3.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 11:25 am ET)
2-day: 38.4% above, 61.6% below
3-day: 50.9% above, 49.1% below
4-day: 49.7% above, 50.3% below
5-day: 50.5% above, 49.5% below
8-day: 53.2% above, 46.8% below
10-day: 51.5% above, 48.5% below
20-day: 52.1% above, 47.9% below
50-day: 60.3% above, 39.7% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 11:25 am ET)
ENER(88): 1.81% Top=BAS SWN SPN CLR SM DVN PDCE MUR ….. MPC XOM FTI TSO NFG VVV PBF MDU=Bottom (Energy)
FINA(89): 0.93% Top=RF OZRK FITB C WFC BGCP FHB PB ….. BX CME EFX APO COF WETF LM PYPL=Bottom (Banks/Financials)
INSU(32): 0.20% Top=LNC CNO MET SLF PRU MTG L HIG ….. TMK FNF AON PGR MMC AFL TRV AFSI=Bottom (Insurance)
RETA(60): 0.06% Top=GES TLRD CHS FINL DSW AEO URBN AN ….. FND RH EBAY NFLX LL W BABA MELI=Bottom (Retail & Specialty Retail)
CONS(50): -0.10% Top=FOSL TPX LULU RL WWW UAA FL SKX ….. BERY EL CLX KMB EPC FBHS ENR GOOS=Bottom (Consumer)
CHEM(29): -0.15% Top=CF WLK MOS DD DOW CE POT GRA ….. PX RPM APD ALB FMC SHW IFF CC=Bottom (Chemicals/Fertilizers)
META(27): -0.24% Top=SLCA CNX FCX CENX SCCO X STLD CLF ….. GG NEM WPM RGLD AG AEM SSRI AGI=Bottom (Metals & Mining)
TRAN(26): -0.25% Top=TK ALK DAL SNDR AAL WAB XPO CHRW ….. KSU UAL SWFT GWR NSC CSX CNI SAVE=Bottom (Transportation)
MANU(38): -0.29% Top=ATI MRC TEX ITT SNA RS XYL CFX ….. AOS NDSN DE HON TTC MHK DDD MIDD=Bottom (Manufacturing)
LEIS(37): -0.47% Top=BLMN EAT SONC SEAS CMG TXRH LQ MLCO ….. QSR HLT DPZ SHAK WYN MAR RCL EXPE=Bottom (Leisure)
DISV(50): -0.48% Top=URI CAR HRI DFIN RBA ZTO AL CNDT ….. V GPN CXW FISV YY WTW MA MYGN=Bottom (Diversified Services)
REAL(110): -0.66% Top=SC PEI DDR KRG BRX KIM RPAI CBL ….. OHI CONE SNH EDR COR HR GOV DOC=Bottom (Real Estate)
HEAL(43): -0.70% Top=CYH ABT UHS MD ACHC HCA VAR ZBH ….. EW PRAH ALGN BSX IART CNC OPK IRTC=Bottom (Health)
MATE(29): -1.04% Top=CBI MDR FAST SUM WY FLR SRCL PWR ….. PHM VMC RYN RSG DAR WCN USG GMS=Bottom (Materials & Construction)
COSW(84): -1.61% Top=SNAP FDS NCR DNB YELP MDRX BIDU MDSO ….. EQIX NOW DATA NTES BLKB JD MTCH SHOP=Bottom (Computer Software/Internet)
COHW(38): -1.61% Top=BCE VZ S T JNPR TU NTAP TDC ….. UBNT STX VIAV INFN BBRY ANET FNSR SSYS=Bottom (Computer Hardware/Telecom)
ELEC(46): -1.83% Top=AYI GRMN FLEX IDTI TEL CSIQ WAT GLW ….. LRCX CY NVDA CAVM AMD ON PI ICHR=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 11:25 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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