daytrend

06/29/2017

Filed under: Market Stats — daytrend @ 1:33 pm

Market Stats at 2:32 pm 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 2:32 pm ET)
12.3% of stocks are above yesterday’s high.
30.8% are above yesterday’s midpoint. (69.2% are below.)
43.9% are below yesterday’s low.
43.7% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
65.0% of stocks with today’s low < yesterday’s low. (35.0% greater than).

EVIDENCE OF INTRADAY TREND (20170629 2:32 pm ET)
19.5% of stocks are above today’s open. (80.4% are below).
16.9% of stocks are above today’s open and yesterday’s close.
70.5% 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 2:32 pm ET)
1.1% of stocks are in the top 10% of today’s range.
3.3% are in the top 20%.
17.1% are in the top half. 82.9% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170629 2:32 pm ET)
27.1% of stocks are above yesterday’s close. (72.9% are below.)
1.4% are up 4.5% or more. 1.5% are down 4.5% or more.
2.4% are up 3.5% or more. 5.3% are down 3.5% or more.
41.2% are between +1% and -1%.

RSI on DAILY (20170629 2:32 pm ET)
2-day: >=95:9.9%…>=90:17.1%…>=80:24.4%…>=50:38.5%…<=20:28.4%…<=10:14.2%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:46.1%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 2:32 pm ET)
12.3% above previous 1 highs, 43.9% below previous 1 lows
11.4% above previous 2 highs, 34.7% below previous 2 lows
10.8% above previous 3 highs, 32.3% below previous 3 lows
10.8% above previous 4 highs, 29.0% below previous 4 lows
10.4% above previous 5 highs, 25.8% below previous 5 lows
8.8% above previous 6 highs, 24.1% below previous 6 lows
7.9% above previous 7 highs, 22.6% below previous 7 lows
6.1% above previous 8 highs, 21.8% below previous 8 lows
5.8% above previous 9 highs, 18.7% below previous 9 lows
5.4% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 2:32 pm ET)
27.1% are above or equal to 6/28 close (1 days ago), 72.9% are below.
50.7% are above or equal to 6/27 close (2 days ago), 49.3% are below.
43.2% are above or equal to 6/26 close (3 days ago), 56.8% are below.
47.3% are above or equal to 6/23 close (4 days ago), 52.7% are below.
51.0% are above or equal to 6/22 close (5 days ago), 49.0% are below.
53.2% are above or equal to 6/21 close (6 days ago), 46.8% are below.
47.0% are above or equal to 6/20 close (7 days ago), 53.0% are below.
37.8% are above or equal to 6/19 close (8 days ago), 62.2% are below.
46.1% are above or equal to 6/16 close (9 days ago), 53.9% are below.
47.3% are above or equal to 6/15 close (10 days ago), 52.7% are below.
40.5% are above or equal to 6/14 close (11 days ago), 59.5% are below.
35.7% are above or equal to 6/13 close (12 days ago), 64.3% are below.
45.7% are above or equal to 6/12 close (13 days ago), 54.3% are below.
46.8% are above or equal to 6/9 close (14 days ago), 53.2% are below.
51.1% are above or equal to 6/8 close (15 days ago), 48.9% are below.
53.5% are above or equal to 6/7 close (16 days ago), 46.5% are below.
53.1% are above or equal to 6/6 close (17 days ago), 46.9% are below.
50.7% are above or equal to 6/5 close (18 days ago), 49.3% are below.
49.2% are above or equal to 6/2 close (19 days ago), 50.8% are below.
50.6% are above or equal to 6/1 close (20 days ago), 49.4% are below.
59.6% are above or equal to 5/31 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 2:32 pm ET)
20d: 12.6% new highs, 15.3% new lows
21d: 12.4% new highs, 14.3% new lows
42d: 8.8% new highs, 5.5% new lows
63d: 7.3% new highs, 3.8% new lows
126d: 3.9% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 2:32 pm ET)
2-day: 26.4% above, 73.6% below
3-day: 38.2% above, 61.8% below
4-day: 39.7% above, 60.3% below
5-day: 42.4% above, 57.6% below
8-day: 46.8% above, 53.2% below
10-day: 46.5% above, 53.5% below
20-day: 45.5% above, 54.5% below
50-day: 56.2% above, 43.8% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 2:32 pm ET)
ENER(88): 1.40% Top=CRZO DVN SWN CLR PDCE NFX MUR APC ….. TSO XOM NFG MPC MDU PBF VVV CRC=Bottom (Energy)
FINA(89): 0.43% Top=RF BGCP C WFC ZION OZRK FITB FHB ….. APO CME WDR EFX COF LM PYPL WETF=Bottom (Banks/Financials)
INSU(32): -0.10% Top=MET LNC PRU CNO SLF MBI UNM HIG ….. AON AFL RDN FAF PGR TRV MMC AFSI=Bottom (Insurance)
TRAN(26): -0.54% Top=SNDR TK ALK CHRW DAL AAL UPS XPO ….. TRN ODFL NSC JBHT SAVE CSX UAL CNI=Bottom (Transportation)
CONS(50): -0.59% Top=FOSL LULU TPX WWW MAT HBI RL SKX ….. EL KMB FBHS CLX KS BERY EPC GOOS=Bottom (Consumer)
RETA(60): -0.79% Top=GES TLRD DSW CHS FINL WBA URBN SIG ….. EBAY ETSY DKS W BABA FND LL MELI=Bottom (Retail & Specialty Retail)
MANU(38): -0.88% Top=ATI MRC RS CFX SNA ITT FLS XYL ….. AOS IR MHK TTC NDSN KMT DDD MIDD=Bottom (Manufacturing)
HEAL(43): -0.92% Top=CYH UHS ACHC ABT MD VAR AET HCA ….. HRC CNC IART ESRX IRTC ALGN OPK DXCM=Bottom (Health)
DISV(50): -0.99% Top=DFIN CAR URI RBA MAN HRI AMN R ….. MA ALLE FISV MYGN CXW RRD WTW LKSD=Bottom (Diversified Services)
CHEM(29): -1.02% Top=CF MOS CE WLK GRA MON DOW AXTA ….. OLN IFF ALB APD FMC SHW TROX CC=Bottom (Chemicals/Fertilizers)
META(27): -1.07% Top=SLCA CNX FCX STLD SCCO CMC NUE X ….. RGLD PAAS GG WPM AG AEM SSRI AGI=Bottom (Metals & Mining)
REAL(110): -1.10% Top=SC DDR PEI BRX KRG RPAI RPT NYRT ….. DFT CONE COR SNH HR OHI GOV DOC=Bottom (Real Estate)
LEIS(37): -1.11% Top=EAT CMG BLMN SEAS DNKN TXRH SONC DRI ….. LVS DPZ MGM YUMC WEN WYNN WYN SHAK=Bottom (Leisure)
MATE(29): -1.40% Top=CBI TPH LEN FAST WY MDR KBH FLR ….. WCN RSG MAS MLM VMC JELD USG GMS=Bottom (Materials & Construction)
COSW(84): -1.93% Top=SNAP WUBA BIDU NCR DNB FDS MDRX SPLK ….. VMW AZPN SQ JD DATA TTD SHOP NTES=Bottom (Computer Software/Internet)
COHW(38): -2.23% Top=T BCE VZ VRSN PANW NTAP CDW COMM ….. FNSR STX VG ANET CIEN ACIA VIAV INFN=Bottom (Computer Hardware/Telecom)
ELEC(46): -2.48% Top=AYI CSIQ GRMN WAT GLW IDTI TEL SPWR ….. MCHP TER KLAC LRCX AMD CGNX 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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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