daytrend

07/05/2017

Filed under: Market Stats — daytrend @ 9:00 am

Market Stats at 9:59 am ET
by daytrend on 20170705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170705 9:59 am ET)
5.1% of stocks are above yesterday’s high.
28.9% are above yesterday’s midpoint. (71.1% are below.)
25.3% are below yesterday’s low.
69.6% are inside yesterday’s range.
17.3% of stocks with today’s high > yesterday’s high. (82.7% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20170705 9:59 am ET)
26.9% of stocks are above today’s open. (71.3% are below).
22.8% of stocks are above today’s open and yesterday’s close.
63.2% are below both.
2.3% of stocks opened above yesterday’s high.
50.3% of stocks opened above yesterday’s close. (42.9% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170705 9:59 am ET)
4.5% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
31.5% are in the top half. 68.5% of stocks are in the bottom half of today’s range.
33.4% are in the bottom 20%.
16.1% are in the bottom 10%.

GAIN (20170705 9:59 am ET)
32.9% of stocks are above yesterday’s close. (67.1% are below.)
0.0% are up 4.5% or more. 0.6% are down 4.5% or more.
0.3% are up 3.5% or more. 1.6% are down 3.5% or more.
70.5% are between +1% and -1%.

RSI on DAILY (20170705 9:59 am ET)
2-day: >=95:2.8%…>=90:5.3%…>=80:14.1%…>=50:45.2%…<=20:15.2%…<=10:7.8%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:54.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170705 9:59 am ET)
5.1% above previous 1 highs, 25.3% below previous 1 lows
4.5% above previous 2 highs, 12.5% below previous 2 lows
3.7% above previous 3 highs, 7.8% below previous 3 lows
3.3% above previous 4 highs, 7.2% below previous 4 lows
2.2% above previous 5 highs, 6.4% below previous 5 lows
1.7% above previous 6 highs, 5.7% below previous 6 lows
1.7% above previous 7 highs, 5.0% below previous 7 lows
1.7% above previous 8 highs, 4.6% below previous 8 lows
1.5% above previous 9 highs, 4.4% below previous 9 lows
1.4% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170705 9:59 am ET)
32.9% are above or equal to 7/3 close (1 days ago), 67.1% are below.
57.5% are above or equal to 6/30 close (2 days ago), 42.5% are below.
62.8% are above or equal to 6/29 close (3 days ago), 37.2% are below.
45.3% are above or equal to 6/28 close (4 days ago), 54.7% are below.
59.9% are above or equal to 6/27 close (5 days ago), 40.1% are below.
51.1% are above or equal to 6/26 close (6 days ago), 48.9% are below.
53.7% are above or equal to 6/23 close (7 days ago), 46.3% are below.
57.0% are above or equal to 6/22 close (8 days ago), 43.0% are below.
57.8% are above or equal to 6/21 close (9 days ago), 42.2% are below.
54.5% are above or equal to 6/20 close (10 days ago), 45.5% are below.
43.8% are above or equal to 6/19 close (11 days ago), 56.2% are below.
52.0% are above or equal to 6/16 close (12 days ago), 48.0% are below.
52.8% are above or equal to 6/15 close (13 days ago), 47.2% are below.
47.7% are above or equal to 6/14 close (14 days ago), 52.3% are below.
43.1% are above or equal to 6/13 close (15 days ago), 56.9% are below.
49.5% are above or equal to 6/12 close (16 days ago), 50.5% are below.
53.2% are above or equal to 6/9 close (17 days ago), 46.8% are below.
57.3% are above or equal to 6/8 close (18 days ago), 42.7% are below.
58.8% are above or equal to 6/7 close (19 days ago), 41.2% are below.
57.8% are above or equal to 6/6 close (20 days ago), 42.2% are below.
56.0% are above or equal to 6/5 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170705 9:59 am ET)
20d: 3.5% new highs, 4.3% new lows
21d: 3.5% new highs, 4.1% new lows
42d: 2.9% new highs, 1.7% new lows
63d: 2.2% new highs, 1.2% new lows
126d: 1.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170705 9:59 am ET)
2-day: 31.1% above, 68.9% below
3-day: 44.8% above, 55.2% below
4-day: 52.8% above, 47.2% below
5-day: 48.9% above, 51.1% below
8-day: 53.5% above, 46.5% below
10-day: 55.5% above, 44.5% below
20-day: 53.3% above, 46.7% below
50-day: 61.1% above, 38.9% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170705 9:59 am ET)
ELEC(46): 0.44% Top=TER AMD NVDA CAVM CGNX QRVO CY AMAT ….. KLAC JBL FLEX FSLR XPER AYI CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 0.15% Top=SQ FTNT BIDU SSNC CHKP ADBE SINA FIS ….. MANH OKTA WUBA NTES MULE SNAP TRIP NCR=Bottom (Computer Software/Internet)
DISV(47): -0.04% Top=ZTO ALLE URI WTW HRB MCO CXW FDC ….. AMN ULTA AL KBR HRI MYGN RRD YY=Bottom (Diversified Services)
MANU(37): -0.05% Top=TEX CAT JKS PH IR MIDD ITW AOS ….. DE ATI CFX GE RS EMR SNA DDD=Bottom (Manufacturing)
HEAL(42): -0.21% Top=ACHC PRAH NUVA ALGN A AET PKI BAX ….. IRWD DVA DXCM CYH RMD THC MOH OPK=Bottom (Health)
INSU(31): -0.25% Top=PGR SLF FNF ACGL RE AGO ALL MMC ….. LNC CINF BRO ORI MBI CNO AIG AFSI=Bottom (Insurance)
COHW(38): -0.25% Top=NTAP VIAV ANET VRSN HRS CDW UBNT MSI ….. BCE STX TU TDS CSCO TDC ZAYO BBRY=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.34% Top=CSX LUV SAVE FDX SWFT JBHT EXPD ODFL ….. KSU UNP CHRW CP JBLU SNDR CNI TK=Bottom (Transportation)
FINA(88): -0.35% Top=PYPL AMTD CBOE TWNK AMG ETFC SCHW MS ….. FHB COF TD HOMB SBNY NAVI UMPQ BKU=Bottom (Banks/Financials)
MATE(28): -0.37% Top=CBI SUM VMC WM OC RSG FLR PWR ….. TOL LEN KBH PHM WY TPH GMS MDR=Bottom (Materials & Construction)
CONS(50): -0.47% Top=ECL WHR KMB CLX WRK LEG HAS PG ….. WWW CRI NKE RL SKX GIL FOSL PAY=Bottom (Consumer)
META(27): -0.61% Top=NEM TAHO ABX RGLD SSRI CCJ AG FNV ….. PAAS TECK AGI CLF AKS CNX CMC SLCA=Bottom (Metals & Mining)
REAL(111): -0.64% Top=NLY AGNC AIV CPT TWO ARR CIM SC ….. MAC GGP WRI DDR RPAI BRX PEI KIM=Bottom (Real Estate)
LEIS(37): -0.82% Top=CCL RCL MAR EXPE MLCO WYN MGM MCD ….. BYD TXRH EAT QSR LQ SONC GPRO SEAS=Bottom (Leisure)
CHEM(27): -0.93% Top=ALB CC SMG PPG FMC AXTA ASH SHW ….. HUN CE EMN TROX CF MOS AGU POT=Bottom (Chemicals/Fertilizers)
RETA(59): -1.39% Top=W M ETSY WBA RH AMZN WMT DKS ….. DSW TLRD FND AEO GES AZO AAP ORLY=Bottom (Retail & Specialty Retail)
ENER(86): -1.76% Top=MPLX PBF BHI OKS DK MDU VVV NS ….. SPN CRC NBR OAS SU SN CRZO CVE=Bottom (Energy)

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 9:59 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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