daytrend

07/05/2017

Filed under: Market Stats — daytrend @ 11:27 am

Market Stats at 12:27 pm 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 12:27 pm ET)
8.7% of stocks are above yesterday’s high.
35.5% are above yesterday’s midpoint. (64.5% are below.)
29.4% are below yesterday’s low.
61.9% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
58.2% of stocks with today’s low < yesterday’s low. (41.8% greater than).

EVIDENCE OF INTRADAY TREND (20170705 12:27 pm ET)
35.9% of stocks are above today’s open. (62.0% are below).
32.2% of stocks are above today’s open and yesterday’s close.
57.5% are below both.
2.3% of stocks opened above yesterday’s high.
50.2% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170705 12:27 pm ET)
8.0% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
7.7% are in the bottom 10%.

GAIN (20170705 12:27 pm ET)
38.3% of stocks are above yesterday’s close. (61.7% are below.)
0.3% are up 4.5% or more. 2.2% are down 4.5% or more.
0.7% are up 3.5% or more. 4.6% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY (20170705 12:27 pm ET)
2-day: >=95:4.2%…>=90:7.3%…>=80:15.8%…>=50:47.6%…<=20:11.7%…<=10:5.8%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:54.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:56.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170705 12:27 pm ET)
8.7% above previous 1 highs, 29.4% below previous 1 lows
7.4% above previous 2 highs, 13.8% below previous 2 lows
5.7% above previous 3 highs, 9.5% below previous 3 lows
4.9% above previous 4 highs, 8.2% below previous 4 lows
3.8% above previous 5 highs, 7.1% below previous 5 lows
3.4% above previous 6 highs, 6.0% below previous 6 lows
2.9% above previous 7 highs, 5.1% below previous 7 lows
2.7% above previous 8 highs, 4.2% below previous 8 lows
2.4% above previous 9 highs, 3.8% below previous 9 lows
2.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170705 12:27 pm ET)
38.3% are above or equal to 7/3 close (1 days ago), 61.7% are below.
55.6% are above or equal to 6/30 close (2 days ago), 44.4% are below.
62.0% are above or equal to 6/29 close (3 days ago), 38.0% are below.
44.3% are above or equal to 6/28 close (4 days ago), 55.7% are below.
59.2% are above or equal to 6/27 close (5 days ago), 40.8% are below.
51.0% are above or equal to 6/26 close (6 days ago), 49.0% are below.
53.8% are above or equal to 6/23 close (7 days ago), 46.2% are below.
57.7% are above or equal to 6/22 close (8 days ago), 42.3% are below.
61.1% are above or equal to 6/21 close (9 days ago), 38.9% are below.
54.4% are above or equal to 6/20 close (10 days ago), 45.6% are below.
44.7% are above or equal to 6/19 close (11 days ago), 55.3% are below.
51.6% are above or equal to 6/16 close (12 days ago), 48.4% are below.
53.5% are above or equal to 6/15 close (13 days ago), 46.5% are below.
47.7% are above or equal to 6/14 close (14 days ago), 52.3% are below.
42.9% are above or equal to 6/13 close (15 days ago), 57.1% are below.
51.2% are above or equal to 6/12 close (16 days ago), 48.8% are below.
52.3% are above or equal to 6/9 close (17 days ago), 47.7% are below.
56.4% are above or equal to 6/8 close (18 days ago), 43.6% are below.
57.3% are above or equal to 6/7 close (19 days ago), 42.7% are below.
57.0% are above or equal to 6/6 close (20 days ago), 43.0% are below.
55.4% are above or equal to 6/5 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170705 12:27 pm ET)
20d: 5.1% new highs, 7.1% new lows
21d: 5.1% new highs, 6.9% new lows
42d: 4.5% new highs, 2.9% new lows
63d: 3.6% new highs, 2.0% new lows
126d: 2.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170705 12:27 pm ET)
2-day: 36.9% above, 63.1% below
3-day: 46.7% above, 53.3% below
4-day: 52.1% above, 47.9% below
5-day: 48.0% above, 52.0% below
8-day: 51.5% above, 48.5% below
10-day: 54.7% above, 45.3% below
20-day: 52.8% above, 47.2% below
50-day: 58.5% above, 41.5% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170705 12:27 pm ET)
ELEC(46): 0.90% Top=AMD PI TER CAVM NVDA QRVO XPER AMAT ….. TEL KLAC JBL FSLR FLEX CSIQ AYI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 0.79% Top=SQ FTNT COUP BIDU SSNC SHOP PTC ADBE ….. SABR NTES IBM TRIP MULE OKTA MANH SNAP=Bottom (Computer Software/Internet)
HEAL(42): 0.30% Top=ALGN CNC A ACHC EW AET ANTM STE ….. TVTY ZBH DVA BKD RMD OPK THC MD=Bottom (Health)
COHW(38): 0.04% Top=VIAV VRSN UBNT PSTG AAPL WDC S JNPR ….. CSCO CTL VZ ZAYO COMM TDC BBRY VG=Bottom (Computer Hardware/Telecom)
DISV(47): -0.08% Top=ZTO FDC MCO TRU WTW BAH MA PAYX ….. HRI KBR CAR ULTA DFIN VNTV YY RRD=Bottom (Diversified Services)
FINA(88): -0.20% Top=PYPL TWNK AMG CBOE ETFC EFX WDR AMP ….. SBNY UMPQ PB BOFI PACW BKU WU KKR=Bottom (Banks/Financials)
MANU(37): -0.28% Top=WBT AGCO NDSN ITW TEX CAT IR CMI ….. ITT RS XYL DDD EMR JKS SNA MRC=Bottom (Manufacturing)
TRAN(25): -0.33% Top=LUV CSX ODFL ALK JBHT AAL FDX EXPD ….. SWFT KSU TRN XPO SNDR UNP CHRW TK=Bottom (Transportation)
INSU(31): -0.40% Top=PGR SLF ACGL MTG ALL MMC AON FNF ….. FAF AIG MBI CINF CNO ORI BRO AFSI=Bottom (Insurance)
MATE(28): -0.47% Top=CBI VMC MLM SUM PWR WM RSG FAST ….. KBH LEN TPH RYN JELD WY MDR GMS=Bottom (Materials & Construction)
CONS(50): -0.50% Top=HAS WHR BLL TPX ECL CCK CLX LEG ….. COTY PBI GOOS WWW NKE FOSL PAY RL=Bottom (Consumer)
LEIS(37): -0.62% Top=CCL RCL EXPE MLCO WEN MAR WYNN MCD ….. YUMC RRR DRI GPRO BLMN SIX EAT SEAS=Bottom (Leisure)
META(27): -0.64% Top=NEM ABX RGLD CENX CCJ TAHO FCX SSRI ….. PAAS AKS CMC CNX AGI AG CLF SLCA=Bottom (Metals & Mining)
CHEM(27): -0.75% Top=ALB CC TROX FMC PPG ASH PAH SMG ….. WLK CE DD HUN RPM MOS AGU POT=Bottom (Chemicals/Fertilizers)
REAL(111): -1.14% Top=CPT AIV DRH ESRT EQR UDR OFC AMT ….. SPG DDR WRI BRX CBL RLJ PEI KIM=Bottom (Real Estate)
RETA(59): -1.40% Top=CVNA RH AMZN BABA W ETSY WBA NFLX ….. CHS BURL AEO LB GNC AZO AAP ORLY=Bottom (Retail & Specialty Retail)
ENER(86): -2.72% Top=OKS BHI SEP COG VVV MDU MPLX DCP ….. SM DO OAS CVE CRC SN NBR CRZO=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 12:27 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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