daytrend

07/06/2017

Filed under: Market Stats — daytrend @ 9:49 am

Market Stats at 10:49 am ET
by daytrend on 20170706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 807.

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

COMPARED TO YESTERDAY’S RANGE (20170706 10:49 am ET)
3.6% of stocks are above yesterday’s high.
22.3% are above yesterday’s midpoint. (77.7% are below.)
38.8% are below yesterday’s low.
57.6% are inside yesterday’s range.
12.3% of stocks with today’s high > yesterday’s high. (87.7% less than).
58.1% of stocks with today’s low < yesterday’s low. (41.9% greater than).

EVIDENCE OF INTRADAY TREND (20170706 10:49 am ET)
29.7% of stocks are above today’s open. (68.8% are below).
13.0% of stocks are above today’s open and yesterday’s close.
65.6% are below both.
0.6% of stocks opened above yesterday’s high.
15.9% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
18.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170706 10:49 am ET)
5.3% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
34.1% are in the top half. 65.9% of stocks are in the bottom half of today’s range.
30.4% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20170706 10:49 am ET)
17.2% of stocks are above yesterday’s close. (82.8% are below.)
0.0% are up 4.5% or more. 0.5% are down 4.5% or more.
0.0% are up 3.5% or more. 1.4% are down 3.5% or more.
63.9% are between +1% and -1%.

RSI on DAILY (20170706 10:49 am ET)
2-day: >=95:1.7%…>=90:3.6%…>=80:6.8%…>=50:23.3%…<=20:30.5%…<=10:11.5%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:40.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170706 10:49 am ET)
3.6% above previous 1 highs, 38.8% below previous 1 lows
1.7% above previous 2 highs, 31.2% below previous 2 lows
1.6% above previous 3 highs, 23.7% below previous 3 lows
1.5% above previous 4 highs, 18.3% below previous 4 lows
1.5% above previous 5 highs, 17.2% below previous 5 lows
1.4% above previous 6 highs, 15.9% below previous 6 lows
1.2% above previous 7 highs, 13.9% below previous 7 lows
1.2% above previous 8 highs, 12.1% below previous 8 lows
1.2% above previous 9 highs, 10.5% below previous 9 lows
1.1% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170706 10:49 am ET)
17.2% are above or equal to 7/5 close (1 days ago), 82.8% are below.
29.6% are above or equal to 7/3 close (2 days ago), 70.4% are below.
37.3% are above or equal to 6/30 close (3 days ago), 62.7% are below.
45.5% are above or equal to 6/29 close (4 days ago), 54.5% are below.
33.5% are above or equal to 6/28 close (5 days ago), 66.5% are below.
48.3% are above or equal to 6/27 close (6 days ago), 51.7% are below.
42.1% are above or equal to 6/26 close (7 days ago), 57.9% are below.
45.1% are above or equal to 6/23 close (8 days ago), 54.9% are below.
50.9% are above or equal to 6/22 close (9 days ago), 49.1% are below.
52.8% are above or equal to 6/21 close (10 days ago), 47.2% are below.
47.1% are above or equal to 6/20 close (11 days ago), 52.9% are below.
37.4% are above or equal to 6/19 close (12 days ago), 62.6% are below.
44.1% are above or equal to 6/16 close (13 days ago), 55.9% are below.
46.3% are above or equal to 6/15 close (14 days ago), 53.7% are below.
42.3% are above or equal to 6/14 close (15 days ago), 57.7% are below.
36.8% are above or equal to 6/13 close (16 days ago), 63.2% are below.
43.9% are above or equal to 6/12 close (17 days ago), 56.1% are below.
44.5% are above or equal to 6/9 close (18 days ago), 55.5% are below.
49.4% are above or equal to 6/8 close (19 days ago), 50.6% are below.
50.8% are above or equal to 6/7 close (20 days ago), 49.2% are below.
50.8% are above or equal to 6/6 close (21 days ago), 49.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170706 10:49 am ET)
20d: 2.4% new highs, 9.0% new lows
21d: 2.4% new highs, 8.7% new lows
42d: 2.0% new highs, 3.1% new lows
63d: 1.6% new highs, 2.2% new lows
126d: 0.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170706 10:49 am ET)
2-day: 15.9% above, 84.1% below
3-day: 18.1% above, 81.9% below
4-day: 25.7% above, 74.3% below
5-day: 32.1% above, 67.9% below
8-day: 34.6% above, 65.4% below
10-day: 38.8% above, 61.2% below
20-day: 41.9% above, 58.1% below
50-day: 52.7% above, 47.3% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170706 10:49 am ET)
INSU(30): 0.03% Top=MBI LNC PRU UNM AIG XL AGO MET ….. BRO ORI RE FNF AFL ACGL MTG RDN=Bottom (Insurance)
FINA(79): -0.30% Top=FNB APO TCF RJF BKU PNC WBS BAC ….. EV CME SLM TD BOFI EFX PYPL WETF=Bottom (Banks/Financials)
MANU(37): -0.37% Top=DOV KMT CMI ROK RS FLS HON EMR ….. CFX DDD DHR AGCO SNA WBT TEX GE=Bottom (Manufacturing)
ENER(81): -0.39% Top=DO ENLK PUMP LPI MMP WES CPE RSPP ….. WPX SPN NFX HFC PBF COG KOS CRC=Bottom (Energy)
CHEM(26): -0.44% Top=ALB APD WLK HUN CC PX EMN CE ….. ASH FMC AGU POT TROX CF MOS VSM=Bottom (Chemicals/Fertilizers)
META(24): -0.59% Top=STLD AA AGI CMC NUE CCJ X CNX ….. FNV WPM AEM ABX FCX AG SCCO CLF=Bottom (Metals & Mining)
TRAN(23): -0.68% Top=AAL WAB LUV CP UNP JBHT ALK DAL ….. SAVE EXPD NSC SWFT TRN SNDR CHRW TK=Bottom (Transportation)
ELEC(41): -0.79% Top=CREE MSCC LRCX TXN AMAT CGNX TRMB NVDA ….. APH INTC CRUS SIMO CAVM TER AMD PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): -0.80% Top=RRD BAH HRB AL SBAC ILG WTW SCI ….. GPN AMN FDC VNTV CXW CAR ULTA ATGE=Bottom (Diversified Services)
COSW(78): -0.82% Top=TWTR OKTA TEAM NTES MTCH WUBA DST SPLK ….. NTNX YELP AABA SHOP MULE AKAM VIPS NCR=Bottom (Computer Software/Internet)
LEIS(34): -0.93% Top=GPRO DPZ LQ PK WYNN H MCD TXRH ….. MAR CCL JACK ARMK QSR RCL SEAS YUMC=Bottom (Leisure)
REAL(104): -0.99% Top=RLJ KIM FPO PKY VER SHO FR CCP ….. DFT MAA HCP COR GEO MAC HTA UDR=Bottom (Real Estate)
CONS(48): -1.00% Top=AVY OI BMS PG CHD CL CLX NKE ….. PVH GOOS KS WHR RL LULU TPX FOSL=Bottom (Consumer)
COHW(37): -1.04% Top=CTL LVLT UBNT TU BCE TDS COMM ACIA ….. T INFN VZ NTAP ANET CDW HPQ STX=Bottom (Computer Hardware/Telecom)
MATE(26): -1.11% Top=PWR MLM FAST VMC RSG WM WCN PHM ….. CAA SRCL KBH DAR WY JELD USG CBI=Bottom (Materials & Construction)
HEAL(40): -1.14% Top=IRWD STE OPK TMO COO A SYK PKI ….. UHS IRTC HCA MD CNC ACHC THC CYH=Bottom (Health)
RETA(56): -1.43% Top=SFM KR CASY COST KMX WMT AZO ORLY ….. GES DSW TLRD AEO SIG URBN CVNA LB=Bottom (Retail & Specialty Retail)

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 10:49 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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