daytrend

07/06/2017

Filed under: Market Stats — daytrend @ 11:21 am

Market Stats at 12:20 pm 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 12:20 pm ET)
7.6% of stocks are above yesterday’s high.
32.0% are above yesterday’s midpoint. (68.0% are below.)
31.0% are below yesterday’s low.
61.5% are inside yesterday’s range.
17.6% of stocks with today’s high > yesterday’s high. (82.4% less than).
60.2% of stocks with today’s low < yesterday’s low. (39.8% greater than).

EVIDENCE OF INTRADAY TREND (20170706 12:20 pm ET)
43.7% of stocks are above today’s open. (54.4% are below).
24.7% of stocks are above today’s open and yesterday’s close.
50.9% 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 12:20 pm ET)
9.0% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170706 12:20 pm ET)
29.4% of stocks are above yesterday’s close. (70.6% are below.)
0.0% are up 4.5% or more. 0.6% are down 4.5% or more.
0.1% are up 3.5% or more. 1.1% are down 3.5% or more.
70.4% are between +1% and -1%.

RSI on DAILY (20170706 12:20 pm ET)
2-day: >=95:4.3%…>=90:7.2%…>=80:11.6%…>=50:33.0%…<=20:25.8%…<=10:10.3%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:44.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:48.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170706 12:20 pm ET)
7.6% above previous 1 highs, 31.0% below previous 1 lows
4.7% above previous 2 highs, 25.8% below previous 2 lows
4.3% above previous 3 highs, 20.3% below previous 3 lows
3.8% above previous 4 highs, 16.6% below previous 4 lows
3.8% above previous 5 highs, 15.2% below previous 5 lows
3.6% above previous 6 highs, 14.1% below previous 6 lows
3.2% above previous 7 highs, 12.3% below previous 7 lows
3.2% above previous 8 highs, 11.0% below previous 8 lows
3.2% above previous 9 highs, 9.9% below previous 9 lows
3.1% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170706 12:20 pm ET)
29.4% are above or equal to 7/5 close (1 days ago), 70.6% are below.
35.6% are above or equal to 7/3 close (2 days ago), 64.4% are below.
45.0% are above or equal to 6/30 close (3 days ago), 55.0% are below.
51.2% are above or equal to 6/29 close (4 days ago), 48.8% are below.
36.8% are above or equal to 6/28 close (5 days ago), 63.2% are below.
50.4% are above or equal to 6/27 close (6 days ago), 49.6% are below.
44.2% are above or equal to 6/26 close (7 days ago), 55.8% are below.
48.1% are above or equal to 6/23 close (8 days ago), 51.9% are below.
52.5% are above or equal to 6/22 close (9 days ago), 47.5% are below.
54.4% are above or equal to 6/21 close (10 days ago), 45.6% are below.
48.9% are above or equal to 6/20 close (11 days ago), 51.1% are below.
39.3% are above or equal to 6/19 close (12 days ago), 60.7% are below.
45.1% are above or equal to 6/16 close (13 days ago), 54.9% are below.
48.6% are above or equal to 6/15 close (14 days ago), 51.4% are below.
43.6% are above or equal to 6/14 close (15 days ago), 56.4% are below.
39.7% are above or equal to 6/13 close (16 days ago), 60.3% are below.
45.4% are above or equal to 6/12 close (17 days ago), 54.6% are below.
47.0% are above or equal to 6/9 close (18 days ago), 53.0% are below.
51.1% are above or equal to 6/8 close (19 days ago), 48.9% are below.
52.8% are above or equal to 6/7 close (20 days ago), 47.2% are below.
51.8% are above or equal to 6/6 close (21 days ago), 48.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170706 12:20 pm ET)
20d: 3.6% new highs, 10.2% new lows
21d: 3.6% new highs, 9.8% new lows
42d: 2.7% new highs, 3.7% new lows
63d: 2.1% new highs, 2.6% new lows
126d: 1.0% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170706 12:20 pm ET)
2-day: 28.4% above, 71.6% below
3-day: 29.5% above, 70.5% below
4-day: 35.3% above, 64.7% below
5-day: 40.4% above, 59.6% below
8-day: 39.0% above, 61.0% below
10-day: 42.9% above, 57.1% below
20-day: 43.6% above, 56.4% below
50-day: 54.0% above, 46.0% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170706 12:20 pm ET)
INSU(30): 0.20% Top=PRU LNC UNM MBI AIG AGO MET CNO ….. RE FAF PGR AFL RDN FNF ACGL MTG=Bottom (Insurance)
CHEM(26): 0.17% Top=WLK PAH TROX HUN CC EMN DD CE ….. PX MOS MON RPM CF SHW PPG VSM=Bottom (Chemicals/Fertilizers)
FINA(79): 0.05% Top=APO FNB WBS PNC TCF BMO WDR VOYA ….. EV AXP CME SLM TWNK BOFI PYPL EFX=Bottom (Banks/Financials)
META(24): 0.05% Top=AA STLD CMC NUE AKS X CCJ AGI ….. CLF FNV NEM AEM WPM ABX SCCO AG=Bottom (Metals & Mining)
ENER(81): -0.05% Top=LPI CPE FRAC ENLK OAS ECA MPC MMP ….. RRC KOS APA NFX PBF FANG CRC COG=Bottom (Energy)
MANU(37): -0.13% Top=DOV KMT JKS FLS CMI RS EMR ROK ….. DE WBT AOS SNA DHR DDD AGCO GE=Bottom (Manufacturing)
TRAN(23): -0.25% Top=AAL LUV DAL ALK CP TK SAVE JBLU ….. NSC TRN EXPD XPO CHRW KSU SWFT SNDR=Bottom (Transportation)
ELEC(41): -0.38% Top=CREE MSCC AVGO LRCX NVDA SWKS TXN PI ….. TER JBL INTC APH CAVM GLW GRMN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): -0.50% Top=WTW RRD AL ILG HRB ZTO PCLN SBAC ….. BFAM TRU MYGN FDC AMN DFIN ULTA ATGE=Bottom (Diversified Services)
COSW(78): -0.59% Top=OKTA TWTR WUBA NTES MTCH TEAM SINA SSNC ….. MDRX ACN FDS MULE AKAM TWLO VIPS NCR=Bottom (Computer Software/Internet)
LEIS(34): -0.68% Top=HGV LQ GPRO TXRH BLMN DPZ H DNKN ….. MGM SEAS QSR CCL RCL LVS ARMK YUMC=Bottom (Leisure)
CONS(48): -0.79% Top=BMS AVY OI CCK NKE GT PG PKG ….. ELF PVH WHR RL FOSL GOOS LULU TPX=Bottom (Consumer)
MATE(26): -0.82% Top=PWR MDR FAST VMC PHM MLM SUM DHI ….. CAA KBH LEN TOL JELD USG WY CBI=Bottom (Materials & Construction)
COHW(37): -0.85% Top=ACIA CTL LVLT TU TDS UBNT CIEN BCE ….. T ZAYO TDC VZ CDW HPQ NTAP STX=Bottom (Computer Hardware/Telecom)
REAL(104): -0.94% Top=KIM RLJ FPO UNIT BRX AMH PKY FR ….. DOC HCP HR MAA EQR CUBE HTA UDR=Bottom (Real Estate)
HEAL(40): -1.22% Top=IRWD OPK SYK ANTM A TMO RMD STE ….. UHS NUVA CNC HCA MD THC CYH ACHC=Bottom (Health)
RETA(56): -1.31% Top=RH KR SFM MELI COST FND KMX WMT ….. CHS SIG AEO BBBY GES 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 12:20 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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