daytrend

07/06/2017

Filed under: Market Stats — daytrend @ 1:26 pm

Market Stats at 2:25 pm ET
by daytrend on 20170706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 807.

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 (20170706 2:25 pm ET)
4.5% of stocks are above yesterday’s high.
24.7% are above yesterday’s midpoint. (75.3% are below.)
44.0% are below yesterday’s low.
51.5% are inside yesterday’s range.
19.1% of stocks with today’s high > yesterday’s high. (80.9% less than).
65.8% of stocks with today’s low < yesterday’s low. (34.2% greater than).

EVIDENCE OF INTRADAY TREND (20170706 2:25 pm ET)
30.9% of stocks are above today’s open. (68.2% are below).
15.4% of stocks are above today’s open and yesterday’s close.
66.8% 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 2:25 pm ET)
2.6% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
30.2% are in the top half. 69.8% of stocks are in the bottom half of today’s range.
40.4% are in the bottom 20%.
22.9% are in the bottom 10%.

GAIN (20170706 2:25 pm ET)
17.0% of stocks are above yesterday’s close. (83.0% are below.)
0.0% are up 4.5% or more. 1.2% are down 4.5% or more.
0.0% are up 3.5% or more. 3.1% are down 3.5% or more.
57.6% are between +1% and -1%.

RSI on DAILY (20170706 2:25 pm ET)
2-day: >=95:2.2%…>=90:3.8%…>=80:7.9%…>=50:23.7%…<=20:32.7%…<=10:13.8%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:39.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170706 2:25 pm ET)
4.5% above previous 1 highs, 44.0% below previous 1 lows
2.5% above previous 2 highs, 38.0% below previous 2 lows
2.1% above previous 3 highs, 29.2% below previous 3 lows
1.7% above previous 4 highs, 23.9% below previous 4 lows
1.6% above previous 5 highs, 21.6% below previous 5 lows
1.5% above previous 6 highs, 19.5% below previous 6 lows
1.2% above previous 7 highs, 17.6% below previous 7 lows
1.2% above previous 8 highs, 15.0% below previous 8 lows
1.2% above previous 9 highs, 13.8% below previous 9 lows
1.2% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170706 2:25 pm ET)
17.0% are above or equal to 7/5 close (1 days ago), 83.0% are below.
26.6% are above or equal to 7/3 close (2 days ago), 73.4% are below.
35.4% are above or equal to 6/30 close (3 days ago), 64.6% are below.
43.1% are above or equal to 6/29 close (4 days ago), 56.9% are below.
30.0% are above or equal to 6/28 close (5 days ago), 70.0% are below.
46.2% are above or equal to 6/27 close (6 days ago), 53.8% are below.
41.5% are above or equal to 6/26 close (7 days ago), 58.5% are below.
44.2% are above or equal to 6/23 close (8 days ago), 55.8% are below.
49.3% are above or equal to 6/22 close (9 days ago), 50.7% are below.
51.2% are above or equal to 6/21 close (10 days ago), 48.8% are below.
46.2% are above or equal to 6/20 close (11 days ago), 53.8% are below.
36.7% are above or equal to 6/19 close (12 days ago), 63.3% are below.
42.8% are above or equal to 6/16 close (13 days ago), 57.2% are below.
45.2% are above or equal to 6/15 close (14 days ago), 54.8% are below.
39.8% are above or equal to 6/14 close (15 days ago), 60.2% are below.
36.9% are above or equal to 6/13 close (16 days ago), 63.1% are below.
43.7% are above or equal to 6/12 close (17 days ago), 56.3% are below.
44.9% are above or equal to 6/9 close (18 days ago), 55.1% are below.
48.1% are above or equal to 6/8 close (19 days ago), 51.9% are below.
49.8% are above or equal to 6/7 close (20 days ago), 50.2% are below.
49.1% are above or equal to 6/6 close (21 days ago), 50.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170706 2:25 pm ET)
20d: 4.1% new highs, 11.3% new lows
21d: 4.1% new highs, 11.2% new lows
42d: 3.2% new highs, 4.1% new lows
63d: 2.5% new highs, 2.9% new lows
126d: 1.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170706 2:25 pm ET)
2-day: 16.5% above, 83.5% below
3-day: 21.9% above, 78.1% below
4-day: 26.4% above, 73.6% below
5-day: 30.9% above, 69.1% below
8-day: 32.8% above, 67.2% below
10-day: 37.8% above, 62.2% below
20-day: 39.5% above, 60.5% below
50-day: 50.9% above, 49.1% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170706 2:25 pm ET)
INSU(30): -0.03% Top=MBI LNC AIG PRU UNM AON CNO XL ….. PGR ORI AFL RDN FAF ACGL FNF MTG=Bottom (Insurance)
CHEM(26): -0.31% Top=HUN EMN CE DD PX SMG FMC PAH ….. OLN CC PPG AGU POT MOS CF VSM=Bottom (Chemicals/Fertilizers)
FINA(79): -0.43% Top=APO WBS FNB BKU BMO TCF PNC MS ….. CME SLM TWNK EV EFX AMG BOFI PYPL=Bottom (Banks/Financials)
ELEC(41): -0.46% Top=AVGO MSCC CREE LRCX PI NVDA AMAT SWKS ….. JBL QRVO APH GLW GRMN INTC SIMO CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -0.51% Top=AAL DAL ALK LUV CP SAVE UNP CSX ….. KSU EXPD CHRW FDX NSC SWFT TRN SNDR=Bottom (Transportation)
META(24): -0.65% Top=AA STLD AGI NUE CMC CCJ RGLD CNX ….. WPM SLCA AKS FCX ABX SCCO AG CLF=Bottom (Metals & Mining)
MANU(37): -0.66% Top=DOV KMT CMI EMR ETN IR HON ROK ….. ATI AOS SNA AGCO DHR DDD TEX GE=Bottom (Manufacturing)
COSW(78): -0.77% Top=OKTA WUBA TWTR NTES GWRE MTCH ANSS SINA ….. FDS TWLO MULE AKAM HPE NTNX VIPS NCR=Bottom (Computer Software/Internet)
DISV(43): -0.77% Top=WTW RRD HRB ILG AL PCLN ZTO SBAC ….. ADS ATHN ULTA CXW MYGN FDC AMN ATGE=Bottom (Diversified Services)
LEIS(34): -0.85% Top=HGV GPRO DPZ TXRH BLMN DNKN RRR DRI ….. EAT QSR RCL MAR LVS SEAS ARMK YUMC=Bottom (Leisure)
CONS(48): -1.08% Top=CHD BERY CCK AVY BMS OI GT PG ….. PVH KS ELF GOOS RL LULU FOSL TPX=Bottom (Consumer)
COHW(37): -1.10% Top=CTL ACIA TU LVLT UBNT COMM TDS BCE ….. VSAT VZ CDW SSYS TDC HPQ NTAP STX=Bottom (Computer Hardware/Telecom)
MATE(26): -1.11% Top=PWR FAST WCN PHM VMC MLM DHI WM ….. MAS KBH EXP FLR JELD WY USG CBI=Bottom (Materials & Construction)
REAL(104): -1.43% Top=KIM FPO PKY FR ARI DDR BAM AMT ….. SNH HCP CUBE HTA UDR MAA MPW DOC=Bottom (Real Estate)
RETA(56): -1.48% Top=MELI RH KMX SFM FND WMT COST BID ….. AEO GES CPRT BBBY SIG CVNA URBN LB=Bottom (Retail & Specialty Retail)
ENER(81): -1.51% Top=PUMP MMP WES SEP PAGP CVE NFG ENLK ….. WPX NFX KOS XOG QEP CRZO SN CRC=Bottom (Energy)
HEAL(40): -1.60% Top=IRWD SYK ANTM TMO RMD AET COO BDX ….. UHS CNC DXCM HCA MD THC CYH ACHC=Bottom (Health)

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 2:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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